check_plots

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check_plots

Postby ger163609 » Wed Aug 28, 2013 1:21 pm

Hi!

I have a problem with the check plots from the check_mode command: The maximum the optimizer finds is not the same as indicated by the posterior (blue line). How can I fix this problem?
By tighter priors? A different optimizer?

Thanks in advance for your help!
ger163609
 
Posts: 21
Joined: Tue Nov 20, 2012 7:30 pm

Re: check_plots

Postby jpfeifer » Mon Sep 02, 2013 3:17 pm

Tighter priors will most probably not help as they do not give you more curvature. A different mode-finder should be more successful. Try 8 or 9.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: check_plots

Postby ger163609 » Tue Sep 03, 2013 4:01 pm

Thanks jpfeifer!

I tried mode_compute=9 and now the MCMC statistics are fine.

Anyway, do you know whether the MCMC draws and the posterior distributions are stored somewhere? I cannot find them in the workspace. I need to plot the posteriors and the Brooks/Gelman statistics for each parameter seperately, i.e. not jointly in this 3x3 subplot array.

Thanks.
ger163609
 
Posts: 21
Joined: Tue Nov 20, 2012 7:30 pm

Re: check_plots

Postby jpfeifer » Tue Sep 03, 2013 5:01 pm

In this case it is probably easiest to hack the McMCDiagnostics_core.m file.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: check_plots

Postby ger163609 » Thu Sep 05, 2013 2:20 pm

thanks!
ger163609
 
Posts: 21
Joined: Tue Nov 20, 2012 7:30 pm


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