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Commit 54482feb authored by Marco Ratto's avatar Marco Ratto
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when using Inversion Filter, this also provides smoothed variables in oo_

parent aabcace6
Branches utilsx
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function [llik,parameters] = evaluate_likelihood(parameters,M_,estim_params_,oo_,options_,bayestopt_)
function [llik,parameters,oo_] = evaluate_likelihood(parameters,M_,estim_params_,oo_,options_,bayestopt_)
% Evaluate the logged likelihood at parameters.
%
% INPUTS
......@@ -75,7 +75,8 @@ options_=select_qz_criterium_value(options_);
if isfield(options_,'occbin_likelihood') && options_.occbin_likelihood
if options_.occbin_likelihood == 1000
llik = -dynare_IVF_posterior(parameters,dataset,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
[llik, ~, ~, ~, ~, ~, ~, ~, ~, ~, oo_] = dynare_IVF_posterior(parameters,dataset,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
llik = -llik;
else
llik = -occbin_dsge_likelihood0(parameters,dataset,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
end
......@@ -83,4 +84,4 @@ else
llik = -dsge_likelihood(parameters,dataset,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
end
ldens = evaluate_prior(parameters,M_,estim_params_,oo_,options_,bayestopt_);
llik = llik - ldens;
\ No newline at end of file
llik = llik - ldens;
function lpkern = evaluate_posterior_kernel(parameters,M_,estim_params_,oo_,options_,bayestopt_,llik)
function [lpkern, oo_] = evaluate_posterior_kernel(parameters,M_,estim_params_,oo_,options_,bayestopt_,llik)
% Evaluate the evaluate_posterior_kernel at parameters.
%
% INPUTS
......@@ -44,4 +44,4 @@ function lpkern = evaluate_posterior_kernel(parameters,M_,estim_params_,oo_,opti
if nargin==6 %llik provided as an input
llik = evaluate_likelihood(parameters,M_,estim_params_,oo_,options_,bayestopt_);
end
lpkern = ldens+llik;
\ No newline at end of file
lpkern = ldens+llik;
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