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Make field names consistent with different analysis steps and manual 

still related to #316 (https://github.com/DynareTeam/dynare/pull/316)
time-shift
Johannes Pfeifer 2013-03-17 22:47:47 +01:00
parent 4c8f3a89cc
commit f1406487dc
8 changed files with 51 additions and 51 deletions
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14
matlab/conditional_variance_decomposition_mc_analysis.m
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@ -46,7 +46,7 @@ if isfield(oo_, [ TYPE 'TheoreticalMoments' ])
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'ConditionalVarianceDecomposition')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.mean;'])
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean;'])
if isfield(temporary_structure,name)
if sum(Steps-temporary_structure.(name)(1,:)) == 0
% Nothing (new) to do here...
@ -85,11 +85,11 @@ for i=1:length(Steps)
p_hpdsup(i) = hpd_interval(2);
p_density(:,:,i) = pp_density;
end
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.steps = Steps;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.variance.' name ' = p_variance;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.hpdinf.' name ' = p_hpdinf;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.hpdsup.' name ' = p_hpdsup;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.Steps = Steps;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.Median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.Variance.' name ' = p_variance;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.HPDinf.' name ' = p_hpdinf;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.HPDsup.' name ' = p_hpdsup;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.deciles.' name ' = p_deciles;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.density.' name ' = p_density;']);

36
matlab/correlation_mc_analysis.m
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@ -48,9 +48,9 @@ if isfield(oo_,[TYPE 'TheoreticalMoments'])
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'correlation')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.mean;'])
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.Mean;'])
if isfield(temporary_structure,var1)
eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.mean.' var1 ';'])
eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.Mean.' var1 ';'])
if isfield(temporary_structure_1,var2)
eval(['temporary_structure_2 = temporary_structure_1.' var2 ';'])
l1 = length(temporary_structure_2);
@ -98,11 +98,11 @@ if ~isconst(tmp)
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'correlation')
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'mean',nar,p_mean);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'median',nar,p_median);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'variance',nar,p_var);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'hpdinf',nar,hpd_interval(1));
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'hpdsup',nar,hpd_interval(2));
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Mean',nar,p_mean);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Median',nar,p_median);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Variance',nar,p_var);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'HPDinf',nar,hpd_interval(1));
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'HPDsup',nar,hpd_interval(2));
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'deciles',nar,p_deciles);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'density',nar,density);
end
@ -114,11 +114,11 @@ else
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'correlation')
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'mean',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'median',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'variance',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'hpdinf',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'hpdsup',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Mean',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Median',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'Nariance',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'HPDinf',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'HPDsup',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'deciles',nar,NaN);
oo_ = fill_output_structure(var1,var2,TYPE,oo_,'density',nar,NaN);
end
@ -128,11 +128,11 @@ end
function oo_ = initialize_output_structure(var1,var2,nar,type,oo_)
name = [ var1 '.' var2 ];
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.mean.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.median.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.variance.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.hpdinf.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.hpdsup.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.Mean.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.Median.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.Variance.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.HPDinf.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.HPDsup.' name ' = NaN(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.deciles.' name ' = cell(' int2str(nar) ',1);']);
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.density.' name ' = cell(' int2str(nar) ',1);']);
for i=1:nar
@ -143,7 +143,7 @@ end
function oo_ = fill_output_structure(var1,var2,type,oo_,moment,lag,result)
name = [ var1 '.' var2 ];
switch moment
case {'mean','median','variance','hpdinf','hpdsup'}
case {'Mean','Median','Variance','HPDinf','HPDsup'}
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.' moment '.' name '(' int2str(lag) ',1) = result;']);
case {'deciles','density'}
eval(['oo_.' type 'TheoreticalMoments.dsge.correlation.' moment '.' name '(' int2str(lag) ',1) = {result};']);

26
matlab/covariance_mc_analysis.m
View File

@ -48,16 +48,16 @@ if isfield(oo_,[ TYPE 'TheoreticalMoments'])
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'covariance')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.mean;'])
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Mean;'])
if isfield(temporary_structure,var1)
eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.mean.' var1 ';'])
eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Mean.' var1 ';'])
if isfield(temporary_structure_1,var2)
% Nothing to do (the covariance matrix is symmetric!).
return
end
else
if isfield(temporary_structure,var2)
eval(['temporary_structure_2 = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.mean.' var2 ';'])
eval(['temporary_structure_2 = oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Mean.' var2 ';'])
if isfield(temporary_structure_2,var1)
% Nothing to do (the covariance matrix is symmetric!).
return
@ -80,19 +80,19 @@ name = [var1 '.' var2];
if ~isconst(tmp)
[p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ...
posterior_moments(tmp,1,mh_conf_sig);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.variance.' name ' = p_var;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.hpdinf.' name ' = hpd_interval(1);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.hpdsup.' name ' = hpd_interval(2);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Variance.' name ' = p_var;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.HPDinf.' name ' = hpd_interval(1);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.HPDsup.' name ' = hpd_interval(2);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.deciles.' name ' = p_deciles;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.density.' name ' = density;']);
else
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.mean.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.median.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.variance.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.hpdinf.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.hpdsup.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Mean.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Median.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.Variance.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.HPDinf.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.HPDsup.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.deciles.' name ' = NaN;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.covariance.density.' name ' = NaN;']);
end

