44 lines
2.2 KiB
Matlab
44 lines
2.2 KiB
Matlab
function BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInfo)
|
|
% BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInfo)
|
|
% -------------------------------------------------------------------------
|
|
% Set correct bounds for standard deviation and corrrelation parameters
|
|
% -------------------------------------------------------------------------
|
|
% INPUTS
|
|
% o estim_params_ [struct] information on estimated parameters
|
|
% o BoundsInfo [struct] information on bounds
|
|
% -------------------------------------------------------------------------
|
|
% OUTPUT
|
|
% o BoundsInfo [struct] updated bounds
|
|
% -------------------------------------------------------------------------
|
|
% This function is called by
|
|
% o mom.run
|
|
% -------------------------------------------------------------------------
|
|
|
|
% Copyright © 2023 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 <https://www.gnu.org/licenses/>.
|
|
|
|
|
|
number_of_estimated_parameters = estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np;
|
|
% set correct bounds for standard deviations and corrrelations
|
|
param_of_interest = (1:number_of_estimated_parameters)'<=estim_params_.nvx+estim_params_.nvn;
|
|
LB_below_0 = (BoundsInfo.lb<0 & param_of_interest);
|
|
BoundsInfo.lb(LB_below_0) = 0;
|
|
param_of_interest = (1:number_of_estimated_parameters)'> estim_params_.nvx+estim_params_.nvn & (1:number_of_estimated_parameters)'<estim_params_.nvx+estim_params_.nvn +estim_params_.ncx + estim_params_.ncn;
|
|
LB_below_minus_1 = (BoundsInfo.lb<-1 & param_of_interest);
|
|
UB_above_1 = (BoundsInfo.ub>1 & param_of_interest);
|
|
BoundsInfo.lb(LB_below_minus_1) = -1;
|
|
BoundsInfo.ub(UB_above_1) = 1; |