🐛 📖 Fixes TaRB with student t proposal distribution

doc/manual/source/the-model-file.rst

@@ -5430,6 +5430,8 @@ block decomposition of the model (see :opt:`block`).
 
                Available options are:
 
+           .. _prop_distrib:
+
            ``'proposal_distribution'``
 
                Specifies the statistical distribution used for the
@@ -5528,6 +5530,11 @@ block decomposition of the model (see :opt:`block`).
 
            ``'tailored_random_block_metropolis_hastings'``
 
+           ``'proposal_distribution'``
+
+               Specifies the statistical distribution used for the
+               proposal density. See :ref:`proposal_distribution <prop_distrib>`.
+
            ``new_block_probability = DOUBLE``
 
                Specifies the probability of the next parameter

matlab/posterior_sampler_iteration.m

@@ -118,7 +118,7 @@ switch posterior_sampling_method
         if strcmpi(sampler_options.proposal_distribution,'rand_multivariate_normal')
             n = nxopt;
         elseif strcmpi(sampler_options.proposal_distribution,'rand_multivariate_student')
-            n = options_.student_degrees_of_freedom;
+            n = sampler_options.student_degrees_of_freedom;
         end
 
         proposed_par = feval(sampler_options.proposal_distribution, xopt_current_block', proposal_covariance_Cholesky_decomposition_upper, n);

tests/estimation/t_proposal/fs2000_student.mod

@@ -116,3 +116,7 @@ varobs gp_obs gy_obs;
 
 estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=2002, mh_nblocks=2, mh_jscale=0.8,mode_compute=4,
 posterior_sampler_options=('proposal_distribution','rand_multivariate_student','student_degrees_of_freedom',5,'save_tmp_file',0));
+
+estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=30, mh_nblocks=1, mh_jscale=0.8,mode_compute=4,
+posterior_sampling_method='tailored_random_block_metropolis_hastings',
+posterior_sampler_options=('proposal_distribution','rand_multivariate_student','student_degrees_of_freedom',5,'save_tmp_file',0));