new option maximize_using_mh_bounds for slice

matlab/check_posterior_sampler_options.m

@@ -304,6 +304,10 @@ if init
                   case 'maximize'
                     posterior_sampler_options.maximize = options_list{i,2};
                     
+                  case 'maximize_using_mh_bounds'
+                      
+                      posterior_sampler_options.maximize_using_mh_bounds = options_list{i,2};
+                    
                   case 'mode_compute'
                     posterior_sampler_options.mode_compute = options_list{i,2};
                     
@@ -431,6 +435,22 @@ if strcmp(posterior_sampler_options.posterior_sampling_method,'slice')
             posterior_sampler_options.invhess=[];
         end
     end
+    if posterior_sampler_options.maximize_using_mh_bounds && options_.load_mh_file && not(options_.mh_recover)
+        global M_ bayestopt_
+        [ ~, params0 ] = get_posterior_sample('param', [], M_, bayestopt_ ); % loads posterior params in params0
+        mh_replic=size(params0,1)/options_.mh_nblck;
+        
+        retain=[];
+        for k=1:options_.mh_nblck
+            retain=[retain; [options_.mh_drop*mh_replic+1+(k-1)*mh_replic:k*mh_replic]'];
+        end
+        params1=params0(retain,:);
+        opt_bounds.lb=min(params1)';
+        opt_bounds.ub=max(params1)';
+        opt_bounds.lb=max(min(opt_bounds.lb.*0.99,opt_bounds.lb-1.e-6),0.5*(opt_bounds.lb+posterior_sampler_options.bounds.lb));
+        opt_bounds.ub=min(max(opt_bounds.ub.*1.01,opt_bounds.ub+1.e-6),0.5*(opt_bounds.ub+posterior_sampler_options.bounds.ub));
+        posterior_sampler_options.bounds = opt_bounds;
+    end
     % needs to be re-set to zero otherwise posterior analysis is filtered
     % out in dynare_estimation_1.m
     options_.mh_posterior_mode_estimation = false;

matlab/default_option_values.m

@@ -465,6 +465,7 @@ options_.posterior_sampler_options.slice.WR=[];
 options_.posterior_sampler_options.slice.mode_files=[];
 options_.posterior_sampler_options.slice.mode=[];
 options_.posterior_sampler_options.slice.maximize=0;
+options_.posterior_sampler_options.slice.maximize_using_mh_bounds=0;
 options_.posterior_sampler_options.slice.mode_compute=5;
 options_.posterior_sampler_options.slice.initial_step_size=0.8;
 options_.posterior_sampler_options.slice.save_tmp_file=1;