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Particle filters: provide error if trends or prefiltering is used 

Closes https://git.dynare.org/Dynare/dynare/issues/1690
time-shift
Johannes Pfeifer 2020-01-10 19:08:51 +01:00
parent 82cc6a91ca
commit 03a8759560
1 changed files with 10 additions and 2 deletions
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12
matlab/initial_estimation_checks.m
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@ -41,8 +41,16 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
%singularity check
maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
error('initial_estimation_checks:: particle filtering does not support missing observations')
if DynareOptions.order>1
if any(any(isnan(DynareDataset.data)))
error('initial_estimation_checks:: particle filtering does not support missing observations')
end
if DynareOptions.prefilter==1
error('initial_estimation_checks:: particle filtering does not support the prefilter option')
end
if BayesInfo.with_trend
error('initial_estimation_checks:: particle filtering does not support trends')
end
end
non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);