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options_.nk default is now set to 1 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-07-26 14:15:21 +00:00
parent 6b0ba30fb9
commit c9cf49e30b
3 changed files with 14 additions and 15 deletions
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23
matlab/DsgeSmoother.m
View File

@ -236,26 +236,25 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
Z,R1,Q,Pinf,Pstar, ...
data1,nobs,np,smpl);
end
oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);
else
[alphahat,etahat,ahat,P,aK,PK,d,decomp] = DiffuseKalmanSmoother3_Z(ST, ...
Z,R1,Q,Pinf,Pstar,data1,nobs,np,smpl);
end
alphahat = QT*alphahat;
ahat = QT*ahat;
if options_.nk > 0
nk = options_.nk;
for jnk=1:nk
aK(jnk,:,:) = QT*squeeze(aK(jnk,:,:));
for i=1:size(PK,4)
PK(jnk,:,:,i) = QT*squeeze(PK(jnk,:,:,i))*QT';
end
for i=1:size(decomp,4)
decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i));
end
nk = options_.nk;
for jnk=1:nk
aK(jnk,:,:) = QT*squeeze(aK(jnk,:,:));
for i=1:size(PK,4)
PK(jnk,:,:,i) = QT*squeeze(PK(jnk,:,:,i))*QT';
end
for i=1:size(P,4)
P(:,:,i) = QT*squeeze(P(:,:,i))*QT';
for i=1:size(decomp,4)
decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i));
end
end
for i=1:size(P,4)
P(:,:,i) = QT*squeeze(P(:,:,i))*QT';
end
end
end

2
matlab/dynare_estimation.m
View File

@ -53,8 +53,6 @@ if options_.filtered_vars ~= 0 & options_.filter_step_ahead == 0,
end
if options_.filter_step_ahead ~= 0
options_.nk = max(options_.filter_step_ahead);
else
options_.nk = 0;
end
%% Add something to the parser ++>

4
matlab/global_initialization.m
View File

@ -109,7 +109,8 @@ function global_initialization()
% Ramsey policy
options_.planner_discount = 1.0;
options_.ramsey_policy = 0;
options_.timeless = 0;
% estimation
options_.MaxNumberOfBytes = 1e6;
options_.MaximumNumberOfMegaBytes = 111;
@ -143,6 +144,7 @@ function global_initialization()
options_.mode_compute = 4;
options_.mode_file = '';
options_.moments_varendo = 0;
options_.nk = 1;
options_.noconstant = 0;
options_.nodiagnostic = 0;
options_.posterior_mode_estimation = 1;