metropolis-hastings draws fixed at the mode for some free parameters about dsge.jl HOT 4 CLOSED

Hi giorgiomas,

Thank you for catching this bug. Unless you want to submit a pull request, I will try to fix this error next week and let you know what I did to fix it since I don't anticipate a new release will be available until at least a month from now.

Best,

William

from dsge.jl.

Hi William,

thank you for the prompt answer! Actually, I'm quite new to Julia, so I don't think I'm going to submit a pull request. I mean, I've already written another function in place of generate_param_blocks that works, but I'm pretty sure that there are better ways than how I did it, codewise speaking.
I just meant to be sure I was not wrong, and to let you know in case.

Thank you anyway,

Giorgio

from dsge.jl.

Here's the fix I used:

Instead of

free_para_inds = findall([!θ.fixed for θ in parameters])
n_free_para    = length(free_para_inds)
n_params       = length(parameters)
blocks_all     = SMC.generate_param_blocks(n_free_para, n_param_blocks)

a fix would be

free_para_inds = findall([!θ.fixed for θ in parameters])
n_params       = length(parameters)
if n_param_blocks == 1
    blocks_all = Vector{Int}[free_para_inds]
else
    n_free_para    = length(free_para_inds)
    blocks_all      = SMC.generate_free_blocks(n_free_para, n_param_blocks)
    for block_a in blocks_all
        sort!(block_a)
    end
end

from dsge.jl.

Thanks!

from dsge.jl.