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Do not create classical filtered variables at posterior mean if Bayesian filtered variables were requested 

The check for running the smoother on the model at the posterior mean is only based on whether the smoother option was set. But filtered_vars is a separate option. If not also checking whether Bayesian filtered variables have already been requested, oo_.FilteredVariables will contain both "ML" and Bayesian fields, which is confusing. The change only saves the filtered variables from the classical smoother if the user did not use Bayesian estimation.
time-shift
Johannes Pfeifer 2014-10-29 19:07:49 +01:00
parent 9300a061aa
commit 8443eb58cd
1 changed files with 2 additions and 2 deletions
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4
matlab/dynare_estimation_1.m
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@ -866,7 +866,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
oo_.Smoother.TrendCoeffs = trend_coeff;
oo_.Smoother.Variance = P;
i_endo = bayestopt_.smoother_saved_var_list;
if options_.nk ~= 0
if options_.nk ~= 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
i_endo,:);
if isfield(options_,'kalman_algo')
@ -884,7 +884,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
i1 = dr.order_var(bayestopt_.smoother_var_list(i));
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
'atT(i,:)'';']);
if options_.nk > 0
if options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
' = squeeze(aK(1,i,:));']);
end