Merge branch 'master' into experimental-smoother-on-calibrated-model
Stéphane Adjemian (Charybdis)
commit
56e3d70618
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@ -4,7 +4,7 @@ pdf-local: macroprocessor.pdf
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endif
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||||
endif
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||||
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||||
SRC = macroprocessor.tex old-design.pdf new-design.pdf
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||||
SRC = macroprocessor.tex new-design.pdf
|
||||
|
||||
EXTRA_DIST = $(SRC)
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||||
|
||||
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@ -5,10 +5,10 @@
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|||
\usetheme{Boadilla}
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||||
\title{The Dynare Macro-processor}
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||||
\subtitle{Dynare Summer School 2012}
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||||
\subtitle{Dynare Summer School 2013}
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\author{Sébastien Villemot}
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||||
\institute{CEPREMAP}
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||||
\date{June 22, 2012}
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\date{June 28, 2013}
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||||
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||||
\AtBeginSection[]
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||||
{
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||||
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@ -65,12 +65,7 @@
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|||
\end{frame}
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||||
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||||
\begin{frame}
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||||
\frametitle{Older design of Dynare (version 3)}
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||||
\includegraphics[width=0.95\linewidth]{old-design.pdf}
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||||
\end{frame}
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||||
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||||
\begin{frame}
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||||
\frametitle{Current design of Dynare (version 4)}
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||||
\frametitle{Design of Dynare}
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||||
\includegraphics[width=0.95\linewidth]{new-design.pdf}
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||||
\end{frame}
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||||
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||||
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@ -85,7 +80,7 @@
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\begin{itemize}
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\item file inclusion: \verb+@#include+
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\item definition a variable of the macro-processor: \verb+@#define+
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\item conditional statements (\verb+@#if/@#ifdef/@#else/@#endif+)
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\item conditional statements (\verb+@#if/@#ifdef/@#ifndef/@#else/@#endif+)
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||||
\item loop statements (\verb+@#for/@#endfor+)
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||||
\end{itemize}
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||||
\item In most cases, directives occupy exactly one line of text. In case of need, two anti-slashes (\verb+\\+) at the end of the line indicates that the directive is continued on the next line.
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||||
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@ -302,6 +297,11 @@ end;
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\verb+@#endif+
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\end{block}
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\end{columns}
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||||
\bigskip
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||||
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||||
There is also \verb+@#ifndef+, which is the opposite of \verb+@#ifdef+
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||||
(\textit{i.e.} it tests whether a variable is \emph{not} defined).
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||||
\end{frame}
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\begin{frame}[fragile=singleslide]
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@ -578,37 +578,4 @@ rhos = [ 0.8, 0.9, 1];
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% \end{itemize}
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% \end{frame}
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\section{Dynare for Octave}
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\begin{frame}
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\frametitle{Dynare for Octave (1/2)}
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\begin{itemize}
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||||
\item GNU Octave (or simply Octave) is a high-level language, primarily intended for numerical computations
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\item Basically, it is a free clone of MATLAB: same syntax, almost same set of functions
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\item Runs on Windows, GNU/Linux and Mac OS X
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\item Advantages:
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||||
\begin{itemize}
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\item free software, no license fee to pay
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\item source code available
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\item dynamic and responsive community of users and developers
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\end{itemize}
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\item Inconvenients:
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\begin{itemize}
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\item slower than MATLAB
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\item less user friendly (however note that there is a graphical fronted
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called ``qtoctave'' that can be installed on top of Octave; a native
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||||
frontend is under development)
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\end{itemize}
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||||
\end{itemize}
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||||
\end{frame}
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||||
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||||
\begin{frame}
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||||
\frametitle{Dynare for Octave (2/2)}
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\begin{itemize}
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||||
\item Since version 4.0, Dynare works on top of Octave
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\item This makes Dynare 100\% free software
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\item Almost all features of Dynare work with Octave (very few exceptions)
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\end{itemize}
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\end{frame}
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\end{document}
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||||
style="color:#000000;fill:none;stroke:#000000;stroke-width:1.5;stroke-linecap:butt;stroke-linejoin:miter;stroke-miterlimit:4;stroke-opacity:1;stroke-dasharray:none;stroke-dashoffset:0;marker:none;marker-end:url(#Arrow1Lend);visibility:visible;display:inline;overflow:visible;enable-background:accumulate"
|
||||
d="M 642.85715,296.13336 248.57136,295.59691"
|
||||
id="path2264"
|
||||
inkscape:connector-type="polyline"
|
||||
inkscape:connection-start="#g2233"
|
||||
inkscape:connection-end="#g2226"
|
||||
inkscape:connection-start-point="d4"
|
||||
inkscape:connection-end-point="d4"
|
||||
inkscape:connector-curvature="0" />
|
||||
</g>
|
||||
</svg>
|
||||
|
Before Width: | Height: | Size: 13 KiB |
|
|
@ -42,14 +42,14 @@ if any(strcmp('eps',cellstr(DynareOptions.graph_format)))
|
|||
end
|
||||
if any(strcmp('pdf',cellstr(DynareOptions.graph_format)))
|
||||
if exist('OCTAVE_VERSION')
|
||||
warning('Octave cannot create pdf files!')
