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fixing bugs in smoother

time-shift
Michel Juillard 2012-04-18 21:15:18 +02:00
parent 41e027aee3
commit 973302e42e
2 changed files with 3 additions and 3 deletions
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2
matlab/dynare_estimation_1.m
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@ -902,7 +902,7 @@ end
if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape ...
> 0) && options_.load_mh_file)) ...
|| ~options_.smoother ) && M_.endo_nbr^2*gend < 1e7 && options_.partial_information == 0 % to be fixed
|| ~options_.smoother ) && options_.partial_information == 0 % to be fixed
%% ML estimation, or posterior mode without metropolis-hastings or metropolis without bayesian smooth variable
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = DsgeSmoother(xparam1,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
oo_.Smoother.SteadyState = ys;

4
matlab/dynare_estimation_init.m
View File

@ -253,7 +253,7 @@ if options_.block == 1
[k2, i_posA, i_posB] = union(k3p, M_.state_var', 'rows');
bayestopt_.smoother_var_list = [k3p(i_posA); M_.state_var(sort(i_posB))'];
[junk,bayestopt_.smoother_saved_var_list] = intersect(k3p,bayestopt_.smoother_var_list(:));
[junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3p,bayestopt_.smoother_var_list(:));
[junk,ic] = intersect(bayestopt_.smoother_var_list,M_.state_var);
bayestopt_.smoother_restrict_columns = ic;
[junk,bayestopt_.smoother_mf] = ismember(k1, ...
@ -273,7 +273,7 @@ else
oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)'];
bayestopt_.smoother_var_list = union(k2,k3);
[junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:));
[junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:));
[junk,ic] = intersect(bayestopt_.smoother_var_list,nstatic+(1:npred)');
bayestopt_.smoother_restrict_columns = ic;
[junk,bayestopt_.smoother_mf] = ismember(var_obs_index, ...