From 32bdb82cf814dd8a66b6169362201b40db3a261d Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 20 Jan 2021 10:20:18 +0100
Subject: [PATCH] Make load_mh_file honor use_mh_covariance option
---
matlab/default_option_values.m | 2 +-
matlab/posterior_sampler_initialization.m | 41 +++++++++++++----------
2 files changed, 24 insertions(+), 19 deletions(-)
diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m
index 66ba29f138..5bffa1e2e8 100644
--- a/matlab/default_option_values.m
+++ b/matlab/default_option_values.m
@@ -425,7 +425,7 @@ options_.smoother = false;
options_.posterior_max_subsample_draws = 1200;
options_.sub_draws = [];
options_.ME_plot_tol=1e-6;
-% options_.use_mh_covariance_matrix = 0;
+options_.use_mh_covariance_matrix = false;
options_.gradient_method = 2; %used by csminwel and newrat
options_.gradient_epsilon = 1e-6; %used by csminwel and newrat
options_.posterior_sampler_options.sampling_opt = []; %extended set of options for individual posterior samplers
diff --git a/matlab/posterior_sampler_initialization.m b/matlab/posterior_sampler_initialization.m
index 069985fa41..89b9e96d27 100644
--- a/matlab/posterior_sampler_initialization.m
+++ b/matlab/posterior_sampler_initialization.m
@@ -490,24 +490,29 @@ elseif options_.mh_recover
end
function [d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d)
-if isfield(record,'ProposalCovariance') && isfield(record,'ProposalCovariance')
- if isfield(record,'MCMC_sampler')
- if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)
- error(fprintf('Estimation::mcmc: The posterior_sampling_method differs from the one of the original chain. Please reset it to %s',record.MCMC_sampler))
+if ~options_.use_mh_covariance_matrix
+ if isfield(record,'ProposalCovariance') && isfield(record,'ProposalScaleVec')
+ if isfield(record,'MCMC_sampler')
+ if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)
+ error(fprintf('Estimation::mcmc: The posterior_sampling_method differs from the one of the original chain. Please reset it to %s',record.MCMC_sampler))
+ end
end
- end
- fprintf('Estimation::mcmc: Recovering the previous proposal density.\n')
- d=record.ProposalCovariance;
- bayestopt_.jscale=record.ProposalScaleVec;
-else
- if ~isequal(options_.posterior_sampler_options.posterior_sampling_method,'slice')
- % pass through input d unaltered
- if options_.mode_compute~=0
- fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by mode_compute\n.');
- elseif ~isempty(options_.mode_file)
- fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by the mode_file\n.');
- else
- error('Estimation::mcmc: No stored previous proposal density found, no mode-finding conducted, and no mode-file provided. I don''t know how to continue')
+ fprintf('Estimation::mcmc: Recovering the previous proposal density.\n')
+ d=record.ProposalCovariance;
+ bayestopt_.jscale=record.ProposalScaleVec;
+ else
+ if ~isequal(options_.posterior_sampler_options.posterior_sampling_method,'slice')
+ % pass through input d unaltered
+ if options_.mode_compute~=0
+ fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by mode_compute\n.');
+ elseif ~isempty(options_.mode_file)
+ fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by the mode_file\n.');
+ else
+ error('Estimation::mcmc: No stored previous proposal density found, no mode-finding conducted, and no mode-file provided. I don''t know how to continue')
+ end
end
end
-end
+else
+ % pass through input d unaltered
+ fprintf('Estimation::mcmc: use_mh_covariance_matrix specified, continuing with proposal density implied by the previous MCMC run.\n.');
+end
\ No newline at end of file
--
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