MH draws and mh_drop option

Hi,

does the mh_drop option refer to discarding the initial (burn-in) draws, or does it simply define the number of draws that are used when reporting the posterior distribution (e.g. mh_drop=0.25 for one out of four draws)?

Thanks a lot

Alessandro

Hi Alessandro,

Your first guess is the good one. I found the answer with google :wink:

google.com/search?hl=fr&q=dynare+mh_drop&btnG=Rechercher&meta=

Best,
St├ęphane.