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Bug fix + Cosmetic change. Do not compute the likelihood if the steady 

state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-04-03 22:23:46 +00:00
parent 22452f016e
commit c42f33ff47
2 changed files with 18 additions and 17 deletions
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34
matlab/DsgeLikelihood.m
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@ -127,26 +127,26 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
[T,R,SteadyState,info] = dynare_resolve(bayestopt_.restrict_var_list,... [T,R,SteadyState,info] = dynare_resolve(bayestopt_.restrict_var_list,...
bayestopt_.restrict_columns,... bayestopt_.restrict_columns,...
bayestopt_.restrict_aux); bayestopt_.restrict_aux);
if info(1) == 1 | info(1) == 2 | info(1) == 5 if info(1) == 1 || info(1) == 2 || info(1) == 5
fval = bayestopt_.penalty+1; fval = bayestopt_.penalty+1;
cost_flag = 0; cost_flag = 0;
return return
elseif info(1) == 3 | info(1) == 4 | info(1) == 20 elseif info(1) == 3 || info(1) == 4 || info(1) == 20 || info(1) == 21
fval = bayestopt_.penalty+info(2);%^2; % penalty power raised in DR1.m and resol already. GP July'08 fval = bayestopt_.penalty+info(2);%^2; % penalty power raised in DR1.m and resol already. GP July'08
cost_flag = 0; cost_flag = 0;
return return
end end
bayestopt_.mf = bayestopt_.mf1; bayestopt_.mf = bayestopt_.mf1;
if ~options_.noconstant if options_.noconstant
if options_.loglinear == 1 constant = zeros(nobs,1);
constant = log(SteadyState(bayestopt_.mfys)); else
else if options_.loglinear
constant = SteadyState(bayestopt_.mfys); constant = log(SteadyState(bayestopt_.mfys));
end else
else constant = SteadyState(bayestopt_.mfys);
constant = zeros(nobs,1); end
end end
if bayestopt_.with_trend == 1 if bayestopt_.with_trend
trend_coeff = zeros(nobs,1); trend_coeff = zeros(nobs,1);
t = options_.trend_coeffs; t = options_.trend_coeffs;
for i=1:length(t) for i=1:length(t)

1
matlab/resol.m
View File

@ -106,6 +106,7 @@ if ~isreal(dr.ys)
info(1) = 21; info(1) = 21;
info(2) = sum(imag(ys).^2); info(2) = sum(imag(ys).^2);
dr.ys = real(dr.ys); dr.ys = real(dr.ys);
return
end end
dr.fbias = zeros(M_.endo_nbr,1); dr.fbias = zeros(M_.endo_nbr,1);