Commit d9b9f783 authored by Sébastien Villemot's avatar Sébastien Villemot

Merge branch 'particle_check' into 'master'

Particle filters: provide error if trends or prefiltering is used

Closes #1690

See merge request !1695
parents 7e770f69 23cac089
......@@ -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);
......
......@@ -120,5 +120,7 @@ end;
data(file='../../fs2000/fsdat_simul.m');
options_.diffuse_filter=1;
options_.order=1;
[dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_, bounds] = ...
dynare_estimation_init(char(), M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
\ No newline at end of file
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