Improve doc and error handling for shock_decomposition on calibrated model
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9cd790b23e
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31f6831b09
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@ -4437,6 +4437,10 @@ over @code{alt_model}.
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This command computes and displays shock decomposition according to
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This command computes and displays shock decomposition according to
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the model for a given sample.
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the model for a given sample.
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Note that this command must come after either @code{estimation} (in case
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of an estimated model) or @code{stoch_simul} (in case of a calibrated
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model).
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@optionshead
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@optionshead
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@table @code
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@table @code
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@ -4444,16 +4448,21 @@ the model for a given sample.
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@item parameter_set = @var{PARAMETER_SET}
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@item parameter_set = @var{PARAMETER_SET}
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Specify the parameter set to use for running the smoother. The
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Specify the parameter set to use for running the smoother. The
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@var{PARAMETER_SET} can take one of the following five values:
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@var{PARAMETER_SET} can take one of the following five values:
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@code{prior_mode}, @code{prior_mean}, @code{posterior_mode},
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@code{calibration}, @code{prior_mode}, @code{prior_mean},
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@code{posterior_mean}, @code{posterior_median}. Default value:
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@code{posterior_mode}, @code{posterior_mean},
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@code{posterior_mean} if Metropolis has been run, else
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@code{posterior_median}. Default value: @code{posterior_mean} if
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@code{posterior_mode}.
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Metropolis has been run, else @code{posterior_mode}.
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@item shocks = (@var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] [ ; @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] @dots{}] )
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@item shocks = (@var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] [ ; @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] @dots{}] )
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@dots{}
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@dots{}
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@item labels = ( @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] )
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@item labels = ( @var{VARIABLE_NAME} [@var{VARIABLE_NAME} @dots{}] )
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@dots{}
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@dots{}
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@item datafile = @var{FILENAME}
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@xref{datafile}. Useful when computing the shock decomposition on a
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calibrated model.
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@end table
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@end table
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@end deffn
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@end deffn
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@ -5514,7 +5523,7 @@ If equal to @code{2}, triggers gsa Monte-Carlo sample (@i{i.e.} loads a sample c
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@item gsa_sample_file = @var{FILENAME}
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@item gsa_sample_file = @var{FILENAME}
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Uses the provided path to a specific user defined sample file. Default: @code{0}
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Uses the provided path to a specific user defined sample file. Default: @code{0}
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@item parameter_set = @code{prior_mode} | @code{prior_mean} | @code{posterior_mode} | @code{posterior_mean} | @code{posterior_median}
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@item parameter_set = @code{calibration} | @code{prior_mode} | @code{prior_mean} | @code{posterior_mode} | @code{posterior_mean} | @code{posterior_median}
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Specify the parameter set to use. Default: @code{prior_mean}
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Specify the parameter set to use. Default: @code{prior_mean}
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@item lik_init = @var{INTEGER}
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@item lik_init = @var{INTEGER}
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@ -63,6 +63,9 @@ if ischar(parameters)
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case 'prior_mean'
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case 'prior_mean'
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parameters = bayestopt_.p1;
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parameters = bayestopt_.p1;
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case 'calibration'
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case 'calibration'
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if isempty(oo_.dr)
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error('You must run ''stoch_simul'' first.');
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end
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parameters = [];
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parameters = [];
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otherwise
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otherwise
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disp('evaluate_smoother:: If the input argument is a string, then it has to be equal to:')
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disp('evaluate_smoother:: If the input argument is a string, then it has to be equal to:')
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