stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Make sure the output arguments of dsge_likelihood.m are actually set 

Before, trend_coeff and ys were sometimes returned as empty
time-shift
Johannes Pfeifer 2014-09-21 11:54:43 +02:00
parent 3e427020d6
commit 2d39fc62e2
1 changed files with 7 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
matlab/dsge_likelihood.m
View File

@ -1,4 +1,4 @@
function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,BayesInfo,DynareResults] = dsge_likelihood(xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults,derivatives_info)
function [fval,DLIK,Hess,exit_flag,SteadyState,trend_coeff,info,Model,DynareOptions,BayesInfo,DynareResults] = dsge_likelihood(xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults,derivatives_info)
% Evaluates the posterior kernel of a dsge model using the specified
% kalman_algo; the resulting posterior includes the 2*pi constant of the
% likelihood function
@ -39,7 +39,7 @@ function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,Bayes
%! Integer scalar, equal to zero if the routine return with a penalty (one otherwise).
%! @item ys
%! Vector of doubles, steady state level for the endogenous variables.
%! @item trend_coeffs
%! @item trend_coeff
%! Matrix of doubles, coefficients of the deterministic trend in the measurement equation.
%! @item info
%! Integer scalar, error code.
@ -136,16 +136,15 @@ global objective_function_penalty_base
% Initialization of the returned variables and others...
fval = [];
ys = [];
SteadyState = [];
trend_coeff = [];
exit_flag = 1;
info = 0;
singularity_flag = 0;
DLIK = [];
Hess = [];
if DynareOptions.estimation_dll
[fval,exit_flag,ys,trend_coeff,info,params,H,Q] ...
[fval,exit_flag,SteadyState,trend_coeff,info,params,H,Q] ...
= logposterior(xparam1,DynareDataset, DynareOptions,Model, ...
EstimatedParameters,BayesInfo,DynareResults);
mexErrCheck('logposterior', exit_flag);
@ -154,7 +153,7 @@ if DynareOptions.estimation_dll
Model.H = H;
end
Model.Sigma_e = Q;
DynareResults.dr.ys = ys;
DynareResults.dr.ys = SteadyState;
return
end
@ -315,7 +314,8 @@ if BayesInfo.with_trend
end
trend = repmat(constant,1,DynareDataset.nobs)+trend_coeff*[1:DynareDataset.nobs];
else
trend = repmat(constant,1,DynareDataset.nobs);
trend_coeff = zeros(DynareDataset.vobs,1);
trend = repmat(constant,1,DynareDataset.nobs);
end
% Get needed informations for kalman filter routines.