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preparing dsge_loglikelihood.m for future integration of estimation DLL

time-shift
Michel Juillard 2012-01-08 21:55:02 +01:00
parent 3ec6b6ff78
commit f9d2dec97f
2 changed files with 16 additions and 0 deletions
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15
matlab/dsge_likelihood.m
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@ -146,6 +146,21 @@ trend_coeff = [];
exit_flag = 1;
info = 0;
singularity_flag = 0;
DLIK = [];
AHess = [];
if DynareOptions.estimation_dll
[fval,exit_flag,ys,trend_coeff,info,params,H,Q] ...
= logposterior(xparam1,DynareDataset, DynareOptions,Model, ...
EstimatedParameters,BayesInfo,DynareResults);
Model.params = params;
if ~isequal(Model.H,0)
Model.H = H;
end
Model.Sigma_e = Q;
DynareResults.dr.ys = ys;
return
end
% Set flag related to analytical derivatives.
if nargout > 9

1
matlab/global_initialization.m
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@ -322,6 +322,7 @@ options_.filter_covariance = 0;
options_.filter_decomposition = 0;
options_.selected_variables_only = 0;
options_.initialize_estimated_parameters_with_the_prior_mode = 0;
options_.estimation_dll = 0;
% Misc
options_.conf_sig = 0.6;
oo_.exo_simul = [];