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Move Kalman filter options consistency checks to dynare_estimation_init.m

time-shift
Johannes Pfeifer 2016-06-16 10:57:11 +02:00 committed by Stéphane Adjemian (Hermes)
parent 8aaca040b3
commit 6368636ee0
2 changed files with 17 additions and 17 deletions
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17
matlab/dynare_estimation_1.m
View File

@ -167,23 +167,6 @@ end
%% Estimation of the posterior mode or likelihood mode
% analytical derivation is not yet available for kalman_filter_fast
if options_.analytic_derivation && options_.fast_kalman_filter
error(['estimation option conflict: analytic_derivation isn''t available ' ...
'for fast_kalman_filter'])
end
% fast kalman filter is only available with kalman_algo == 1,3
if options_.fast_kalman_filter
if (options_.kalman_algo == 1 || options_.kalman_algo == 3)
error(['estimation option conflict: fast_kalman_filter is only available ' ...
'with kalman_algo = 1 or kalman_algo = 3'])
elseif options_.block
error(['estimation option conflict: fast_kalman_filter is not available ' ...
'with block'])
end
end
if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
%prepare settings for newrat
if options_.mode_compute==5

17
matlab/dynare_estimation_init.m
View File

@ -97,6 +97,23 @@ if options_.order>2
error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
end
% analytical derivation is not yet available for kalman_filter_fast
if options_.analytic_derivation && options_.fast_kalman_filter
error(['estimation option conflict: analytic_derivation isn''t available ' ...
'for fast_kalman_filter'])
end
% fast kalman filter is only available with kalman_algo == 1,3
if options_.fast_kalman_filter
if (options_.kalman_algo == 1 || options_.kalman_algo == 3)
error(['estimation option conflict: fast_kalman_filter is only available ' ...
'with kalman_algo = 1 or kalman_algo = 3'])
elseif options_.block
error(['estimation option conflict: fast_kalman_filter is not available ' ...
'with block'])
end
end
% Set options_.lik_init equal to 3 if diffuse filter is used or kalman_algo refers to a diffuse filter algorithm.
if isequal(options_.diffuse_filter,1) || (options_.kalman_algo>2)
if isequal(options_.lik_init,2)