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Commit 27ac2cfe authored by Johannes Pfeifer's avatar Johannes Pfeifer
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SMC/DIME: allow posterior smoothing at first order

parent 6ffeb2e9
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......@@ -542,17 +542,13 @@ if issmc(options_) || (any(bayestopt_.pshape>0) && options_.mh_replic) || (any(
oo_ = compute_moments_varendo('posterior',options_,M_,oo_,estim_params_,var_list_);
end
if options_.smoother || ~isempty(options_.filter_step_ahead) || options_.forecast
if ~ishssmc(options_) && ~isdime(options_)
if error_flag
error('%s: I cannot compute the posterior statistics!',dispString)
end
if options_.order==1 && ~options_.particle.status
oo_=prior_posterior_statistics('posterior',dataset_,dataset_info,M_,oo_,options_,estim_params_,bayestopt_,dispString); %get smoothed and filtered objects and forecasts
else
error('%s: Particle Smoothers are not yet implemented.',dispString)
end
if error_flag
error('%s: I cannot compute the posterior statistics!',dispString)
end
if options_.order==1 && ~options_.particle.status
oo_=prior_posterior_statistics('posterior',dataset_,dataset_info,M_,oo_,options_,estim_params_,bayestopt_,dispString); %get smoothed and filtered objects and forecasts
else
fprintf('%s: SMC does not yet support the smoother and forecast options. Skipping computation.\n',dispString);
error('%s: Particle Smoothers are not yet implemented.',dispString)
end
end
else
......
......@@ -22,7 +22,7 @@ function oo_=prior_posterior_statistics(type,dataset_,dataset_info,M_,oo_,option
% See the comments in the posterior_sampler.m funtion.
% Copyright © 2005-2023 Dynare Team
% Copyright © 2005-2024 Dynare Team
%
% This file is part of Dynare.
%
......
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