diff --git a/matlab/+identification/analysis.m b/matlab/+identification/analysis.m index 7e7933b86217acd2bae2d51cfa3936cec880c0fa..b9461a3cffd3fff93950a2f543c47fd2742a14a4 100644 --- a/matlab/+identification/analysis.m +++ b/matlab/+identification/analysis.m @@ -297,6 +297,15 @@ if info(1) == 0 %no errors in solution options_.analytic_derivation = -2; %this sets asy_Hess=1 in dsge_likelihood.m [info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, options_.varobs); dataset_ = dseries(oo_.endo_simul(options_.varobs_id,100+1:end)',dates('1Q1'), options_.varobs); %get information on moments + % set info on missing data + if dataset_info.missing.state + [dataset_info.missing.aindex, dataset_info.missing.number_of_observations, dataset_info.missing.no_more_missing_observations, dataset_info.missing.vindex] = ... + describe_missing_data(dataset_.data); + else + dataset_info.missing.aindex = num2cell(transpose(repmat(1:dataset_.vobs,dataset_.nobs,1)),1); + dataset_info.missing.no_more_missing_observations = 1; + end + derivatives_info.no_DLIK = 1; bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding %note that for order>1 we do not provide any information on DT,DYss,DOM in derivatives_info, such that dsge_likelihood creates an error. Therefore the computation will be based on simulated_moment_uncertainty for order>1.