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Fixed bugs related to the new calling sequence for DsgeLikelihood.

time-shift
Stéphane Adjemian (Charybdis) 2011-09-20 15:56:37 +02:00
parent 8fa461b978
commit 2512b527bd
1 changed files with 4 additions and 5 deletions
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9
matlab/dynare_estimation_1.m
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@ -209,7 +209,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
nit=1000;
end
if ~options_.dsge_var
[xparam1,hh,gg,fval,invhess] = newrat('DsgeLikelihood',xparam1,hh,gg,igg,crit,nit,flag,gend,data,data_index,number_of_observations,no_more_missing_observations);
[xparam1,hh,gg,fval,invhess] = newrat('DsgeLikelihood',xparam1,hh,gg,igg,crit,nit,flag,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
else
[xparam1,hh,gg,fval,invhess] = newrat('DsgeVarLikelihood',xparam1,hh,gg,igg,crit,nit,flag,gend);
end
@ -275,7 +275,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
options_.mh_jscale = Scale;
mouvement = max(max(abs(PostVar-OldPostVar)));
fval = DsgeLikelihood(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
fval = DsgeLikelihood(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
disp(['Change in the covariance matrix = ' num2str(mouvement) '.'])
disp(['Mode improvement = ' num2str(abs(OldMode-fval))])
OldMode = fval;
@ -511,7 +511,7 @@ if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
log_det_invhess = -estim_params_nbr*log(scale_factor)+log(det(scale_factor*invhess));
if ~options_.dsge_var
md_Laplace = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess ...
- DsgeLikelihood(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
- DsgeLikelihood(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
else
md_Laplace = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess ...
- DsgeVarLikelihood(xparam1,gend);
@ -810,8 +810,7 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
if options_.dsge_var
feval(options_.posterior_sampling_method,'DsgeVarLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend);
else
feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend,data,...
data_index,number_of_observations,no_more_missing_observations);
feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
end
else
error('I Cannot start the MCMC because the hessian of the posterior kernel at the mode was not computed.')