Removed dataset from the inputs (only one field of this structure was used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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@ -1,11 +1,10 @@
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function [r,junk] = smm_objective(xparams,sample_moments,weighting_matrix,dataset,options)
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function [r,junk] = smm_objective(xparams,sample_moments,weighting_matrix,options)
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% Evaluates the objective of the Simulated Moments Method.
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% Evaluates the objective of the Simulated Moments Method.
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%
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%
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% INPUTS:
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% INPUTS:
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% xparams [double] p*1 vector of estimated parameters.
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% xparams [double] p*1 vector of estimated parameters.
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% sample_moments [double] n*1 vector of sample moments (n>=p).
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% sample_moments [double] n*1 vector of sample moments (n>=p).
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% weighting_matrix [double] n*n symetric, positive definite matrix.
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% weighting_matrix [double] n*n symetric, positive definite matrix.
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% dataset [ ] Structure describing the data set.
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% options [ ] Structure defining options for SMM.
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% options [ ] Structure defining options for SMM.
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%
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%
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% OUTPUTS:
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% OUTPUTS:
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@ -63,7 +62,7 @@ simulated_moments = zeros(size(sample_moments));
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for s = 1:options.number_of_simulated_sample
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for s = 1:options.number_of_simulated_sample
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time_series = extended_path([],options.simulated_sample_size,1);
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time_series = extended_path([],options.simulated_sample_size,1);
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data = time_series(options.observed_variables_idx,options.burn_in_periods+1:options.burn_in_periods+dataset.number_of_observations);
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data = time_series(options.observed_variables_idx,options.burn_in_periods+1:options.simulated_sample_size);
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eval(['tmp = ' options.moments_file_name '(data);'])
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eval(['tmp = ' options.moments_file_name '(data);'])
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simulated_moments = simulated_moments + tmp;
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simulated_moments = simulated_moments + tmp;
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end
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end
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