Merge remote-tracking branch 'ratto/master'
commit
c6086c2a59
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@ -457,7 +457,12 @@ switch DynareOptions.lik_init
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error('dsge_likelihood:: Unknown initialization approach for the Kalman filter!')
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error('dsge_likelihood:: Unknown initialization approach for the Kalman filter!')
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end
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end
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if analytic_derivation
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if analytic_derivation,
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offset = EstimatedParameters.nvx;
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offset = offset+EstimatedParameters.nvn;
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offset = offset+EstimatedParameters.ncx;
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offset = offset+EstimatedParameters.ncn;
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no_DLIK = 0;
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no_DLIK = 0;
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full_Hess = analytic_derivation==2;
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full_Hess = analytic_derivation==2;
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asy_Hess = analytic_derivation==-2;
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asy_Hess = analytic_derivation==-2;
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@ -35,9 +35,9 @@ if nargin<2, a=0; end
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ldens = -log(b) -.5*log(2*pi) - .5*((x-a)./b).*((x-a)./b) ;
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ldens = -log(b) -.5*log(2*pi) - .5*((x-a)./b).*((x-a)./b) ;
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if nargout >1
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if nargout >1
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Dldens = - (1/b)*((x-a)/b) ;
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Dldens = - (1./b).*((x-a)./b) ;
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end
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end
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if nargout == 3
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if nargout == 3
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D2ldens = - (1/b)^2 ;
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D2ldens = - (1./b).^2 ;
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end
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end
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