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Fixes related to ML syntax (no prior definition).

time-shift
Marco Ratto 2011-06-06 16:09:55 +02:00
parent 0605396815
commit 664d17ba24
1 changed files with 27 additions and 18 deletions
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45
matlab/dynare_identification.m
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@ -122,19 +122,22 @@ if isempty(data_info),
data_info.missing_value = 0; data_info.missing_value = 0;
end end
SampleSize = options_ident.prior_mc;
% results = prior_sampler(0,M_,bayestopt_,options_,oo_); % results = prior_sampler(0,M_,bayestopt_,options_,oo_);
if prior_exist if prior_exist
if options_ident.prior_range if (~isnan(bayestopt_.pshape))
prior_draw(1,1); if options_ident.prior_range
prior_draw(1,1);
else
prior_draw(1);
end
else else
prior_draw(1); options_ident.prior_mc=1;
end end
end end
SampleSize = options_ident.prior_mc;
if ~(exist('sylvester3mr','file')==2), if ~(exist('sylvester3mr','file')==2),
dynareroot = strrep(which('dynare'),'dynare.m',''); dynareroot = strrep(which('dynare'),'dynare.m','');
@ -186,19 +189,23 @@ if iload <=0,
[I,J]=find(M_.lead_lag_incidence'); [I,J]=find(M_.lead_lag_incidence');
if prior_exist, if prior_exist,
if exist([fname_,'_mean.mat'],'file'), % if exist([fname_,'_mean.mat'],'file'),
% disp('Testing posterior mean') % % disp('Testing posterior mean')
load([fname_,'_mean'],'xparam1') % load([fname_,'_mean'],'xparam1')
pmean = xparam1'; % pmean = xparam1';
clear xparam1 % clear xparam1
end % end
if exist([fname_,'_mode.mat'],'file'), % if exist([fname_,'_mode.mat'],'file'),
% disp('Testing posterior mode') % % disp('Testing posterior mode')
load([fname_,'_mode'],'xparam1') % load([fname_,'_mode'],'xparam1')
pmode = xparam1'; % pmode = xparam1';
clear xparam1 % clear xparam1
end % end
params = set_prior(estim_params_,M_,options_)'; params = set_prior(estim_params_,M_,options_)';
if isnan(bayestopt_.pshape)
parameters = 'ML_Starting_value';
disp('Testing ML Starting value')
else
switch parameters switch parameters
case 'posterior_mode' case 'posterior_mode'
disp('Testing posterior mode') disp('Testing posterior mode')
@ -224,9 +231,11 @@ if iload <=0,
disp(' ''prior_mean''.') disp(' ''prior_mean''.')
error; error;
end end
end
else else
params = [sqrt(diag(M_.Sigma_e))', M_.params']; params = [sqrt(diag(M_.Sigma_e))', M_.params'];
parameters = 'Current_params'; parameters = 'Current_params';
disp('Testing current parameter values')
end end
[idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point] = ... [idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point] = ...
identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex,1); identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex,1);