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added option for lptau; 

load correct mode file

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2006-03-23 13:16:36 +00:00
parent 3b0f302e9c
commit 7ccc5b41b4
1 changed files with 240 additions and 235 deletions
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19
matlab/stab_map_.m
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@ -1,4 +1,4 @@
function x0 = stab_map_(Nsam, fload, alpha2, prepSA, pprior)
function x0 = stab_map_(Nsam, fload, alpha2, prepSA, pprior, ilptau)
%
% function x0 = stab_map_(Nsam, fload, alpha2, prepSA, pprior)
%
@ -81,6 +81,9 @@ end
if nargin<5,
pprior=1;
end
if nargin<6,
ilptau=1;
end
options_.periods=0;
options_.nomoments=1;
@ -88,8 +91,13 @@ end
options_.noprint=1;
if fload==0 | nargin<2 | isempty(fload),
if estim_params_.np<52,
if estim_params_.np<52 & ilptau,
[lpmat] = lptauSEQ(Nsam,estim_params_.np);
if estim_params_.np>30
for j=1:estim_params_.np,
lpmat(:,j)=lpmat(randperm(Nsam),j).*(bayestopt_.ub(j+nshock)-bayestopt_.lb(j+nshock))+bayestopt_.lb(j+nshock);
end
end
else
%[lpmat] = rand(Nsam,estim_params_.np);
for j=1:estim_params_.np,
@ -103,12 +111,8 @@ if fload==0 | nargin<2 | isempty(fload),
lpmat0(:,j)=lpmat0(:,j).*(bayestopt_.ub(j)-bayestopt_.lb(j))+bayestopt_.lb(j);
end
for j=1:estim_params_.np,
if estim_params_.np>30 & estim_params_.np<52
lpmat(:,j)=lpmat(randperm(Nsam),j).*(bayestopt_.ub(j+nshock)-bayestopt_.lb(j+nshock))+bayestopt_.lb(j+nshock);
else
lpmat(:,j)=lpmat(:,j).*(bayestopt_.ub(j+nshock)-bayestopt_.lb(j+nshock))+bayestopt_.lb(j+nshock);
end
end
else
% for j=1:nshock,
% xparam1(j) = oo_.posterior_mode.shocks_std.(bayestopt_.name{j});
@ -139,7 +143,8 @@ if fload==0 | nargin<2 | isempty(fload),
% lpmat(:,j) = lpmat(:,j).*(ub-lb)+lb;
% end
% end
load([fname_,'_mode'])
%load([fname_,'_mode'])
eval(['load ' options_.mode_file ';']');
d = chol(inv(hh));
lp=randn(Nsam,nshock+estim_params_.np)*d+kron(ones(Nsam,1),xparam1');
lpmat0=lp(:,1:nshock);