IVF: only store smoother results if requested
parent
1e2fb88d32
commit
80f6799c38
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@ -113,7 +113,6 @@ else
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atT = stateval(:,DynareResults.dr.order_var)';
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atT = stateval(:,DynareResults.dr.order_var)';
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innov = zeros(Model.exo_nbr,sample_length);
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innov = zeros(Model.exo_nbr,sample_length);
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innov(diag(Model.Sigma_e)~=0,:)=filtered_errs';
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innov(diag(Model.Sigma_e)~=0,:)=filtered_errs';
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updated_variables = atT*nan;
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end
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end
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nobs=size(filtered_errs,1);
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nobs=size(filtered_errs,1);
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@ -192,11 +191,3 @@ end
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% remember that the likelihood has already been multiplied by -1
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% remember that the likelihood has already been multiplied by -1
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% hence, posterior is -1 times the log of the prior
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% hence, posterior is -1 times the log of the prior
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fval = like+prior;
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fval = like+prior;
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BayesInfo.mf = BayesInfo.smoother_var_list(BayesInfo.smoother_mf);
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initDynareOptions=DynareOptions;
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DynareOptions.nk=[]; %unset options_.nk and reset it later
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[DynareResults]=store_smoother_results(Model,DynareResults,DynareOptions,BayesInfo,dataset_,obs_info,atT,innov,[],updated_variables,DynareResults.dr.ys,zeros(length(DynareOptions.varobs_id),1));
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DynareOptions=initDynareOptions;
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