Add code to time the evaluation of the likelihood.

All parameters declared on one line.

Q3.mod

@@ -11,6 +11,9 @@
 @#define USE_RICATTI_FIXED_POINT = false
 @#endif
 
+@#ifndef ESTIMATION
+@#define ESTIMATION=true
+@#endif
 
 var
 E_BGYN E_BWRY E_CLCSN E_DBGYN E_LER E_ETA E_GC E_GCL E_GCLC E_GCNLC E_GE E_GEX E_GEXL E_GG E_GGL E_GI E_GIG E_GIL E_GIM E_GIML E_GK E_GKG E_GL E_GSN E_GTAX E_GTFP E_GTFPUCAP E_GTR E_GUC E_GUCAP E_GWRY E_GY E_GYL E_GYPOT E_GYW E_INOM E_INOMW E_LL E_LL0 E_LBGYN E_LCSN E_LCLCSN E_LCNLCSN E_LEXYN E_LGSN E_LIGSN E_LIMYN E_LIK E_LIKG E_LISN E_LOL E_LPCP E_LPMP E_LPXP E_LTRYN E_LUCYN E_LUCLCYN E_LYGAP E_LYKPPI E_LYWR E_LYWY E_MRY E_PHI E_PHIC E_PHIPI E_PHIM E_PHIML E_PHIW E_PHIX E_PHIXL E_Q E_R E_TAXYN E_TBYN E_TRTAXYN E_TRW E_TRYN E_TW E_UCAP E_UCAP0 E_VL E_VLLC E_WPHI E_WRPHI E_WS E_WSW E_ZEPS_C E_ZEPS_ETA E_ZEPS_ETAM E_ZEPS_ETAX E_ZEPS_EX E_ZEPS_G E_ZEPS_IG E_ZEPS_L E_ZEPS_M E_ZEPS_PPI E_ZEPS_RPREME E_ZEPS_RPREMK E_ZEPS_TR E_ZEPS_W E_ZPHIT E_LCY E_LGY E_LWS interest inflation inflationq outputgap;
@@ -20,8 +23,7 @@ varexo
 E_EPS_C E_EPS_ETA E_EPS_ETAM E_EPS_ETAX E_EPS_EX E_EPS_IG E_EPS_INOMW E_EPS_L E_EPS_LOL E_EPS_M E_EPS_PPI E_EPS_PW E_EPS_RPREME	E_EPS_RPREMK E_EPS_TR E_EPS_W E_EPS_Y E_EPS_YW E_EPS_G;
 
 parameters
-A1E A2E ALPHAX ALPHAE ALPHAGE BETAE BGADJ1 BGADJ2 BGTAR DELTAE DELTAGE DGEX DGIM DGPM DGPX E_EX_INOMW E_EX_R E_EX_RW G1E GAMI2E GAMIE GAMLE GAMPE GAMPME GAMPXE GAMWE GP0 GPCPI0 GPOP0 GPW0 GSLAG GVECM
-GFLAG GLAGFLAG IGLAGFLAG IGFLAG TRFLAG TWFLAG GEXOFLAG IGEXOFLAG TREXOFLAG GAMIFLAG SLCFLAG GSN GTFP0 GY0 GYW0 HABE HABLE IGSLAG IGVECM ILAGE INFLAGE IG1E IGSN ISN KAPPAE L0 LOL LYWY0 OMEGE RHOCE RHOETA RHOETAM RHOETAX RHOEXE RHOGE RHOIG RHOL0 RHOLE RHOLOL RHOPPI1 RHOPPI2 RHOPPI3 RHOPPI4 RHOPCPM RHOPWPX RHORPE RHORPK RHOUCAP0 RII RIP RIX RPI RPP RPX RXI RXP RXX RXY RPREME RPREMK SE SFPE SFPME SFPXE SFWE SIGC SIGEXE SIGIME SLC SSC TAUE TP THETAE TINFE TR1E TRSN RHOTR TYE1 TYE2 TVAT TW0 TW1 UCAP0 WRLAG ZETE interestq_exog inflationannual_exog;
+A1E A2E ALPHAX ALPHAE ALPHAGE BETAE BGADJ1 BGADJ2 BGTAR DELTAE DELTAGE DGEX DGIM DGPM DGPX E_EX_INOMW E_EX_R E_EX_RW G1E GAMI2E GAMIE GAMLE GAMPE GAMPME GAMPXE GAMWE GP0 GPCPI0 GPOP0 GPW0 GSLAG GVECM GFLAG GLAGFLAG IGLAGFLAG IGFLAG TRFLAG TWFLAG GEXOFLAG IGEXOFLAG TREXOFLAG GAMIFLAG SLCFLAG GSN GTFP0 GY0 GYW0 HABE HABLE IGSLAG IGVECM ILAGE INFLAGE IG1E IGSN ISN KAPPAE L0 LOL LYWY0 OMEGE RHOCE RHOETA RHOETAM RHOETAX RHOEXE RHOGE RHOIG RHOL0 RHOLE RHOLOL RHOPPI1 RHOPPI2 RHOPPI3 RHOPPI4 RHOPCPM RHOPWPX RHORPE RHORPK RHOUCAP0 RII RIP RIX RPI RPP RPX RXI RXP RXX RXY RPREME RPREMK SE SFPE SFPME SFPXE SFWE SIGC SIGEXE SIGIME SLC SSC TAUE TP THETAE TINFE TR1E TRSN RHOTR TYE1 TYE2 TVAT TW0 TW1 UCAP0 WRLAG ZETE interestq_exog inflationannual_exog;
 
 //estimated parameters (mean posterior distribution)
 A2E        =   0.0453;
@@ -751,9 +753,22 @@ end;
 // Set observed variables
 varobs E_LCY E_LER E_LGY E_LIGSN E_LISN E_LL E_GY E_LYWR E_INOM E_PHI E_LPMP E_LPXP E_TRW E_INOMW E_PHIW E_LYWY E_PHIPI;
 
-// Run estimation
-@#if USE_RICATTI_FIXED_POINT
-    estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=5, mh_replic=0, plot_priors=0, lik_init=4, mode_check);
+
+@#if ESTIMATION
+    // Run estimation
+    @#if USE_RICATTI_FIXED_POINT
+        estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=5, mh_replic=0, plot_priors=0, lik_init=4, mode_check);
+    @#else
+        estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=5, mh_replic=0, plot_priors=0, mode_check);
+    @#endif
 @#else
-    estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=5, mh_replic=0, plot_priors=0, mode_check);
+    // Evaluation of the likelihood on a point (calibration)
+    @#if USE_RICATTI_FIXED_POINT
+        estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=0, mode_file=modewithoutricattifixedpoint, mh_replic=0, plot_priors=0, lik_init=4);
+        tic, for i=1:1000, [llik] = evaluate_likelihood('posterior mode', M_, estim_params_, oo_,options_, bayestopt_); end, toc
+    @#else
+        //  Using the fixed point of the state equations is 21% longer than using the  fixed point of the Ricatti equation as for the initial condition.
+        estimation(datafile=Q3_data, first_obs=2, presample=11, nobs=116, mode_compute=0, mode_file=modewithoutricattifixedpoint, mh_replic=0, plot_priors=0);
+        tic, for i=1:1000, [llik] = evaluate_likelihood('posterior mode', M_, estim_params_, oo_, options_, bayestopt_); end, toc
+    @#endif
 @#endif