stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Take care of parameter estimates at prior bounds in check plots 

Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
time-shift
Johannes Pfeifer 2013-07-05 23:46:05 +02:00
parent 44961e3408
commit ea5d2e90b2
1 changed files with 22 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

30
matlab/mode_check.m
View File

@ -109,15 +109,24 @@ for plt = 1:nbplt,
end
end
xx = x;
l1 = max(BayesInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0;
l2 = min(BayesInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk));
if DynareOptions.mode_check.symmetric_plots,
if l2<(1+ll)*x(kk)
l1 = x(kk) - (l2-x(kk));
l1 = max(BayesInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0; %lower bound
l2 = min(BayesInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk)); %upper bound
binding_lower_bound=0;
binding_upper_bound=0;
if isequal(x(kk),BayesInfo.lb(kk))
binding_lower_bound=1;
bound_value=BayesInfo.lb(kk);
elseif isequal(x(kk),BayesInfo.ub(kk))
binding_upper_bound=1;
bound_value=BayesInfo.ub(kk);
end
if DynareOptions.mode_check.symmetric_plots && ~binding_lower_bound && ~binding_upper_bound
if l2<(1+ll)*x(kk) %test whether upper bound is too small due to prior binding
l1 = x(kk) - (l2-x(kk)); %adjust lower bound to become closer
m1 = 1;
end
if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk))
l2 = x(kk) + (x(kk)-l1);
if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk)) % if lower bound was truncated and using difference from lower bound does not violate upper bound
l2 = x(kk) + (x(kk)-l1); %set upper bound to same distance as lower bound
end
end
z1 = l1:((x(kk)-l1)/(DynareOptions.mode_check.number_of_points/2)):x(kk);
@ -149,8 +158,13 @@ for plt = 1:nbplt,
yNaN = yl(1)*ones(size(NaN_index));
plot(zNaN,yNaN,'o','MarkerEdgeColor','r','MarkerFaceColor','r','MarkerSize',6);
title(name,'interpreter','none')
hold off
axis tight
if binding_lower_bound || binding_upper_bound
xl=get(gca,'xlim');
plot( [bound_value bound_value], yl, 'r--', 'LineWidth', 1)
xlim([xl(1)-0.5*binding_lower_bound*(xl(2)-xl(1)) xl(2)+0.5*binding_upper_bound*(xl(2)-xl(1))])
end
hold off
drawnow
end
if DynareOptions.mode_check.nolik==0,