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made it possible to force the univariate filter in estimation, mostly for testing purpose 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1958 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-07-18 23:02:53 +00:00
parent ada0a05f49
commit 994af45929
1 changed files with 9 additions and 3 deletions
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12
matlab/DsgeLikelihood.m
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@ -153,15 +153,21 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
%------------------------------------------------------------------------------
kalman_algo = options_.kalman_algo;
if options_.lik_init == 1 % Kalman filter
kalman_algo = 1;
if kalman_algo ~= 2
kalman_algo = 1;
end
Pstar = lyapunov_symm(T,R*Q*R',options_.qz_criterium);
Pinf = [];
elseif options_.lik_init == 2 % Old Diffuse Kalman filter
kalman_algo = 1;
if kalman_algo ~= 2
kalman_algo = 1;
end
Pstar = 10*eye(np);
Pinf = [];
elseif options_.lik_init == 3 % Diffuse Kalman filter
kalman_algo = 3;
if kalman_algo ~= 4
kalman_algo = 3;
end
[QT,ST] = schur(T);
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
e1 = abs(my_ordeig(ST)) > 2-options_.qz_criterium;