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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endif
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endif
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SRC = macroprocessor.tex old-design.pdf new-design.pdf
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SRC = macroprocessor.tex new-design.pdf
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EXTRA_DIST = $(SRC)
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EXTRA_DIST = $(SRC)
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@ -5,10 +5,10 @@
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\usetheme{Boadilla}
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\usetheme{Boadilla}
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\title{The Dynare Macro-processor}
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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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\author{Sébastien Villemot}
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\institute{CEPREMAP}
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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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\AtBeginSection[]
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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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\end{frame}
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\begin{frame}
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\begin{frame}
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||||||
\frametitle{Older design of Dynare (version 3)}
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\frametitle{Design of Dynare}
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\includegraphics[width=0.95\linewidth]{old-design.pdf}
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\end{frame}
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\begin{frame}
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\frametitle{Current design of Dynare (version 4)}
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\includegraphics[width=0.95\linewidth]{new-design.pdf}
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\includegraphics[width=0.95\linewidth]{new-design.pdf}
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\end{frame}
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\end{frame}
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@ -85,7 +80,7 @@
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\begin{itemize}
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\begin{itemize}
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\item file inclusion: \verb+@#include+
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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 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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\item loop statements (\verb+@#for/@#endfor+)
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\end{itemize}
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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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\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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@ -302,6 +297,11 @@ end;
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\verb+@#endif+
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\verb+@#endif+
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\end{block}
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\end{block}
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\end{columns}
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\end{columns}
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\bigskip
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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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\end{frame}
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\begin{frame}[fragile=singleslide]
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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{itemize}
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% \end{frame}
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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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\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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style="color:#000000;fill:none;fill-opacity:1;fill-rule:evenodd;stroke:#000000;stroke-width:2.67421651;stroke-linecap:butt;stroke-linejoin:miter;marker:none;marker-start:none;marker-mid:none;marker-end:none;stroke-miterlimit:4;stroke-dasharray:none;stroke-dashoffset:0;stroke-opacity:1;visibility:visible;display:inline;overflow:visible;enable-background:accumulate" />
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<g
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id="g2233"
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transform="translate(194.28571,221.42857)">
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<text
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sodipodi:linespacing="125%"
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id="text2194"
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y="68.076462"
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x="525.71436"
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style="font-size:20px;font-style:normal;font-variant:normal;font-weight:normal;font-stretch:normal;text-align:center;line-height:125%;writing-mode:lr-tb;text-anchor:middle;fill:#000000;fill-opacity:1;stroke:none;stroke-width:1px;stroke-linecap:butt;stroke-linejoin:miter;stroke-opacity:1;font-family:Arial"
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xml:space="preserve"><tspan
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y="68.076462"
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x="525.71436"
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id="tspan2196"
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||||||
sodipodi:role="line">Dynare</tspan><tspan
|
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||||||
id="tspan2198"
|
|
||||||
y="93.076462"
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x="525.71436"
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|
||||||
sodipodi:role="line">Matlab routines</tspan></text>
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</g>
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<path
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|
Before Width: | Height: | Size: 13 KiB |
|
|
@ -42,14 +42,14 @@ if any(strcmp('eps',cellstr(DynareOptions.graph_format)))
|
||||||
end
|
end
|
||||||
if any(strcmp('pdf',cellstr(DynareOptions.graph_format)))
|
if any(strcmp('pdf',cellstr(DynareOptions.graph_format)))
|
||||||
if exist('OCTAVE_VERSION')
|
if exist('OCTAVE_VERSION')
|
||||||
warning('Octave cannot create pdf files!')
|
error('Octave cannot create pdf files!')
|
||||||
else
|
else
|
||||||
print(h,'-dpdf',[fname,'.pdf'])
|
print(h,'-dpdf',[fname,'.pdf'])
|
||||||
end
|
end
|
||||||
end
|
end
|
||||||
if any(strcmp('fig',cellstr(DynareOptions.graph_format)))
|
if any(strcmp('fig',cellstr(DynareOptions.graph_format)))
|
||||||
if exist('OCTAVE_VERSION')
|
if exist('OCTAVE_VERSION')
|
||||||
warning('Octave cannot create fig files!')
|
error('Octave cannot create fig files!')
|
||||||
else
|
else
|
||||||
if DynareOptions.nodisplay
|
if DynareOptions.nodisplay
|
||||||
set(h, 'Visible','on');
|
set(h, 'Visible','on');
|
||||||
|
|
|
||||||
|
|
@ -67,7 +67,7 @@ disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
|
||||||
disp(' ');
|
disp(' ');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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,
|
// NOTE: since namendo is empty by default,
|
||||||
// this call does not perform the mapping of reduced form coefficient: just prepares the sample
|
// 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(' ');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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
|
redform=1, // do the reduced form mapping
|
||||||
threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
|
threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
|
||||||
namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
|
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('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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
|
load_stab=1, // load prior sample
|
||||||
istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
|
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
|
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
|
// 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,
|
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;
|
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(' ');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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
|
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,
|
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||||
rmse=1);
|
rmse=1);
|
||||||
|
|
@ -172,7 +172,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
|
||||||
disp(' ');
|
disp(' ');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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
|
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('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
|
||||||
disp(' ');
|
disp(' ');
|
||||||
disp('Press ENTER to continue'); pause(5);
|
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,
|
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||||
pprior=0,
|
pprior=0,
|
||||||
stab=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,
|
//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);
|
// 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,
|
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
|
||||||
rmse=1,ppost=1);
|
rmse=1,ppost=1);
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue