Correction of a bug in dynare_estimation.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@460 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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36eed29a91
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51798798db
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@ -6,7 +6,7 @@ function [fval,cost_flag,ys,trend_coeff] = DsgeLikelihood(xparam1,gend,data)
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global dr1_test_
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global dr1_test_
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fval = [];
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fval = [];
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ys = [];
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ys = [];
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trend_coeff = [];
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trend_coeff = [];
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cost_flag = 1;
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cost_flag = 1;
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nobs = size(options_.varobs,1);
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nobs = size(options_.varobs,1);
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@ -298,7 +298,8 @@ if any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
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disp('standard deviation of shocks')
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disp('standard deviation of shocks')
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disp(tit1)
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disp(tit1)
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for i=1:nvx
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for i=1:nvx
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name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
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k = estim_params_.var_exo(i,1);
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name = deblank(M_.exo_names(k,:));
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disp(sprintf('%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f', ...
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disp(sprintf('%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f', ...
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name,bayestopt_.pmean(ip),xparam1(ip), ...
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name,bayestopt_.pmean(ip),xparam1(ip), ...
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stdh(ip),tstath(ip),pnames(bayestopt_.pshape(ip)+1,:), ...
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stdh(ip),tstath(ip),pnames(bayestopt_.pshape(ip)+1,:), ...
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@ -361,7 +362,7 @@ if any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
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ip = ip+1;
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ip = ip+1;
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end
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end
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end
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end
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%% Laplace approximation to the marginal log density:
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%% Laplace approximation to the marginal log density:
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md_Laplace = .5*size(xparam1,1)*log(2*pi) + .5*log(det(invhess)) ...
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md_Laplace = .5*size(xparam1,1)*log(2*pi) + .5*log(det(invhess)) ...
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- DsgeLikelihood(xparam1,gend,data);
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- DsgeLikelihood(xparam1,gend,data);
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oo_.MarginalDensity.LaplaceApproximation = md_Laplace;
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oo_.MarginalDensity.LaplaceApproximation = md_Laplace;
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@ -394,7 +395,8 @@ elseif ~any(bayestopt_.pshape > 0) & options_.posterior_mode_estimation
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disp('standard deviation of shocks')
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disp('standard deviation of shocks')
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disp(tit1)
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disp(tit1)
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for i=1:nvx
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for i=1:nvx
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name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
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k = estim_params_.var_exo(i,1);
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name = deblank(M_.exo_names(k,:));
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disp(sprintf('%12s %8.4f %7.4f %7.4f',name,xparam1(ip),stdh(ip),tstath(ip)));
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disp(sprintf('%12s %8.4f %7.4f %7.4f',name,xparam1(ip),stdh(ip),tstath(ip)));
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M_.Sigma_e(k,k) = xparam1(ip)*xparam1(ip);
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M_.Sigma_e(k,k) = xparam1(ip)*xparam1(ip);
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eval(['oo_.mle_mode.shocks_std.' name ' = xparam1(ip);']);
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eval(['oo_.mle_mode.shocks_std.' name ' = xparam1(ip);']);
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@ -10,14 +10,14 @@ nvn = estim_params_.nvn;
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ncx = estim_params_.ncx;
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ncx = estim_params_.ncx;
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ncx = estim_params_.ncn;
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ncx = estim_params_.ncn;
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if k <= estim_params_.nvx
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if k <= nvx
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vname = deblank(M_.exo_names(estim_params_.var_exo(k,1),:));
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vname = deblank(M_.exo_names(estim_params_.var_exo(k,1),:));
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nam = ['SE_',vname];
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nam = ['SE_',vname];
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if TeX
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if TeX
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tname = deblank(M_.exo_names_tex(estim_params_.var_exo(k,1),:));
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tname = deblank(M_.exo_names_tex(estim_params_.var_exo(k,1),:));
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texnam = ['$ SE_{' tname '} $'];
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texnam = ['$ SE_{' tname '} $'];
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end
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end
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elseif k <= (estim_params_.nvx+estim_params_.nvn)
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elseif k <= (nvx+nvn)
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vname = deblank(options_.varobs(estim_params_.var_endo(k-estim_params_.nvx,1),:));
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vname = deblank(options_.varobs(estim_params_.var_endo(k-estim_params_.nvx,1),:));
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nam=['SE_EOBS_',vname];
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nam=['SE_EOBS_',vname];
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if TeX
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if TeX
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