From e214ec297624deb81529bde1e310f8d6136e9eca Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 7 Jun 2016 10:11:49 +0200
Subject: [PATCH] Allow for parameter_set=mle_mode in conditional_forecast
---
matlab/imcforecast.m | 11 ++++++++++-
.../compare_results_simulation/fs2000_ML.mod | 10 ++++++++++
2 files changed, 20 insertions(+), 1 deletion(-)
diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m
index ca8ad98858..b9ffeac4e3 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 775abce9d7..b02355b039 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));
--
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