2
matlab/evaluate_smoother.m
View File

@ -131,7 +131,7 @@ clear('priordens')
oo.Smoother.SteadyState = ys;
oo.Smoother.TrendCoeffs = trend_coeff;
if options_.filter_covariance
oo.Smoother.variance = P;
oo.Smoother.Variance = P;
end
i_endo = bayestopt_.smoother_saved_var_list;
if options_.nk ~= 0

2
matlab/forcst_unc.m
View File

@ -146,7 +146,7 @@ dynare_graph_close;
% saving results
save_results(yf_mean,'oo_.forecast.mean.',var_list);
save_results(yf_mean,'oo_.forecast.Mean.',var_list);
save_results(yf1(:,:,k1(1)),'oo_.forecast.HPDinf.',var_list);
save_results(yf1(:,:,k1(2)),'oo_.forecast.HPDsup.',var_list);
save_results(yf2(:,:,k2(1)),'oo_.forecast.HPDTotalinf.',var_list);

4
matlab/imcforecast.m
View File

@ -203,7 +203,7 @@ forecasts.controled_variables = constrained_vars;
forecasts.instruments = options_cond_fcst.controlled_varexo;
for i = 1:EndoSize
eval(['forecasts.cond.mean.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ' = mFORCS1(i,:)'';']);
eval(['forecasts.cond.Mean.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ' = mFORCS1(i,:)'';']);
tmp = sort(squeeze(FORCS1(i,:,:))');
eval(['forecasts.cond.ci.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ...
' = [tmp(t1,:)'' ,tmp(t2,:)'' ]'';']);
@ -227,7 +227,7 @@ end
mFORCS2 = mean(FORCS2,3);
for i = 1:EndoSize
eval(['forecasts.uncond.mean.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ' = mFORCS2(i,:)'';']);
eval(['forecasts.uncond.Mean.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ' = mFORCS2(i,:)'';']);
tmp = sort(squeeze(FORCS2(i,:,:))');
eval(['forecasts.uncond.ci.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ...
' = [tmp(t1,:)'' ,tmp(t2,:)'' ]'';']);

6
matlab/plot_icforecast.m
View File

@ -35,14 +35,14 @@ end
load conditional_forecasts;
if nargin==1 || isempty(periods) % Set default number of periods.
eval(['periods = length(forecasts.cond.mean.' Variables(1,:) ');']);
eval(['periods = length(forecasts.cond.Mean.' Variables(1,:) ');']);
end
for i=1:size(Variables,1)
eval(['ci1 = forecasts.cond.ci.' Variables(i,:) ';'])
eval(['m1 = forecasts.cond.mean.' Variables(i,:) ';'])
eval(['m1 = forecasts.cond.Mean.' Variables(i,:) ';'])
eval(['ci2 = forecasts.uncond.ci.' Variables(i,:) ';'])
eval(['m2 = forecasts.uncond.mean.' Variables(i,:) ';'])
eval(['m2 = forecasts.uncond.Mean.' Variables(i,:) ';'])
build_figure(Variables(i,:),ci1(:,1:periods),ci2(:,1:periods),m1(1:periods),m2(1:periods),options_);
end

12
matlab/variance_decomposition_mc_analysis.m
View File

@ -44,7 +44,7 @@ if isfield(oo_, [ TYPE 'TheoreticalMoments'])
if isfield(temporary_structure,'dsge')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'VarianceDecomposition')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.mean;'])
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.Mean;'])
if isfield(temporary_structure,name)
% Nothing to do.
return
@ -82,10 +82,10 @@ else
[p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ...
posterior_moments(tmp,1,mh_conf_sig);
end
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.variance.' name ' = p_var;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.hpdinf.' name ' = hpd_interval(1);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.hpdsup.' name ' = hpd_interval(2);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.Mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.Median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.Variance.' name ' = p_var;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.HPDinf.' name ' = hpd_interval(1);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.HPDsup.' name ' = hpd_interval(2);']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.deciles.' name ' = p_deciles;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.VarianceDecomposition.density.' name ' = density;']);