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Marco Ratto
dynare
Commits
e464d2e4
Commit
e464d2e4
authored
Jan 25, 2022
by
Marco Ratto
Browse files
make computation of log(det(sigma)) robust numerically
parent
6d0c4133
Changes
1
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Side-by-side
matlab/marginal_density.m
View file @
e464d2e4
...
...
@@ -69,7 +69,7 @@ parameter_names = bayestopt_.name;
save
([
M_
.
dname
filesep
'Output'
filesep
M_
.
fname
'_mean.mat'
],
'xparam1'
,
'hh'
,
'parameter_names'
,
'SIGMA'
);
fprintf
(
'Estimation::marginal density: I
''
m computing the posterior log marginal density (modified harmonic mean)... '
);
logdetSIGMA
=
log
(
det
(
SIGMA
));
logdetSIGMA
=
sum
(
log
(
eig
(
SIGMA
))
)
;
invSIGMA
=
hh
;
marginal
=
zeros
(
9
,
2
);
linee
=
0
;
...
...
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