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Fixed indentation in sections 8 and 9.

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Stéphane Adjemia (Scylla) 2019-02-04 14:44:01 +01:00
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175
src/source/dynare-misc-commands.rst
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.. default-domain:: dynare
.. |br| raw:: html
<br>
####################
Dynare misc commands
####################
.. command:: prior_function(OPTIONS);
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``.
|br| 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``.
*Options*
.. option:: function = FUNCTION_NAME
The function must have the following header ``output_cell = FILENAME(xparam1,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info)``, providing read-only access to all Dynare structures. The only output argument allowed is a :math:`1 \times n` cell array, which allows for storing any type of output/computations. This option is required.
The function must have the following header ``output_cell =
FILENAME(xparam1,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info)``,
providing read-only access to all Dynare structures. The only
output argument allowed is a :math:`1 \times n` cell array,
which allows for storing any type of output/computations. This
option is required.
.. option:: sampling_draws = INTEGER
Number of draws used for sampling. Default: 500.
.. command:: posterior_function(OPTIONS);
Same as the :comm:`prior_function` command but for the posterior distribution. Results returned in ``oo_.posterior_function_results``.
|br| Same as the :comm:`prior_function` command but for the
posterior distribution. Results returned in
``oo_.posterior_function_results``.
*Options*
.. option:: function = FUNCTION_NAME
See :opt:`prior_function_function <function = FUNCTION_NAME>`.
.. option:: sampling_draws = INTEGER
See :opt:`prior_function_sampling_draws <sampling_draws = INTEGER>`.
.. command:: generate_trace_plots(CHAIN_NUMBER);
Generates trace plots of the MCMC draws for all estimated parameters and the posterior density in the specified Markov Chain ``CHAIN_NUMBER``.
|br| Generates trace plots of the MCMC draws for all estimated
parameters and the posterior density in the specified Markov Chain
``CHAIN_NUMBER``.
.. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME
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.
|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.
*Flags*
*Flags*
``--test``
``--test``
Performs the unitary test associated to ROUTINENAME (if this routine exists and if the matlab/octave ``.m`` file has unitary test sections).
Performs the unitary test associated to ROUTINENAME (if this
routine exists and if the matlab/octave ``.m`` file has
unitary test sections).
:ex:
*Example*
::
::
>> internals --test ROUTINENAME
>> internals --test ROUTINENAME
if ``routine.m`` is not in the current directory, the full path has to be given::
if ``routine.m`` is not in the current directory, the full
path has to be given::
>> internals --test ../matlab/fr/ROUTINENAME
>> internals --test ../matlab/fr/ROUTINENAME
``--info``
``--info``
Prints on screen the internal documentation of ROUTINENAME (if this routine exists and if this routine has a texinfo internal documentation header). The path to ``ROUTINENAME`` has to be provided, if the routine is not in the current directory.
Prints on screen the internal documentation of ROUTINENAME (if
this routine exists and if this routine has a texinfo internal
documentation header). The path to ``ROUTINENAME`` has to be
provided, if the routine is not in the current directory.
:ex:
*Example*
::
::
>> internals --doc ../matlab/fr/ROUTINENAME
>> internals --doc ../matlab/fr/ROUTINENAME
At this time, will work properly for only a small number of routines. At the top of the (available) Matlab/Octave routines a commented block for the internal documentation is written in the GNU texinfo documentation format. This block is processed by calling texinfo from MATLAB. Consequently, texinfo has to be installed on your machine.
At this time, will work properly for only a small number
of routines. At the top of the (available) Matlab/Octave
routines a commented block for the internal documentation
is written in the GNU texinfo documentation format. This
block is processed by calling texinfo from
MATLAB. Consequently, texinfo has to be installed on your
machine.
``--display-mh-history``
``--display-mh-history``
Displays information about the previously saved MCMC draws generated by a ``.mod`` file named MODFILENAME. This file must be in the current directory.
Displays information about the previously saved MCMC draws
generated by a ``.mod`` file named MODFILENAME. This file must
be in the current directory.
:ex:
*Example*
::
::
>> internals --display-mh-history MODFILENAME
>> internals --display-mh-history MODFILENAME
``--load-mh-history``
``--load-mh-history``
Loads into the Matlab/Octave’s workspace informations about the previously saved MCMC draws generated by a ``.mod`` file named MODFILENAME.
|br| Loads into the Matlab/Octave’s workspace informations
about the previously saved MCMC draws generated by a ``.mod``
file named MODFILENAME.
:ex:
*Example*
::
::
>> internals --load-mh-history MODFILENAME
>> internals --load-mh-history MODFILENAME
This will create a structure called ``mcmc_informations`` (in the workspace) with the following fields:
This will create a structure called ``mcmc_informations``
(in the workspace) with the following fields:
``Nblck``
``Nblck``
The number of MCMC chains.
