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Adapted to follow preprocessor syntax. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-10-20 15:13:15 +00:00
parent 1e3115e759
commit b8bc96c8e6
1 changed files with 21 additions and 15 deletions
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36
matlab/dynare_identification.m
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@ -1,4 +1,4 @@
function [pdraws, TAU, GAM, H, JJ] = dynare_identification(iload, pdraws0)
function [pdraws, TAU, GAM, H, JJ] = dynare_identification(options_ident, pdraws0)
% main
%
@ -21,9 +21,21 @@ function [pdraws, TAU, GAM, H, JJ] = dynare_identification(iload, pdraws0)
global M_ options_ oo_ bayestopt_ estim_params_
if nargin==0 | isempty(iload),
iload=0;
end
options_ident = set_default_option(options_ident,'load_ident_files',0);
options_ident = set_default_option(options_ident,'useautocorr',1);
options_ident = set_default_option(options_ident,'ar',3);
options_ident = set_default_option(options_ident,'prior_mc',2000);
if nargin==2,
options_ident.prior_mc=size(pdraws0,1);
end
iload = options_ident.load_ident_files;
nlags = options_ident.ar;
useautocorr = options_ident.useautocorr;
options_.ar=nlags;
options_.prior_mc = options_ident.prior_mc;
options_.options_ident = options_ident;
options_ = set_default_option(options_,'datafile',[]);
options_.mode_compute = 0;
@ -31,13 +43,8 @@ options_.mode_compute = 0;
% computes a first linear solution to set up various variables
if nargin==2,
options_.prior_mc=size(pdraws0,1);
else
options_.prior_mc=2000;
end
SampleSize = options_.prior_mc;
SampleSize = options_ident.prior_mc;
% results = prior_sampler(0,M_,bayestopt_,options_,oo_);
@ -55,10 +62,8 @@ indexo=[];
if ~isempty(estim_params_.var_exo)
indexo = estim_params_.var_exo(:,1);
end
useautocorr = 1;
nlags = 3;
nparam = length(bayestopt_.name);
options_.ar=nlags;
MaxNumberOfBytes=options_.MaxNumberOfBytes;
@ -194,8 +199,9 @@ save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idem
else
load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
'siHmean', 'siJmean', 'TAU', 'GAM')
options_.prior_mc=size(pdraws,1);
SampleSize = options_.prior_mc;
options_ident.prior_mc=size(pdraws,1);
SampleSize = options_ident.prior_mc;
options_.options_ident = options_ident;
end