Merge remote-tracking branch 'ratto/master'

time-shift
Sébastien Villemot 2012-06-08 10:20:44 +02:00
commit c6086c2a59
2 changed files with 8 additions and 3 deletions

View File

@ -457,7 +457,12 @@ switch DynareOptions.lik_init
error('dsge_likelihood:: Unknown initialization approach for the Kalman filter!')
end
if analytic_derivation
if analytic_derivation,
offset = EstimatedParameters.nvx;
offset = offset+EstimatedParameters.nvn;
offset = offset+EstimatedParameters.ncx;
offset = offset+EstimatedParameters.ncn;
no_DLIK = 0;
full_Hess = analytic_derivation==2;
asy_Hess = analytic_derivation==-2;

View File

@ -35,9 +35,9 @@ if nargin<2, a=0; end
ldens = -log(b) -.5*log(2*pi) - .5*((x-a)./b).*((x-a)./b) ;
if nargout >1
Dldens = - (1/b)*((x-a)/b) ;
Dldens = - (1./b).*((x-a)./b) ;
end
if nargout == 3
D2ldens = - (1/b)^2 ;
D2ldens = - (1./b).^2 ;
end