Commit 47c51d42 authored by michel's avatar michel
Browse files

added option to compute covariance matrix of coefficient (default = 1)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 4d99d452
......@@ -516,10 +516,14 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
end
if options_.mode_compute ~= 5
if options_.mode_compute ~= 6
if ~options_.bvar_dsge
hh = reshape(hessian('DsgeLikelihood',xparam1,options_.gstep,gend,data,data_index,number_of_observations,no_more_missing_observations),nx,nx);
else
hh = reshape(hessian('DsgeVarLikelihood',xparam1,options_.gstep,gend),nx,nx);
if options_.cova_compute == 1
if ~options_.bvar_dsge
hh = reshape(hessian('DsgeLikelihood',xparam1, ...
options_.gstep,gend,data,data_index,number_of_observations,...
no_more_missing_observations),nx,nx);
else
hh = reshape(hessian('DsgeVarLikelihood',xparam1,options_.gstep,gend),nx,nx);
end
end
end
save([M_.fname '_mode.mat'],'xparam1','hh','bayestopt_');
......
......@@ -182,6 +182,7 @@ function global_initialization()
options_.trace_plot_ma = 200;
options_.mh_autocorrelation_function_size = 30;
options_.plot_priors = 0;
options_.cova_compute = 1;
% Misc
options_.conf_sig = 0.6;
......
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