Acceptance Rate Output

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Acceptance Rate Output

Postby irisqueiroz » Fri Mar 08, 2013 2:18 pm

Hi!

Where can I find the MH acceptance rates output ?

Thanks!
irisqueiroz
 
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Re: Acceptance Rate Output

Postby jpfeifer » Fri Mar 08, 2013 4:36 pm

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
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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