stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Improve doc and error handling for shock_decomposition on calibrated model

time-shift
Sébastien Villemot 2012-05-29 16:25:52 +02:00
parent 9cd790b23e
commit 31f6831b09
2 changed files with 17 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
doc/dynare.texi
View File

@ -4437,6 +4437,10 @@ over @code{alt_model}.
This command computes and displays shock decomposition according to
the model for a given sample.
Note that this command must come after either @code{estimation} (in case
of an estimated model) or @code{stoch_simul} (in case of a calibrated
model).
@optionshead
@table @code
@ -4444,16 +4448,21 @@ the model for a given sample.
@item parameter_set = @var{PARAMETER_SET}
Specify the parameter set to use for running the smoother. The
@var{PARAMETER_SET} can take one of the following five values:
@code{prior_mode}, @code{prior_mean}, @code{posterior_mode},
@code{posterior_mean}, @code{posterior_median}. Default value:
@code{posterior_mean} if Metropolis has been run, else
@code{posterior_mode}.
@code{calibration}, @code{prior_mode}, @code{prior_mean},
@code{posterior_mode}, @code{posterior_mean},
@code{posterior_median}. Default value: @code{posterior_mean} if
Metropolis has been run, else @code{posterior_mode}.
@item shocks = (@var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] [ ; @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] @dots{}] )
@dots{}
@item labels = ( @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] )
@dots{}
@item datafile = @var{FILENAME}
@xref{datafile}. Useful when computing the shock decomposition on a
calibrated model.
@end table
@end deffn
@ -5514,7 +5523,7 @@ If equal to @code{2}, triggers gsa Monte-Carlo sample (@i{i.e.} loads a sample c
@item gsa_sample_file = @var{FILENAME}
Uses the provided path to a specific user defined sample file. Default: @code{0}
@item parameter_set = @code{prior_mode} | @code{prior_mean} | @code{posterior_mode} | @code{posterior_mean} | @code{posterior_median}
@item parameter_set = @code{calibration} | @code{prior_mode} | @code{prior_mean} | @code{posterior_mode} | @code{posterior_mean} | @code{posterior_median}
Specify the parameter set to use. Default: @code{prior_mean}
@item lik_init = @var{INTEGER}

3
matlab/evaluate_smoother.m
View File

@ -63,6 +63,9 @@ if ischar(parameters)
case 'prior_mean'
parameters = bayestopt_.p1;
case 'calibration'
if isempty(oo_.dr)
error('You must run ''stoch_simul'' first.');
end
parameters = [];
otherwise
disp('evaluate_smoother:: If the input argument is a string, then it has to be equal to:')