From 03a8759560727c746be5f264b51bcbb713b84778 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 10 Jan 2020 19:08:51 +0100
Subject: [PATCH] Particle filters: provide error if trends or prefiltering is
used
Closes https://git.dynare.org/Dynare/dynare/issues/1690
---
matlab/initial_estimation_checks.m | 12 ++++++++++--
1 file changed, 10 insertions(+), 2 deletions(-)
diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index d384b5f866..39a45d155f 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -41,8 +41,16 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
%singularity check
maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
-if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
- error('initial_estimation_checks:: particle filtering does not support missing observations')
+if DynareOptions.order>1
+ if any(any(isnan(DynareDataset.data)))
+ error('initial_estimation_checks:: particle filtering does not support missing observations')
+ end
+ if DynareOptions.prefilter==1
+ error('initial_estimation_checks:: particle filtering does not support the prefilter option')
+ end
+ if BayesInfo.with_trend
+ error('initial_estimation_checks:: particle filtering does not support trends')
+ end
end
non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
--
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