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Willi Mutschler
dynare
Commits
9208bcf0
Commit
9208bcf0
authored
5 years ago
by
Johannes Pfeifer
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Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes
#1666
parent
32872362
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matlab/default_option_values.m
+3
-0
3 additions, 0 deletions
matlab/default_option_values.m
matlab/marginal_density.m
+1
-1
1 addition, 1 deletion
matlab/marginal_density.m
with
4 additions
and
1 deletion
matlab/default_option_values.m
+
3
−
0
View file @
9208bcf0
...
...
@@ -714,6 +714,9 @@ options_.convergence.geweke.geweke_interval=[0.2 0.5];
options_
.
convergence
.
rafterylewis
.
indicator
=
false
;
options_
.
convergence
.
rafterylewis
.
qrs
=
[
0.025
0.005
0.95
];
%tolerance for Modified Harmonic Mean estimator
options_
.
marginal_data_density
.
harmonic_mean
.
tolerance
=
0.01
;
% Options for lmmcp solver
options_
.
lmmcp
.
status
=
false
;
...
...
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matlab/marginal_density.m
+
1
−
1
View file @
9208bcf0
...
...
@@ -100,7 +100,7 @@ while check_coverage
marginal
(
linee
,:)
=
[
p
,
lpost_mode
-
log
(
tmp
/((
TotalNumberOfMhDraws
-
TODROP
)
*
nblck
))];
warning
(
warning_old_state
);
end
if
abs
((
marginal
(
9
,
2
)
-
marginal
(
1
,
2
))/
marginal
(
9
,
2
))
>
0.01
||
isinf
(
marginal
(
1
,
2
))
if
abs
((
marginal
(
9
,
2
)
-
marginal
(
1
,
2
))/
marginal
(
9
,
2
))
>
options_
.
marginal_data_density
.
harmonic_mean
.
tolerance
||
isinf
(
marginal
(
1
,
2
))
fprintf
(
'\n'
)
if
increase
==
1
disp
(
'Estimation::marginal density: The support of the weighting density function is not large enough...'
)
...
...
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