Document new search matlab command.
parent
ae085b9add
commit
a9ee96d441
|
@ -10,7 +10,7 @@ Dynare misc commands
|
|||
|
||||
.. command:: prior_function(OPTIONS);
|
||||
|
||||
|br| Executes a user-defined function on parameter draws from the prior
|
||||
Executes a user-defined function on parameter draws from the prior
|
||||
distribution. Dynare returns the results of the computations for
|
||||
all draws in an $ndraws$ by $n$ cell array named
|
||||
``oo_.prior_function_results``.
|
||||
|
@ -30,9 +30,11 @@ Dynare misc commands
|
|||
|
||||
Number of draws used for sampling. Default: 500.
|
||||
|
||||
|br|
|
||||
|
||||
.. command:: posterior_function(OPTIONS);
|
||||
|
||||
|br| Same as the :comm:`prior_function` command but for the
|
||||
Same as the :comm:`prior_function` command but for the
|
||||
posterior distribution. Results returned in
|
||||
``oo_.posterior_function_results``.
|
||||
|
||||
|
@ -46,23 +48,27 @@ Dynare misc commands
|
|||
|
||||
See :opt:`prior_function_sampling_draws <sampling_draws = INTEGER>`.
|
||||
|
||||
|br|
|
||||
|
||||
.. command:: generate_trace_plots(CHAIN_NUMBER);
|
||||
|
||||
|br| Generates trace plots of the MCMC draws for all estimated
|
||||
Generates trace plots of the MCMC draws for all estimated
|
||||
parameters and the posterior density in the specified Markov Chain
|
||||
``CHAIN_NUMBER``.
|
||||
|
||||
|br|
|
||||
|
||||
.. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME
|
||||
|
||||
|br| Depending on the value of ``FLAG``, the ``internals`` command
|
||||
can be used to run unitary tests specific to a MATLAB/Octave
|
||||
routine (if available), to display documentation about a
|
||||
MATLAB/Octave routine, or to extract some informations about the
|
||||
state of Dynare.
|
||||
Depending on the value of ``FLAG``, the ``internals`` command
|
||||
can be used to run unitary tests specific to a MATLAB/Octave
|
||||
routine (if available), to display documentation about a
|
||||
MATLAB/Octave routine, or to extract some informations about the
|
||||
state of Dynare.
|
||||
|
||||
*Flags*
|
||||
*Flags*
|
||||
|
||||
``--test``
|
||||
``--test``
|
||||
|
||||
Performs the unitary test associated to ROUTINENAME (if this
|
||||
routine exists and if the matlab/octave ``.m`` file has
|
||||
|
@ -79,7 +85,7 @@ Dynare misc commands
|
|||
|
||||
>> internals --test ../matlab/fr/ROUTINENAME
|
||||
|
||||
``--display-mh-history``
|
||||
``--display-mh-history``
|
||||
|
||||
Displays information about the previously saved MCMC draws
|
||||
generated by a ``.mod`` file named MODFILENAME. This file must
|
||||
|
@ -91,9 +97,9 @@ Dynare misc commands
|
|||
|
||||
>> internals --display-mh-history MODFILENAME
|
||||
|
||||
``--load-mh-history``
|
||||
``--load-mh-history``
|
||||
|
||||
|br| Loads into the MATLAB/Octave’s workspace informations
|
||||
Loads into the MATLAB/Octave’s workspace informations
|
||||
about the previously saved MCMC draws generated by a ``.mod``
|
||||
file named MODFILENAME.
|
||||
|
||||
|
@ -146,56 +152,90 @@ Dynare misc commands
|
|||
|
||||
A ``1*Nblck`` array of doubles. Current acceptance ratios.
|
||||
|
||||
|br|
|
||||
|
||||
.. matcomm:: prior [OPTIONS[, ...]];
|
||||
|
||||
Prints information about the prior distribution given the provided
|
||||
options. If no options are provided, the command returns the list of
|
||||
available options.
|
||||
Prints information about the prior distribution given the provided
|
||||
options. If no options are provided, the command returns the list of
|
||||
available options.
|
||||
|
||||
*Options*
|
||||
*Options*
|
||||
|
||||
.. option:: table
|
||||
.. option:: table
|
||||
|
||||
Prints a table describing the marginal prior distributions
|
||||
(mean, mode, std., lower and upper bounds, HPD interval).
|
||||
Prints a table describing the marginal prior distributions
|
||||
(mean, mode, std., lower and upper bounds, HPD interval).
|
||||
|
||||
.. option:: moments
|
||||
.. option:: moments
|
||||
|
||||
Computes and displays first and second order moments of the
|
||||
endogenous variables at the prior mode (considering the
|
||||
linearized version of the model).
