stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Cosmetic changes.

time-shift
Stéphane Adjemian (Charybdis) 2013-09-09 14:05:56 +02:00
parent 806b5a799f
commit f465949cf5
1 changed files with 11 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
matlab/dynare_estimation_init.m
View File

@ -74,25 +74,24 @@ if options_.order>2
error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!']) error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
end end
% Set options_.lik_init equal to 3 if diffuse filter is used or % Set options_.lik_init equal to 3 if diffuse filter is used or kalman_algo refers to a diffuse filter algorithm.
% kalman_algo refers to a diffuse filter algorithm. if isequal(options_.diffuse_filter,1) || (options_.kalman_algo>2)
if (options_.diffuse_filter==1) || (options_.kalman_algo > 2) if isequal(options_.lik_init,2)
if options_.lik_init == 2 error(['options diffuse_filter, lik_init and/or kalman_algo have contradictory settings'])
error(['options diffuse_filter, lik_init and/or kalman_algo have ' ...
'contradictory settings'])
else else
options_.lik_init = 3; options_.lik_init = 3;
end end
end end
% If options_.lik_init == 1 % If options_.lik_init == 1
% set by default options_.qz_criterium to 1-1e-6 % set by default options_.qz_criterium to 1-1e-6
% and check options_.qz_criterium < 1-eps if options_.lik_init == 1 % and check options_.qz_criterium < 1-eps if options_.lik_init == 1
% Else set by default options_.qz_criterium to 1+1e-6 % Else
if options_.lik_init == 1 % set by default options_.qz_criterium to 1+1e-6
if isequal(options_.lik_init,1)
if isempty(options_.qz_criterium) if isempty(options_.qz_criterium)
options_.qz_criterium = 1-1e-6; options_.qz_criterium = 1-1e-6;
elseif options_.qz_criterium > 1-eps elseif options_.qz_criterium>1-eps
error(['estimation: option qz_criterium is too large for estimating ' ... error(['estimation: option qz_criterium is too large for estimating ' ...
'a stationary model. If your model contains unit roots, use ' ... 'a stationary model. If your model contains unit roots, use ' ...
'option diffuse_filter']) 'option diffuse_filter'])
@ -103,7 +102,7 @@ end
% If the data are prefiltered then there must not be constants in the % If the data are prefiltered then there must not be constants in the
% measurement equation of the DSGE model or in the DSGE-VAR model. % measurement equation of the DSGE model or in the DSGE-VAR model.
if options_.prefilter == 1 if isequal(options_.prefilter,1)
options_.noconstant = 1; options_.noconstant = 1;
end end