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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-09-24 08:24:32 +00:00
parent 6786e989b3
commit 89a71d5596
7 changed files with 121 additions and 2 deletions
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19
matlab/cosn.m
View File

@ -3,9 +3,26 @@ function co = cosn(H);
% function co = cosn(H);
% computes the cosine of the angle between the H(:,1) and its
% projection onto the span of H(:,2:end)
%
% Not the same as multiple correlation coefficient since the means are not
% zero
%
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
y = H(:,1);
X = H(:,2:end);

17
matlab/disp_identification.m
View File

@ -1,5 +1,22 @@
function disp_identification(pdraws, idemodel, idemoments)
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_
[SampleSize, npar] = size(pdraws);

17
matlab/dynare_identification.m
View File

@ -1,6 +1,23 @@
function [pdraws, idemodel, idemoments] = dynare_identification()
% main
%
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_ bayestopt_ estim_params_

18
matlab/getH.m
View File

@ -1,5 +1,23 @@
function [H, A0, B0, dA, dOm, info] = getH(M_,oo_,kronflag,indx,indexo)
% computes derivative of reduced form linear model w.r.t. deep params
%
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<3 | isempty(kronflag), kronflag = 0; end
if nargin<4 | isempty(indx), indx = [1:M_.param_nbr];, end,

17
matlab/getJJ.m
View File

@ -1,5 +1,22 @@
function [JJ, H, A, B, GAM] = getJJ(M_,oo_,options_,kronflag,indx,indexo,mf,nlags,useautocorr)
% Copyright (C) 2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<5 | isempty(indx), indx = [1:M_.param_nbr];, end,
if nargin<6 | isempty(indexo), indexo = [];, end,
if nargin<8 | isempty(nlags), nlags=3; end,

16
matlab/identification_checks.m
View File

@ -1,5 +1,21 @@
function [McoH, McoJ, PcoH, PcoJ, condH, condJ, eH, eJ, ind01, ind02, indnoH, indnoJ] = identification_checks(H,JJ, bayestopt_)
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% My suggestion is to have the following steps for identification check in
% dynare:

19
matlab/vnorm.m
View File

@ -33,7 +33,24 @@ function y = vnorm(A,varargin)
% % Error: Use the inf type and not the string 'inf'
% vnorm(A,[],'inf') % Wrong
% vnorm(A,[],inf) % Correct
%
%
% Copyright (C) 2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
dim = [];
ntype = [];