added lambda_posterior draws in panel 4

european-central-bank · Nov 9, 2023 · 95669b7 · 95669b7
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commit 95669b7
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Showing 2 changed files with 4 additions and 1 deletion.
diff --git a/tbx/bear/+bear/panel4gibbs.m b/tbx/bear/+bear/panel4gibbs.m
@@ -105,6 +105,9 @@
         % if there is no post burn selection
         if pick==0
             % record the draw
+            beta_mean(:,count-Bu)=b;
+            sigma_mean(:,count-Bu)=bear.vec(mean(sigma,3));
+            lambda_posterior(count-Bu)=lambda1;
             % loop over units
             for ii=1:N
                 beta_gibbs(:,count-Bu,ii)=beta(:,ii);

diff --git a/tbx/bear/BEARmain.m b/tbx/bear/BEARmain.m
@@ -1154,7 +1154,7 @@ function BEARmain(opts)
                 % obtain prior elements
                 [omegab]=bear.panel4prior(N,n,m,p,T,k,data_endo,q,opts.lambda3,opts.lambda2,opts.lambda4);
                 % run the Gibbs sampler
-                [beta_gibbs,sigma_gibbs]=bear.panel4gibbs(N,n,h,T,k,q,Yi,Xi,opts.s0,omegab,opts.v0,opts.It,opts.Bu,opts.pick,opts.pickf);
+                [beta_gibbs,sigma_gibbs,beta_mean,sigma_mean,lambda_posterior]=bear.panel4gibbs(N,n,h,T,k,q,Yi,Xi,opts.s0,omegab,opts.v0,opts.It,opts.Bu,opts.pick,opts.pickf);
                 % compute posterior estimates
                 [beta_median, beta_std, beta_lbound, beta_ubound, sigma_median]=bear.panel4estimates(N,n,q,beta_gibbs,sigma_gibbs,cband,[],[]); % beta_mean,sigma_mean
                 % plot a first set of results