v4 initial_estimation_checks: added a check for *_steadystate.m accuracy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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@ -1,34 +1,58 @@
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function initial_estimation_checks(xparam1,gend,data)
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function initial_estimation_checks(xparam1,gend,data)
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global dr1_test bayestopt_ estim_params_ options_ oo_ M_
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global dr1_test bayestopt_ estim_params_ options_ oo_ M_
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nv = size(data,1);
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nv = size(data,1);
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if nv-size(options_.varobs,1)
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if nv-size(options_.varobs,1)
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disp(' ')
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disp(' ')
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disp(['Declared number of observed variables = ' int2str(size(options_.varobs,1))])
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disp(['Declared number of observed variables = ' int2str(size(options_.varobs,1))])
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disp(['Number of variables in the database = ' int2str(nv)])
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disp(['Number of variables in the database = ' int2str(nv)])
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disp(' ')
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disp(' ')
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error(['Estimation can''t take place because the declared number of observed' ...
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error(['Estimation can''t take place because the declared number of observed' ...
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'variables doesn''t match the number of variables in the database.'])
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'variables doesn''t match the number of variables in the database.'])
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end
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end
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if nv > M_.exo_nbr+estim_params_.nvn
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if nv > M_.exo_nbr+estim_params_.nvn
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error(['Estimation can''t take place because there are less shocks than' ...
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error(['Estimation can''t take place because there are less shocks than' ...
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'observed variables'])
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'observed variables'])
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end
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end
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r = rank(data);
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r = rank(data);
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if r < nv
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if r < nv
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error(['Estimation can''t take place because the data are perfectly' ...
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error(['Estimation can''t take place because the data are perfectly' ...
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' correlated']);
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' correlated']);
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end
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end
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if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
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if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
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[fval,cost_flag,ys,trend_coeff,info] = DsgeVarLikelihood(xparam1,gend);
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[fval,cost_flag,ys,trend_coeff,info] = DsgeVarLikelihood(xparam1,gend);
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else
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else
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[fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data);
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[fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data);
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end
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end
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if info(1) > 0
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% when their is an analytical steadystate, check that the values
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% returned by *_steadystate match with the static model
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if options_.steadystate_flag
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[oo_.steady_state,check] = feval([M_.fname '_steadystate'],...
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oo_.steady_state,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state]);
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% Check if the steady state obtained from the _steadystate file is a
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% steady state.
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check1 = 0;
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if isfield(options_,'unit_root_vars')
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if isempty(options_.unit_root_vars)
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check1 = max(abs(feval([M_.fname '_static'],...
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oo_.steady_state,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state]))) > options_.dynatol ;
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if check1
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error(['The seadystate values returned by ' M_.fname ...
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'_steadystate.m don''t solve the static model!' ])
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end
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end
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end
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end
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if info(1) > 0
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disp('Error in computing likelihood for initial parameter values')
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disp('Error in computing likelihood for initial parameter values')
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print_info(info)
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print_info(info)
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end
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end
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disp(['Initial value of the log posterior (or likelihood): ' num2str(-fval)]);
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disp(['Initial value of the log posterior (or likelihood): ' num2str(-fval)]);
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