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initial_estimation_checks.m: Allow for calibrated measurement error

time-shift
Johannes Pfeifer 2019-06-03 11:02:24 +02:00 committed by Stéphane Adjemian (Charybdis)
parent 4c95e8fd55
commit da0ad67367
1 changed files with 4 additions and 2 deletions
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6
matlab/initial_estimation_checks.m
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@ -45,11 +45,13 @@ 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
non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
if maximum_number_non_missing_observations>Model.exo_nbr+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end
if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end