From 27ac2cfe2030c9263f2bab6f0f6b0ff348cc1759 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Thu, 3 Oct 2024 11:27:33 +0200
Subject: [PATCH] SMC/DIME: allow posterior smoothing at first order
---
matlab/estimation/dynare_estimation_1.m | 16 ++++++----------
matlab/estimation/prior_posterior_statistics.m | 2 +-
2 files changed, 7 insertions(+), 11 deletions(-)
diff --git a/matlab/estimation/dynare_estimation_1.m b/matlab/estimation/dynare_estimation_1.m
index 23436980c..a2e9ffd8c 100644
--- a/matlab/estimation/dynare_estimation_1.m
+++ b/matlab/estimation/dynare_estimation_1.m
@@ -542,17 +542,13 @@ if issmc(options_) || (any(bayestopt_.pshape>0) && options_.mh_replic) || (any(
oo_ = compute_moments_varendo('posterior',options_,M_,oo_,estim_params_,var_list_);
end
if options_.smoother || ~isempty(options_.filter_step_ahead) || options_.forecast
- if ~ishssmc(options_) && ~isdime(options_)
- if error_flag
- error('%s: I cannot compute the posterior statistics!',dispString)
- end
- if options_.order==1 && ~options_.particle.status
- oo_=prior_posterior_statistics('posterior',dataset_,dataset_info,M_,oo_,options_,estim_params_,bayestopt_,dispString); %get smoothed and filtered objects and forecasts
- else
- error('%s: Particle Smoothers are not yet implemented.',dispString)
- end
+ if error_flag
+ error('%s: I cannot compute the posterior statistics!',dispString)
+ end
+ if options_.order==1 && ~options_.particle.status
+ oo_=prior_posterior_statistics('posterior',dataset_,dataset_info,M_,oo_,options_,estim_params_,bayestopt_,dispString); %get smoothed and filtered objects and forecasts
else
- fprintf('%s: SMC does not yet support the smoother and forecast options. Skipping computation.\n',dispString);
+ error('%s: Particle Smoothers are not yet implemented.',dispString)
end
end
else
diff --git a/matlab/estimation/prior_posterior_statistics.m b/matlab/estimation/prior_posterior_statistics.m
index 8b98c63db..519a58296 100644
--- a/matlab/estimation/prior_posterior_statistics.m
+++ b/matlab/estimation/prior_posterior_statistics.m
@@ -22,7 +22,7 @@ function oo_=prior_posterior_statistics(type,dataset_,dataset_info,M_,oo_,option
% See the comments in the posterior_sampler.m funtion.
-% Copyright © 2005-2023 Dynare Team
+% Copyright © 2005-2024 Dynare Team
%
% This file is part of Dynare.
%
--
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