From 205b455ad74cfda6955e31de1feb53e58cbbded9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Thu, 6 Sep 2012 14:13:29 +0200
Subject: [PATCH] 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).
---
matlab/dynare_estimation.m | 9 ++++++++-
matlab/global_initialization.m | 1 +
2 files changed, 9 insertions(+), 1 deletion(-)
diff --git a/matlab/dynare_estimation.m b/matlab/dynare_estimation.m
index 6fe7a68ec8..2f37857fbb 100644
--- a/matlab/dynare_estimation.m
+++ b/matlab/dynare_estimation.m
@@ -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
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index d65930642c..93857f2251 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -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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