Removed globals from DsgeLikelihood. Still broken.

Added texinfo header in DsgeLikelihood.

matlab/dynare_estimation_1.m

@@ -31,15 +31,17 @@ function dynare_estimation_1(var_list_,dname)
 
 global M_ options_ oo_ estim_params_ bayestopt_
 
+if ~options_.dsge_var
+    objective_function = str2func('DsgeLikelihood');
+else
+    objective_function = str2func('DsgeVarLikelihood');
+end
+
 [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_, fake] = dynare_estimation_init(var_list_, dname, [], M_, options_, oo_, estim_params_, bayestopt_);
 
 data = dataset_.data;
 rawdata = dataset_.rawdata;
 
-% Set various options.
-options_ = set_default_option(options_,'mh_nblck',2);
-options_ = set_default_option(options_,'nodiagnostic',0);
-
 % Set number of observations
 gend = options_.nobs;
 % Set the number of observed variables.
@@ -121,7 +123,7 @@ number_of_observations = gend*n_varobs;
 [data_index,junk,no_more_missing_observations] = ...
     describe_missing_data(data);
 
-initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
+oo_ = initial_estimation_checks(xparam1,dataset_,M_,estim_params_,options_,bayestopt_,oo_);
 
 if isequal(options_.mode_compute,0) && isempty(options_.mode_file) && options_.mh_posterior_mode_estimation==0
     if options_.smoother == 1

matlab/initial_estimation_checks.m

-function initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations)
+function oo = initial_estimation_checks(xparam1,dataset,M,estim_params,options,bayestopt,oo); %initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations
 % function initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations)
 % Checks data (complex values, ML evaluation, initial values, BK conditions,..)
-% 
+%
 % INPUTS
 %    xparam1: vector of parameters to be estimated
 %    gend:    scalar specifying the number of observations
 %    data:    matrix of data
-%    
+%
 % OUTPUTS
 %    none
-%        
+%
 % SPECIAL REQUIREMENTS
 %    none
 
@@ -30,66 +30,54 @@ function initial_estimation_checks(xparam1,gend,data,data_index,number_of_observ
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-global dr1_test bayestopt_ estim_params_ options_ oo_ M_
-
-nv = size(data,1);
-if nv-size(options_.varobs,1)
-    disp(' ')
-    disp(['Declared number of observed variables = ' int2str(size(options_.varobs,1))])
-    disp(['Number of variables in the database   = ' int2str(nv)])
-    disp(' ')
-    error(['Estimation can''t take place because the declared number of observed' ...
-           'variables doesn''t match the number of variables in the database.'])
-end
-if nv > M_.exo_nbr+estim_params_.nvn
-    error(['Estimation can''t take place because there are less shocks than' ...
-           'observed variables'])
+if dataset.info.nvobs>M.exo_nbr+estim_params.nvn
+    error(['initial_estimation_checks:: Estimation can''t take place because there are less shocks than observed variables!'])
 end
 
-if options_.dsge_var
+if options.dsge_var
     [fval,cost_flag,info] = DsgeVarLikelihood(xparam1,gend);
 else
-    [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
+    [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
 end
 
 % when their is an analytical steadystate, check that the values
 % returned by *_steadystate match with the static model
-if options_.steadystate_flag
-    [ys,check] = feval([M_.fname '_steadystate'],...
-                       oo_.steady_state,...
-                       [oo_.exo_steady_state; ...
-                        oo_.exo_det_steady_state]);
-    if size(ys,1) < M_.endo_nbr 
-        if length(M_.aux_vars) > 0
-            ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
-                                                        M_.fname,...
-                                                        oo_.exo_steady_state,...
-                                                        oo_.exo_det_steady_state,...
-                                                        M_.params,...
-                                                        options_.bytecode);
+if options.steadystate_flag
+    [ys,check] = feval([M.fname '_steadystate'],...
+                       oo.steady_state,...
+                       [oo.exo_steady_state; ...
+                        oo.exo_det_steady_state]);
+    if size(ys,1) < M.endo_nbr
+        if length(M.aux_vars) > 0
+            ys = add_auxiliary_variables_to_steadystate(ys,M.aux_vars,...
+                                                        M.fname,...
+                                                        oo.exo_steady_state,...
+                                                        oo.exo_det_steady_state,...
+                                                        M.params,...
+                                                        options.bytecode);
         else
-            error([M_.fname '_steadystate.m doesn''t match the model']);
+            error([M.fname '_steadystate.m doesn''t match the model']);
         end
     end
-    oo_.steady_state = ys;
-    % Check if the steady state obtained from the _steadystate file is a 
+    oo.steady_state = ys;
+    % Check if the steady state obtained from the _steadystate file is a
     % steady state.
     check1 = 0;
-    if isfield(options_,'unit_root_vars') && options_.diffuse_filter == 0
-        if isempty(options_.unit_root_vars)
-            if ~options_.bytecode
-                check1 = max(abs(feval([M_.fname '_static'],...
-                                       oo_.steady_state,...
-                                       [oo_.exo_steady_state; ...
-                                    oo_.exo_det_steady_state], M_.params))) > options_.dynatol ;
+    if isfield(options,'unit_root_vars') && options.diffuse_filter == 0
+        if isempty(options.unit_root_vars)
+            if ~options.bytecode
+                check1 = max(abs(feval([M.fname '_static'],...
+                                       oo.steady_state,...
+                                       [oo.exo_steady_state; ...
+                                    oo.exo_det_steady_state], M.params))) > options.dynatol ;
             else
-                [info, res] = bytecode('static','evaluate',oo_.steady_state,...
-                                       [oo_.exo_steady_state; ...
-                                    oo_.exo_det_steady_state], M_.params);
-                check1 = max(abs(res)) > options_.dynatol;
+                [info, res] = bytecode('static','evaluate',oo.steady_state,...
+                                       [oo.exo_steady_state; ...
+                                    oo.exo_det_steady_state], M.params);
+                check1 = max(abs(res)) > options.dynatol;
             end
             if check1
-                error(['The seadystate values returned by ' M_.fname ...
+                error(['The seadystate values returned by ' M.fname ...
                        '_steadystate.m don''t solve the static model!' ])
             end
         end
@@ -98,10 +86,10 @@ end
 
 if info(1) > 0
     disp('Error in computing likelihood for initial parameter values')
-    print_info(info, options_.noprint)
+    print_info(info, options.noprint)
 end
 
-if any(abs(oo_.steady_state(bayestopt_.mfys))>1e-9) && (options_.prefilter==1) 
+if any(abs(oo.steady_state(bayestopt.mfys))>1e-9) && (options.prefilter==1)
     disp(['You are trying to estimate a model with a non zero steady state for the observed endogenous'])
     disp(['variables using demeaned data!'])
     error('You should change something in your mod file...')