Allow quicker evaluation of likelihood with analytic derivatives.

time-shift
Marco Ratto 2012-08-21 15:46:35 +02:00
parent 7683175e8e
commit b1dd7a5137
1 changed files with 3 additions and 0 deletions

View File

@ -42,7 +42,10 @@ end
[DynareResults.steady_state] = evaluate_steady_state(DynareResults.steady_state,Model,DynareOptions,DynareResults,DynareOptions.diffuse_filter==0);
% Evaluate the likelihood.
ana_deriv = DynareOptions.analytic_derivation;
DynareOptions.analytic_derivation=0;
[fval,junk1,junk2,a,b,c,d] = feval(objective_function,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
DynareOptions.analytic_derivation=ana_deriv;
if DynareOptions.dsge_var || strcmp(func2str(objective_function),'non_linear_dsge_likelihood')
info = b;