Commit 205b455a authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added the possibility, for each given size of the sample, to restart an...

Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.

Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
parent 8a0fe914
......@@ -64,7 +64,14 @@ if nnobs > 1
options_.nobs = nobs(i);
M_.dname = [dname '_' int2str(nobs(i))];
dynare_estimation_1(var_list,M_.dname);
options_.mode_file = [M_.fname '_mode'];
if isequal(i,1)
options_.mode_file = [M_.fname '_mode'];
end
if options_.recursive_estimation_restart
for j=1:options_.recursive_estimation_restart
dynare_estimation_1(var_list,M_.dname);
end
end
oo_recursive_{nobs(i)} = oo_;
end
else
......
......@@ -345,6 +345,7 @@ options_.mh_mode = 1;
options_.mh_nblck = 2;
options_.mh_recover = 0;
options_.mh_replic = 20000;
options_.recursive_estimation_restart = 0;
options_.mode_check = 0;
options_.mode_check_nolik = 0;
options_.mode_compute = 4;
......
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