|
||||
error('Octave cannot create pdf files!')
|
||||
else
|
||||
print(h,'-dpdf',[fname,'.pdf'])
|
||||
end
|
||||
end
|
||||
if any(strcmp('fig',cellstr(DynareOptions.graph_format)))
|
||||
if exist('OCTAVE_VERSION')
|
||||
warning('Octave cannot create fig files!')
|
||||
error('Octave cannot create fig files!')
|
||||
else
|
||||
if DynareOptions.nodisplay
|
||||
set(h, 'Visible','on');
|
||||
|
|
|
|||
|
|
@ -67,7 +67,7 @@ disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
|
|||
disp(' ');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
|
||||
dynare_sensitivity(redform=1,nodisplay, graph_format=fig); //create sample of reduced form coefficients
|
||||
dynare_sensitivity(redform=1,nodisplay); //create sample of reduced form coefficients
|
||||
// NOTE: since namendo is empty by default,
|
||||
// this call does not perform the mapping of reduced form coefficient: just prepares the sample
|
||||
|
||||
|
|
@ -76,7 +76,7 @@ disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
|
|||
disp(' ');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,load_stab=1, // loead previously generated sample analysed for stability
|
||||
dynare_sensitivity(nodisplay, load_stab=1, // load previously generated sample analysed for stability
|
||||
redform=1, // do the reduced form mapping
|
||||
threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
|
||||
namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
|
||||
|
|
@ -108,7 +108,7 @@ disp(' ');
|
|||
disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
|
||||
dynare_sensitivity(nodisplay, datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
|
||||
load_stab=1, // load prior sample
|
||||
istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
|
||||
stab=0, // don't plot again stability analysis results
|
||||
|
|
@ -145,7 +145,7 @@ disp('Press ENTER to continue'); pause(5);
|
|||
|
||||
// run this to generate posterior mode and Metropolis files if not yet done
|
||||
estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
|
||||
prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay, graph_format=fig,
|
||||
prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay,
|
||||
bayesian_irf, filtered_vars, smoother) y_obs R_obs pie_obs dq de;
|
||||
|
||||
|
||||
|
|
@ -161,7 +161,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
|
|||
disp(' ');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,pprior=0,Nsam=2048,neighborhood_width=0.2,
|
||||
dynare_sensitivity(nodisplay, pprior=0,Nsam=2048,neighborhood_width=0.2,
|
||||
mode_file=ls2003_mode, // specifies the mode file where the mode and Hessian are stored
|
||||
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||
rmse=1);
|
||||
|
|
@ -172,7 +172,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
|
|||
disp(' ');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,pprior=0,Nsam=2048,
|
||||
dynare_sensitivity(nodisplay, pprior=0,Nsam=2048,
|
||||
mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are stored
|
||||
);
|
||||
|
||||
|
|
@ -181,7 +181,7 @@ disp(' ');
|
|||
disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
|
||||
disp(' ');
|
||||
disp('Press ENTER to continue'); pause(5);
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,mode_file=ls2003_mode,
|
||||
dynare_sensitivity(nodisplay, mode_file=ls2003_mode,
|
||||
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||
pprior=0,
|
||||
stab=0,
|
||||
|
|
@ -213,7 +213,7 @@ disp('Press ENTER to continue'); pause(5);
|
|||
//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
|
||||
// prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, mh_drop=0.6);
|
||||
|
||||
dynare_sensitivity(nodisplay, graph_format=fig,stab=0, // no need for stability analysis since the posterior sample is surely OK
|
||||
dynare_sensitivity(nodisplay, stab=0, // no need for stability analysis since the posterior sample is surely OK
|
||||
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||
rmse=1,ppost=1);
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue