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Commit 4d0a3f2c authored by Johannes Pfeifer's avatar Johannes Pfeifer
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:bug: identification: set expected missing data field

Erroneously triggered asymptotic Hessian via simulation
parent 9a323074
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1 merge request!2333:bug: fix identification bugs
......@@ -297,6 +297,15 @@ if info(1) == 0 %no errors in solution
options_.analytic_derivation = -2; %this sets asy_Hess=1 in dsge_likelihood.m
[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, options_.varobs);
dataset_ = dseries(oo_.endo_simul(options_.varobs_id,100+1:end)',dates('1Q1'), options_.varobs); %get information on moments
% set info on missing data
if dataset_info.missing.state
[dataset_info.missing.aindex, dataset_info.missing.number_of_observations, dataset_info.missing.no_more_missing_observations, dataset_info.missing.vindex] = ...
describe_missing_data(dataset_.data);
else
dataset_info.missing.aindex = num2cell(transpose(repmat(1:dataset_.vobs,dataset_.nobs,1)),1);
dataset_info.missing.no_more_missing_observations = 1;
end
derivatives_info.no_DLIK = 1;
bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
%note that for order>1 we do not provide any information on DT,DYss,DOM in derivatives_info, such that dsge_likelihood creates an error. Therefore the computation will be based on simulated_moment_uncertainty for order>1.
......
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