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Condition check for changed parameters on whether parameters are estimated in the first place 

Fixes crash in master unit test
time-shift
Johannes Pfeifer 2015-03-01 13:36:21 +01:00
parent fe938c902a
commit a7f380d8c0
1 changed files with 14 additions and 12 deletions
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26
matlab/initial_estimation_checks.m
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@ -49,20 +49,22 @@ old_steady_params=Model.params; %save initial parameters for check if steady sta
% % check if steady state solves static model (except if diffuse_filter == 1) % % check if steady state solves static model (except if diffuse_filter == 1)
[DynareResults.steady_state, new_steady_params] = evaluate_steady_state(DynareResults.steady_state,Model,DynareOptions,DynareResults,DynareOptions.diffuse_filter==0); [DynareResults.steady_state, new_steady_params] = evaluate_steady_state(DynareResults.steady_state,Model,DynareOptions,DynareResults,DynareOptions.diffuse_filter==0);
%check whether steady state file changes estimated parameters if ~isempty(EstimatedParameters.param_vals)
Model_par_varied=Model; %store Model structure %check whether steady state file changes estimated parameters
Model_par_varied.params(EstimatedParameters.param_vals(:,1))=Model_par_varied.params(EstimatedParameters.param_vals(:,1))*1.01; %vary parameters Model_par_varied=Model; %store Model structure
[junk, new_steady_params_2] = evaluate_steady_state(DynareResults.steady_state,Model_par_varied,DynareOptions,DynareResults,DynareOptions.diffuse_filter==0); Model_par_varied.params(EstimatedParameters.param_vals(:,1))=Model_par_varied.params(EstimatedParameters.param_vals(:,1))*1.01; %vary parameters
[junk, new_steady_params_2] = evaluate_steady_state(DynareResults.steady_state,Model_par_varied,DynareOptions,DynareResults,DynareOptions.diffuse_filter==0);
changed_par_indices=find((old_steady_params(EstimatedParameters.param_vals(:,1))-new_steady_params(EstimatedParameters.param_vals(:,1))) ... changed_par_indices=find((old_steady_params(EstimatedParameters.param_vals(:,1))-new_steady_params(EstimatedParameters.param_vals(:,1))) ...
| (Model_par_varied.params(EstimatedParameters.param_vals(:,1))-new_steady_params_2(EstimatedParameters.param_vals(:,1)))); | (Model_par_varied.params(EstimatedParameters.param_vals(:,1))-new_steady_params_2(EstimatedParameters.param_vals(:,1))));
if ~isempty(changed_par_indices) if ~isempty(changed_par_indices)
fprintf('\nThe steady state file internally changed the values of the following estimated parameters:\n') fprintf('\nThe steady state file internally changed the values of the following estimated parameters:\n')
disp(Model.param_names(changed_par_indices,:)); disp(Model.param_names(changed_par_indices,:));
fprintf('This will override the parameter values drawn from the proposal density and may lead to wrong results.\n') fprintf('This will override the parameter values drawn from the proposal density and may lead to wrong results.\n')
fprintf('Check whether this is really intended.\n') fprintf('Check whether this is really intended.\n')
warning('The steady state file internally changes the values of the estimated parameters.') warning('The steady state file internally changes the values of the estimated parameters.')
end
end end
if any(BayesInfo.pshape) % if Bayesian estimation if any(BayesInfo.pshape) % if Bayesian estimation