Re: [DynareDev] Bug in dynare_estimation_init in 4.2.5

Thanks Johannes. I have pushed your commits to master

All the best,

Michel

On 05/14/2012 07:07 PM, Johannes Pfeifer wrote:

Actually, the correct solution is

ifoptions_.prefilter == 1

ifoptions_.missing_data

data=rawdata;

    bayestopt_.mean_varobs = zeros(n_varobs,1);

forvariable=1:n_varobs

        rdx = find(~isnan(rawdata(:,variable)));

        m = mean(rawdata(rdx,variable));

        data(rdx,variable) = rawdata(rdx,variable)-m;

        bayestopt_.mean_varobs(variable) = m;

end

else

    bayestopt_.mean_varobs = mean(rawdata,1)';

    data = rawdata-repmat(bayestopt_.mean_varobs',gend,1);

end

else

data=rawdata;

end

% Transpose the dataset array.

data = transpose(data);

I pushed the fix to the 4.2 branch.

Best, Johannes

---

Johannes Pfeifer

Haußerstr. 29

72076 Tübingen

Tel.: +49-(0)7071-6396184

Mobil: +49-(0)170-6936820

jpfeifer@gmx.de

*Von:*Johannes Pfeifer [mailto:jpfeifer@gmx.de] *Gesendet:* Freitag, 11. Mai 2012 20:14 *An:* List for Dynare developers (dev@dynare.org) *Betreff:* Bug in dynare_estimation_init in 4.2.5

Dear all,

dynare_estimation_init.m in 4.2.5 currently reads

ifoptions_.prefilter == 1

ifoptions_.missing_data

    bayestopt_.mean_varobs = zeros(n_varobs,1);

forvariable=1:n_varobs

        rdx = find(~isnan(rawdata(:,variable)));

        m = mean(rawdata(rdx,variable));

        rawdata(rdx,variable) = rawdata(rdx,variable)-m;

        bayestopt_.mean_varobs(variable) = m;

end

else

    bayestopt_.mean_varobs = mean(rawdata,1)';

    rawdata = rawdata-repmat(bayestopt_.mean_varobs',gend,1);

end

end

% Transpose the dataset array.

data = transpose(rawdata);

Hence, rawdata is overwritten with the demeaned data. This leads to wrong smoother plots. The corresponding part should be:

ifoptions_.prefilter == 1

ifoptions_.missing_data

    data=rawdata;

    bayestopt_.mean_varobs = zeros(n_varobs,1);

forvariable=1:n_varobs

        rdx = find(~isnan(rawdata(:,variable)));

        m = mean(rawdata(rdx,variable));

        data(rdx,variable) = rawdata(rdx,variable)-m;

        bayestopt_.mean_varobs(variable) = m;

end

else

    bayestopt_.mean_varobs = mean(rawdata,1)';

    data = rawdata-repmat(bayestopt_.mean_varobs',gend,1);

end

end

% Transpose the dataset array.

data = transpose(data);

I tried to push a fix for cherrypicking to 4.2 but I am not sure I succeeded.

Best,

Johannes

---

Johannes Pfeifer

Haußerstr. 29

72076 Tübingen

Tel.: +49-(0)7071-6396184

Mobil: +49-(0)170-6936820

jpfeifer@gmx.de mailto:jpfeifer@gmx.de

---

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