From 1e41458826ee166e7f3f20bcbaf3ef28d1d712b9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Thu, 10 Jun 2010 18:27:03 +0200
Subject: [PATCH] Estimation DLL: bugfixes in LogLikelihoodMain
---
.../estimation/EstimatedParametersDescription.cc | 11 +++++++++++
.../estimation/EstimatedParametersDescription.hh | 1 +
mex/sources/estimation/EstimationSubsample.hh | 2 +-
mex/sources/estimation/LogLikelihoodMain.cc | 5 ++---
4 files changed, 15 insertions(+), 4 deletions(-)
diff --git a/mex/sources/estimation/EstimatedParametersDescription.cc b/mex/sources/estimation/EstimatedParametersDescription.cc
index 6141f6b46..69d302f82 100644
--- a/mex/sources/estimation/EstimatedParametersDescription.cc
+++ b/mex/sources/estimation/EstimatedParametersDescription.cc
@@ -34,3 +34,14 @@ EstimatedParametersDescription::EstimatedParametersDescription(std::vector<Estim
{
}
+size_t
+EstimatedParametersDescription::getNumberOfPeriods() const
+{
+ size_t r = 0;
+ for (size_t i = 0; i < estSubsamples.size(); i++)
+ {
+ size_t r2 = estSubsamples[i].endPeriod + 1;
+ if (r2 > r)
+ r = r2;
+ }
+}
diff --git a/mex/sources/estimation/EstimatedParametersDescription.hh b/mex/sources/estimation/EstimatedParametersDescription.hh
index 8d6aaf009..0e4a14fac 100644
--- a/mex/sources/estimation/EstimatedParametersDescription.hh
+++ b/mex/sources/estimation/EstimatedParametersDescription.hh
@@ -49,6 +49,7 @@ public:
EstimatedParametersDescription(std::vector<EstimationSubsample> &estSubsamples, std::vector<EstimatedParameter> &estParams);
std::vector<EstimationSubsample> estSubsamples;
std::vector<EstimatedParameter> estParams;
+ size_t getNumberOfPeriods() const;
};
#endif // !defined(E8F2C096_A301_42e8_80FF_A643291BF995__INCLUDED_)
diff --git a/mex/sources/estimation/EstimationSubsample.hh b/mex/sources/estimation/EstimationSubsample.hh
index 41e560098..ab3ed3c7a 100644
--- a/mex/sources/estimation/EstimationSubsample.hh
+++ b/mex/sources/estimation/EstimationSubsample.hh
@@ -53,7 +53,7 @@
* class LogPosteriorDensity on as needed basis and updates all parameters (inc. H
* and Q) when time slot xparam1 is supplied.
*
- *
+ * Time indices follow C convention: first period has index 0.
*/
class EstimationSubsample {
public:
diff --git a/mex/sources/estimation/LogLikelihoodMain.cc b/mex/sources/estimation/LogLikelihoodMain.cc
index 272030078..29ce8c077 100644
--- a/mex/sources/estimation/LogLikelihoodMain.cc
+++ b/mex/sources/estimation/LogLikelihoodMain.cc
@@ -34,8 +34,7 @@ LogLikelihoodMain::LogLikelihoodMain( //const Matrix &data_arg, Vector &deepPara
: estSubsamples(estiParDesc.estSubsamples),
logLikelihoodSubSample(dynamicDllFile, estiParDesc, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
varobs, riccati_tol, lyapunov_tol, info_arg),
- //deepParams(deepParams_arg),
- vll(estSubsamples[estSubsamples.size()-1].endPeriod) // time dimension size of data
+ vll(estiParDesc.getNumberOfPeriods()) // time dimension size of data
{
@@ -49,7 +48,7 @@ LogLikelihoodMain::~LogLikelihoodMain()
double
LogLikelihoodMain::compute(Matrix &steadyState, const Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H, size_t start, int &info)
{
- for (size_t i = 1; i <= (size_t) estSubsamples.size(); ++i)
+ for (size_t i = 0; i < estSubsamples.size(); ++i)
{
VectorView vSteadyState = mat::get_col(steadyState, i);
--
GitLab