47 lines
2.0 KiB
C++
47 lines
2.0 KiB
C++
/*
|
|
* Copyright (C) 2009-2017 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/>.
|
|
*/
|
|
|
|
///////////////////////////////////////////////////////////
|
|
// LogLikelihoodMain.cpp
|
|
// Implementation of the Class LogLikelihoodMain
|
|
// Created on: 02-Feb-2010 12:57:09
|
|
///////////////////////////////////////////////////////////
|
|
|
|
#include "LogLikelihoodMain.hh"
|
|
|
|
LogLikelihoodMain::LogLikelihoodMain(const std::string &basename, EstimatedParametersDescription &estiParDesc, 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,
|
|
const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol,
|
|
bool noconstant_arg)
|
|
|
|
: estSubsamples(estiParDesc.estSubsamples),
|
|
logLikelihoodSubSample(basename, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
|
|
varobs, riccati_tol, lyapunov_tol, noconstant_arg),
|
|
vll(estiParDesc.getNumberOfPeriods()), // time dimension size of data
|
|
detrendedData(varobs.size(), estiParDesc.getNumberOfPeriods())
|
|
{
|
|
|
|
}
|
|
|
|
LogLikelihoodMain::~LogLikelihoodMain()
|
|
{
|
|
|
|
}
|