added option to compute covariance matrix of coefficient (default = 1)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
4d99d4521a
commit
47c51d42cc
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@ -516,10 +516,14 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
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end
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if options_.mode_compute ~= 5
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if options_.mode_compute ~= 6
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if ~options_.bvar_dsge
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hh = reshape(hessian('DsgeLikelihood',xparam1,options_.gstep,gend,data,data_index,number_of_observations,no_more_missing_observations),nx,nx);
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else
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hh = reshape(hessian('DsgeVarLikelihood',xparam1,options_.gstep,gend),nx,nx);
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if options_.cova_compute == 1
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if ~options_.bvar_dsge
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hh = reshape(hessian('DsgeLikelihood',xparam1, ...
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options_.gstep,gend,data,data_index,number_of_observations,...
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no_more_missing_observations),nx,nx);
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else
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hh = reshape(hessian('DsgeVarLikelihood',xparam1,options_.gstep,gend),nx,nx);
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end
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end
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end
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save([M_.fname '_mode.mat'],'xparam1','hh','bayestopt_');
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@ -182,6 +182,7 @@ function global_initialization()
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options_.trace_plot_ma = 200;
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options_.mh_autocorrelation_function_size = 30;
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options_.plot_priors = 0;
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options_.cova_compute = 1;
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% Misc
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options_.conf_sig = 0.6;
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