86 lines
5.3 KiB
HTML
86 lines
5.3 KiB
HTML
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > initial_estimation_checks.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>initial_estimation_checks
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function initial_estimation_checks(xparam1,gend,data) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="DsgeLikelihood.html" class="code" title="function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data)">DsgeLikelihood</a> stephane.adjemian@cepremap.cnrs.fr [09-07-2004]</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="dynare_estimation.html" class="code" title="function dynare_estimation(var_list_)">dynare_estimation</a> </li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function initial_estimation_checks(xparam1,gend,data)</a>
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0002 <span class="keyword">global</span> dr1_test bayestopt_ estim_params_ options_ oo_ M_
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0003
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0004 nv = size(data,1);
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0005 <span class="keyword">if</span> nv-size(options_.varobs,1)
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0006 disp(<span class="string">' '</span>)
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0007 disp([<span class="string">'Declared number of observed variables = '</span> int2str(size(options_.varobs,1))])
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0008 disp([<span class="string">'Number of variables in the database = '</span> int2str(nv)])
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0009 disp(<span class="string">' '</span>)
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0010 error([<span class="string">'Estimation can''t take place because the declared number of observed'</span> <span class="keyword">...</span>
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0011 <span class="string">'variables doesn''t match the number of variables in the database.'</span>])
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0012 <span class="keyword">end</span>
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0013 <span class="keyword">if</span> nv > M_.exo_nbr+estim_params_.nvn
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0014 error([<span class="string">'Estimation can''t take place because there are less shocks than'</span> <span class="keyword">...</span>
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0015 <span class="string">'observed variables'</span>])
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0016 <span class="keyword">end</span>
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0017 r = rank(data);
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0018 <span class="keyword">if</span> r < nv
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0019 error([<span class="string">'Estimation can''t take place because the data are perfectly'</span> <span class="keyword">...</span>
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0020 <span class="string">' correlated'</span>]);
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0021 <span class="keyword">end</span>
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0022
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0023 fval = <a href="DsgeLikelihood.html" class="code" title="function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data)">DsgeLikelihood</a>(xparam1,gend,data);
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0024 <span class="keyword">if</span> exist(dr1_test)
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0025 disp(dr1_test)
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0026 <span class="keyword">switch</span>(dr1_test(1))
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0027 <span class="keyword">case</span> 1
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0028 error(<span class="string">'The steady state can''t be found'</span>);
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0029 <span class="keyword">case</span> 2
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0030 error([<span class="string">'Estimation can''t take place because there are an infinity of'</span> <span class="keyword">...</span>
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0031 <span class="string">' stable solutions'</span>]);
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0032 <span class="keyword">case</span> 3
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0033 error([<span class="string">'Estimation can''t take place because there is no stable'</span> <span class="keyword">...</span>
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0034 <span class="string">' solution'</span>]);
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0035 <span class="keyword">case</span> 4
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0036 error([<span class="string">'Estimation can''t take place because of singularity in Kalman'</span> <span class="keyword">...</span>
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0037 <span class="string">' filter'</span>]);
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0038 <span class="keyword">otherwise</span>
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0039 <span class="keyword">end</span>
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0040 <span class="keyword">end</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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