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Removed unnecessary parts of the code. 

- Call resol instead of dynare_resolve.
 - Removed definition of constant and trend which are not used in nonlinear filters.
 - Cosmetic changes.
time-shift
Stéphane Adjemian (Charybdis) 2019-12-14 17:24:34 +01:00
parent 6418e225bf
commit 76e3c6ca68
1 changed files with 5 additions and 25 deletions
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30
matlab/non_linear_dsge_likelihood.m
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@ -144,7 +144,7 @@ end
%------------------------------------------------------------------------------
% Linearize the model around the deterministic sdteadystate and extract the matrices of the state equation (T and R).
[T,R,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,'restrict');
[dr, info, Model, DynareOptions, DynareResults] = resol(0, Model, DynareOptions, DynareResults);
if info(1)
if info(1) == 3 || info(1) == 4 || info(1) == 5 || info(1)==6 ||info(1) == 19 || ...
@ -166,34 +166,14 @@ end
% Define a vector of indices for the observed variables. Is this really usefull?...
BayesInfo.mf = BayesInfo.mf1;
% Define the deterministic linear trend of the measurement equation.
if DynareOptions.noconstant
constant = zeros(DynareDataset.vobs,1);
else
constant = SteadyState(BayesInfo.mfys);
end
% Define the deterministic linear trend of the measurement equation.
if BayesInfo.with_trend
[trend_addition, trend_coeff]=compute_trend_coefficients(Model,DynareOptions,DynareDataset.vobs,DynareDataset.nobs);
trend = repmat(constant,1,DynareDataset.info.ntobs)+trend_addition;
else
trend = repmat(constant,1,DynareDataset.nobs);
end
% Get needed informations for kalman filter routines.
start = DynareOptions.presample+1;
np = size(T,1);
mf = BayesInfo.mf;
Y = transpose(DynareDataset.data);
Y = transpose(DynareDataset.data);
%------------------------------------------------------------------------------
% 3. Initial condition of the Kalman filter
%------------------------------------------------------------------------------
% Get decision rules and transition equations.
dr = DynareResults.dr;
% Set persistent variables (first call).
if isempty(init_flag)
mf0 = BayesInfo.mf0;
@ -270,7 +250,7 @@ DynareOptions.warning_for_steadystate = 1;
% Adds prior if necessary
% ------------------------------------------------------------------------------
lnprior = priordens(xparam1(:),BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
fval = (likelihood-lnprior);
fval = (likelihood-lnprior);
if isnan(fval)
fval = Inf;
@ -280,7 +260,7 @@ if isnan(fval)
return
end
if imag(fval)~=0
if ~isreal(fval)
fval = Inf;
info(1) = 48;
info(4) = 0.1;
@ -288,7 +268,7 @@ if imag(fval)~=0
return
end
if isinf(LIK)~=0
if isinf(LIK)
fval = Inf;
info(1) = 50;
info(4) = 0.1;