From 1f060cb84cf473a19b9b56dbb8ce1d8ca649a1ff Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Thu, 23 Jan 2020 17:55:55 +0100
Subject: [PATCH] trap error when sub_draws is set to zero
(cherry picked from commit 79cca46dd6d0b9af3ffba1ba650242277eb94198)
---
matlab/dynare_estimation_1.m | 32 ++++++++++++++++++--------------
1 file changed, 18 insertions(+), 14 deletions(-)
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index b9abcbabb2..a4ac05d0c8 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -519,23 +519,27 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
end
end
[error_flag,~,options_]= metropolis_draw(1,options_,estim_params_,M_);
- if options_.bayesian_irf
- if error_flag
- error('Estimation::mcmc: I cannot compute the posterior IRFs!')
+ if ~(~isempty(options_.sub_draws) && options_.sub_draws==0)
+ if options_.bayesian_irf
+ if error_flag
+ error('Estimation::mcmc: I cannot compute the posterior IRFs!')
+ end
+ PosteriorIRF('posterior');
end
- PosteriorIRF('posterior');
- end
- if options_.moments_varendo
- if error_flag
- error('Estimation::mcmc: I cannot compute the posterior moments for the endogenous variables!')
+ if options_.moments_varendo
+ if error_flag
+ error('Estimation::mcmc: I cannot compute the posterior moments for the endogenous variables!')
+ end
+ oo_ = compute_moments_varendo('posterior',options_,M_,oo_,var_list_);
end
- oo_ = compute_moments_varendo('posterior',options_,M_,oo_,var_list_);
- end
- if options_.smoother || ~isempty(options_.filter_step_ahead) || options_.forecast
- if error_flag
- error('Estimation::mcmc: I cannot compute the posterior statistics!')
+ if options_.smoother || ~isempty(options_.filter_step_ahead) || options_.forecast
+ if error_flag
+ error('Estimation::mcmc: I cannot compute the posterior statistics!')
+ end
+ prior_posterior_statistics('posterior',dataset_,dataset_info);
end
- prior_posterior_statistics('posterior',dataset_,dataset_info);
+ else
+ fprintf('Estimation:mcmc: sub_draws was set to 0. Skipping posterior computations.')
end
xparam1 = get_posterior_parameters('mean',M_,estim_params_,oo_,options_);
M_ = set_all_parameters(xparam1,estim_params_,M_);
--
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