diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 94a0cde4c1f893644e908d97e74162ae990ab750..08393a1a9deed5cb8c024d60f56a6ec90b995f4c 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -146,6 +146,21 @@ trend_coeff = []; exit_flag = 1; info = 0; singularity_flag = 0; +DLIK = []; +AHess = []; + +if DynareOptions.estimation_dll + [fval,exit_flag,ys,trend_coeff,info,params,H,Q] ... + = logposterior(xparam1,DynareDataset, DynareOptions,Model, ... + EstimatedParameters,BayesInfo,DynareResults); + Model.params = params; + if ~isequal(Model.H,0) + Model.H = H; + end + Model.Sigma_e = Q; + DynareResults.dr.ys = ys; + return +end % Set flag related to analytical derivatives. if nargout > 9 diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 7cfb6f52878e01534fa1b9743ef977272e6c2772..68303a1b6f146d48f356158967e36a6432daa660 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -322,6 +322,7 @@ options_.filter_covariance = 0; options_.filter_decomposition = 0; options_.selected_variables_only = 0; options_.initialize_estimated_parameters_with_the_prior_mode = 0; +options_.estimation_dll = 0; % Misc options_.conf_sig = 0.6; oo_.exo_simul = [];