From a089e59f3c70aa612235d809cb77d73be574f7f4 Mon Sep 17 00:00:00 2001
From: stepan <stepan@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Thu, 9 Jul 2009 15:41:11 +0000
Subject: [PATCH] dynare/trunk:: + Added a  new option for likinit=2 used to
 define  the numbers on the initial diagonal Pstar matrix.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/DsgeLikelihood.m        | 2 +-
 matlab/DsgeLikelihood_hh.m     | 2 +-
 matlab/DsgeSmoother.m          | 2 +-
 matlab/global_initialization.m | 1 +
 4 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/matlab/DsgeLikelihood.m b/matlab/DsgeLikelihood.m
index 94603e870..d0a20c99b 100644
--- a/matlab/DsgeLikelihood.m
+++ b/matlab/DsgeLikelihood.m
@@ -176,7 +176,7 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
       if kalman_algo ~= 2
           kalman_algo = 1;
       end
-      Pstar = 10*eye(np);
+      Pstar = options_.Harvey_scale_factor*eye(np);
       Pinf = [];
   elseif options_.lik_init == 3	% Diffuse Kalman filter
       if kalman_algo ~= 4
diff --git a/matlab/DsgeLikelihood_hh.m b/matlab/DsgeLikelihood_hh.m
index ad28eb877..11938eb64 100644
--- a/matlab/DsgeLikelihood_hh.m
+++ b/matlab/DsgeLikelihood_hh.m
@@ -177,7 +177,7 @@ function [fval,llik,cost_flag,ys,trend_coeff,info] = DsgeLikelihood_hh(xparam1,g
       if kalman_algo ~= 2
           kalman_algo = 1;
       end
-      Pstar = 10*eye(np);
+      Pstar = options_.Harvey_scale_factor*eye(np);
       Pinf = [];
   elseif options_.lik_init == 3	% Diffuse Kalman filter
       if kalman_algo ~= 4
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 7facaef00..8a4ba7e65 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -119,7 +119,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
       if kalman_algo ~= 2
           kalman_algo = 1;
       end
-      Pstar = 10*eye(np);
+      Pstar = options_.Harvey_scale_factor*eye(np);
       Pinf	= [];
   elseif options_.lik_init == 3 % Diffuse Kalman filter
       if kalman_algo ~= 4
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 6f06b19f7..80107e87a 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -132,6 +132,7 @@ function global_initialization()
   options_.timeless = 0;
     
   % estimation
+  options_.Harvey_scale_factor = 10;
   options_.MaxNumberOfBytes = 1e6;
   options_.MaximumNumberOfMegaBytes = 111;
   options_.PosteriorSampleSize = 1000;