diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m index cde28a7007723875ddb92cb3b35b22139c596f6b..3b3fba2a24c53b400ed5652f3bf1b0f818cda7fb 100644 --- a/matlab/dynare_estimation_init.m +++ b/matlab/dynare_estimation_init.m @@ -699,4 +699,19 @@ if options_.occbin.likelihood.status && options_.occbin.likelihood.inversion_fil error('IVF-filter: an observable is mapped to a zero variance shock.') end end +end + +if options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter + if ~isempty(options_.nk) + fprintf('dynare_estimation_init: the inversion filter does not support filter_step_ahead. Disabling the option.\n') + options_.nk=[]; + end + if options_.filter_covariance + fprintf('dynare_estimation_init: the inversion filter does not support filter_covariance. Disabling the option.\n') + options_.filter_covariance=false; + end + if options_.smoothed_state_uncertainty + fprintf('dynare_estimation_init: the inversion filter does not support smoothed_state_uncertainty. Disabling the option.\n') + options_.smoothed_state_uncertainty=false; + end end \ No newline at end of file diff --git a/tests/occbin/filter/NKM.mod b/tests/occbin/filter/NKM.mod index c8b17848ec38170ffc093a0e3d5c21abf1e3e6af..cd871d250a839b3071884e5fd2f4048f2f00ab19 100644 --- a/tests/occbin/filter/NKM.mod +++ b/tests/occbin/filter/NKM.mod @@ -317,7 +317,7 @@ varobs yg inom pi; datafile=dataobsfile2, mode_file=NKM_mh_mode_saved, mode_compute=0, nobs=120, first_obs=1, mh_replic=0, plot_priors=0, smoother, - nodisplay,consider_all_endogenous,heteroskedastic_filter); + nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty); oo0=oo_; // use inversion filter (note that IF provides smoother together with likelihood) @@ -327,7 +327,7 @@ varobs yg inom pi; datafile=dataobsfile2, mode_file=NKM_mh_mode_saved, mode_compute=0, nobs=120, first_obs=1, mh_replic=0, plot_priors=0, smoother, - nodisplay, consider_all_endogenous,heteroskedastic_filter); + nodisplay, consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty); // show initial condition effect of IF figure,