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Allow empty hessian in mode_check routine (options_.cova_compute==0)

time-shift
Stéphane Adjemian (Sedna) 2011-05-13 12:46:11 +02:00 committed by Stéphane Adjemian (Scylla)
parent bd012c458f
commit 6302abd7bd
2 changed files with 19 additions and 10 deletions
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6
matlab/dynare_estimation_1.m
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@ -444,7 +444,11 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
end
if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation && options_.cova_compute
mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
if options_.cova_compute
mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
else
mode_check(xparam1,0,[],gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
end
end
if ~options_.mh_posterior_mode_estimation && options_.cova_compute

23
matlab/mode_check.m
View File

@ -38,20 +38,25 @@ function mode_check(x,fval,hessian,gend,data,lb,ub,data_index,number_of_observat
global bayestopt_ M_ options_
TeX = options_.TeX;
[ s_min, k ] = min(diag(hessian)) ;
if ~isempty(hessian);
[ s_min, k ] = min(diag(hessian));
end
if options_.dsge_var
fval = DsgeVarLikelihood(x,gend);
else
fval = DsgeLikelihood(x,gend,data,data_index,number_of_observations,no_more_missing_observations);
end
bayestopt_.penalty=fval;
disp(' ')
disp('MODE CHECK')
disp(' ')
disp(sprintf('Fval obtained by the minimization routine: %f', fval))
disp(' ')
if s_min<eps
disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, x(k)))
bayestopt_.penalty=fval;
if ~isempty(hessian);
disp(' ')
disp('MODE CHECK')
disp(' ')
disp(sprintf('Fval obtained by the minimization routine: %f', fval))
disp(' ')
if s_min<eps
disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, x(k)))
end
end
[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));