Merge remote-tracking branch 'origin/master' into dr1break
Michel Juillard
commit
d6f8e252e5
41
NEWS
41
NEWS
|
|
@ -1,3 +1,44 @@
|
|||
Announcement for Dynare 4.2.5 (on 2012-03-14)
|
||||
=============================================
|
||||
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||||
We are pleased to announce the release of Dynare 4.2.5.
|
||||
|
||||
This is a bugfix release.
|
||||
|
||||
The Windows package for the new release is already available for download at
|
||||
the official Dynare website <http://www.dynare.org>. The Mac and Linux packages
|
||||
should follow soon.
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||||
|
||||
All users are strongly encouraged to upgrade.
|
||||
|
||||
The new release is compatible with MATLAB versions ranging from 7.0 (R14) to
|
||||
7.14 (R2012a) and with GNU Octave versions ranging from 3.0 to 3.6.
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||||
|
||||
Note that GNU Octave users under Windows will have to upgrade to GNU Octave
|
||||
version 3.6.1 (MinGW). The Octave installer can be downloaded at:
|
||||
|
||||
http://www.dynare.org/octave/Octave3.6.1_gcc4.6.2_20120303-setup.exe
|
||||
|
||||
Here is a non-exhaustive list of the problems identified in version 4.2.4 and
|
||||
that have been fixed in version 4.2.5:
|
||||
|
||||
* The MATLAB optimization toolbox was sometimes not correctly detected even
|
||||
when installed
|
||||
|
||||
* Using the inverse gamma distribution with extreme hyperparameter values
|
||||
could lead to a crash
|
||||
|
||||
* Various issues in the accelerated deterministic solver with block
|
||||
decomposition
|
||||
|
||||
* Various issues in the parallelization engine
|
||||
|
||||
* Compatibility issues with the Global Sensitivity Analysis toolbox
|
||||
|
||||
* The Dynare++ binary was broken in the Windows package because of a missing
|
||||
dynamic library
|
||||
|
||||
|
||||
Announcement for Dynare 4.2.4 (on 2011-12-02)
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||||
=============================================
|
||||
|
||||
|
|
|
|||
|
|
@ -1,4 +1,4 @@
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|||
dnl Copyright (C) 2009-2011 Dynare Team
|
||||
dnl Copyright (C) 2009-2012 Dynare Team
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||||
dnl
|
||||
dnl This file is part of Dynare.
|
||||
dnl
|
||||
|
|
@ -22,6 +22,9 @@ AC_REQUIRE([AX_MATLAB])
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|||
AC_MSG_CHECKING([for MATLAB version])
|
||||
if test "x$MATLAB_VERSION" != "x"; then
|
||||
case $MATLAB_VERSION in
|
||||
*2012a | *2012A)
|
||||
MATLAB_VERSION="7.14"
|
||||
;;
|
||||
*2011b | *2011B)
|
||||
MATLAB_VERSION="7.13"
|
||||
;;
|
||||
|
|
|
|||
|
|
@ -122,7 +122,7 @@ else
|
|||
addpath(mexpath)
|
||||
end
|
||||
else
|
||||
mexpath = [dynareroot '../mex/matlab/win32-7.5-7.13'];
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||||
mexpath = [dynareroot '../mex/matlab/win32-7.5-7.14'];
|
||||
if exist(mexpath, 'dir')
|
||||
addpath(mexpath)
|
||||
end
|
||||
|
|
@ -147,7 +147,7 @@ else
|
|||
addpath(mexpath)
|
||||
end
|
||||
else
|
||||
mexpath = [dynareroot '../mex/matlab/win64-7.8-7.13'];
|
||||
mexpath = [dynareroot '../mex/matlab/win64-7.8-7.14'];
|
||||
if exist(mexpath, 'dir')
|
||||
addpath(mexpath)
|
||||
end
|
||||
|
|
@ -161,7 +161,7 @@ else
|
|||
addpath(mexpath)
|
||||
end
|
||||
else
|
||||
mexpath = [dynareroot '../mex/matlab/osx32-7.5-7.13'];
|
||||
mexpath = [dynareroot '../mex/matlab/osx32-7.5-7.14'];
|
||||
if exist(mexpath, 'dir')
|
||||
addpath(mexpath)
|
||||
end
|
||||
|
|
|
|||
|
|
@ -512,7 +512,7 @@ if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
|
|||
disp(sprintf('Log data density [Laplace approximation] is %f.',oo_.MarginalDensity.LaplaceApproximation))
|
||||
disp(' ')
|
||||
end
|
||||
elseif ~any(bayestopt_.pshape > 0) && options_.mh_posterior_mode_estimation
|
||||
elseif ~any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
|
||||
disp(' ')
|
||||
disp('RESULTS FROM MAXIMUM LIKELIHOOD')
|
||||
tstath = zeros(nx,1);
|
||||
|
|
@ -609,6 +609,8 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
fprintf(fidTeX,'{\\tiny \n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior maximization (parameters)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:1}\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
|
|
@ -623,11 +625,22 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
xparam1(ip),...
