Acceptance Rate Output

[irisqueiroz]

Hi!

Where can I find the MH acceptance rates output ?

Thanks!

[jpfeifer]

Currently, they are not saved. If you change in dynare_estimation_1 the line inside the "if options_.cova_compute"-statement around line 900 (depending on your version)

Code: Select all

feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);

to

Code: Select all

oo_.MCrecord=feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);


you can find them in the oo_ structure subfield MCrecord