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
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time-shift
parent
25d19fef96
commit
0f19774b55
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@ -1,12 +1,12 @@
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function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
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% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
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function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bounds)
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% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bounds)
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% Checks whether parameter vector satisfies
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%
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% INPUTS
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% - xparam1 [double] n by 1 vector, estimated parameters.
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% - M_ [struct] Matlab's structure describing the Model.
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% - estim_params_ [struct] Matlab's structure describing the estimated_parameters.
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% - bayestopt_ [struct] Matlab's structure specifying the bounds on the paramater values (initialized by dynare,aka bayesopt_).
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% - bounds [struct] Matlab's structure specifying the bounds on the paramater values (initialized by dynare_estimation_init).
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%
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% OUTPUTS
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% - fval [double] scalar, value of the likelihood or posterior kernel.
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@ -15,7 +15,7 @@ function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xpar
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% - Q [matrix] Covariance matrix of structural shocks
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% - H [matrix] Covariance matrix of measurement errors
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% Copyright (C) 2020 Dynare Team
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% Copyright (C) 2020-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -38,22 +38,22 @@ info = zeros(4,1);
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Q=[];
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H=[];
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% Return, with endogenous penalty, if some parameters are smaller than the lower bound of the prior domain.
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if any(xparam1<bayestopt_.lb)
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k = find(xparam1(:) < bayestopt_.lb);
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if any(xparam1<bounds.lb)
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k = find(xparam1(:) < bounds.lb);
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fval = Inf;
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exit_flag = 0;
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info(1) = 41;
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info(4) = sum((bayestopt_.lb(k)-xparam1(k)).^2);
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info(4) = sum((bounds.lb(k)-xparam1(k)).^2);
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return
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end
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% Return, with endogenous penalty, if some parameters are greater than the upper bound of the prior domain.
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if any(xparam1>bayestopt_.ub)
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k = find(xparam1(:)>bayestopt_.ub);
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if any(xparam1>bounds.ub)
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k = find(xparam1(:)>bounds.ub);
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fval = Inf;
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exit_flag = 0;
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info(1) = 42;
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info(4) = sum((xparam1(k)-bayestopt_.ub(k)).^2);
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info(4) = sum((xparam1(k)-bounds.ub(k)).^2);
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return
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end
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