how to switch between radnom walk and independence MH
Posted: Sun Mar 27, 2011 2:23 pmHello everybody!
I wonder how is it possible to choose an independence MH sampler and a random walk one. According to the user's guide and one topic I found on the forum it is random walk that is used by default. However when I looked into dynare files I noticed one entitled independent_metropolis_hastings. So I assume it is avaialable somehow. Thank you for your help!
Marcin
I wonder how is it possible to choose an independence MH sampler and a random walk one. According to the user's guide and one topic I found on the forum it is random walk that is used by default. However when I looked into dynare files I noticed one entitled independent_metropolis_hastings. So I assume it is avaialable somehow. Thank you for your help!
Marcin