From dde7f1fe455da91101cf6f3f1820e2d95290f54a 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 14:34:53 +0200
Subject: [PATCH] Bug fix related to cova_compute==0 (The reported posterior
mode was the prior mode in this case). (cherry picked from commit
26a4a011d085e8b1443673d4c71f8b84bdc43cf9)
---
matlab/dynare_estimation_1.m | 8 +++++---
1 file changed, 5 insertions(+), 3 deletions(-)
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index b821aeb93a..9f0e890bf7 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -445,9 +445,11 @@ if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation && options
end
end
-if ~options_.mh_posterior_mode_estimation && options_.cova_compute
- invhess = inv(hh);
- stdh = sqrt(diag(invhess));
+if ~options_.mh_posterior_mode_estimation
+ if options_.cova_compute
+ invhess = inv(hh);
+ stdh = sqrt(diag(invhess));
+ end
else
variances = bayestopt_.p2.*bayestopt_.p2;
idInf = isinf(variances);
--
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