metropolis_hastings_initialization.m

function [ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...
    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
%function [ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = 
%    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds, dataset_,options_,M_,estim_params_,bayestopt_,oo_)
% Metropolis-Hastings initialization.
% 
% INPUTS 
%   o TargetFun  [char]     string specifying the name of the objective
%                           function (posterior kernel).
%   o xparam1    [double]   (p*1) vector of parameters to be estimated (initial values).
%   o vv         [double]   (p*p) matrix, posterior covariance matrix (at the mode).
%   o mh_bounds  [double]   (p*2) matrix defining lower and upper bounds for the parameters. 
%   o dataset_              data structure
%   o options_              options structure
%   o M_                    model structure
%   o estim_params_         estimated parameters structure
%   o bayestopt_            estimation options structure
%   o oo_                   outputs structure
%  
% OUTPUTS 
%   None  
%
% SPECIAL REQUIREMENTS
%   None.

% Copyright (C) 2006-2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

ix2 = [];
ilogpo2 = [];
ModelName = []; 
MhDirectoryName = [];
fblck = [];
fline = [];
npar = [];
nblck = [];
nruns = [];
NewFile = [];
MAX_nruns = [];
d = [];

ModelName = M_.fname;

if ~isempty(M_.bvar)
    ModelName = [M_.fname '_bvar'];
end

MhDirectoryName = CheckPath('metropolis',M_.dname);

nblck = options_.mh_nblck;
nruns = ones(nblck,1)*options_.mh_replic;
npar  = length(xparam1);
MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
d = chol(vv);

if ~options_.load_mh_file && ~options_.mh_recover