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1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution; 

2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
time-shift
Marco Ratto 2013-12-10 11:05:54 +01:00
parent 2d6e513738
commit 67d7ba75f0
1 changed files with 3 additions and 0 deletions
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3
matlab/dynare_identification.m
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@ -334,6 +334,8 @@ if iload <=0,
disp('----------- ')
skipline()
return
else
parameters = 'Random_prior_params';
end
else
idehess_point.params=params;
@ -344,6 +346,7 @@ if iload <=0,
% normJ = max(abs(siJ)')';
% normLRE = max(abs(siLRE)')';
save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
disp_identification(params, idemodel_point, idemoments_point, name, advanced);
if ~options_.nograph,
plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);