|
||||
stdh(ip));
|
||||
ip = ip + 1;
|
||||
if ~mod(i,50) && i<np,
|
||||
fprintf(fidTeX,'\\hline \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{(Table continues next page ...)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{( ... Table continued)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
fprintf(fidTeX,'\\hline \\\\ \n');
|
||||
end
|
||||
end
|
||||
fprintf(fidTeX,'\\hline\\hline \n');
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (parameters)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:1}\n');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'} \n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
|
|
@ -644,6 +657,8 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
fprintf(fidTeX,'{\\tiny \n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior maximization (standard deviation of structural shocks)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:2}\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
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||||
|
|
@ -659,11 +674,22 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
xparam1(ip), ...
|
||||
stdh(ip));
|
||||
ip = ip+1;
|
||||
if ~mod(i,50) && i<nvx,
|
||||
fprintf(fidTeX,'\\hline \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{(Table continues next page ...)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{( ... Table continued)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
fprintf(fidTeX,'\\hline \\\\ \n');
|
||||
end
|
||||
end
|
||||
fprintf(fidTeX,'\\hline\\hline \n');
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (standard deviation of structural shocks)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:2}\n');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'} \n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
|
|
@ -679,6 +705,8 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior maximization (standard deviation of measurement errors)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:3}\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n')
|
||||
|
|
@ -694,11 +722,22 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
xparam1(ip),...
|
||||
stdh(ip));
|
||||
ip = ip+1;
|
||||
if ~mod(i,50) && i<nvn,
|
||||
fprintf(fidTeX,'\\hline \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{(Table continues next page ...)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{( ... Table continued)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
fprintf(fidTeX,'\\hline \\\\ \n');
|
||||
end
|
||||
end
|
||||
fprintf(fidTeX,'\\hline\\hline \n');
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (standard deviation of measurement errors)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:3}\n');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
|
|
@ -713,6 +752,8 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (correlation of structural shocks)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:4}\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n')
|
||||
|
|
@ -729,11 +770,22 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
xparam1(ip), ...
|
||||
stdh(ip));
|
||||
ip = ip+1;
|
||||
if ~mod(i,50) && i<ncx,
|
||||
fprintf(fidTeX,'\\hline \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{(Table continues next page ...)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{( ... Table continued)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
fprintf(fidTeX,'\\hline \\\\ \n');
|
||||
end
|
||||
end
|
||||
fprintf(fidTeX,'\\hline\\hline \n');
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (correlation of structural shocks)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:4}\n');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
|
|
@ -748,6 +800,8 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (correlation of measurement errors)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:5}\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n')
|
||||
|
|
@ -764,11 +818,22 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
|
|||
xparam1(ip), ...
|
||||
stdh(ip));
|
||||
ip = ip+1;
|
||||
if ~mod(i,50) && i<ncn,
|
||||
fprintf(fidTeX,'\\hline \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{(Table continues next page ...)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'\\begin{table}\n');
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\begin{tabular}{l|lcccc} \n');
|
||||
fprintf(fidTeX,'\\multicolumn{6}{c}{( ... Table continued)} \\\\ \n')';
|
||||
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
|
||||
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Posterior mode & s.d. \\\\ \n');
|
||||
fprintf(fidTeX,'\\hline \\\\ \n');
|
||||
end
|
||||
end
|
||||
fprintf(fidTeX,'\\hline\\hline \n');
|
||||
fprintf(fidTeX,'\\end{tabular}\n ');
|
||||
fprintf(fidTeX,'\\caption{Results from posterior parameters (correlation of measurement errors)}\n ');
|
||||
fprintf(fidTeX,'\\label{Table:Posterior:5}\n');
|
||||
fprintf(fidTeX,'\\end{table}\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
|
|
@ -869,79 +934,20 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
eval(['oo_.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ...
|
||||
' = updated_variables(i,:)'';']);
