Commit da8fabf4 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

remove upper/lower_cholesky options from ms_estimation and sbvar

parent 381a2f89
......@@ -277,6 +277,9 @@ options_.ms.banact = 1;
options_.ms.log_var = [];
options_.ms.Qi = [];
options_.ms.Ri = [];
options_.ms.lower_cholesky = 0;
options_.ms.upper_cholesky = 0;
options_.ms.constants_exclusion = 0;
%options_.ms.nstates = 2;
%options_.ms.indxscalesstates = 0;
%options_.ms.q_diag = 0.85;
......
......@@ -66,9 +66,6 @@ options_.ms.alpha = 1;
options_.ms.beta = 1;
options_.ms.gsig2_lmd = 50^2;
options_.ms.gsig2_lmdm = 50^2;
options_.ms.lower_cholesky = 0;
options_.ms.upper_cholesky = 0;
options_.ms.constants_exclusion = 0;
if isfield(options_.ms,'initial_year')
options_.ms = rmfield(options_.ms,'initial_year');
end
......
......@@ -1469,8 +1469,6 @@ sbvar_option : o_datafile
| o_tlnumber
| o_cnum
| o_forecast
| o_upper_cholesky;
| o_lower_cholesky;
| o_coefficients_prior_hyperparameters;
;
......@@ -1632,8 +1630,6 @@ ms_estimation_option : o_coefficients_prior_hyperparameters
| o_beta
| o_gsig2_lmd
| o_gsig2_lmdm
| o_upper_cholesky
| o_lower_cholesky
| o_output_file_tag
| o_file_tag
| o_initialization_file_tag
......@@ -2097,8 +2093,6 @@ o_file_tag : FILE_TAG EQUAL filename { driver.option_str("ms.file_tag", $3); };
o_initialization_file_tag : INITIALIZATION_FILE_TAG EQUAL filename { driver.option_str("ms.initialization_file_tag", $3); };
o_estimation_file_tag : ESTIMATION_FILE_TAG EQUAL filename { driver.option_str("ms.estimation_file_tag", $3); };
o_simulation_file_tag : SIMULATION_FILE_TAG EQUAL filename { driver.option_str("ms.simulation_file_tag", $3); };
o_upper_cholesky : UPPER_CHOLESKY { driver.option_num("ms.upper_cholesky","1"); };
o_lower_cholesky : LOWER_CHOLESKY { driver.option_num("ms.lower_cholesky","1"); };
o_coefficients_prior_hyperparameters : COEFFICIENTS_PRIOR_HYPERPARAMETERS EQUAL vec_value
{ driver.option_num("ms.coefficients_prior_hyperparameters",$3); };
o_convergence_starting_value : CONVERGENCE_STARTING_VALUE EQUAL non_negative_number
......
......@@ -19,7 +19,6 @@ ms_estimation(datafile=data
,nlags=4
,max_repeated_optimization_runs=1
,max_number_of_stages=0
,lower_cholesky
);
ms_simulation(mh_replic=1000);
ms_compute_mdd;
......
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