From 03a8759560727c746be5f264b51bcbb713b84778 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Fri, 10 Jan 2020 19:08:51 +0100 Subject: [PATCH] Particle filters: provide error if trends or prefiltering is used Closes https://git.dynare.org/Dynare/dynare/issues/1690 --- matlab/initial_estimation_checks.m | 12 ++++++++++-- 1 file changed, 10 insertions(+), 2 deletions(-) diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m index d384b5f86..39a45d155 100644 --- a/matlab/initial_estimation_checks.m +++ b/matlab/initial_estimation_checks.m @@ -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);