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Marco Ratto
dynare
Commits
03a87595
Commit
03a87595
authored
Jan 10, 2020
by
Johannes Pfeifer
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Particle filters: provide error if trends or prefiltering is used
Closes
Dynare/dynare#1690
parent
82cc6a91
Changes
1
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matlab/initial_estimation_checks.m
matlab/initial_estimation_checks.m
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matlab/initial_estimation_checks.m
View file @
03a87595
...
...
@@ -41,8 +41,16 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
%singularity check
maximum_number_non_missing_observations
=
max
(
sum
(
~
isnan
(
DynareDataset
.
data
),
2
));
if
DynareOptions
.
order
>
1
&&
any
(
any
(
isnan
(
DynareDataset
.
data
)))
error
(
'initial_estimation_checks:: particle filtering does not support missing observations'
)
if
DynareOptions
.
order
>
1
if
any
(
any
(
isnan
(
DynareDataset
.
data
)))
error
(
'initial_estimation_checks:: particle filtering does not support missing observations'
)
end
if
DynareOptions
.
prefilter
==
1
error
(
'initial_estimation_checks:: particle filtering does not support the prefilter option'
)
end
if
BayesInfo
.
with_trend
error
(
'initial_estimation_checks:: particle filtering does not support trends'
)
end
end
non_zero_ME
=
length
(
EstimatedParameters
.
H_entries_to_check_for_positive_definiteness
);
...
...
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