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Added the possibility to set the number of points in mode_check for computing the transversal cuts.

time-shift
Frédéric Karamé 2013-06-18 16:16:56 +02:00
parent 8820c63f5e
commit 06237375db
2 changed files with 21 additions and 22 deletions
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14
matlab/global_initialization.m
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@ -11,7 +11,7 @@ function global_initialization()
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2013 Dynare Team
% Copyright (C) 2003-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -51,16 +51,16 @@ options_.initval_file = 0;
options_.Schur_vec_tol = 1e-11; % used to find nonstationary variables in Schur decomposition of the
% transition matrix
options_.qz_criterium = [];
options_.qz_zero_threshold = 1e-6;
options_.lyapunov_complex_threshold = 1e-15;
options_.solve_tolf = eps^(1/3);
options_.solve_tolx = eps^(2/3);
options_.solve_maxit = 500;
options_.mode_check_neighbourhood_size = 0.5;
options_.mode_check_symmetric_plots = 1;
options_.mode_check_neighbourhood_size = 0.01;
options_.mode_check_node_number = 1000;
% Default number of threads for parallelized mex files.
% Default number of thread. for parallelized mex files.
options_.threads.kronecker.A_times_B_kronecker_C = 1;
options_.threads.kronecker.sparse_hessian_times_B_kronecker_C = 1;
options_.threads.local_state_space_iteration_2 = 1;
@ -237,6 +237,9 @@ particle.resampling.number_of_partitions = 200;
particle.mixture_state_variables = 5 ;
particle.mixture_structural_shocks = 1 ;
particle.mixture_measurement_shocks = 1 ;
% Online approach
particle.liu_west_delta = 0.99 ;
particle.liu_west_chol_sigma_bar = .01 ;
% Copy ep structure in options_ global structure
options_.particle = particle;
@ -558,7 +561,6 @@ options_.risky_steadystate = 0;
% endogenous prior
options_.endogenous_prior = 0;
options_.endogenous_prior_restrictions.irf={};
% use GPU
options_.gpu = 0;

29
matlab/mode_check.m
View File

@ -40,7 +40,7 @@ function mode_check(fun,x,hessian,DynareDataset,DynareOptions,Model,EstimatedPar
%! @end deftypefn
%@eod:
% Copyright (C) 2003-2013 Dynare Team
% Copyright (C) 2003-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -85,9 +85,7 @@ if TeX
end
ll = DynareOptions.mode_check_neighbourhood_size;
if isinf(ll),
DynareOptions.mode_check_symmetric_plots = 0;
end
half_number_nodes = .5*DynareOptions.mode_check_node_number ;
for plt = 1:nbplt,
if TeX
@ -109,19 +107,18 @@ for plt = 1:nbplt,
end
end
xx = x;
l1 = max(BayesInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0;
l2 = min(BayesInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk));
if DynareOptions.mode_check_symmetric_plots,
if l2<(1+ll)*x(kk)
l1 = x(kk) - (l2-x(kk));
m1 = 1;
end
if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk))
l2 = x(kk) + (x(kk)-l1);
end
l1 = max(BayesInfo.lb(kk),(1-ll)*x(kk));
l2 = min(BayesInfo.ub(kk),(1+ll)*x(kk));
m1 = 0;
if l2<(1+ll)*x(kk)
l1 = x(kk) - (l2-x(kk));
m1 = 1;
end
z1 = l1:((x(kk)-l1)/10):x(kk);
z2 = x(kk):((l2-x(kk))/10):l2;
if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk))
l2 = x(kk) + (x(kk)-l1);
end
z1 = l1:((x(kk)-l1)/half_number_nodes):x(kk);
z2 = x(kk):((l2-x(kk))/half_number_nodes):l2;
z = union(z1,z2);
if DynareOptions.mode_check_nolik==0,
y = zeros(length(z),2);