diff --git a/matlab/estimation/dsge_likelihood.m b/matlab/estimation/dsge_likelihood.m index 7d5d2ce27bdc2e9d0432b1edaf4277bebf573c09..6a72e9e38a4b97c9e3325e36d49582a01e56713a 100644 --- a/matlab/estimation/dsge_likelihood.m +++ b/matlab/estimation/dsge_likelihood.m @@ -1,6 +1,6 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,M_,options_,bayestopt_,dr] = dsge_likelihood(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,BoundsInfo,dr, endo_steady_state, exo_steady_state, exo_det_steady_state,derivatives_info) % [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,M_,options_,bayestopt_,oo_] = dsge_likelihood(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,BoundsInfo,oo_,derivatives_info) -% Evaluates the posterior kernel of a DSGE model using the specified +% Evaluates the negative of the posterior kernel of a DSGE model using the specified % kalman_algo; the resulting posterior includes the 2*pi constant of the % likelihood function % @@ -21,7 +21,7 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,M_,options_,baye % - derivatives_info [structure] derivative info for identification % % OUTPUTS -% - fval [double] scalar, value of the likelihood or posterior kernel. +% - fval [double] scalar, value of minus the likelihood or posterior kernel. % - info [integer] 4×1 vector, informations resolution of the model and evaluation of the likelihood. % - exit_flag [integer] scalar, equal to 1 (no issues when evaluating the likelihood) or 0 (not able to evaluate the likelihood). % - DLIK [double] Vector with score of the likelihood @@ -37,7 +37,7 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,M_,options_,baye % This function calls: dynare_resolve, lyapunov_symm, lyapunov_solver, compute_Pinf_Pstar, kalman_filter_d, missing_observations_kalman_filter_d, % univariate_kalman_filter_d, kalman_steady_state, get_perturbation_params_deriv, kalman_filter, missing_observations_kalman_filter, univariate_kalman_filter, priordens -% Copyright © 2004-2023 Dynare Team +% Copyright © 2004-2024 Dynare Team % % This file is part of Dynare. %