Merge pull request #977 from JohannesPfeifer/calib_smoother_fix
Account for unset options/fields after yesterday's PRtime-shift
commit
1fd63b0dd2
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@ -301,7 +301,7 @@ if options_.use_calibration_initialization %set calibration as starting values
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[xparam1,estim_params_]=do_parameter_initialization(estim_params_,xparam1_calib,xparam1); %get explicitly initialized parameters that have precedence to calibrated values
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end
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if ~isempty(estim_params_)
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if ~isempty(estim_params_) && ~strmatch(fieldnames(estim_params_),'full_calibration_detected')
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if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
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% Plot prior densities.
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if ~options_.nograph && options_.plot_priors
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@ -332,7 +332,7 @@ if ~isempty(estim_params_)
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end
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end
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if isempty(estim_params_)% If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
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if isempty(estim_params_) || strmatch(fieldnames(estim_params_),'full_calibration_detected')% If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
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if ~options_.smoother
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error('Estimation: the ''estimated_params'' block is mandatory (unless you are running a smoother)')
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end
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@ -29,7 +29,11 @@ nc = 4;
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nr = 3;
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endo_names = M_.endo_names;
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fname = M_.fname;
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dname = M_.dname;
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if ~isfield(M_,'dname')
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dname = options_.dirname;
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else
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dname = M_.dname;
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end
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yf = oo_.forecast.Mean;
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hpdinf = oo_.forecast.HPDinf;
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hpdsup = oo_.forecast.HPDsup;
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@ -32,11 +32,19 @@ function xparam1=get_all_parameters(estim_params_,M_)
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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nvx = estim_params_.nvx;
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ncx = estim_params_.ncx;
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nvn = estim_params_.nvn;
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ncn = estim_params_.ncn;
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np = estim_params_.np;
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if ~isempty(estim_params_)
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nvx = estim_params_.nvx;
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ncx = estim_params_.ncx;
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nvn = estim_params_.nvn;
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ncn = estim_params_.ncn;
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np = estim_params_.np;
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else
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nvx = 0;
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ncx = 0;
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nvn = 0;
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ncn = 0;
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np = 0;
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end
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Sigma_e = M_.Sigma_e;
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Correlation_matrix = M_.Correlation_matrix;
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H = M_.H;
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@ -96,34 +96,6 @@ var e_a; stderr 0.014;
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var e_m; stderr 0.005;
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end;
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steady_state_model;
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dA = exp(gam);
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gst = 1/dA;
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m = mst;
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khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
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xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
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nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
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n = xist/(nust+xist);
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P = xist + nust;
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k = khst*n;
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l = psi*mst*n/( (1-psi)*(1-n) );
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c = mst/P;
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d = l - mst + 1;
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y = k^alp*n^(1-alp)*gst^alp;
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R = mst/bet;
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W = l/n;
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ist = y-c;
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q = 1 - d;
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e = 1;
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gp_obs = m/dA;
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gy_obs = dA;
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end;
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steady;
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check;
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varobs gp_obs gy_obs;
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