dynare/matlab/dsge_var_likelihood.m

39 lines
2.0 KiB
Matlab
Raw Normal View History

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