From a4634cd1b71f993e13989a3a508b289dff35a839 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 9 Dec 2022 13:19:32 +0100
Subject: [PATCH] dynare_estimation_init.m: set observable mapping for
inversion filter if only smoother is used
---
matlab/dynare_estimation_init.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 15048e73fe..b4b68d1dab 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -693,7 +693,7 @@ if options_.heteroskedastic_filter
end
end
-if options_.occbin.likelihood.status && options_.occbin.likelihood.inversion_filter
+if (options_.occbin.likelihood.status && options_.occbin.likelihood.inversion_filter) || (options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter)
if isempty(options_.occbin.likelihood.IVF_shock_observable_mapping)
options_.occbin.likelihood.IVF_shock_observable_mapping=find(diag(M.Sigma_e)~=0);
else
--
GitLab