Merge pull request #1098 from JohannesPfeifer/particle_filter_missing_check
Filter out datasets with missing values before particle filteringtime-shift
commit
cbfe1e77ce
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@ -40,6 +40,10 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
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%singularity check
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maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
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if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
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error('initial_estimation_checks:: particle filtering does not support missing observations')
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end
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if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn
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error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
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end
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