diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m index 8cab9c472..ca98d735f 100644 --- a/matlab/dynare_estimation_init.m +++ b/matlab/dynare_estimation_init.m @@ -69,7 +69,12 @@ end % Set options_.lik_init equal to 3 if diffuse filter is used or % kalman_algo refers to a diffuse filter algorithm. if (options_.diffuse_filter==1) || (options_.kalman_algo > 2) - options_.lik_init = 3; + if options_.lik_init == 2 + error(['options diffuse_filter, lik_init and/or kalman_algo have ' ... + 'contradictory settings']) + else + options_.lik_init = 3; + end end % If options_.lik_init == 1 diff --git a/matlab/kalman/likelihood/kalman_filter_d.m b/matlab/kalman/likelihood/kalman_filter_d.m index 1bb56e635..a39856c1a 100644 --- a/matlab/kalman/likelihood/kalman_filter_d.m +++ b/matlab/kalman/likelihood/kalman_filter_d.m @@ -58,6 +58,7 @@ t = start; % Initialization of the time index. dlik = zeros(smpl,1); % Initialization of the vector gathering the densities. dLIK = Inf; % Default value of the log likelihood. oldK = Inf; +s = 0; while rank(Pinf,kalman_tol) && (t<=last) s = t-start+1; diff --git a/tests/arima/mod1c.mod b/tests/arima/mod1c.mod index a670c6766..3b7e21fde 100644 --- a/tests/arima/mod1c.mod +++ b/tests/arima/mod1c.mod @@ -23,5 +23,4 @@ stderr y,INV_GAMMA_PDF,0.01,inf; end; varobs x y; -unit_root_vars x y; estimation(datafile=data1,nobs=1000,mh_replic=2000,lik_init=2,mh_jscale=1.2); \ No newline at end of file diff --git a/tests/arima/mod2a.mod b/tests/arima/mod2a.mod index a0ceed658..305f4f2bd 100644 --- a/tests/arima/mod2a.mod +++ b/tests/arima/mod2a.mod @@ -29,5 +29,4 @@ end; varobs dx dy; -unit_root_vars x y; -estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2); +estimation(datafile=data2,nobs=100,mh_replic=0,diffuse_filter); diff --git a/tests/arima/mod2b.mod b/tests/arima/mod2b.mod index 1fd7a0ba2..ffe3e5362 100644 --- a/tests/arima/mod2b.mod +++ b/tests/arima/mod2b.mod @@ -29,5 +29,4 @@ end; varobs x y; -unit_root_vars x y; -estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2); +estimation(datafile=data2,nobs=100,mh_replic=0,diffuse_filter); diff --git a/tests/arima/mod3a.mod b/tests/arima/mod3a.mod deleted file mode 100644 index cfa20775d..000000000 --- a/tests/arima/mod3a.mod +++ /dev/null @@ -1,24 +0,0 @@ -var dx dy; -varexo e_x e_y; - -parameters rho_x rho_y; - -rho_x = 0.5; -rho_y = -0.3; - -model; -dx = rho_x*dx(-1)+e_x; -dy = rho_y*dy(-1)+e_y; -end; - -estimated_params; -rho_x,NORMAL_PDF,0.5,0.1; -rho_y,NORMAL_PDF,-0.3,0.1; -stderr e_x,INV_GAMMA_PDF,0.01,inf; -stderr e_y,INV_GAMMA_PDF,0.01,inf; -end; - -varobs dx dy; -check; -estimation(datafile=data1,nobs=1000,mh_replic=0,load_mh_file); -stab_map_; \ No newline at end of file