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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1729 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-03-03 10:37:14 +00:00
parent a7cb948e69
commit f1b3da91df
1 changed files with 24 additions and 3 deletions
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27
matlab/DsgeLikelihood.m
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function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data)
% stephane.adjemian@cepremap.cnrs.fr [09-07-2004]
%
% Adapted from mj_optmumlik.m
% function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data)
% Evaluates the posterior kernel of a dsge model.
%
% INPUTS
% xparam1: vector of model parameters.
% gend : scalar specifying the number of observations.
% data : matrix of data
%
% OUTPUTS
% fval : value of the posterior kernel at xparam1.
% cost_flag : zero if the function returns a penalty, one otherwise.
% ys : steady state of original endogenous variables
% trend_coeff :
% info : vector of informations about the penalty:
% 41: one (many) parameter(s) do(es) not satisfied the lower bound
% 42: one (many) parameter(s) do(es) not satisfied the upper bound
%
% SPECIAL REQUIREMENTS
% Adapted from mj_optmumlik.m
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
global bayestopt_ estim_params_ options_ trend_coeff_ M_ oo_ xparam1_test
fval = [];