The number of MCMC chains.
``InitialParameters``
``InitialParameters``
A ``Nblck*n``, where ``n`` is the number of estimated parameters, array of doubles. Initial state of the MCMC.
A ``Nblck*n``, where ``n`` is the number of estimated
parameters, array of doubles. Initial state of
the MCMC.
``LastParameters``
``LastParameters``
A ``Nblck*n``, where ``n`` is the number of estimated parameters, array of doubles. Current state of the MCMC.
A ``Nblck*n``, where ``n`` is the number of estimated
parameters, array of doubles. Current state of
the MCMC.
``InitialLogPost``
``InitialLogPost``
A ``Nblck*1`` array of doubles. Initial value of the posterior kernel.
A ``Nblck*1`` array of doubles. Initial value of the
posterior kernel.
``LastLogPost``
``LastLogPost``
A ``Nblck*1`` array of doubles. Current value of the posterior kernel.
A ``Nblck*1`` array of doubles. Current value of the
posterior kernel.
``InitialSeeds``
``InitialSeeds``
A ``1*Nblck`` structure array. Initial state of the random number generator.
A ``1*Nblck`` structure array. Initial state of the random
number generator.
``LastSeeds``
``LastSeeds``
A ``1*Nblck`` structure array. Current state of the random number generator.
A ``1*Nblck`` structure array. Current state of the random
number generator.
``AcceptanceRatio``
``AcceptanceRatio``
A ``1*Nblck`` array of doubles. Current acceptance ratios.
A ``1*Nblck`` array of doubles. Current acceptance ratios.
.. matcomm:: prior [options[, ...]];
Prints various informations about the prior distribution depending on the options. If no options are provided, the command returns the list of available options. Following options are available:
Prints various informations about the prior distribution depending
on the options. If no options are provided, the command returns
the list of available options. Following options are available:
``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).
``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).
``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).
``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.
``plot``
Plots the marginal prior density.

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src/source/examples.rst
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Examples
########
Dynare comes with a database of example ``.mod`` files, which are designed to show a broad range of Dynare features, and are taken from academic papers for most of them. You should have these files in the ``examples`` subdirectory of your distribution.
Dynare comes with a database of example ``.mod`` files, which are
designed to show a broad range of Dynare features, and are taken from
academic papers for most of them. You should have these files in the
``examples`` subdirectory of your distribution.
Here is a short list of the examples included. For a more complete description, please refer to the comments inside the files themselves.
Here is a short list of the examples included. For a more complete
description, please refer to the comments inside the files themselves.
``ramst.mod``
An elementary real business cycle (RBC) model, simulated in a deterministic setup.
An elementary real business cycle (RBC) model, simulated in a
deterministic setup.
``example1.mod``
``example2.mod``
Two examples of a small RBC model in a stochastic setup, presented in *Collard (2001)* (see the file ``guide.pdf`` which comes with Dynare).
Two examples of a small RBC model in a stochastic setup, presented
in *Collard (2001)* (see the file ``guide.pdf`` which comes with
Dynare).
``example3.mod``
A small RBC model in a stochastic setup, presented in *Collard (2001)*. The steady state is solved analytically using the ``steady_state_model`` block (see :bck:`steady_state_model`).
A small RBC model in a stochastic setup, presented in *Collard
(2001)*. The steady state is solved analytically using the
``steady_state_model`` block (see :bck:`steady_state_model`).
``fs2000.mod``
A cash in advance model, estimated by *Schorfheide (2000)*. The file shows how to use Dynare for estimation.
A cash in advance model, estimated by *Schorfheide (2000)*. The
file shows how to use Dynare for estimation.
``fs2000_nonstationary.mod``
The same model than ``fs2000.mod``, but written in non-stationary form. Detrending of the equations is done by Dynare.
The same model than ``fs2000.mod``, but written in non-stationary
form. Detrending of the equations is done by Dynare.
``bkk.mod``
Multi-country RBC model with time to build, presented in *Backus, Kehoe and Kydland (1992)*. The file shows how to use Dynare’s macro-processor.
Multi-country RBC model with time to build, presented in *Backus,
Kehoe and Kydland (1992)*. The file shows how to use Dynare’s
macro-processor.
``agtrend.mod``
Small open economy RBC model with shocks to the growth trend, presented in *Aguiar and Gopinath (2004)*.
Small open economy RBC model with shocks to the growth trend,
presented in *Aguiar and Gopinath (2004)*.
``NK_baseline.mod``
Baseline New Keynesian Model estimated in *Fernández-Villaverde (2010)*. It demonstrates how to use an explicit steady state file to update parameters and call a numerical solver.
Baseline New Keynesian Model estimated in *Fernández-Villaverde
(2010)*. It demonstrates how to use an explicit steady state file
to update parameters and call a numerical solver.