2015-10-05 20:52:00 +02:00
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function [fval,grad,hess,exit_flag,info,PHI,SIGMAu,iXX,prior] = dsge_var_likelihood(xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
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% Evaluates the posterior kernel of the bvar-dsge model. Deprecated interface.
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2011-09-22 11:17:31 +02:00
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%
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% INPUTS
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2009-05-12 13:38:06 +02:00
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% o xparam1 [double] Vector of model's parameters.
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% o gend [integer] Number of observations (without conditionning observations for the lags).
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2011-09-22 11:17:31 +02:00
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%
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% OUTPUTS
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2009-05-12 13:38:06 +02:00
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% o fval [double] Value of the posterior kernel at xparam1.
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% o cost_flag [integer] Zero if the function returns a penalty, one otherwise.
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% o info [integer] Vector of informations about the penalty.
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% o PHI [double] Stacked BVAR-DSGE autoregressive matrices (at the mode associated to xparam1).
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% o SIGMAu [double] Covariance matrix of the BVAR-DSGE (at the mode associated to xparam1).
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% o iXX [double] inv(X'X).
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2011-09-22 11:17:31 +02:00
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% o prior [double] a matlab structure describing the dsge-var prior.
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2009-05-12 13:38:06 +02:00
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%
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% SPECIAL REQUIREMENTS
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% None.
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2012-06-08 18:22:34 +02:00
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% Copyright (C) 2006-2012 Dynare Team
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2009-05-12 13:38:06 +02:00
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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2015-10-05 20:52:00 +02:00
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[fval,info,exit_flag,grad,hess,SteadyState,trend_coeff,PHI,SIGMAu,iXX,prior] = ...
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dsge_var_likelihood_1(xparam1,DynareDataset,DynareInfo,DynareOptions,Model,...
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EstimatedParameters,BayesInfo,BoundsInfo,DynareResults);
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