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Correction of a bug in dynare_estimation.m 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@460 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2005-09-24 11:48:17 +00:00
parent 36eed29a91
commit 51798798db
3 changed files with 8 additions and 6 deletions
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2
matlab/DsgeLikelihood.m
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@ -6,7 +6,7 @@ function [fval,cost_flag,ys,trend_coeff] = DsgeLikelihood(xparam1,gend,data)
global dr1_test_
fval = [];
ys = [];
ys = [];
trend_coeff = [];
cost_flag = 1;
nobs = size(options_.varobs,1);

8
matlab/dynare_estimation.m
View File

@ -298,7 +298,8 @@ if any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
disp('standard deviation of shocks')
disp(tit1)
for i=1:nvx
name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
k = estim_params_.var_exo(i,1);
name = deblank(M_.exo_names(k,:));
disp(sprintf('%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f', ...
name,bayestopt_.pmean(ip),xparam1(ip), ...
stdh(ip),tstath(ip),pnames(bayestopt_.pshape(ip)+1,:), ...
@ -361,7 +362,7 @@ if any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
ip = ip+1;
end
end
%% Laplace approximation to the marginal log density:
%% Laplace approximation to the marginal log density:
md_Laplace = .5*size(xparam1,1)*log(2*pi) + .5*log(det(invhess)) ...
- DsgeLikelihood(xparam1,gend,data);
oo_.MarginalDensity.LaplaceApproximation = md_Laplace;
@ -394,7 +395,8 @@ elseif ~any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
disp('standard deviation of shocks')
disp(tit1)
for i=1:nvx
name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
k = estim_params_.var_exo(i,1);
name = deblank(M_.exo_names(k,:));
disp(sprintf('%12s %8.4f %7.4f %7.4f',name,xparam1(ip),stdh(ip),tstath(ip)));
M_.Sigma_e(k,k) = xparam1(ip)*xparam1(ip);
eval(['oo_.mle_mode.shocks_std.' name ' = xparam1(ip);']);

4
matlab/get_the_name.m
View File

@ -10,14 +10,14 @@ nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncx = estim_params_.ncn;
if k <= estim_params_.nvx
if k <= nvx
vname = deblank(M_.exo_names(estim_params_.var_exo(k,1),:));
nam = ['SE_',vname];
if TeX
tname = deblank(M_.exo_names_tex(estim_params_.var_exo(k,1),:));
texnam = ['$ SE_{' tname '} $'];
end
elseif k <= (estim_params_.nvx+estim_params_.nvn)
elseif k <= (nvx+nvn)
vname = deblank(options_.varobs(estim_params_.var_endo(k-estim_params_.nvx,1),:));
nam=['SE_EOBS_',vname];
if TeX