|
||||
end
|
||||
[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
|
||||
if options_.TeX
|
||||
fidTeX = fopen([M_.fname '_SmoothedShocks.TeX'],'w');
|
||||
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation.m (Dynare).\n');
|
||||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
if nbplt == 1
|
||||
if options_.nograph
|
||||
hh = figure('Name','Smoothed shocks','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Smoothed shocks');
|
||||
end
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:M_.exo_nbr
|
||||
subplot(nr,nc,i);
|
||||
plot(1:gend,innov(i,:),'-k','linewidth',1)
|
||||
hold on
|
||||
plot([1 gend],[0 0],'-r','linewidth',.5)
|
||||
hold off
|
||||
xlim([1 gend])
|
||||
name = deblank(M_.exo_names(i,:));
|
||||
if isempty(NAMES)
|
||||
NAMES = name;
|
||||
else
|
||||
NAMES = char(NAMES,name);
|
||||
end
|
||||
if ~isempty(options_.XTick)
|
||||
set(gca,'XTick',options_.XTick)
|
||||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
if options_.TeX
|
||||
texname = M_.exo_names_tex(i,1);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none')
|
||||
eval(['oo_.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_SmoothedShocks' int2str(1) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_SmoothedShocks' int2str(1)]);
|
||||
saveas(hh,[M_.fname '_SmoothedShocks' int2str(1) '.fig']);
|
||||
end
|
||||
if ~options_.nograph,
|
||||
[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:M_.exo_nbr
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_SmoothedShocks%s}\n',M_.fname,int2str(1));
|
||||
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
|
||||
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(1));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
fidTeX = fopen([M_.fname '_SmoothedShocks.TeX'],'w');
|
||||
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation.m (Dynare).\n');
|
||||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
else
|
||||
for plt = 1:nbplt-1
|
||||
if options_.nograph
|
||||
hh = figure('Name','Smoothed shocks','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Smoothed shocks');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
for plt = 1:nbplt,
|
||||
hh = dyn_figure(options_,'Name','Smoothed shocks');
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:nstar
|
||||
nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
|
||||
for i=1:nstar0,
|
||||
k = (plt-1)*nstar+i;
|
||||
subplot(nr,nc,i);
|
||||
plot([1 gend],[0 0],'-r','linewidth',.5)
|
||||
|
|
@ -970,14 +976,10 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
title(name,'Interpreter','none')
|
||||
eval(['oo_.SmoothedShocks.' deblank(name) ' = innov(k,:)'';']);
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_SmoothedShocks' int2str(plt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_SmoothedShocks' int2str(plt)]);
|
||||
saveas(hh,[M_.fname '_SmoothedShocks' int2str(plt) '.fig']);
|
||||
end
|
||||
dyn_saveas(hh,[M_.fname '_SmoothedShocks' int2str(plt)],options_);
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:nstar
|
||||
for jj = 1:nstar0
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
|
|
@ -988,62 +990,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
fprintf(fidTeX,'\n');
|
||||
end
|
||||
end
|
||||
if options_.nograph
|
||||
hh = figure('Name','Smoothed shocks','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Smoothed shocks');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:M_.exo_nbr-(nbplt-1)*nstar
|
||||
k = (nbplt-1)*nstar+i;
|
||||
if lr ~= 0
|
||||
subplot(lr,lc,i);
|
||||
else
|
||||
subplot(nr,nc,i);
|
||||
end
|
||||
plot([1 gend],[0 0],'-r','linewidth',0.5)
|
||||
hold on
|
||||
plot(1:gend,innov(k,:),'-k','linewidth',1)
|
||||
hold off
|
||||
name = deblank(M_.exo_names(k,:));
|
||||
if isempty(NAMES)
|
||||
NAMES = name;
|
||||
else
|
||||
NAMES = char(NAMES,name);
|
||||
end
|
||||
if ~isempty(options_.XTick)
|
||||
set(gca,'XTick',options_.XTick)
|
||||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
xlim([1 gend])
|
||||
if options_.TeX
|
||||
texname = M_.exo_names_tex(k,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none')
|
||||
eval(['oo_.SmoothedShocks.' deblank(name) ' = innov(k,:)'';']);
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_SmoothedShocks' int2str(nbplt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_SmoothedShocks' int2str(nbplt)]);
|
||||
saveas(hh,[M_.fname '_SmoothedShocks' int2str(nbplt) '.fig']);
|
||||
end
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:size(NAMES,1);
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_SmoothedShocks%s}\n',M_.fname,int2str(nbplt));
|
||||
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
|
||||
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(nbplt));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
|
|
@ -1076,76 +1023,16 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
eval(['oo_.SmoothedMeasurementErrors.' deblank(options_.varobs(i,:)) ...
|
||||
' = measurement_error(i,:)'';']);
|
||||
end
|
||||
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
|
||||
if options_.TeX
|
||||
fidTeX = fopen([M_.fname '_SmoothedObservationErrors.TeX'],'w');
|
||||
