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check_bounds_and_definiteness_estimation: rename last argument to BoundsInfo 

The previous name was misleading, since this is not the same as bayestopt_.

The confusion was introduced in cfe1069367.
time-shift
Sébastien Villemot 2021-01-27 15:18:14 +01:00
parent 25d19fef96
commit 0f19774b55
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 11 additions and 11 deletions
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22
matlab/check_bounds_and_definiteness_estimation.m
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@ -1,12 +1,12 @@
function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bounds)
% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bounds)
% Checks whether parameter vector satisfies
%
% INPUTS
% - xparam1 [double] n by 1 vector, estimated parameters.
% - M_ [struct] Matlab's structure describing the Model.
% - estim_params_ [struct] Matlab's structure describing the estimated_parameters.
% - bayestopt_ [struct] Matlab's structure specifying the bounds on the paramater values (initialized by dynare,aka bayesopt_).
% - bounds [struct] Matlab's structure specifying the bounds on the paramater values (initialized by dynare_estimation_init).
%
% OUTPUTS
% - fval [double] scalar, value of the likelihood or posterior kernel.
@ -15,7 +15,7 @@ function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xpar
% - Q [matrix] Covariance matrix of structural shocks
% - H [matrix] Covariance matrix of measurement errors
% Copyright (C) 2020 Dynare Team
% Copyright (C) 2020-2021 Dynare Team
%
% This file is part of Dynare.
%
@ -38,22 +38,22 @@ info = zeros(4,1);
Q=[];
H=[];
% Return, with endogenous penalty, if some parameters are smaller than the lower bound of the prior domain.
if any(xparam1<bayestopt_.lb)
k = find(xparam1(:) < bayestopt_.lb);
if any(xparam1<bounds.lb)
k = find(xparam1(:) < bounds.lb);
fval = Inf;
exit_flag = 0;
info(1) = 41;
info(4) = sum((bayestopt_.lb(k)-xparam1(k)).^2);
info(4) = sum((bounds.lb(k)-xparam1(k)).^2);
return
end
% Return, with endogenous penalty, if some parameters are greater than the upper bound of the prior domain.
if any(xparam1>bayestopt_.ub)
k = find(xparam1(:)>bayestopt_.ub);
if any(xparam1>bounds.ub)
k = find(xparam1(:)>bounds.ub);
fval = Inf;
exit_flag = 0;
info(1) = 42;
info(4) = sum((xparam1(k)-bayestopt_.ub(k)).^2);
info(4) = sum((xparam1(k)-bounds.ub(k)).^2);
return
end
@ -103,4 +103,4 @@ if ~issquare(H) || estim_params_.ncn || isfield(estim_params_,'calibrated_covari
return
end
end
end
end