Make calib_smoother command call evaluate_smoother matlab routine.
parent
664997eec8
commit
5d56a4f2b0
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@ -86,9 +86,9 @@ if ischar(parameters)
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end
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end
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end
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end
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pshape_original = bayestopt_.pshape;
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%pshape_original = bayestopt_.pshape;
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bayestopt_.pshape = Inf(size(bayestopt_.pshape));
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%bayestopt_.pshape = Inf(size(bayestopt_.pshape));
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clear('priordens')
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%clear('priordens')
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[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = ...
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[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = ...
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DsgeSmoother(parameters,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
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DsgeSmoother(parameters,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
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@ -111,18 +111,17 @@ if options_.nk ~= 0
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decomp(options_.filter_step_ahead,i_endo,:,:);
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decomp(options_.filter_step_ahead,i_endo,:,:);
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end
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end
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end
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end
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dr = oo_.dr;
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order_var = oo_.dr.order_var;
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for i=bayestopt_.smoother_saved_var_list'
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for i=bayestopt_.smoother_saved_var_list'
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i1 = order_var(bayestopt_.smoother_var_list(i));
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i1 = order_var(bayestopt_.smoother_var_list(i));
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eval(['oo.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
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eval(['oo.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
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eval(['oo.FilteredVariables.' deblank(M_.endo_names(i1,:)) ' = squeeze(aK(1,i,:));']);
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if options_.nk>0
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eval(['oo.FilteredVariables.' deblank(M_.endo_names(i1,:)) ' = squeeze(aK(1,i,:));']);
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end
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eval(['oo.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ' = updated_variables(i,:)'';']);
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eval(['oo.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ' = updated_variables(i,:)'';']);
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end
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end
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for i=1:M_.exo_nbr
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for i=1:M_.exo_nbr
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eval(['oo.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
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eval(['oo.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
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end
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end
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oo.dr = oo_.dr;
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%oo.dr = oo_.dr;
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%bayestopt_.pshape = pshape_original;
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bayestopt_.pshape = pshape_original;
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@ -2412,10 +2412,9 @@ CalibSmootherStatement::writeOutput(ostream &output, const string &basename) con
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{
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{
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options_list.writeOutput(output);
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options_list.writeOutput(output);
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symbol_list.writeOutput("var_list_", output);
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symbol_list.writeOutput("var_list_", output);
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output << "options_.mode_compute = 0;" << endl
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output << "options_.smoother = 1;" << endl;
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<< "options_.smoother = 1;" << endl
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output << "options_.order = 1;" << endl;
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<< "options_.order = 1;" << endl
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output << "evaluate_smoother('calibration',var_list_);" << endl;
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<< "dynare_estimation(var_list_);" << endl;
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}
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}
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ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
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ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
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