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Sébastien Villemot
dynare
Commits
35b1a685
Commit
35b1a685
authored
Dec 9, 2020
by
Johannes Pfeifer
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allow cova_compute=0 with user-defined MCMC_jumping_covariance
parent
81b78fd9
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matlab/check_posterior_sampler_options.m
+3
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matlab/check_posterior_sampler_options.m
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3 additions
and
1 deletion
matlab/check_posterior_sampler_options.m
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1
View file @
35b1a685
...
@@ -379,12 +379,14 @@ end
...
@@ -379,12 +379,14 @@ end
% here are all samplers requiring a proposal distribution
% here are all samplers requiring a proposal distribution
if
~
strcmp
(
posterior_sampler_options
.
posterior_sampling_method
,
'slice'
)
if
~
strcmp
(
posterior_sampler_options
.
posterior_sampling_method
,
'slice'
)
if
~
options_
.
cova_compute
&&
~
(
options_
.
load_mh_file
&&
posterior_sampler_options
.
use_mh_covariance_matrix
)
if
~
options_
.
cova_compute
&&
~
(
options_
.
load_mh_file
&&
posterior_sampler_options
.
use_mh_covariance_matrix
)
if
strcmp
(
'hessian'
,
options_
.
MCMC_jumping_covariance
)
skipline
()
skipline
()
disp
(
'check_posterior_sampler_options:: I cannot start the MCMC because the Hessian of the posterior kernel at the mode was not computed'
)
disp
(
'check_posterior_sampler_options:: I cannot start the MCMC because the Hessian of the posterior kernel at the mode was not computed'
)
disp
(
'check_posterior_sampler_options:: or there is no previous MCMC to load '
)
disp
(
'check_posterior_sampler_options:: or there is no previous MCMC to load '
)
error
(
'check_posterior_sampler_options:: MCMC cannot start'
)
error
(
'check_posterior_sampler_options:: MCMC cannot start'
)
end
end
end
end
end
if
options_
.
load_mh_file
&&
posterior_sampler_options
.
use_mh_covariance_matrix
if
options_
.
load_mh_file
&&
posterior_sampler_options
.
use_mh_covariance_matrix
[
~
,
invhess
]
=
compute_mh_covariance_matrix
;
[
~
,
invhess
]
=
compute_mh_covariance_matrix
;
...
...
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Johannes Pfeifer
@JohannesPfeifer
mentioned in commit
9625f11c
·
Mar 8, 2021
mentioned in commit
9625f11c
mentioned in commit 9625f11c648b1b1ed64267f52c1acdea8cff2f01
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