From 7ab901b77d9cce6178e8f99d920663f7bd349af6 Mon Sep 17 00:00:00 2001
From: Willi Mutschler <willi@mutschler.eu>
Date: Thu, 14 Dec 2023 10:22:59 +0100
Subject: [PATCH] method_of_moments: fixes required by changes introduced with
SMC
60c0ed0180c01ee296e798741dfd3d804359a1ee changed:
- the call to GetPosteriorMeanVariance
- removed _mh_mode in compute_mh_covariance_matrix.m
---
matlab/+mom/run.m | 2 +-
tests/estimation/method_of_moments/CET/cet_tarb.mod | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m
index db044e9697..51d809668e 100644
--- a/matlab/+mom/run.m
+++ b/matlab/+mom/run.m
@@ -712,7 +712,7 @@ if do_bayesian_estimation_mcmc
if ~options_mom_.nograph
oo_.mom = PlotPosteriorDistributions(estim_params_, M_, options_mom_, bayestopt_, oo_.mom);
end
- [oo_.mom.posterior.metropolis.mean,oo_.mom.posterior.metropolis.Variance] = GetPosteriorMeanVariance(M_,options_mom_.mh_drop);
+ [oo_.mom.posterior.metropolis.mean,oo_.mom.posterior.metropolis.Variance] = GetPosteriorMeanVariance(options_mom_,M_);
elseif options_mom_.load_mh_file && options_mom_.load_results_after_load_mh
% load fields from previous MCMC run stored in results-file
field_names={'posterior_mode','posterior_std_at_mode',...% fields set by marginal_density
diff --git a/tests/estimation/method_of_moments/CET/cet_tarb.mod b/tests/estimation/method_of_moments/CET/cet_tarb.mod
index ff5023ba92..7a6d6dd932 100644
--- a/tests/estimation/method_of_moments/CET/cet_tarb.mod
+++ b/tests/estimation/method_of_moments/CET/cet_tarb.mod
@@ -170,7 +170,7 @@ method_of_moments(mom_method = irf_matching
, mh_replic=0
, mode_check
, mode_compute = 4
-, mode_file = 'cet_tarb_results/method_of_moments/cet_tarb_mh_mode'
+, mode_file = 'cet_tarb_results/method_of_moments/cet_tarb_mode'
, plot_priors = 0
);
--
GitLab