non_linear_dsge_likelihood.m: consistently use options_.particles.pruning
Closes https://git.dynare.org/Dynare/dynare/-/issues/1756time-shift
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ec69174173
commit
f19decf297
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@ -66,6 +66,9 @@ if DynareOptions.order>1
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if DynareOptions.order>2 && DynareOptions.particle.pruning==1
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error('initial_estimation_checks:: the particle filter with order>2 does not support pruning')
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end
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if DynareOptions.particle.pruning~=DynareOptions.pruning
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fprintf('initial_estimation_checks:: the pruning settings differ between the particle filter and the one used for IRFs/simulations. Make sure this is intended.\n')
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end
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end
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non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
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@ -143,10 +143,13 @@ switch DynareOptions.particle.initialization
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StateVectorMean = ReducedForm.constant(mf0);
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old_DynareOptionsperiods = DynareOptions.periods;
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DynareOptions.periods = 5000;
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old_DynareOptionspruning = DynareOptions.pruning;
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DynareOptions.pruning = DynareOptions.particle.pruning;
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y_ = simult(DynareResults.steady_state, dr,Model,DynareOptions,DynareResults);
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y_ = y_(dr.order_var(state_variables_idx),2001:5000); %state_variables_idx is in dr-order while simult_ is in declaration order
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StateVectorVariance = cov(y_');
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DynareOptions.periods = old_DynareOptionsperiods;
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DynareOptions.pruning = old_DynareOptionspruning;
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clear('old_DynareOptionsperiods','y_');
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case 3% Initial state vector covariance is a diagonal matrix (to be used
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% if model has stochastic trends).
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