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1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve; 

2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
time-shift
Marco Ratto 2013-03-19 17:04:33 +01:00
parent d6993cecc4
commit b0ce2dacd9
1 changed files with 63 additions and 15 deletions
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78
matlab/gsa/stab_map_.m
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@ -256,22 +256,36 @@ if fload==0,
M_.params(estim_params_.param_vals(:,1)) = lpmat(j,:)';
%try stoch_simul([]);
try
[Tt,Rr,SteadyState,infox{j},M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
if infox{j}(1)==0 && ~exist('T'),
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
infox(j,1)=info(1);
if infox(j,1)==0 && ~exist('T'),
dr_=oo_.dr;
T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),Nsam);
if prepSA,
try
T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),Nsam);
catch ME
if strcmp('MATLAB:nomem',ME.identifier),
prepSA=0;
disp('The model is too large for storing state space matrices ...')
disp('for mapping reduced form or for identification')
end
T=[];
end
else
T=[];
end
egg=zeros(length(dr_.eigval),Nsam);
end
if infox{j}(1),
if infox(j,1),
% disp('no solution'),
if isfield(oo_.dr,'ghx'),
oo_.dr=rmfield(oo_.dr,'ghx');
end
if (infox{j}(1)<3 || infox{j}(1)>5) && isfield(oo_.dr,'eigval'),
if (infox(j,1)<3 || infox(j,1)>5) && isfield(oo_.dr,'eigval'),
oo_.dr=rmfield(oo_.dr,'eigval');
end
end
catch
catch ME
if isfield(oo_.dr,'eigval'),
oo_.dr=rmfield(oo_.dr,'eigval');
end
@ -323,8 +337,10 @@ if fload==0,
dyn_waitbar(j/Nsam,h,['MC iteration ',int2str(j),'/',int2str(Nsam)])
end
dyn_waitbar_close(h);
if prepSA,
if prepSA && jstab,
T=T(:,:,1:jstab);
else
T=[];
end
istable=istable(find(istable)); % stable params
iunstable=iunstable(find(iunstable)); % unstable params
@ -374,22 +390,22 @@ if fload==0,
if ~prepSA
save([OutputDirectoryName '/' fname_ '_prior.mat'], ...
'bkpprior','lpmat','lpmat0','iunstable','istable','iindeterm','iwrong', ...
'egg','yys','nspred','nboth','nfwrd')
'egg','yys','nspred','nboth','nfwrd','infox')
else
save([OutputDirectoryName '/' fname_ '_prior.mat'], ...
'bkpprior','lpmat','lpmat0','iunstable','istable','iindeterm','iwrong', ...
'egg','yys','T','nspred','nboth','nfwrd')
'egg','yys','T','nspred','nboth','nfwrd','infox')
end
else
if ~prepSA
save([OutputDirectoryName '/' fname_ '_mc.mat'], ...
'lpmat','lpmat0','iunstable','istable','iindeterm','iwrong', ...
'egg','yys','nspred','nboth','nfwrd')
'egg','yys','nspred','nboth','nfwrd','infox')
else
save([OutputDirectoryName '/' fname_ '_mc.mat'], ...
'lpmat','lpmat0','iunstable','istable','iindeterm','iwrong', ...
'egg','yys','T','nspred','nboth','nfwrd')
'egg','yys','T','nspred','nboth','nfwrd','infox')
end
end
else
@ -398,7 +414,7 @@ else
else
filetoload=[OutputDirectoryName '/' fname_ '_mc.mat'];
end
load(filetoload,'lpmat','lpmat0','iunstable','istable','iindeterm','iwrong','egg','yys','nspred','nboth','nfwrd')
load(filetoload,'lpmat','lpmat0','iunstable','istable','iindeterm','iwrong','egg','yys','nspred','nboth','nfwrd','infox')
Nsam = size(lpmat,1);
if pprior==0,
eval(['load ' options_.mode_file '.mat;']);
@ -467,14 +483,46 @@ delete([OutputDirectoryName,'/',fname_,'_',aunstname,'_corr_*.*']);
delete([OutputDirectoryName,'/',fname_,'_',aindname,'_corr_*.*']);
if length(iunstable)>0 && length(iunstable)<Nsam,
fprintf(['%4.1f%% of the prior support is stable.\n'],length(istable)/Nsam*100)
fprintf(['%4.1f%% of the prior support is unstable.\n'],(length(iunstable)-length(iwrong)-length(iindeterm) )/Nsam*100)
fprintf(['%4.1f%% of the prior support gives unique saddle-path solution.\n'],length(istable)/Nsam*100)
fprintf(['%4.1f%% of the prior support gives explosive dynamics.\n'],(length(iunstable)-length(iwrong)-length(iindeterm) )/Nsam*100)
if ~isempty(iindeterm),
fprintf(['%4.1f%% of the prior support gives indeterminacy.'],length(iindeterm)/Nsam*100)
end
if ~isempty(iwrong),
disp(' ');
disp(['For ',num2str(length(iwrong)/Nsam*100,'%1.3f'),'\% of the prior support dynare could not find a solution.'])
disp(' ');
if any(infox==1),
disp([' For ',num2str(length(find(infox==1))/Nsam*100,'%1.3f'),'\% The model doesn''t determine the current variables uniquely.'])
end
if any(infox==2),
disp([' For ',num2str(length(find(infox==2))/Nsam*100,'%1.3f'),'\% MJDGGES returned an error code.'])
end
if any(infox==6),
disp([' For ',num2str(length(find(infox==6))/Nsam*100,'%1.3f'),'\% The jacobian evaluated at the deterministic steady state is complex.'])
end
if any(infox==19),
disp([' For ',num2str(length(find(infox==19))/Nsam*100,'%1.3f'),'\% The steadystate routine thrown an exception (inconsistent deep parameters).'])
end
if any(infox==20),
disp([' For ',num2str(length(find(infox==20))/Nsam*100,'%1.3f'),'\% Cannot find the steady state.'])
end
if any(infox==21),
disp([' For ',num2str(length(find(infox==21))/Nsam*100,'%1.3f'),'\% The steady state is complex.'])
end
if any(infox==22),
disp([' For ',num2str(length(find(infox==22))/Nsam*100,'%1.3f'),'\% The steady has NaNs.'])
end
if any(infox==23),
disp([' For ',num2str(length(find(infox==23))/Nsam*100,'%1.3f'),'\% M_.params has been updated in the steadystate routine and has complex valued scalars.'])
end
if any(infox==24),
disp([' For ',num2str(length(find(infox==24))/Nsam*100,'%1.3f'),'\% M_.params has been updated in the steadystate routine and has some NaNs.'])
end
if any(infox==30),
disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.'])
end
end
disp(' ');
% Blanchard Kahn
@ -561,7 +609,7 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
end
else
if length(iunstable)==0,
disp('All parameter values in the specified ranges are stable!')
disp('All parameter values in the specified ranges give unique saddle-path solution!')
x0=0.5.*(bayestopt_.ub(1:nshock)-bayestopt_.lb(1:nshock))+bayestopt_.lb(1:nshock);
x0 = [x0; lpmat(istable(1),:)'];
else