From be2764520a45873067f61fc8bd313c355bbb3474 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 7 Feb 2013 16:43:44 +0100
Subject: [PATCH] Estimation DLL: explicitly fail with option loglinear or
 observation trends

---
 mex/sources/estimation/DetrendData.cc            |  5 ++---
 mex/sources/estimation/DetrendData.hh            |  8 ++------
 mex/sources/estimation/InitializeKalmanFilter.cc |  4 ++--
 mex/sources/estimation/logMHMCMCposterior.cc     | 10 +++++++++-
 mex/sources/estimation/logposterior.cc           |  8 ++++++++
 5 files changed, 23 insertions(+), 12 deletions(-)

diff --git a/mex/sources/estimation/DetrendData.cc b/mex/sources/estimation/DetrendData.cc
index 928e78959..5d2a63506 100644
--- a/mex/sources/estimation/DetrendData.cc
+++ b/mex/sources/estimation/DetrendData.cc
@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2009-2010 Dynare Team
+ * Copyright (C) 2009-2013 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -25,8 +25,7 @@
 
 #include "DetrendData.hh"
 
-DetrendData::DetrendData(const bool INlogLinear) //, Vector& INtrendCoeff)
-  : logLinear(INlogLinear) //trendCoeff(INtrendCoeff)
+DetrendData::DetrendData()
 {
 };
 
diff --git a/mex/sources/estimation/DetrendData.hh b/mex/sources/estimation/DetrendData.hh
index 5f26d9f69..1e91abc6f 100644
--- a/mex/sources/estimation/DetrendData.hh
+++ b/mex/sources/estimation/DetrendData.hh
@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2009-2010 Dynare Team
+ * Copyright (C) 2009-2013 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -32,13 +32,9 @@ class DetrendData
 
 public:
   virtual ~DetrendData(){};
-  DetrendData(const bool logLinear); // add later Vector& trendCoeff);
+  DetrendData();
   void detrend(const VectorView &SteadyState, const MatrixConstView &dataView, MatrixView &detrendedDataView);
 
-private:
-  const bool logLinear;
-  //Vector trendCoeff;
-
 };
 
 #endif // !defined(312823A1_6248_4af0_B204_DB22F1237E9B__INCLUDED_)
diff --git a/mex/sources/estimation/InitializeKalmanFilter.cc b/mex/sources/estimation/InitializeKalmanFilter.cc
index 1b071965e..7ed474996 100644
--- a/mex/sources/estimation/InitializeKalmanFilter.cc
+++ b/mex/sources/estimation/InitializeKalmanFilter.cc
@@ -38,8 +38,8 @@ InitializeKalmanFilter::InitializeKalmanFilter(const std::string &dynamicDllFile
                                                double lyapunov_tol_arg, int &info) :
   lyapunov_tol(lyapunov_tol_arg),
   zeta_varobs_back_mixed(zeta_varobs_back_mixed_arg),
-  detrendData(false), modelSolution(dynamicDllFile, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
-                                    zeta_mixed_arg, zeta_static_arg, qz_criterium_arg),
+  modelSolution(dynamicDllFile, n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg,
+                zeta_mixed_arg, zeta_static_arg, qz_criterium_arg),
   discLyapFast(zeta_varobs_back_mixed.size()),
   g_x(n_endo_arg, zeta_back_arg.size() + zeta_mixed_arg.size()),
   g_u(n_endo_arg, n_exo_arg),
diff --git a/mex/sources/estimation/logMHMCMCposterior.cc b/mex/sources/estimation/logMHMCMCposterior.cc
index 998bd9a81..cd97f621a 100644
--- a/mex/sources/estimation/logMHMCMCposterior.cc
+++ b/mex/sources/estimation/logMHMCMCposterior.cc
@@ -637,6 +637,15 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
   const mxArray *M_ = mexGetVariablePtr("global", "M_");
   const mxArray *options_ = mexGetVariablePtr("global", "options_");
   const mxArray *estim_params_ = mexGetVariablePtr("global", "estim_params_");
+  const mxArray *bayestopt_ = mexGetVariablePtr("global", "bayestopt_");
+
+  double loglinear = *mxGetPr(mxGetField(options_, 0, "loglinear"));
+  if (loglinear == 1)
+    throw LogMHMCMCposteriorMexErrMsgTxtException("Option loglinear is not supported");
+
+  double with_trend = *mxGetPr(mxGetField(bayestopt_, 0, "with_trend"));
+  if (with_trend == 1)
+    throw LogMHMCMCposteriorMexErrMsgTxtException("Observation trends are not supported");
 
   // Construct arguments of constructor of LogLikelihoodMain
   char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
@@ -712,7 +721,6 @@ logMCMCposterior(VectorConstView &estParams, const MatrixConstView &data,
   // Construct GaussianPrior drawDistribution m=0, sd=1
   GaussianPrior drawGaussDist01(0.0, 1.0, -INFINITY, INFINITY, 0.0, 1.0);
   // get Jscale = diag(bayestopt_.jscale);
-  const mxArray *bayestopt_ = mexGetVariablePtr("global", "bayestopt_");
   const Matrix Jscale(n_estParams);
   const VectorConstView vJscale(mxGetPr(mxGetField(bayestopt_, 0, "jscale")), n_estParams, 1);
   Proposal pdd(vJscale, D);
diff --git a/mex/sources/estimation/logposterior.cc b/mex/sources/estimation/logposterior.cc
index a3298cbef..f0910ca3e 100644
--- a/mex/sources/estimation/logposterior.cc
+++ b/mex/sources/estimation/logposterior.cc
@@ -106,6 +106,14 @@ logposterior(VEC1 &estParams, const MatrixConstView &data,
 	     const mxArray *bayestopt_, const mxArray *oo_, VEC2 &steadyState, double *trend_coeff,
 	     int &info, VectorView &deepParams, Matrix &H, MatrixView &Q)
 {
+  double loglinear = *mxGetPr(mxGetField(options_, 0, "loglinear"));
+  if (loglinear == 1)
+    throw LogposteriorMexErrMsgTxtException("Option loglinear is not supported");
+
+  double with_trend = *mxGetPr(mxGetField(bayestopt_, 0, "with_trend"));
+  if (with_trend == 1)
+    throw LogposteriorMexErrMsgTxtException("Observation trends are not supported");
+
   // Construct arguments of constructor of LogLikelihoodMain
   char *fName = mxArrayToString(mxGetField(M_, 0, "fname"));
   std::string dynamicDllFile(fName);