diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m index ca8ad98858b417668afbff011f12164cd4330be9..b9ffeac4e33f80d60cac14a512620d9ed9df5d5c 100644 --- a/matlab/imcforecast.m +++ b/matlab/imcforecast.m @@ -46,7 +46,13 @@ function imcforecast(constrained_paths, constrained_vars, options_cond_fcst) global options_ oo_ M_ bayestopt_ if ~isfield(options_cond_fcst,'parameter_set') || isempty(options_cond_fcst.parameter_set) - options_cond_fcst.parameter_set = 'posterior_mode'; + if isfield(oo_,'posterior_mode') + options_cond_fcst.parameter_set = 'posterior_mode'; + elseif isfield(oo_,'mle_mode') + options_cond_fcst.parameter_set = 'mle_mode'; + else + error('No valid parameter set found') + end end if ~isfield(options_cond_fcst,'replic') || isempty(options_cond_fcst.replic) @@ -82,6 +88,9 @@ if estimated_model case 'posterior_median' xparam = get_posterior_parameters('median'); graph_title='Posterior Median'; + case 'mle_mode' + xparam = get_posterior_parameters('mode','mle_'); + graph_title='ML Mode'; case 'prior_mode' xparam = bayestopt_.p5(:); graph_title='Prior Mode'; diff --git a/tests/kalman_filter_smoother/compare_results_simulation/fs2000_ML.mod b/tests/kalman_filter_smoother/compare_results_simulation/fs2000_ML.mod index 775abce9d7e95975d1cb9922d21114e34a21dd77..b02355b0397a1d879608a53b4704417b9222aea8 100644 --- a/tests/kalman_filter_smoother/compare_results_simulation/fs2000_ML.mod +++ b/tests/kalman_filter_smoother/compare_results_simulation/fs2000_ML.mod @@ -164,3 +164,13 @@ end shock_decomposition; +conditional_forecast_paths; +var gy_obs; +periods 1 2 3:5; +values 0.01 -0.02 0; +var gp_obs; +periods 1:5; +values 0.05; +end; + +conditional_forecast(parameter_set=mle_mode, controlled_varexo=(e_a,e_m));