Move Kalman filter options consistency checks to dynare_estimation_init.m
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8aaca040b3
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6368636ee0
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@ -167,23 +167,6 @@ end
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%% Estimation of the posterior mode or likelihood mode
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%% Estimation of the posterior mode or likelihood mode
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% analytical derivation is not yet available for kalman_filter_fast
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if options_.analytic_derivation && options_.fast_kalman_filter
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error(['estimation option conflict: analytic_derivation isn''t available ' ...
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'for fast_kalman_filter'])
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end
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% fast kalman filter is only available with kalman_algo == 1,3
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if options_.fast_kalman_filter
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if (options_.kalman_algo == 1 || options_.kalman_algo == 3)
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error(['estimation option conflict: fast_kalman_filter is only available ' ...
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'with kalman_algo = 1 or kalman_algo = 3'])
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elseif options_.block
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error(['estimation option conflict: fast_kalman_filter is not available ' ...
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'with block'])
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end
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end
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if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
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if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
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%prepare settings for newrat
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%prepare settings for newrat
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if options_.mode_compute==5
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if options_.mode_compute==5
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@ -97,6 +97,23 @@ if options_.order>2
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error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
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error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
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end
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end
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% analytical derivation is not yet available for kalman_filter_fast
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if options_.analytic_derivation && options_.fast_kalman_filter
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error(['estimation option conflict: analytic_derivation isn''t available ' ...
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'for fast_kalman_filter'])
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end
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% fast kalman filter is only available with kalman_algo == 1,3
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if options_.fast_kalman_filter
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if (options_.kalman_algo == 1 || options_.kalman_algo == 3)
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error(['estimation option conflict: fast_kalman_filter is only available ' ...
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'with kalman_algo = 1 or kalman_algo = 3'])
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elseif options_.block
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error(['estimation option conflict: fast_kalman_filter is not available ' ...
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'with block'])
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end
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end
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% Set options_.lik_init equal to 3 if diffuse filter is used or kalman_algo refers to a diffuse filter algorithm.
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% Set options_.lik_init equal to 3 if diffuse filter is used or kalman_algo refers to a diffuse filter algorithm.
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if isequal(options_.diffuse_filter,1) || (options_.kalman_algo>2)
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if isequal(options_.diffuse_filter,1) || (options_.kalman_algo>2)
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if isequal(options_.lik_init,2)
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if isequal(options_.lik_init,2)
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