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

Account for smoother setting parameter count fields in dynare_estimation_init.m 

Otherwise, subsequent calls to the smoother will result in crashes
time-shift
Johannes Pfeifer 2016-04-14 20:11:22 +02:00
parent 010b28e237
commit 9a9b8f2a70
1 changed files with 5 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
matlab/dynare_estimation_init.m
View File

@ -144,7 +144,7 @@ else
end
% Set priors over the estimated parameters.
if ~isempty(estim_params_)
if ~isempty(estim_params_) && ~(isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0)
[xparam1,estim_params_,bayestopt_,lb,ub,M_] = set_prior(estim_params_,M_,options_);
end
@ -158,7 +158,7 @@ if exist([M_.fname '_prior_restrictions.m'])
end
% Check that the provided mode_file is compatible with the current estimation settings.
if ~isempty(estim_params_) && ~isempty(options_.mode_file) && ~options_.mh_posterior_mode_estimation
if ~isempty(estim_params_) && ~(isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0) && ~isempty(options_.mode_file) && ~options_.mh_posterior_mode_estimation
number_of_estimated_parameters = length(xparam1);
mode_file = load(options_.mode_file);
if number_of_estimated_parameters>length(mode_file.xparam1)
@ -289,7 +289,7 @@ if ~isempty(estim_params_) && ~isempty(options_.mode_file) && ~options_.mh_poste
end
%check for calibrated covariances before updating parameters
if ~isempty(estim_params_)
if ~isempty(estim_params_) && ~(isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0)
estim_params_=check_for_calibrated_covariances(xparam1,estim_params_,M_);
end
@ -308,7 +308,7 @@ if options_.use_calibration_initialization %set calibration as starting values
end
end
if ~isempty(estim_params_) && ~all(strcmp(fieldnames(estim_params_),'full_calibration_detected'))
if ~isempty(estim_params_) && ~(all(strcmp(fieldnames(estim_params_),'full_calibration_detected')) || (isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0))
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
% Plot prior densities.
if ~options_.nograph && options_.plot_priors
@ -339,7 +339,7 @@ if ~isempty(estim_params_) && ~all(strcmp(fieldnames(estim_params_),'full_calibr
end
end
if isempty(estim_params_) || all(strcmp(fieldnames(estim_params_),'full_calibration_detected'))% If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
if isempty(estim_params_) || all(strcmp(fieldnames(estim_params_),'full_calibration_detected')) || (isfield(estim_params_,'nvx') && sum(estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np)==0) % If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
if ~options_.smoother
error('Estimation: the ''estimated_params'' block is mandatory (unless you are running a smoother)')
end