commit
6a3e0da5cc
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@ -334,6 +334,8 @@ if iload <=0,
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disp('----------- ')
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disp('----------- ')
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skipline()
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skipline()
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return
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return
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else
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parameters = 'Random_prior_params';
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end
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end
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else
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else
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idehess_point.params=params;
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idehess_point.params=params;
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@ -344,6 +346,7 @@ if iload <=0,
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% normJ = max(abs(siJ)')';
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% normJ = max(abs(siJ)')';
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% normLRE = max(abs(siLRE)')';
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% normLRE = max(abs(siLRE)')';
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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disp_identification(params, idemodel_point, idemoments_point, name, advanced);
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disp_identification(params, idemodel_point, idemoments_point, name, advanced);
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);
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plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);
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@ -42,11 +42,11 @@ end
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infos=[0 0];
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infos=[0 0];
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varlist=Model.endo_names(DynareResults.dr.order_var,:);
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varlist=Model.endo_names(DynareResults.dr.order_var,:);
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varlist=varlist(DynareResults.dr.restrict_var_list,:);
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varlist=varlist(DynareResults.dr.restrict_var_list,:);
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T=1;
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NT=1;
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for j=1:size(endo_prior_restrictions.irf,1),
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for j=1:size(endo_prior_restrictions.irf,1),
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T=max(T,endo_prior_restrictions.irf{j,3});
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NT=max(NT,endo_prior_restrictions.irf{j,3});
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end
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end
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for t=1:T,
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for t=1:NT,
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RR = T^(t-1)*R;
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RR = T^(t-1)*R;
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for j=1:size(endo_prior_restrictions.irf,1),
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for j=1:size(endo_prior_restrictions.irf,1),
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if endo_prior_restrictions.irf{j,3}~=t,
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if endo_prior_restrictions.irf{j,3}~=t,
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@ -153,9 +153,9 @@ if SampleSize == 1,
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dyn_saveas(hh,[ IdentifDirectoryName '/' M_.fname '_ident_collinearity_' tittxt1 '_' int2str(j) ],options_);
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dyn_saveas(hh,[ IdentifDirectoryName '/' M_.fname '_ident_collinearity_' tittxt1 '_' int2str(j) ],options_);
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end
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end
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skipline()
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skipline()
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if idehess.flag_score,
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[U,S,V]=svd(idehess.AHess,0);
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[U,S,V]=svd(idehess.AHess,0);
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S=diag(S);
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S=diag(S);
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if idehess.flag_score,
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if nparam<5,
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if nparam<5,
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix)']);
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix)']);
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else
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else
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@ -163,13 +163,13 @@ if SampleSize == 1,
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f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix): HIGHEST SV']);
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f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix): HIGHEST SV']);
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end
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end
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else
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else
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S = idemoments.S;
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% S = idemoments.S;
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V = idemoments.V;
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% V = idemoments.V;
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if nparam<5,
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if nparam<5,
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments)']);
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix)']);
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else
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else
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): SMALLEST SV']);
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f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix): SMALLEST SV']);
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f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): HIGHEST SV']);
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f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix): HIGHEST SV']);
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end
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end
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end
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end
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for j=1:min(nparam,8),
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for j=1:min(nparam,8),
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Reference in New Issue