Particle filters: provide error if trends or prefiltering is used
Closes https://git.dynare.org/Dynare/dynare/issues/1690time-shift
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82cc6a91ca
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03a8759560
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@ -41,8 +41,16 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
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%singularity check
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%singularity check
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maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
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maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
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if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
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if DynareOptions.order>1
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error('initial_estimation_checks:: particle filtering does not support missing observations')
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if any(any(isnan(DynareDataset.data)))
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error('initial_estimation_checks:: particle filtering does not support missing observations')
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end
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if DynareOptions.prefilter==1
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error('initial_estimation_checks:: particle filtering does not support the prefilter option')
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end
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if BayesInfo.with_trend
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error('initial_estimation_checks:: particle filtering does not support trends')
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end
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end
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end
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non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
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non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
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