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation.m (Dynare).\n');
|
||||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
if nbplt == 1
|
||||
if options_.nograph
|
||||
hh = figure('Name','Smoothed observation errors','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Smoothed observation errors');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:number_of_plots_to_draw
|
||||
subplot(nr,nc,i);
|
||||
plot(1:gend,measurement_error(index(i),:),'-k','linewidth',1)
|
||||
hold on
|
||||
plot([1 gend],[0 0],'-r','linewidth',.5)
|
||||
hold off
|
||||
name = deblank(options_.varobs(index(i),:));
|
||||
if isempty(NAMES)
|
||||
NAMES = name;
|
||||
else
|
||||
NAMES = char(NAMES,name);
|
||||
end
|
||||
if ~isempty(options_.XTick)
|
||||
set(gca,'XTick',options_.XTick)
|
||||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
if options_.TeX
|
||||
idx = strmatch(options_.varobs(indx(i),:),M_.endo_names,'exact');
|
||||
texname = M_.endo_names_tex(idx,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none')
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_SmoothedObservationErrors' int2str(1) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_SmoothedObservationErrors' int2str(1)]);
|
||||
saveas(hh,[M_.fname '_SmoothedObservationErrors' int2str(1) '.fig']);
|
||||
end
|
||||
if ~options_.nograph
|
||||
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:number_of_plots_to_draw
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_SmoothedObservationErrors%s}\n',M_.fname,int2str(1));
|
||||
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
|
||||
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s',int2str(1));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
fidTeX = fopen([M_.fname '_SmoothedObservationErrors.TeX'],'w');
|
||||
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation.m (Dynare).\n');
|
||||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
else
|
||||
for plt = 1:nbplt
|
||||
if options_.nograph
|
||||
hh = figure('Name','Smoothed observation errors','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Smoothed observation errors');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
hh = dyn_figure(options_,'Name','Smoothed observation errors');
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:min(nstar,number_of_plots_to_draw-(nbplt-1)*nstar)
|
||||
|
|
@ -1166,7 +1053,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
if options_.TeX
|
||||
idx = strmatch(options_.varobs(k),M_.endo_names,'exact');
|
||||
idx = strmatch(options_.varobs(index(k),:),M_.endo_names,'exact');
|
||||
texname = M_.endo_names_tex(idx,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
|
|
@ -1176,11 +1063,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
end
|
||||
title(name,'Interpreter','none')
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_SmoothedObservationErrors' int2str(plt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_SmoothedObservationErrors' int2str(plt)]);
|
||||
saveas(hh,[M_.fname '_SmoothedObservationErrors' int2str(plt) '.fig']);
|
||||
end
|
||||
dyn_saveas(hh,[M_.fname '_SmoothedObservationErrors' int2str(plt)],options_);
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:nstar
|
||||
|
|
@ -1194,11 +1077,17 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
fprintf(fidTeX,'\n');
|
||||
end
|
||||
end
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
end
|
||||
end
|
||||
%%
|
||||
%% Historical and smoothed variabes
|
||||
%%
|
||||
if ~options_.nograph
|
||||
[nbplt,nr,nc,lr,lc,nstar] = pltorg(n_varobs);
|
||||
if options_.TeX
|
||||
fidTeX = fopen([M_.fname '_HistoricalAndSmoothedVariables.TeX'],'w');
|
||||
|
|
@ -1206,133 +1095,14 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
if nbplt == 1
|
||||
if options_.nograph
|
||||
hh = figure('Name','Historical and smoothed variables','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Historical and smoothed variables');
|
||||
end
|
||||
for plt = 1:nbplt,
|
||||
hh = dyn_figure(options_,'Name','Historical and smoothed variables');
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:n_varobs
|
||||
nstar0=min(nstar,n_varobs-(plt-1)*nstar);
|
||||
for i=1:nstar0,
|
||||
k = (plt-1)*nstar+i;
|
||||
subplot(nr,nc,i);
|
||||
plot(1:gend,yf(i,:),'-r','linewidth',1)
|
||||
hold on
|
||||
plot(1:gend,rawdata(:,i),'-k','linewidth',1)
|
||||
hold off
|
||||
name = deblank(options_.varobs(i,:));
|
||||
if isempty(NAMES)
|
||||
NAMES = name;
|
||||
else
|
||||
NAMES = char(NAMES,name);
|
||||
end
|
||||
if ~isempty(options_.XTick)
|
||||
set(gca,'XTick',options_.XTick)
|
||||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
xlim([1 gend])
|
||||
if options_.TeX
|
||||
idx = strmatch(options_.varobs(i,:),M_.endo_names,'exact');
|
||||
texname = M_.endo_names_tex(idx,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none')
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_HistoricalAndSmoothedVariables' int2str(1) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_HistoricalAndSmoothedVariables' int2str(1)]);
|
||||
saveas(hh,[M_.fname '_HistoricalAndSmoothedVariables' int2str(1) '.fig']);
|
||||
end
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:n_varobs
