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Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).

time-shift
Stéphane Adjemian (Gpm) 2010-02-17 16:20:37 +01:00
parent daf97deb04
commit 77570f40c7
2 changed files with 11 additions and 4 deletions
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13
matlab/simulated_moments_estimation.m
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@ -66,9 +66,11 @@ if nargin>3
end end
if ~master_is_running_a_job if ~master_is_running_a_job
error('Master has to run one job!'); error('Master has to run one job!');
end end
estimated_parameters_optimization_path = [NaN;xparam]; if options.optimization_routine>0
save('optimization_path.mat','estimated_parameters_optimization_path'); estimated_parameters_optimization_path = [NaN;xparam];
save('optimization_path.mat','estimated_parameters_optimization_path');
end
disp(' ') disp(' ')
disp('Master talks to its slaves...') disp('Master talks to its slaves...')
disp(' ') disp(' ')
@ -183,6 +185,11 @@ elseif options.optimization_routine==2
else else
[param,fval,exitflag] = fminsearch('smm_objective',xparam,optim_options,sample_moments,weighting_matrix,options,parallel); [param,fval,exitflag] = fminsearch('smm_objective',xparam,optim_options,sample_moments,weighting_matrix,options,parallel);
end end
elseif options.optimization_routine==0% Compute the variance of the SMM estimator
load('optimization_path.mat');
tmp = sortrows(estimated_parameters_optimization_path',1);
param = tmp(1,2:end);
param
end end

2
matlab/smm_objective.m
View File

@ -147,7 +147,7 @@ end
r = transpose(simulated_moments-sample_moments)*weighting_matrix*(simulated_moments-sample_moments); r = transpose(simulated_moments-sample_moments)*weighting_matrix*(simulated_moments-sample_moments);
priorObjectiveValue = r; priorObjectiveValue = r;
if exist('optimization_path.mat') if (options.optimization_routine>0) && exist('optimization_path.mat')
load('optimization_path.mat'); load('optimization_path.mat');
new_state = [ r; xparams]; new_state = [ r; xparams];
estimated_parameters_optimization_path = [ estimated_parameters_optimization_path , new_state ]; estimated_parameters_optimization_path = [ estimated_parameters_optimization_path , new_state ];