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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; nit=1000;
end end
if ~options_.dsge_var 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 else
[xparam1,hh,gg,fval,invhess] = newrat('DsgeVarLikelihood',xparam1,hh,gg,igg,crit,nit,flag,gend); [xparam1,hh,gg,fval,invhess] = newrat('DsgeVarLikelihood',xparam1,hh,gg,igg,crit,nit,flag,gend);
end 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_); fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
options_.mh_jscale = Scale; options_.mh_jscale = Scale;
mouvement = max(max(abs(PostVar-OldPostVar))); 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(['Change in the covariance matrix = ' num2str(mouvement) '.'])
disp(['Mode improvement = ' num2str(abs(OldMode-fval))]) disp(['Mode improvement = ' num2str(abs(OldMode-fval))])
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)); log_det_invhess = -estim_params_nbr*log(scale_factor)+log(det(scale_factor*invhess));
if ~options_.dsge_var if ~options_.dsge_var
md_Laplace = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess ... 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 else
md_Laplace = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess ... md_Laplace = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess ...
- DsgeVarLikelihood(xparam1,gend); - DsgeVarLikelihood(xparam1,gend);
@ -810,8 +810,7 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
if options_.dsge_var if options_.dsge_var
feval(options_.posterior_sampling_method,'DsgeVarLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend); feval(options_.posterior_sampling_method,'DsgeVarLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend);
else else
feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend,data,... feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
data_index,number_of_observations,no_more_missing_observations);
end end
else else
error('I Cannot start the MCMC because the hessian of the posterior kernel at the mode was not computed.') error('I Cannot start the MCMC because the hessian of the posterior kernel at the mode was not computed.')