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MH draws and mh_drop option

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MH draws and mh_drop option

Postby alenot » Mon Jun 04, 2007 10:31 am

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
alenot
 
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Re: MH draws and mh_drop option

Postby StephaneAdjemian » Fri Jun 08, 2007 2:46 pm

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.
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Location: Paris, France.
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