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_HistoricalAndSmoothedVariables%s}\n',M_.fname,int2str(1));
|
||||
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
|
||||
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(1));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
else
|
||||
for plt = 1:nbplt-1
|
||||
if options_.nograph
|
||||
hh = figure('Name','Historical and smoothed variables','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Historical and smoothed variables');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:nstar
|
||||
k = (plt-1)*nstar+i;
|
||||
subplot(nr,nc,i);
|
||||
plot(1:gend,yf(k,:),'-r','linewidth',1)
|
||||
hold on
|
||||
plot(1:gend,rawdata(:,k),'-k','linewidth',1)
|
||||
hold off
|
||||
name = deblank(options_.varobs(k,:));
|
||||
if isempty(NAMES)
|
||||
NAMES = name;
|
||||
else
|
||||
NAMES = char(NAMES,name);
|
||||
end
|
||||
if ~isempty(options_.XTick)
|
||||
set(gca,'XTick',options_.XTick)
|
||||
set(gca,'XTickLabel',options_.XTickLabel)
|
||||
end
|
||||
xlim([1 gend])
|
||||
if options_.TeX
|
||||
idx = strmatch(options_.varobs(k,:),M_.endo_names,'exact');
|
||||
texname = M_.endo_names_tex(idx,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none')
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)]);
|
||||
saveas(hh,[M_.fname '_HistoricalAndSmoothedVariables' int2str(plt) '.fig']);
|
||||
end
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:nstar
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_HistoricalAndSmoothedVariables%s}\n',M_.fname,int2str(plt));
|
||||
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
|
||||
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
end
|
||||
end
|
||||
if options_.nograph
|
||||
hh = figure('Name','Historical and smoothed variables','Visible','off');
|
||||
else
|
||||
hh = figure('Name','Historical and smoothed variables');
|
||||
end
|
||||
set(0,'CurrentFigure',hh)
|
||||
NAMES = [];
|
||||
if options_.TeX, TeXNAMES = []; end
|
||||
for i=1:n_varobs-(nbplt-1)*nstar
|
||||
k = (nbplt-1)*nstar+i;
|
||||
if lr ~= 0
|
||||
subplot(lr,lc,i);
|
||||
else
|
||||
subplot(nr,nc,i);
|
||||
end
|
||||
plot(1:gend,yf(k,:),'-r','linewidth',1)
|
||||
hold on
|
||||
plot(1:gend,rawdata(:,k),'-k','linewidth',1)
|
||||
|
|
@ -1349,7 +1119,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
end
|
||||
xlim([1 gend])
|
||||
if options_.TeX
|
||||
idx = strmatch(options_.varobs(i,:),M_.endo_names,'exact');
|
||||
idx = strmatch(options_.varobs(k,:),M_.endo_names,'exact');
|
||||
texname = M_.endo_names_tex(idx,:);
|
||||
if isempty(TeXNAMES)
|
||||
TeXNAMES = ['$ ' deblank(texname) ' $'];
|
||||
|
|
@ -1357,28 +1127,28 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
|
|||
TeXNAMES = char(TeXNAMES,['$ ' deblank(texname) ' $']);
|
||||
end
|
||||
end
|
||||
title(name,'Interpreter','none');
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_HistoricalAndSmoothedVariables' int2str(nbplt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_HistoricalAndSmoothedVariables' int2str(nbplt)]);
|
||||
saveas(hh,[M_.fname '_HistoricalAndSmoothedVariables' int2str(nbplt) '.fig']);
|
||||
title(name,'Interpreter','none')
|
||||
end
|
||||
dyn_saveas(hh,[M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_);
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:size(NAMES,1);
|
||||
for jj = 1:nstar0,
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering \n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_HistoricalAndSmoothedVariables%s}\n',M_.fname,int2str(nbplt));
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_HistoricalAndSmoothedVariables%s}\n',M_.fname,int2str(plt));
|
||||
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
|
||||
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(nbplt));
|
||||
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
end
|
||||
if options_.TeX
|
||||
fprintf(fidTeX,'\n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
if options_.forecast > 0 && options_.mh_replic == 0 && ~options_.load_mh_file
|
||||
|
|
|
|||
|
|
@ -203,10 +203,8 @@ while (t<sample_size)
|
|||
endo_simul = endo_simul_1;
|
||||
while 1
|
||||
if ~increase_periods
|
||||
if bytecode_flag
|
||||
oo_.endo_simul = endo_simul_1;
|
||||
oo_.exo_simul = exo_simul_1;
|
||||
[flag,tmp] = bytecode('dynamic');
|
||||
if bytecode_flag && ~options_.ep.stochastic.order
|
||||
[flag,tmp] = bytecode('dynamic',endo_simul_1,exo_simul_1);
|
||||
else
|
||||
flag = 1;
|
||||
end
|
||||
|
|
@ -282,10 +280,8 @@ while (t<sample_size)
|
|||
exo_simul_1 = [ exo_simul_1 ; zeros(ep.step,exo_nbr)];
|
||||
end
|
||||
% Solve the perfect foresight model with an increased number of periods.
|
||||
if bytecode_flag
|
||||
oo_.endo_simul = endo_simul_1;
|
||||
oo_.exo_simul = exo_simul_1;
|
||||
[flag,tmp] = bytecode('dynamic');
|
||||
if bytecode_flag && ~options_.ep.stochastic.order
|
||||
[flag,tmp] = bytecode('dynamic',endo_simul_1,exo_simul_1);
|
||||
else
|
||||
flag = 1;
|
||||
end
|
||||
|
|
|
|||
|
|
@ -96,6 +96,8 @@ options_.graphics.nrows = 3;
|
|||
options_.graphics.ncols = 3;
|
||||
options_.graphics.line_types = {'b-'};
|
||||
options_.graphics.line_width = 1;
|
||||
options_.graph_format = 'eps';
|
||||
