1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
|
function lpkern = evaluate_posterior_kernel(parameters,M_,estim_params_,oo_,options_,bayestopt_,llik)
% Evaluate the evaluate_posterior_kernel at parameters.
%
% INPUTS
% o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
% the (estimated) parameters of the model.
% o M_ [structure] Definition of the model
% o estim_params_ [structure] characterizing parameters to be estimated
% o oo_ [structure] Storage of results
% o options_ [structure] Options
% o bayestopt_ [structure] describing the priors
% o llik [double] value of the logged likelihood if it
% should not be computed
%
% OUTPUTS
% o lpkern [double] value of the logged posterior kernel.
%
% SPECIAL REQUIREMENTS
% None
%
% REMARKS
% [1] This function cannot evaluate the prior density of a dsge-var model...
% [2] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
% is called more than once (by changing the value of parameters) the sample *must not* change.
% Copyright © 2009-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
[ldens,parameters] = evaluate_prior(parameters,M_,estim_params_,oo_,options_,bayestopt_);
if nargin==6 %llik provided as an input
llik = evaluate_likelihood(parameters,M_,estim_params_,oo_,options_,bayestopt_);
end
lpkern = ldens+llik;
|
