From 994af45929e902e223de9f6c0114790995bb8017 Mon Sep 17 00:00:00 2001 From: michel Date: Fri, 18 Jul 2008 23:02:53 +0000 Subject: [PATCH] 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 --- matlab/DsgeLikelihood.m | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/matlab/DsgeLikelihood.m b/matlab/DsgeLikelihood.m index b0f54756b..c3306bb05 100644 --- a/matlab/DsgeLikelihood.m +++ b/matlab/DsgeLikelihood.m @@ -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;