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Marco Ratto
dynare
Commits
54482feb
Commit
54482feb
authored
4 years ago
by
Marco Ratto
Browse files
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when using Inversion Filter, this also provides smoothed variables in oo_
parent
aabcace6
Branches
utilsx
Branches containing commit
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Pipeline
#4892
passed
4 years ago
Stage: build
Stage: test
Stage: pkg
Changes
2
Pipelines
1
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2 changed files
matlab/evaluate_likelihood.m
+4
-3
4 additions, 3 deletions
matlab/evaluate_likelihood.m
matlab/evaluate_posterior_kernel.m
+2
-2
2 additions, 2 deletions
matlab/evaluate_posterior_kernel.m
with
6 additions
and
5 deletions
matlab/evaluate_likelihood.m
+
4
−
3
View file @
54482feb
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
;
This diff is collapsed.
Click to expand it.
matlab/evaluate_posterior_kernel.m
+
2
−
2
View file @
54482feb
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
;
This diff is collapsed.
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