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