options_.nodisplay = 1;
|
||||
options_.nograph = 0;
|
||||
options_.XTick = [];
|
||||
options_.XTickLabel = [];
|
||||
|
|
|
|||
|
|
@ -130,6 +130,7 @@ for t=1:sample_size
|
|||
wtilde = weights.*exp(lnw-dfac);
|
||||
lik(t) = log(mean(wtilde))+dfac;
|
||||
weights = wtilde/sum(wtilde);
|
||||
% sum(weights>max(weights)*1e-6)
|
||||
Neff = 1/(weights*weights');
|
||||
if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic')
|
||||
nb_obs_resamp = nb_obs_resamp+1 ;
|
||||
|
|
|
|||
|
|
@ -42,105 +42,16 @@ if TeX
|
|||
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
if nbplt == 1
|
||||
h1 = figure('Name',figurename);
|
||||
for plt = 1:nbplt,
|
||||
hplt = dyn_figure(options_,'Name',figurename);
|
||||
if TeX
|
||||
TeXNAMES = [];
|
||||
NAMES = [];
|
||||
end
|
||||
for i=1:npar
|
||||
[x,f,abscissa,dens,binf,bsup] = draw_prior_density(i,bayestopt_);
|
||||
[nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_);
|
||||
if TeX
|
||||
if i==1
|
||||
TeXNAMES = texnam;
|
||||
NAMES = nam;
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,texnam);
|
||||
NAMES = char(NAMES,nam);
|
||||
end
|
||||
end
|
||||
subplot(nr,nc,i)
|
||||
hh = plot(x,f,'-k','linewidth',2);
|
||||
set(hh,'color',[0.7 0.7 0.7]);
|
||||
box on
|
||||
title(nam,'Interpreter','none')
|
||||
drawnow
|
||||
end
|
||||
eval(['print -depsc2 ' M_.fname '_Priors' int2str(1) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_Priors' int2str(1)]);
|
||||
saveas(h1,[M_.fname '_Priors' int2str(1) '.fig']);
|
||||
end
|
||||
if options_.nograph, close(h1), end
|
||||
if TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:npar
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Priors%s}\n',M_.fname,int2str(1));
|
||||
fprintf(fidTeX,'\\caption{Priors.}');
|
||||
fprintf(fidTeX,'\\label{Fig:Priors:%s}\n',int2str(1));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
else
|
||||
for plt = 1:nbplt-1
|
||||
hplt = figure('Name',figurename);
|
||||
if TeX
|
||||
TeXNAMES = [];
|
||||
NAMES = [];
|
||||
end
|
||||
for index=1:nstar
|
||||
names = [];
|
||||
i = (plt-1)*nstar + index;
|
||||
[nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_);
|
||||
[x,f,abscissa,dens,binf,bsup] = draw_prior_density(i,bayestopt_);
|
||||
if TeX
|
||||
if index==1
|
||||
TeXNAMES = texnam;
|
||||
NAMES = nam;
|
||||
else
|
||||
TeXNAMES = char(TeXNAMES,texnam);
|
||||
NAMES = char(NAMES,nam);
|
||||
end
|
||||
end
|
||||
subplot(nr,nc,index)
|
||||
hh = plot(x,f,'-k','linewidth',2);
|
||||
set(hh,'color',[0.7 0.7 0.7]);
|
||||
box on
|
||||
title(nam,'Interpreter','none')
|
||||
drawnow
|
||||
end % index=1:nstar
|
||||
eval(['print -depsc2 ' M_.fname '_Priors' int2str(plt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_Priors' int2str(plt)]);
|
||||
saveas(hplt,[M_.fname '_Priors' int2str(plt) '.fig']);
|
||||
end
|
||||
if options_.nograph, close(hplt), end
|
||||
if TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:nstar
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Priors%s}\n',M_.fname,int2str(plt));
|
||||
fprintf(fidTeX,'\\caption{Priors.}');
|
||||
fprintf(fidTeX,'\\label{Fig:Priors:%s}\n',int2str(plt));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,' \n');
|
||||
end
|
||||
end % plt = 1:nbplt-1
|
||||
hplt = figure('Name',figurename);
|
||||
if TeX
|
||||
TeXNAMES = [];
|
||||
NAMES = [];
|
||||
end
|
||||
for index=1:npar-(nbplt-1)*nstar
|
||||
i = (nbplt-1)*nstar + index;
|
||||
nstar0 = min(nstar,npar-(plt-1)*nstar);
|
||||
for index=1:nstar0
|
||||
names = [];
|
||||
i = (plt-1)*nstar + index;
|
||||
[x,f,abscissa,dens,binf,bsup] = draw_prior_density(i,bayestopt_);
|
||||
[nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_);
|
||||
if TeX
|
||||
|
|
@ -152,35 +63,28 @@ else
|
|||
NAMES = char(NAMES,nam);
|
||||
end
|
||||
end
|
||||
if lr
|
||||
subplot(lc,lr,index);
|
||||
else
|
||||
subplot(nr,nc,index);
|
||||
end
|
||||
subplot(nr,nc,index)
|
||||
hh = plot(x,f,'-k','linewidth',2);
|
||||
set(hh,'color',[0.7 0.7 0.7]);
|
||||
box on
|
||||
title(nam,'Interpreter','none')
|
||||
drawnow
|
||||
end % index=1:npar-(nbplt-1)*nstar
|
||||
eval(['print -depsc2 ' M_.fname '_Priors' int2str(nbplt) '.eps']);
|
||||
if ~exist('OCTAVE_VERSION')
|
||||
eval(['print -dpdf ' M_.fname '_Priors' int2str(nbplt)]);
|
||||
saveas(hplt,[M_.fname '_Priors' int2str(nbplt) '.fig']);
|
||||
end
|
||||
if options_.nograph, close(hplt), end
|
||||
dyn_saveas(hplt,[M_.fname '_Priors' int2str(plt)],options_);
|
||||
if TeX
|
||||
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
||||
for jj = 1:npar-(nbplt-1)*nstar
|
||||
for jj = 1:nstar0,
|
||||
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
|
||||
end
|
||||
fprintf(fidTeX,'\\centering\n');
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Priors%s}\n',M_.fname,int2str(nbplt));
|
||||
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Priors%s}\n',M_.fname,int2str(plt));
|
||||
fprintf(fidTeX,'\\caption{Priors.}');
|
||||
fprintf(fidTeX,'\\label{Fig:Priors:%s}\n',int2str(nbplt));
|
||||
fprintf(fidTeX,'\\label{Fig:Priors:%s}\n',int2str(plt));
|
||||
fprintf(fidTeX,'\\end{figure}\n');
|
||||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
end
|
||||
if TeX
|
||||
