From 3b85fea02e96c30416d088f78edfa583ac29c9b1 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 17 Jul 2020 13:18:39 +0200
Subject: [PATCH] Move setting of parameters out of
check_bounds_and_definiteness_estimation.m
Increases transparency
---
matlab/check_bounds_and_definiteness_estimation.m | 7 ++-----
matlab/dsge_likelihood.m | 3 ++-
matlab/dsge_var_likelihood.m | 4 +++-
.../method_of_moments_objective_function.m | 4 +++-
matlab/non_linear_dsge_likelihood.m | 4 +++-
5 files changed, 13 insertions(+), 9 deletions(-)
diff --git a/matlab/check_bounds_and_definiteness_estimation.m b/matlab/check_bounds_and_definiteness_estimation.m
index 88b3f84605..8876664dd2 100644
--- a/matlab/check_bounds_and_definiteness_estimation.m
+++ b/matlab/check_bounds_and_definiteness_estimation.m
@@ -1,11 +1,10 @@
-function [fval,info,exit_flag,M_,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, options_, estim_params_, bayestopt_)
-% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, options_, estim_params_, bayestopt_)
+function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
+% function [fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, bayestopt_)
% Checks whether parameter vector satisfies
%
% INPUTS
% - xparam1 [double] n by 1 vector, estimated parameters.
% - M_ [struct] Matlab's structure describing the Model.
-% - options_ [struct] Matlab's structure describing the options.
% - estim_params_ [struct] Matlab's structure describing the estimated_parameters.
% - bayestopt_ [struct] Matlab's structure specifying the bounds on the paramater values (initialized by dynare,aka bayesopt_).
%
@@ -58,8 +57,6 @@ if any(xparam1>bayestopt_.ub)
return
end
-M_ = set_all_parameters(xparam1,estim_params_,M_);
-
Q = M_.Sigma_e;
H = M_.H;
diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index d43988af66..917ef8bfb3 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -180,8 +180,9 @@ end
%------------------------------------------------------------------------------
% 1. Get the structural parameters & define penalties
%------------------------------------------------------------------------------
+Model = set_all_parameters(xparam1,EstimatedParameters,Model);
-[fval,info,exit_flag,Model,Q,H]=check_bounds_and_definiteness_estimation(xparam1, Model, DynareOptions, EstimatedParameters, BoundsInfo);
+[fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, Model, EstimatedParameters, BoundsInfo);
if info(1)
return
end
diff --git a/matlab/dsge_var_likelihood.m b/matlab/dsge_var_likelihood.m
index 69e64899c1..596136ce86 100644
--- a/matlab/dsge_var_likelihood.m
+++ b/matlab/dsge_var_likelihood.m
@@ -101,7 +101,9 @@ mYX = evalin('base', 'mYX');
mXY = evalin('base', 'mXY');
mXX = evalin('base', 'mXX');
-[fval,info,exit_flag,Model,Q]=check_bounds_and_definiteness_estimation(xparam1, Model, DynareOptions, EstimatedParameters, BoundsInfo);
+Model = set_all_parameters(xparam1,EstimatedParameters,Model);
+
+[fval,info,exit_flag,Q]=check_bounds_and_definiteness_estimation(xparam1, Model, EstimatedParameters, BoundsInfo);
if info(1)
return
end
diff --git a/matlab/method_of_moments/method_of_moments_objective_function.m b/matlab/method_of_moments/method_of_moments_objective_function.m
index e4f6714aaf..90e04c92fb 100644
--- a/matlab/method_of_moments/method_of_moments_objective_function.m
+++ b/matlab/method_of_moments/method_of_moments_objective_function.m
@@ -65,7 +65,9 @@ junk2 = [];
% 1. Get the structural parameters & define penalties
%--------------------------------------------------------------------------
-[fval,info,exit_flag,M_]=check_bounds_and_definiteness_estimation(xparam1, M_, options_mom_, estim_params_, Bounds);
+M_ = set_all_parameters(xparam1, estim_params_, M_);
+
+[fval,info,exit_flag]=check_bounds_and_definiteness_estimation(xparam1, M_, estim_params_, Bounds);
if info(1)
if options_mom_.vector_output == 1 % lsqnonlin requires vector output
fval = ones(size(oo_.mom.data_moments,1),1)*options_mom_.huge_number;
diff --git a/matlab/non_linear_dsge_likelihood.m b/matlab/non_linear_dsge_likelihood.m
index 1c4694af9e..2af54fac8e 100644
--- a/matlab/non_linear_dsge_likelihood.m
+++ b/matlab/non_linear_dsge_likelihood.m
@@ -63,7 +63,9 @@ end
% 1. Get the structural parameters & define penalties
%------------------------------------------------------------------------------
-[fval,info,exit_flag,Model,Q,H]=check_bounds_and_definiteness_estimation(xparam1, Model, DynareOptions, EstimatedParameters, BoundsInfo);
+Model = set_all_parameters(xparam1,EstimatedParameters,Model);
+
+[fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xparam1, Model, EstimatedParameters, BoundsInfo);
if info(1)
return
end
--
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