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Return an error if pruning is used with order>3 in estimation.

time-shift
Stéphane Adjemian (Charybdis) 2019-12-20 11:27:09 +01:00
parent 031569fa96
commit b5d4b4059b
1 changed files with 4 additions and 1 deletions
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5
matlab/dynare_estimation_init.m
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@ -100,7 +100,10 @@ if length(unique(options_.varobs))<length(options_.varobs)
end
end
% Check the perturbation order (nonlinear filters with third order perturbation, or higher order, are not yet implemented).
% Check the perturbation order (k order perturbation based nonlinear filters are not yet implemented for k>1).
if options_.order>2 && options_.particle.pruning
error('Higher order nonlinear filters are not compatible with pruning option.')
end
% analytical derivation is not yet available for kalman_filter_fast
if options_.analytic_derivation && options_.fast_kalman_filter