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Removed persistent variables.

time-shift
Stéphane Adjemian (Charybdis) 2019-12-14 17:30:30 +01:00
parent 76e3c6ca68
commit 4e0deb7987
2 changed files with 10 additions and 19 deletions
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2
matlab/list_of_functions_to_be_cleared.m
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@ -1 +1 @@
list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', 'prior_draw_gsa', 'identification_analysis', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'moment_function', 'non_linear_dsge_likelihood', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'perfect_foresight_simulation', 'prior_draw', 'priordens', 'smm_objective'};
list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', 'prior_draw_gsa', 'identification_analysis', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'moment_function', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'perfect_foresight_simulation', 'prior_draw', 'priordens', 'smm_objective'};

27
matlab/non_linear_dsge_likelihood.m
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@ -43,11 +43,6 @@ function [fval,info,exit_flag,DLIK,Hess,ys,trend_coeff,Model,DynareOptions,Bayes
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Declaration of the penalty as a persistent variable.
persistent init_flag
persistent restrict_variables_idx observed_variables_idx state_variables_idx mf0 mf1
persistent sample_size number_of_state_variables number_of_observed_variables number_of_structural_innovations
% Initialization of the returned arguments.
fval = [];
ys = [];
@ -174,19 +169,15 @@ Y = transpose(DynareDataset.data);
% 3. Initial condition of the Kalman filter
%------------------------------------------------------------------------------
% Set persistent variables (first call).
if isempty(init_flag)
mf0 = BayesInfo.mf0;
mf1 = BayesInfo.mf1;
restrict_variables_idx = dr.restrict_var_list;
observed_variables_idx = restrict_variables_idx(mf1);
state_variables_idx = restrict_variables_idx(mf0);
sample_size = size(Y,2);
number_of_state_variables = length(mf0);
number_of_observed_variables = length(mf1);
number_of_structural_innovations = length(Q);
init_flag = 1;
end
mf0 = BayesInfo.mf0;
mf1 = BayesInfo.mf1;
restrict_variables_idx = dr.restrict_var_list;
observed_variables_idx = restrict_variables_idx(mf1);
state_variables_idx = restrict_variables_idx(mf0);
sample_size = size(Y,2);
number_of_state_variables = length(mf0);
number_of_observed_variables = length(mf1);
number_of_structural_innovations = length(Q);
ReducedForm.ghx = dr.ghx(restrict_variables_idx,:);
ReducedForm.ghu = dr.ghu(restrict_variables_idx,:);