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

Fix error message when initial values of estimation are not suitable. 

Ref #512
time-shift
Sébastien Villemot 2013-11-08 16:09:16 +01:00
parent a25f7150fb
commit ecdbc42319
2 changed files with 1 additions and 100 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
matlab/dynare_estimation_1.m
View File

@ -179,10 +179,8 @@ catch % if check fails, provide info on using calibration if present
skipline(1);
fprintf('ESTIMATION_CHECKS: There was an error in computing the likelihood for initial parameter values.\n')
fprintf('ESTIMATION_CHECKS: You should try using the calibrated version of the model as starting values. To do\n')
fprintf('ESTIMATION_CHECKS: this, add the following estimated_params_init-block immediately before the estimation\n')
fprintf('ESTIMATION_CHECKS: this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation\n')
fprintf('ESTIMATION_CHECKS: command (and after the estimated_params-block so that it does not get overwritten):\n');
skipline(1);
generate_estimated_params_init_block(xparam1_calib,estim_params_,M_,options_)
skipline(2);
end
rethrow(e);

97
matlab/generate_estimated_params_init_block.m
View File

@ -1,97 +0,0 @@
function generate_estimated_params_init_block(xparam1,estim_params_,M_,options_)
% function generate_estimated_params_init_block(xparam1,estim_params_,M_,options_)
% writes parameter values from xparam_calib derived from get_all_parameters into
% an estimated_params_init-block that can be used to start the estimation.
%
% INPUTS
% xparam1: Parameter vector from which to create block
% estim_params_: Dynare structure describing the estimated parameters.
% M_: Dynare structure describing the model.
% options_: Dynare options structure
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nvx = estim_params_.nvx;
ncx = estim_params_.ncx;
nvn = estim_params_.nvn;
ncn = estim_params_.ncn;
np = estim_params_.np;
% stderrs of the exogenous shocks
fprintf('\nestimated_params_init;\n')
if nvx
for ii=1:nvx
vname = deblank(M_.exo_names(estim_params_.var_exo(ii,1),:));
fprintf('stderr %s, %f;\n', vname,xparam1(ii));
end
end
% update offset
offset = nvx;
% setting measument error variance
if nvn
for ii=1:nvn
vname = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(ii,1),:));
fprintf('stderr %s, %f;\n', vname,xparam1(offset+ii));
end
end
% update offset
offset = nvx+nvn;
% correlations among shocks (ncx)
if ncx
corrx = estim_params_.corrx;
for ii=1:ncx
k1 = corrx(ii,1);
k2 = corrx(ii,2);
vname1 = deblank(M_.exo_names(k1,:));
vname2 = deblank(M_.exo_names(k2,:));
fprintf('corr %s, %s, %f;\n', vname1,vname2,xparam1(offset+ii));
end
end
% update offset
offset = nvx+nvn+ncx;
if ncn
for ii=1:ncn
vname1 = deblank(options_.varobs(estim_params_.corrn_observable_correspondence(ii,1),:));
vname2 = deblank(options_.varobs(estim_params_.corrn_observable_correspondence(ii,2),:));
fprintf('corr %s, %s, %f;\n', vname1,vname2,xparam1(offset+ii));
end
end
% update offset
offset = nvx+ncx+nvn+ncn;
% structural parameters
if np
for ii=1:np
jj1 = estim_params_.param_vals(ii,1);
vname = deblank(M_.param_names(jj1,:));
fprintf('%s, %f;\n',vname,xparam1(offset+ii));
end
end
fprintf('end;\n')