diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 67d64ccd21dfe696ac2afd7a6bcf9a9230431087..07101fdb669a29dab9241a82d8b947a29b0b5bde 100644 --- a/doc/manual/source/the-model-file.rst +++ b/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 diff --git a/matlab/posterior_sampler_iteration.m b/matlab/posterior_sampler_iteration.m index a1f155b54db442493cd0be46d707e2fe51fbcb5f..e524748228cbe8610000f0bf27a97044a270f360 100644 --- a/matlab/posterior_sampler_iteration.m +++ b/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); diff --git a/tests/estimation/t_proposal/fs2000_student.mod b/tests/estimation/t_proposal/fs2000_student.mod index aa52caf28689a1a971514483b774ce3fab05a6bb..a7483741b4c905dfed76db3a22049bbf27dd3475 100644 --- a/tests/estimation/t_proposal/fs2000_student.mod +++ b/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));