From dac5a30a97c3a9c702f8ec2004310ab1bab83b3c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
<frederic.karame@univ-lemans.fr>
Date: Sat, 25 May 2024 11:34:20 +0200
Subject: [PATCH] online estimation: bug fixes for the coherency of functions
calls.
---
matlab/estimation/dynare_estimation_1.m | 7 +++++--
matlab/nonlinear-filters/online_auxiliary_filter.m | 4 ++--
2 files changed, 7 insertions(+), 4 deletions(-)
diff --git a/matlab/estimation/dynare_estimation_1.m b/matlab/estimation/dynare_estimation_1.m
index a1a0103928..d291f9388d 100644
--- a/matlab/estimation/dynare_estimation_1.m
+++ b/matlab/estimation/dynare_estimation_1.m
@@ -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)];
for optim_iter = 1:length(optimizer_vec)
current_optimizer = optimizer_vec{optim_iter};
-
- [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);
+ 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);
+ 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);
if isnumeric(current_optimizer)
diff --git a/matlab/nonlinear-filters/online_auxiliary_filter.m b/matlab/nonlinear-filters/online_auxiliary_filter.m
index 62634eeccf..1c98b2bd38 100644
--- a/matlab/nonlinear-filters/online_auxiliary_filter.m
+++ b/matlab/nonlinear-filters/online_auxiliary_filter.m
@@ -39,7 +39,7 @@ function [pmean, pmode, pmedian, pstdev, p025, p975, covariance] = online_auxili
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
% Set seed for randn().
-options_=set_dynare_seed_local_options(options_,'default');
+options_ = set_dynare_seed_local_options(options_,'default');
pruning = options_.particle.pruning;
second_resample = options_.particle.resampling.status.systematic;
variance_update = true;
@@ -86,7 +86,7 @@ for i=1:number_of_particles
info = 12042009;
while info
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
xparam(:,i) = candidate(:);
end
--
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