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MH draws and mh_drop option

PostPosted: Mon Jun 04, 2007 10:31 am
by alenot
Hi,

does the mh_drop option refer to discarding the initial (burn-in) draws, or does it simply define the number of draws that are used when reporting the posterior distribution (e.g. mh_drop=0.25 for one out of four draws)?

Thanks a lot

Alessandro

Re: MH draws and mh_drop option

PostPosted: Fri Jun 08, 2007 2:46 pm
by StephaneAdjemian
Hi Alessandro,

Your first guess is the good one. I found the answer with google ;-)

http://www.google.com/search?hl=fr&q=dynare+mh_drop&btnG=Rechercher&meta=

Best,
Stéphane.