Remove useless calls to set_default_option
parent
2ca595aa84
commit
edbf3bd175
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@ -11,7 +11,7 @@ function bvar_forecast(nlags)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% none
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% none
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% Copyright (C) 2007-2010 Dynare Team
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% Copyright (C) 2007-2010,2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -30,7 +30,6 @@ function bvar_forecast(nlags)
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global options_ oo_ M_
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global options_ oo_ M_
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options_ = set_default_option(options_, 'bvar_replic', 2000);
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if options_.forecast == 0
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if options_.forecast == 0
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error('bvar_forecast: you must specify "forecast" option')
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error('bvar_forecast: you must specify "forecast" option')
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end
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end
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@ -11,7 +11,7 @@ function bvar_irf(nlags,identification)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% none
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% none
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% Copyright (C) 2007-2009 Dynare Team
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% Copyright (C) 2007-2009,2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -34,8 +34,6 @@ if nargin==1
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identification = 'Cholesky';
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identification = 'Cholesky';
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end
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end
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options_ = set_default_option(options_, 'bvar_replic', 2000);
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[ny, nx, posterior, prior] = bvar_toolbox(nlags);
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[ny, nx, posterior, prior] = bvar_toolbox(nlags);
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S_inv_upper_chol = chol(inv(posterior.S));
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S_inv_upper_chol = chol(inv(posterior.S));
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@ -42,7 +42,7 @@ function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags)
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% - bvar_prior_{tau,decay,lambda,mu,omega,flat,train}
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% - bvar_prior_{tau,decay,lambda,mu,omega,flat,train}
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% Copyright (C) 2003-2007 Christopher Sims
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% Copyright (C) 2003-2007 Christopher Sims
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% Copyright (C) 2007-2011 Dynare Team
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% Copyright (C) 2007-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -66,14 +66,6 @@ dataset = read_variables(options_.datafile, options_.varobs, [], options_.xls_sh
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options_ = set_default_option(options_, 'nobs', size(dataset,1)-options_.first_obs+1);
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options_ = set_default_option(options_, 'nobs', size(dataset,1)-options_.first_obs+1);
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% Parameters for prior
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% Parameters for prior
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options_ = set_default_option(options_, 'bvar_prior_tau', 3);
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options_ = set_default_option(options_, 'bvar_prior_decay', 0.5);
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options_ = set_default_option(options_, 'bvar_prior_lambda', 5);
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options_ = set_default_option(options_, 'bvar_prior_mu', 2);
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options_ = set_default_option(options_, 'bvar_prior_omega', 1);
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options_ = set_default_option(options_, 'bvar_prior_flat', 0);
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options_ = set_default_option(options_, 'bvar_prior_train', 0);
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if options_.first_obs + options_.presample <= nlags
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if options_.first_obs + options_.presample <= nlags
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error('first_obs+presample should be > nlags (for initializing the VAR)')
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error('first_obs+presample should be > nlags (for initializing the VAR)')
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end
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end
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@ -1,6 +1,6 @@
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function [dr,ys,info]=discretionary_policy_1(oo_,Instruments)
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function [dr,ys,info]=discretionary_policy_1(oo_,Instruments)
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% Copyright (C) 2007-2011 Dynare Team
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% Copyright (C) 2007-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -20,10 +20,8 @@ function [dr,ys,info]=discretionary_policy_1(oo_,Instruments)
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global M_ options_
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global M_ options_
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persistent Hold
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persistent Hold
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options_ = set_default_option(options_,'noprint',0);
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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options_ = set_default_option(options_,'solve_maxit',3000);
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options_ = set_default_option(options_,'solve_maxit',3000);
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options_ = set_default_option(options_,'discretion_tol',1e-7);
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% safeguard against issues like running ramsey policy first and then running discretion
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% safeguard against issues like running ramsey policy first and then running discretion
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if isfield(M_,'orig_model')
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if isfield(M_,'orig_model')
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@ -1,7 +1,7 @@
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function disp_moments(y,var_list)
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function disp_moments(y,var_list)
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% Displays moments of simulated variables
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% Displays moments of simulated variables
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% Copyright (C) 2001-2011 Dynare Team
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% Copyright (C) 2001-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -80,8 +80,6 @@ if options_.nocorr == 0
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end
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end
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end
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end
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ar = options_.ar;
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options_ = set_default_option(options_,'ar',5);
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ar = options_.ar;
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ar = options_.ar;
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if ar > 0
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if ar > 0
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autocorr = [];
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autocorr = [];
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@ -35,7 +35,6 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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global options_
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global options_
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options_ = set_default_option(options_,'solve_algo',2);
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info = 0;
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info = 0;
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if options_.solve_algo == 0
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if options_.solve_algo == 0
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if ~exist('OCTAVE_VERSION')
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if ~exist('OCTAVE_VERSION')
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@ -86,9 +86,20 @@ options_.steady.stop_on_error = 1;
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options_.ParamSubSet = 'None';
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options_.ParamSubSet = 'None';
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% bvar-dsge
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% bvar-dsge
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M_.bvar = [];
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options_.dsge_var = 0;
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options_.dsge_var = 0;
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options_.dsge_varlag = 4;
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options_.dsge_varlag = 4;
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% BVAR a la Sims
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options_.bvar_replic = 2000;
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options_.bvar_prior_tau = 3;
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options_.bvar_prior_decay = 0.5;
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options_.bvar_prior_lambda = 5;
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options_.bvar_prior_mu = 2;
