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Added extended info for advanced identification analysis with Monte Carlo.

time-shift
Marco Ratto 2011-05-10 10:10:42 +02:00
parent ea57a8dc02
commit d31b2218ff
1 changed files with 45 additions and 12 deletions
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57
matlab/dynare_identification.m
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@ -290,6 +290,8 @@ if iload <=0,
idemoments.Mco = zeros(SampleSize,nparam);
idemodel.Mco = zeros(SampleSize,nparam);
idelre.Mco = zeros(SampleSize,np);
idemoments.S = zeros(SampleSize,min(8,nparam));
idemoments.V = zeros(SampleSize,nparam,min(8,nparam));
delete([IdentifDirectoryName '/' M_.fname '_identif_*.mat'])
end
if info(1)==0,
@ -316,6 +318,8 @@ if iload <=0,
idemoments.Mco(iteration,:)=ideJ.Mco;
idemodel.Mco(iteration,:)=ideH.Mco;
idelre.Mco(iteration,:)=ideGP.Mco;
idemoments.S(iteration,:)=ideJ.S;
idemoments.V(iteration,:,:)=ideJ.V;
stoLRE(:,:,run_index) = ideGP.siLRE;
stoH(:,:,run_index) = ideH.siH;
stoJJ(:,:,run_index) = ideJ.siJ;
@ -407,19 +411,48 @@ if SampleSize > 1,
plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample - ',name, IdentifDirectoryName, 1);
if advanced,
jcrit=find(idemoments.ino);
for j=1:length(jcrit),
tittxt = ['Rank deficient draw n. ',int2str(j)];
fprintf('\n')
disp(['Testing ',tittxt, '. Press ENTER']), pause,
if ~iload,
[idehess_(j), idemoments_(j), idemodel_(j), idelre_(j), derivatives_info_(j)] = ...
identification_analysis(pdraws(jcrit(j),:),indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
if length(jcrit)<SampleSize,
if isempty(jcrit),
[~,jmax]=max(idemoments.cond);
fprintf('\n')
tittxt = 'Draw with HIGHEST condition number';
fprintf('\n')
disp(['Testing ',tittxt, '. Press ENTER']), pause,
if ~iload,
[idehess_max, idemoments_max, idemodel_max, idelre_max, derivatives_info_max] = ...
identification_analysis(pdraws(jmax,:),indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_max', 'idemoments_max','idemodel_max', 'idelre_max', 'jmax', '-append');
end
disp_identification(pdraws(jmax,:), idemodel_max, idemoments_max, name);
plot_identification(pdraws(jmax,:),idemoments_max,idehess_max,idemodel_max,idelre_max,1,tittxt,name);
[~,jmin]=min(idemoments.cond);
fprintf('\n')
tittxt = 'Draw with SMALLEST condition number';
fprintf('\n')
disp(['Testing ',tittxt, '. Press ENTER']), pause,
if ~iload,
[idehess_min, idemoments_min, idemodel_min, idelre_min, derivatives_info_min] = ...
identification_analysis(pdraws(jmin,:),indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_min', 'idemoments_min','idemodel_min', 'idelre_min', 'jmin', '-append');
end
disp_identification(pdraws(jmin,:), idemodel_min, idemoments_min, name);
plot_identification(pdraws(jmin,:),idemoments_min,idehess_min,idemodel_min,idelre_min,1,tittxt,name);
else
for j=1:length(jcrit),
tittxt = ['Rank deficient draw n. ',int2str(j)];
fprintf('\n')
disp(['Testing ',tittxt, '. Press ENTER']), pause,
if ~iload,
[idehess_(j), idemoments_(j), idemodel_(j), idelre_(j), derivatives_info_(j)] = ...
identification_analysis(pdraws(jcrit(j),:),indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
end
disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name);
plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name);
end
if ~iload,
save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_', 'idemoments_','idemodel_', 'idelre_', 'jcrit', '-append');
end
end
plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name);
disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name);
end
if ~iload,
save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_', 'idemoments_','idemodel_', 'idelre_', 'jcrit', '-append');
end
end
end