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Dynare
dynare
Commits
dac5a30a
Verified
Commit
dac5a30a
authored
May 25, 2024
by
Frédéric Karamé
Committed by
Stéphane Adjemian
10 months ago
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online estimation: bug fixes for the coherency of functions calls.
parent
0b5062a9
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2 changed files
matlab/estimation/dynare_estimation_1.m
+5
-2
5 additions, 2 deletions
matlab/estimation/dynare_estimation_1.m
matlab/nonlinear-filters/online_auxiliary_filter.m
+2
-2
2 additions, 2 deletions
matlab/nonlinear-filters/online_auxiliary_filter.m
with
7 additions
and
4 deletions
matlab/estimation/dynare_estimation_1.m
+
5
−
2
View file @
dac5a30a
...
@@ -238,8 +238,11 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation &
...
@@ -238,8 +238,11 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation &
optimizer_vec
=
[
options_
.
mode_compute
;
num2cell
(
options_
.
additional_optimizer_steps
)];
optimizer_vec
=
[
options_
.
mode_compute
;
num2cell
(
options_
.
additional_optimizer_steps
)];
for
optim_iter
=
1
:
length
(
optimizer_vec
)
for
optim_iter
=
1
:
length
(
optimizer_vec
)
current_optimizer
=
optimizer_vec
{
optim_iter
};
current_optimizer
=
optimizer_vec
{
optim_iter
};
if
current_optimizer
~=
11
[
xparam1
,
fval
,
~
,
hh
,
options_
,
Scale
,
new_rat_hess_info
]
=
dynare_minimize_objective
(
objective_function
,
xparam1
,
current_optimizer
,
options_
,[
bounds
.
lb
bounds
.
ub
],
bayestopt_
.
name
,
bayestopt_
,
hh
,
dataset_
,
dataset_info
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
bounds
,
oo_
.
dr
,
oo_
.
steady_state
,
oo_
.
exo_steady_state
,
oo_
.
exo_det_steady_state
);
[
xparam1
,
fval
,
~
,
hh
,
options_
,
Scale
,
new_rat_hess_info
]
=
dynare_minimize_objective
(
objective_function
,
xparam1
,
current_optimizer
,
options_
,[
bounds
.
lb
bounds
.
ub
],
bayestopt_
.
name
,
bayestopt_
,
hh
,
dataset_
,
dataset_info
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
bounds
,
oo_
.
dr
,
oo_
.
steady_state
,
oo_
.
exo_steady_state
,
oo_
.
exo_det_steady_state
);
else
[
xparam1
,
fval
,
~
,
hh
,
options_
,
Scale
,
new_rat_hess_info
]
=
dynare_minimize_objective
(
objective_function
,
xparam1
,
current_optimizer
,
options_
,[
bounds
.
lb
bounds
.
ub
],
bayestopt_
.
name
,
bayestopt_
,
hh
,
dataset_
,
dataset_info
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
bounds
,
oo_
);
end
fprintf
(
'\nFinal value of minus the log posterior (or likelihood):%f \n'
,
fval
);
fprintf
(
'\nFinal value of minus the log posterior (or likelihood):%f \n'
,
fval
);
if
isnumeric
(
current_optimizer
)
if
isnumeric
(
current_optimizer
)
...
...
This diff is collapsed.
Click to expand it.
matlab/nonlinear-filters/online_auxiliary_filter.m
+
2
−
2
View file @
dac5a30a
...
@@ -86,7 +86,7 @@ for i=1:number_of_particles
...
@@ -86,7 +86,7 @@ for i=1:number_of_particles
info
=
12042009
;
info
=
12042009
;
while
info
while
info
candidate
=
Prior
.
draw
();
candidate
=
Prior
.
draw
();
[
info
,
M_
,
options_
,
oo_
]
=
solve_model_for_online_filter
(
false
,
xparam1
,
dataset_
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
bounds
,
oo_
);
[
info
,
M_
,
options_
,
oo_
]
=
solve_model_for_online_filter
(
false
,
candidate
,
dataset_
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
bounds
,
oo_
);
if
~
info
if
~
info
xparam
(:,
i
)
=
candidate
(:);
xparam
(:,
i
)
=
candidate
(:);
end
end
...
...
This diff is collapsed.
Click to expand it.
Stéphane Adjemian
@stepan-a
mentioned in commit
4560123b
·
10 months ago
mentioned in commit
4560123b
mentioned in commit 4560123b79dc38225e88be60a8f052665b02997e
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