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Analytic derivatives: make them work for lik_init==2 as well 

(lik_init =3 and =4 still to be worked out)
time-shift
Marco Ratto 2012-09-14 17:07:38 +02:00
parent e637319be5
commit b756ee1819
1 changed files with 4 additions and 0 deletions
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4
matlab/dsge_likelihood.m
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@ -523,6 +523,7 @@ if analytic_derivation,
D2P=sparse(size(D2Om,1),size(D2Om,2)); %zeros([size(T),length(xparam1),length(xparam1)]);
jcount=0;
end
if DynareOptions.lik_init==1,
for i=1:EstimatedParameters.nvx
k =EstimatedParameters.var_exo(i,1);
DQ(k,k,i) = 2*sqrt(Q(k,k));
@ -541,6 +542,7 @@ if analytic_derivation,
end
end
end
end
offset = EstimatedParameters.nvx;
for i=1:EstimatedParameters.nvn
k = EstimatedParameters.var_endo(i,1);
@ -550,6 +552,7 @@ if analytic_derivation,
end
end
offset = offset + EstimatedParameters.nvn;
if DynareOptions.lik_init==1,
for j=1:EstimatedParameters.np
dum = lyapunov_symm(T,DT(:,:,j+offset)*Pstar*T'+T*Pstar*DT(:,:,j+offset)'+DOm(:,:,j+offset),DynareOptions.qz_criterium,DynareOptions.lyapunov_complex_threshold);
% kk = find(abs(dum) < 1e-12);
@ -572,6 +575,7 @@ if analytic_derivation,
end
end
end
end
if analytic_derivation==1,
analytic_deriv_info={analytic_derivation,DT,DYss,DOm,DH,DP,asy_Hess};
else