I was running a RWMH and my computer crashed somehow.I tried to restart RWMH but the error message showed that
Estimation::mcmc: Recover mode!
Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by the mode_file
Is it a bug ? or Did i miss something in my estimation command? I thank you for your help inadvance.
Is there a
mh_history_0.mat file in your
metropolis-subfolder. If yes, please provide it here.
Sector37_model_mh_history_0.mat (21.7 KB)
yes, I upload the file here
I modifed the posterior_sampler_initialization.m as instructed but still got the same error.I set a breakpoint at
[line 301] record.ProposalCovariance=d;
to see what actually happened.I found it skip the first part of the loop which begins from
[line 86 ] if ~options_.load_mh_file && ~options_.mh_recover, to
[line 322]elseif options_.load_mh_file && ~options_.mh_recover
so d is not assigned to record.ProposalCovariance.
The problem is that in your first run,
record.ProposalCovariance was not saved. In the
else-clauses you refer to, that is tried by
set_proposal_density_to_previous_value, but it will not work. You cannot fix that ex-post. The bug fix makes sure that in the future that will not happen again.
Thank you professor, I understand the code right now