fprintf(fidTeX,' \n');
|
||||
fprintf(fidTeX,'%% End of TeX file.\n');
|
||||
fclose(fidTeX);
|
||||
end
|
||||
|
|
@ -10,7 +10,7 @@ function warning_config()
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2008-2010 Dynare Team
|
||||
% Copyright (C) 2008-2012 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
|
@ -41,7 +41,13 @@ if exist('OCTAVE_VERSION')
|
|||
warning('off', 'Octave:num-to-str');
|
||||
warning('off', 'Octave:resize-on-range-error');
|
||||
warning('off', 'Octave:str-to-num');
|
||||
warning('off', 'Octave:string-concat');
|
||||
warning('off', 'Octave:array-as-scalar');
|
||||
warning('off', 'Octave:array-as-vector');
|
||||
if octave_ver_less_than('3.6')
|
||||
warning('off', 'Octave:string-concat');
|
||||
else
|
||||
warning('off', 'Octave:mixed-string-concat');
|
||||
end
|
||||
warning('off', 'Octave:variable-switch-label');
|
||||
warning('off', 'Octave:fortran-indexing');
|
||||
else
|
||||
|
|
|
|||
|
|
@ -1758,6 +1758,8 @@ PriorStatement::writeOutput(ostream &output, const string &basename) const
|
|||
writeOutputHelper(output, "date1", lhs_field);
|
||||
writeOutputHelper(output, "date2", lhs_field);
|
||||
writeOutputHelper(output, "domain", lhs_field);
|
||||
writeOutputHelper(output, "median", lhs_field);
|
||||
writeOutputHelper(output, "truncate", lhs_field);
|
||||
writeOutputHelper(output, "interval", lhs_field);
|
||||
writeVarianceOption(output, lhs_field);
|
||||
}
|
||||
|
|
@ -1799,6 +1801,8 @@ StdPriorStatement::writeOutput(ostream &output, const string &basename) const
|
|||
writeOutputHelper(output, "shape", lhs_field);
|
||||
writeOutputHelper(output, "shift", lhs_field);
|
||||
writeOutputHelper(output, "domain", lhs_field);
|
||||
writeOutputHelper(output, "median", lhs_field);
|
||||
writeOutputHelper(output, "truncate", lhs_field);
|
||||
writeOutputHelper(output, "interval", lhs_field);
|
||||
writeVarianceOption(output, lhs_field);
|
||||
}
|
||||
|
|
@ -1849,6 +1853,8 @@ CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
|
|||
writeOutputHelper(output, "shape", lhs_field);
|
||||
writeOutputHelper(output, "shift", lhs_field);
|
||||
writeOutputHelper(output, "domain", lhs_field);
|
||||
writeOutputHelper(output, "median", lhs_field);
|
||||
writeOutputHelper(output, "truncate", lhs_field);
|
||||
writeOutputHelper(output, "interval", lhs_field);
|
||||
writeVarianceOption(output, lhs_field);
|
||||
}
|
||||
|
|
|
|||
|
|
@ -121,7 +121,7 @@ class ParsingDriver;
|
|||
%token PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
|
||||
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
|
||||
%token <string_val> QUOTED_STRING
|
||||
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT
|
||||
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
|
||||
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
|
||||
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO
|
||||
%token STDERR STEADY STOCH_SIMUL SYLVESTER REGIMES REGIME
|
||||
|
|
@ -1244,7 +1244,9 @@ prior_options_list : prior_options_list COMMA prior_options
|
|||
|
||||
prior_options : o_shift
|
||||
| o_mean
|
||||
| o_median
|
||||
| o_stdev
|
||||
| o_truncate
|
||||
| o_variance
|
||||
| o_mode
|
||||
| o_interval
|
||||
|
|
@ -2008,6 +2010,7 @@ o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
|
|||
o_shape : SHAPE EQUAL prior_distribution { driver.prior_shape = $3; };
|
||||
o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
|
||||
o_mean : MEAN EQUAL signed_number { driver.option_num("mean", $3); };
|
||||
o_truncate : TRUNCATE EQUAL vec_value { driver.option_num("truncate", $3); };
|
||||
o_stdev : STDEV EQUAL non_negative_number { driver.option_num("stdev", $3); };
|
||||
o_jscale : JSCALE EQUAL non_negative_number { driver.option_num("jscale", $3); };
|
||||
o_init : INIT EQUAL signed_number { driver.option_num("init", $3); };
|
||||
|
|
@ -2332,7 +2335,8 @@ o_error_band_percentiles : ERROR_BAND_PERCENTILES EQUAL vec_value { driver.optio
|
|||
o_shock_draws : SHOCK_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.shock_draws",$3); };
|
||||
o_shocks_per_parameter : SHOCKS_PER_PARAMETER EQUAL INT_NUMBER { driver.option_num("ms.shocks_per_parameter",$3); };
|
||||
o_free_parameters : FREE_PARAMETERS EQUAL vec_value { driver.option_num("ms.free_parameters",$3); };
|
||||
o_median : MEDIAN { driver.option_num("ms.median","1"); };
|
||||
o_median : MEDIAN { driver.option_num("ms.median","1"); }
|
||||
| MEDIAN EQUAL signed_number { driver.option_num("median", $3); };
|
||||
o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
|
||||
o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
|
||||
o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_data_obs",$3); };
|
||||
|
|
|
|||
|
|
@ -203,6 +203,7 @@ string eofbuff;
|
|||
<DYNARE_STATEMENT>first_obs {return token::FIRST_OBS;}
|
||||
<DYNARE_STATEMENT>mean {return token::MEAN;}
|
||||
<DYNARE_STATEMENT>stdev {return token::STDEV;}
|
||||
<DYNARE_STATEMENT>truncate {return token::TRUNCATE;}
|
||||
<DYNARE_STATEMENT>domain {return token::DOMAINN;}
|
||||
<DYNARE_STATEMENT>variance {return token::VARIANCE;}
|
||||
<DYNARE_STATEMENT>mode {return token::MODE;}
|
||||
|
|
|
|||
|
|
@ -54,13 +54,14 @@ specify a MOD file.
