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Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach. 

Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
time-shift
Stéphane Adjemian (Scylla) 2012-09-06 14:13:29 +02:00
parent 8a0fe91480
commit 205b455ad7
2 changed files with 9 additions and 1 deletions
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9
matlab/dynare_estimation.m
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@ -64,7 +64,14 @@ if nnobs > 1
options_.nobs = nobs(i);
M_.dname = [dname '_' int2str(nobs(i))];
dynare_estimation_1(var_list,M_.dname);
options_.mode_file = [M_.fname '_mode'];
if isequal(i,1)
options_.mode_file = [M_.fname '_mode'];
end
if options_.recursive_estimation_restart
for j=1:options_.recursive_estimation_restart
dynare_estimation_1(var_list,M_.dname);
end
end
oo_recursive_{nobs(i)} = oo_;
end
else

1
matlab/global_initialization.m
View File

@ -345,6 +345,7 @@ options_.mh_mode = 1;
options_.mh_nblck = 2;
options_.mh_recover = 0;
options_.mh_replic = 20000;
options_.recursive_estimation_restart = 0;
options_.mode_check = 0;
options_.mode_check_nolik = 0;
options_.mode_compute = 4;