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options_.bvar_prior_omega = 1;
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options_.bvar_prior_flat = 0;
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options_.bvar_prior_train = 0;
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% Optimization algorithm [6] gmhmaxlik
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% Optimization algorithm [6] gmhmaxlik
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options_.Opt6Iter = 2;
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options_.Opt6Iter = 2;
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options_.Opt6Numb = 5000;
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options_.Opt6Numb = 5000;
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@ -380,9 +391,6 @@ oo_.exo_det_simul = [];
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M_.params = [];
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M_.params = [];
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M_.endo_histval = [];
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M_.endo_histval = [];
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% BVAR
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M_.bvar = [];
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% homotopy
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% homotopy
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options_.homotopy_mode = 0;
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options_.homotopy_mode = 0;
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options_.homotopy_steps = 1;
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options_.homotopy_steps = 1;
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@ -428,6 +436,7 @@ options_.initial_date.subperiod = 0;
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% discretionary policy
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% discretionary policy
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options_.discretionary_policy = 0;
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options_.discretionary_policy = 0;
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options_.discretionary_tol = 1e-7;
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% Shock decomposition
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% Shock decomposition
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options_.parameter_set = [];
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options_.parameter_set = [];
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10
matlab/osr.m
10
matlab/osr.m
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@ -1,6 +1,6 @@
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function osr(var_list,params,i_var,W)
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function osr(var_list,params,i_var,W)
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% Copyright (C) 2001-2010 Dynare Team
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% Copyright (C) 2001-2010,2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -20,15 +20,7 @@ function osr(var_list,params,i_var,W)
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global M_ options_ oo_
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global M_ options_ oo_
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options_.order = 1;
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options_.order = 1;
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options_ = set_default_option(options_,'linear',0);
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options_ = set_default_option(options_,'ar',5);
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options_ = set_default_option(options_,'irf',40);
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options_ = set_default_option(options_,'drop',100);
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options_ = set_default_option(options_,'replic',1);
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options_ = set_default_option(options_,'replic',1);
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options_ = set_default_option(options_,'nomoments',0);
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options_ = set_default_option(options_,'nocorr',0);
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options_ = set_default_option(options_,'hp_filter',0);
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options_ = set_default_option(options_,'hp_ngrid',512);
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options_ = set_default_option(options_,'simul',0);
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options_ = set_default_option(options_,'simul',0);
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options_ = set_default_option(options_,'periods',1);
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options_ = set_default_option(options_,'periods',1);
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@ -5,7 +5,7 @@ function AutoCOR_YRk=PCL_Part_info_moments( H, varobs, dr,ivar)
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% Pearlman, Currie and Levine 1986 solution.
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% Pearlman, Currie and Levine 1986 solution.
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% 22/10/06 - Version 2 for new Riccati with 4 params instead 5
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% 22/10/06 - Version 2 for new Riccati with 4 params instead 5
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% Copyright (C) 2006-2011 Dynare Team
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% Copyright (C) 2006-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -166,8 +166,6 @@ else
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COR_Y=[];
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COR_Y=[];
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end
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end
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ar = options_.ar;
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options_ = set_default_option(options_,'ar',5);
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ar = options_.ar;
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ar = options_.ar;
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if ar > 0
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if ar > 0
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COV_YRk= zeros(nn,ar);
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COV_YRk= zeros(nn,ar);
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@ -25,7 +25,7 @@ function [dr,info]=PCL_resol(ys,check_flag)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% none
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% none
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% Copyright (C) 2001-2011 Dynare Team
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% Copyright (C) 2001-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -47,7 +47,6 @@ global it_
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jacobian_flag = 0;
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jacobian_flag = 0;
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options_ = set_default_option(options_,'jacobian_flag',1);
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info = 0;
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info = 0;
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it_ = M_.maximum_lag + 1 ;
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it_ = M_.maximum_lag + 1 ;
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@ -40,7 +40,7 @@ function [dr,info,M_,options_,oo_] = dr1_PI(dr,task,M_,options_,oo_)
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% none.
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% none.
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%
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%
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% Copyright (C) 1996-2011 Dynare Team
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% Copyright (C) 1996-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -60,10 +60,6 @@ function [dr,info,M_,options_,oo_] = dr1_PI(dr,task,M_,options_,oo_)
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global lq_instruments;
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global lq_instruments;
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info = 0;
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info = 0;
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options_ = set_default_option(options_,'loglinear',0);
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options_ = set_default_option(options_,'noprint',0);
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options_ = set_default_option(options_,'olr',0);
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options_ = set_default_option(options_,'olr_beta',1);
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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xlen = M_.maximum_endo_lead + M_.maximum_endo_lag + 1;
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xlen = M_.maximum_endo_lead + M_.maximum_endo_lag + 1;
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@ -12,7 +12,7 @@ function simul
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% none
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% none
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% Copyright (C) 1996-2011 Dynare Team
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% Copyright (C) 1996-2012 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -55,7 +55,6 @@ if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1
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error (mess) ;
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error (mess) ;
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end
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end
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options_ = set_default_option(options_,'periods',0);
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if options_.periods == 0
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if options_.periods == 0
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error('SIMUL: number of periods for the simulation isn''t specified')
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error('SIMUL: number of periods for the simulation isn''t specified')
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end
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end
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