dynare/mex/sources/estimation/LogPosteriorDensity.cc

54 lines
2.0 KiB
C++

/*
* Copyright (C) 2009-2013 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
///////////////////////////////////////////////////////////
// LogPosteriorDensity.cpp
// Implementation of the Class LogPosteriorDensity
// Created on: 10-Feb-2010 20:54:18
///////////////////////////////////////////////////////////
#include "LogPosteriorDensity.hh"
LogPosteriorDensity::~LogPosteriorDensity()
{
}
LogPosteriorDensity::LogPosteriorDensity(const std::string &modName, EstimatedParametersDescription &estParamsDesc, size_t n_endo, size_t n_exo,
const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
const std::vector<size_t> &zeta_static_arg, const double qz_criterium_arg, const std::vector<size_t> &varobs_arg,
double riccati_tol_arg, double lyapunov_tol_arg,
bool noconstant_arg) :
logPriorDensity(estParamsDesc),
logLikelihoodMain(modName, estParamsDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg,
zeta_static_arg, qz_criterium_arg, varobs_arg, riccati_tol_arg, lyapunov_tol_arg, noconstant_arg)
{
}
/**
* vector of log likelihoods for each Kalman step
*/
Vector &
LogPosteriorDensity::getLikVector()
{
return logLikelihoodMain.getVll();
}