stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed bug (cost_flag->exit_flag).

time-shift
Stéphane Adjemian (Charybdis) 2012-03-04 17:39:37 +01:00
parent 724b99412f
commit 8de93c21f2
1 changed files with 9 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
matlab/non_linear_dsge_likelihood.m
View File

@ -141,7 +141,7 @@ end
fval = [];
ys = [];
trend_coeff = [];
cost_flag = 1;
exit_flag = 1;
% Set the number of observed variables
nvobs = DynareDataset.info.nvobs;
@ -154,7 +154,7 @@ nvobs = DynareDataset.info.nvobs;
if (DynareOptions.mode_compute~=1) & any(xparam1<BayesInfo.lb)
k = find(xparam1 < BayesInfo.lb);
fval = penalty+sum((BayesInfo.lb(k)-xparam1(k)).^2);
cost_flag = 0;
exit_flag = 0;
info = 41;
return
end
@ -163,7 +163,7 @@ end
if (DynareOptions.mode_compute~=1) & any(xparam1>BayesInfo.ub)
k = find(xparam1>BayesInfo.ub);
fval = penalty+sum((xparam1(k)-BayesInfo.ub(k)).^2);
cost_flag = 0;
exit_flag = 0;
info = 42;
return
end
@ -202,7 +202,7 @@ if EstimatedParameters.ncx
k = find(a < 0);
if k > 0
fval = penalty+sum(-a(k));
cost_flag = 0;
exit_flag = 0;
info = 43;
return
end
@ -226,7 +226,7 @@ if EstimatedParameters.ncn
k = find(a < 0);
if k > 0
fval = penalty+sum(-a(k));
cost_flag = 0;
exit_flag = 0;
info = 44;
return
end
@ -252,11 +252,11 @@ Model.H = H;
if info(1) == 1 || info(1) == 2 || info(1) == 5
fval = penalty+1;
cost_flag = 0;
exit_flag = 0;
return
elseif info(1) == 3 || info(1) == 4 || info(1)==6 ||info(1) == 19 || info(1) == 20 || info(1) == 21
fval = penalty+info(2);
cost_flag = 0;
exit_flag = 0;
return
end
@ -358,10 +358,10 @@ DynareOptions.warning_for_steadystate = 0;
LIK = feval(DynareOptions.particle.algorithm,ReducedForm,Y,[],DynareOptions);
if imag(LIK)
likelihood = penalty;
cost_flag = 0;
exit_flag = 0;
elseif isnan(LIK)
likelihood = penalty;
cost_flag = 0;
exit_flag = 0;
else
likelihood = LIK;
end