|
||||
Computes and displays first and second order moments of the
|
||||
endogenous variables at the prior mode (considering the
|
||||
linearized version of the model).
|
||||
|
||||
.. option:: moments(distribution)
|
||||
.. option:: moments(distribution)
|
||||
|
||||
Computes and displays the prior mean and prior standard
|
||||
deviation of the first and second moments of the endogenous
|
||||
variables (considering the linearized version of the model) by
|
||||
randomly sampling from the prior. The results will also be
|
||||
stored in the ``prior`` subfolder in a
|
||||
``_endogenous_variables_prior_draws.mat`` file.
|
||||
Computes and displays the prior mean and prior standard
|
||||
deviation of the first and second moments of the endogenous
|
||||
variables (considering the linearized version of the model) by
|
||||
randomly sampling from the prior. The results will also be
|
||||
stored in the ``prior`` subfolder in a
|
||||
``_endogenous_variables_prior_draws.mat`` file.
|
||||
|
||||
.. option:: optimize
|
||||
.. option:: optimize
|
||||
|
||||
Optimizes the prior density (starting from a random initial
|
||||
guess). The parameters such that the steady state does not
|
||||
exist or does not satisfy the Blanchard and Kahn conditions
|
||||
are penalized, as they would be when maximizing the posterior
|
||||
density. If a significant proportion of the prior mass is
|
||||
defined over such regions, the optimization algorithm may fail
|
||||
to converge to the true solution (the prior mode).
|
||||
Optimizes the prior density (starting from a random initial
|
||||
guess). The parameters such that the steady state does not
|
||||
exist or does not satisfy the Blanchard and Kahn conditions
|
||||
are penalized, as they would be when maximizing the posterior
|
||||
density. If a significant proportion of the prior mass is
|
||||
defined over such regions, the optimization algorithm may fail
|
||||
to converge to the true solution (the prior mode).
|
||||
|
||||
.. option:: simulate
|
||||
.. option:: simulate
|
||||
|
||||
Computes the effective prior mass using a Monte-Carlo. Ideally
|
||||
the effective prior mass should be equal to 1, otherwise
|
||||
problems may arise when maximising the posterior density and
|
||||
model comparison based on marginal densities may be
|
||||
unfair. When comparing models, say :math:`A` and :math:`B`,
|
||||
the marginal densities, :math:`m_A` and :math:`m_B`, should be
|
||||
corrected for the estimated effective prior mass
|
||||
:math:`p_A\neq p_B \leq 1` so that the prior mass of the
|
||||
compared models are identical.
|
||||
Computes the effective prior mass using a Monte-Carlo. Ideally
|
||||
the effective prior mass should be equal to 1, otherwise
|
||||
problems may arise when maximising the posterior density and
|
||||
model comparison based on marginal densities may be
|
||||
unfair. When comparing models, say :math:`A` and :math:`B`,
|
||||
the marginal densities, :math:`m_A` and :math:`m_B`, should be
|
||||
corrected for the estimated effective prior mass
|
||||
:math:`p_A\neq p_B \leq 1` so that the prior mass of the
|
||||
compared models are identical.
|
||||
|
||||
.. option:: plot
|
||||
.. option:: plot
|
||||
|
||||
Plots the marginal prior density.
|
||||
Plots the marginal prior density.
|
||||
|
||||
|br|
|
||||
|
||||
.. matcomm:: search VARIABLENAME[ OPTION]
|
||||
|
||||
Searches all occurrences of a variable in a model, and prints the
|
||||
equations where the variable appear in the command line window. If OPTION is
|
||||
set to `withparamvalues`, the values of the parameters (if available) are
|
||||
displayed instead of the name of the parameters.
|
||||
|
||||
*Example*
|
||||
|
||||
Assuming that we already ran a `.mod` file and that the workspace has not
|
||||
been cleaned after, we can search for all the equations containing variable `X`
|
||||
|
||||
::
|
||||
|
||||
>> search X
|
||||
|
||||
Y = alpha*X/(1-X)+e;
|
||||
|
||||
diff(X) = beta*(X(-1)-mX) + gamma1*Z + gamma2*R + u;
|
||||
|
||||
To replace the parameters with estimated or calibrated parameters:
|
||||
|
||||
::
|
||||
|
||||
>> search X withparamvalues
|
||||
|
||||
Y = 1.254634*X/(1-X)+e;
|
||||
|
||||
diff(X) = -0.031459*(X(-1)-mX) + 0.1*Z - 0.2*R + u;
|
||||
|
|
Loading…
Reference in New Issue