From cb81e4a99728ba1e2d51099c18c89c2c8ef7cd13 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Sedna=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Fri, 13 May 2011 12:46:11 +0200
Subject: [PATCH] Allow empty hessian in mode_check routine
(options_.cova_compute==0) (cherry picked from commit
6302abd7bdf557557f6b8c630b23129d2bf71f18)
---
matlab/dynare_estimation_1.m | 6 +++++-
matlab/mode_check.m | 23 ++++++++++++++---------
2 files changed, 19 insertions(+), 10 deletions(-)
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index dff1119751..b821aeb93a 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -438,7 +438,11 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
end
if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation && options_.cova_compute
- mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
+ if options_.cova_compute
+ mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
+ else
+ mode_check(xparam1,0,[],gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
+ end
end
if ~options_.mh_posterior_mode_estimation && options_.cova_compute
diff --git a/matlab/mode_check.m b/matlab/mode_check.m
index b32eaefc37..b8eaa71fae 100644
--- a/matlab/mode_check.m
+++ b/matlab/mode_check.m
@@ -38,20 +38,25 @@ function mode_check(x,fval,hessian,gend,data,lb,ub,data_index,number_of_observat
global bayestopt_ M_ options_
TeX = options_.TeX;
-[ s_min, k ] = min(diag(hessian)) ;
+if ~isempty(hessian);
+ [ s_min, k ] = min(diag(hessian));
+end
if options_.dsge_var
fval = DsgeVarLikelihood(x,gend);
else
fval = DsgeLikelihood(x,gend,data,data_index,number_of_observations,no_more_missing_observations);
end
-bayestopt_.penalty=fval;
-disp(' ')
-disp('MODE CHECK')
-disp(' ')
-disp(sprintf('Fval obtained by the minimization routine: %f', fval))
-disp(' ')
-if s_min<eps
- disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, x(k)))
+bayestopt_.penalty=fval;
+
+if ~isempty(hessian);
+ disp(' ')
+ disp('MODE CHECK')
+ disp(' ')
+ disp(sprintf('Fval obtained by the minimization routine: %f', fval))
+ disp(' ')
+ if s_min<eps
+ disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, x(k)))
+ end
end
[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));
--
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