|
|||
Using Dynare with Octave
|
||||
------------------------
|
||||
|
||||
Dynare is now available for GNU Octave, a free clone of MATLAB (R) (see
|
||||
Dynare also works on top of GNU Octave, a free clone of MATLAB (R) (see
|
||||
<http://www.octave.org>).
|
||||
|
||||
The recommended Octave distribution is the Octave/MinGW 3.4.3
|
||||
precompiled binaries from Octave Forge, available at:
|
||||
This version of Dynare is compiled for Octave 3.6.1 (MinGW), and may not work
|
||||
with other versions of Octave. You can download an installer for the right
|
||||
version of Octave at:
|
||||
|
||||
http://sourceforge.net/projects/octave/files/Octave_Windows%20-%20MinGW/Octave%203.4.3%20for%20Windows%20MinGW%20Installer/
|
||||
http://www.dynare.org/octave/Octave3.6.1_gcc4.6.2_20120303-setup.exe
|
||||
|
||||
Every time you run Octave, you should type the two following commands (assuming
|
||||
that you have installed Dynare at the standard location, and replacing '4.x.y'
|
||||
|
|
@ -68,19 +69,15 @@ by correct version number):
|
|||
|
||||
addpath c:\dynare\4.x.y\matlab
|
||||
|
||||
NOTE: if you don't want to type this command every time you run
|
||||
Octave, you can put it in a file called '.octaverc' in your home
|
||||
directory (generally 'c:\Documents and Settings\USERNAME\'). This file
|
||||
is run by Octave at every startup.
|
||||
NOTE: if you don't want to type this command every time you run Octave, you can
|
||||
put it in a file called '.octaverc' in your home directory ('c:\Documents and
|
||||
Settings\USERNAME\' for Windows XP or 'c:\Users\USERNAME' for Windows 7). This
|
||||
file is run by Octave at every startup.
|
||||
|
||||
You can test your installation by typing 'dynare' at the Octave prompt. This
|
||||
should give you an error message complaining that you did not specify a MOD
|
||||
file.
|
||||
|
||||
For more information about Dynare for Octave, go to:
|
||||
|
||||
http://www.dynare.org/DynareWiki/DynareOctave
|
||||
|
||||
|
||||
Dynamic Loadable Libraries
|
||||
--------------------------
|
||||
|
|
|
|||
|
|
@ -85,9 +85,9 @@ Section "MEX files for MATLAB 32-bit, version 7.1 to 7.4 (R14SP3 to R2007a)"
|
|||
File ..\mex\matlab\win32-7.1-7.4\*.mexw32
|
||||
SectionEnd
|
||||
|
||||
Section "MEX files for MATLAB 32-bit, version 7.5 to 7.13 (R2007b to R2011b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win32-7.5-7.13
|
||||
File ..\mex\matlab\win32-7.5-7.13\*.mexw32
|
||||
Section "MEX files for MATLAB 32-bit, version 7.5 to 7.14 (R2007b to R2012a)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win32-7.5-7.14
|
||||
File ..\mex\matlab\win32-7.5-7.14\*.mexw32
|
||||
SectionEnd
|
||||
|
||||
# Currently we don't have that version of MATLAB
|
||||
|
|
@ -106,14 +106,14 @@ Section "MEX files for MATLAB 64-bit, version 7.5 to 7.7 (R2007b to R2008b)"
|
|||
File ..\mex\matlab\win64-7.5-7.7\*.mexw64
|
||||
SectionEnd
|
||||
|
||||
Section "MEX files for MATLAB 64-bit, version 7.8 to 7.13 (R2009a to R2011b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win64-7.8-7.13
|
||||
File ..\mex\matlab\win64-7.8-7.13\*.mexw64
|
||||
Section "MEX files for MATLAB 64-bit, version 7.8 to 7.14 (R2009a to R2012a)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win64-7.8-7.14
|
||||
File ..\mex\matlab\win64-7.8-7.14\*.mexw64
|
||||
SectionEnd
|
||||
|
||||
SectionGroupEnd
|
||||
|
||||
Section "MEX files for Octave 3.4.3 (MinGW build)"
|
||||
Section "MEX files for Octave 3.6.1 (MinGW)"
|
||||
SetOutPath $INSTDIR\mex\octave
|
||||
File ..\mex\octave\*.mex ..\mex\octave\*.oct
|
||||
SectionEnd
|
||||
|
|
|
|||
Loading…
Reference in New Issue