/usr/share/dynare/matlab/evaluate_likelihood.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 | function [llik,parameters] = evaluate_likelihood(parameters)
% Evaluate the logged likelihood 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.
%
%
% OUTPUTS
% o ldens [double] value of the sample logged density at parameters.
% o parameters [double] vector of values for the estimated parameters.
%
% SPECIAL REQUIREMENTS
% None
%
% REMARKS
% [1] This function cannot evaluate the likelihood 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 (C) 2009-2012 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 <http://www.gnu.org/licenses/>.
global options_ M_ bayestopt_ oo_ estim_params_
persistent dataset
if nargin==0
parameters = 'posterior mode';
end
if ischar(parameters)
switch parameters
case 'posterior mode'
parameters = get_posterior_parameters('mode');
case 'posterior mean'
parameters = get_posterior_parameters('mean');
case 'posterior median'
parameters = get_posterior_parameters('median');
case 'prior mode'
parameters = bayestopt_.p5(:);
case 'prior mean'
parameters = bayestopt_.p1;
otherwise
disp('eval_likelihood:: If the input argument is a string, then it has to be equal to:')
disp(' ''posterior mode'', ')
disp(' ''posterior mean'', ')
disp(' ''posterior median'', ')
disp(' ''prior mode'' or')
disp(' ''prior mean''.')
error
end
end
if isempty(dataset)
% Load and transform data.
transformation = [];
if options_.loglinear && ~options_.logdata
transformation = @log;
end
xls.sheet = options_.xls_sheet;
xls.range = options_.xls_range;
if ~isfield(options_,'nobs')
options_.nobs = [];
end
dataset = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
end
llik = -dsge_likelihood(parameters,dataset,options_,M_,estim_params_,bayestopt_,oo_);
ldens = evaluate_prior(parameters);
llik = llik - ldens;
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