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Fixed bug with option cova_compute.

time-shift
Stéphane Adjemian (Sedna) 2011-05-13 12:32:23 +02:00 committed by Stéphane Adjemian (Scylla)
parent f9f83232a0
commit bd012c458f
1 changed files with 7 additions and 6 deletions
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13
matlab/dynare_estimation_1.m
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@ -415,8 +415,6 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
else
hh = reshape(hessian('DsgeVarLikelihood',xparam1,options_.gstep,gend),nx,nx);
end
else
nn = repmat(NaN,length(xparam1),length(xparam1))
end
end
parameter_names = bayestopt_.name;
@ -428,10 +426,10 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
end
if options_.cova_compute == 0
hh = repmat(NaN,length(xparam1),length(xparam1));
hh = NaN(length(xparam1),length(xparam1));
end
if ~options_.mh_posterior_mode_estimation
if ~options_.mh_posterior_mode_estimation && options_.cova_compute
try
chol(hh);
catch
@ -445,11 +443,11 @@ if ~options_.mh_posterior_mode_estimation
end
end
if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation
if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation && options_.cova_compute
mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
end
if ~options_.mh_posterior_mode_estimation
if ~options_.mh_posterior_mode_estimation && options_.cova_compute
invhess = inv(hh);
stdh = sqrt(diag(invhess));
else
@ -463,6 +461,9 @@ else
xparam1 = transpose(xparam1);
end
if ~options_.cova_compute
stdh = NaN(length(xparam1),1);
end
if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
disp(' ')