diff --git a/matlab/conditional_variance_decomposition_mc_analysis.m b/matlab/conditional_variance_decomposition_mc_analysis.m index 2e9e9f8b4..e896f10a7 100644 --- a/matlab/conditional_variance_decomposition_mc_analysis.m +++ b/matlab/conditional_variance_decomposition_mc_analysis.m @@ -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;']); \ No newline at end of file diff --git a/matlab/correlation_mc_analysis.m b/matlab/correlation_mc_analysis.m index 6d66de9d9..3234afa0c 100644 --- a/matlab/correlation_mc_analysis.m +++ b/matlab/correlation_mc_analysis.m @@ -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};']); diff --git a/matlab/covariance_mc_analysis.m b/matlab/covariance_mc_analysis.m index 5695943a1..b35060e40 100644 --- a/matlab/covariance_mc_analysis.m +++ b/matlab/covariance_mc_analysis.m @@ -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 \ No newline at end of file diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m index 3fc419ce1..b0a2af3ed 100644 --- a/matlab/evaluate_smoother.m +++ b/matlab/evaluate_smoother.m @@ -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 diff --git a/matlab/forcst_unc.m b/matlab/forcst_unc.m index f5e2cf82f..633164ae1 100644 --- a/matlab/forcst_unc.m +++ b/matlab/forcst_unc.m @@ -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); diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m index 56da43bca..04394c14c 100644 --- a/matlab/imcforecast.m +++ b/matlab/imcforecast.m @@ -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,:)'' ]'';']); diff --git a/matlab/plot_icforecast.m b/matlab/plot_icforecast.m index 486fde337..8f8003470 100644 --- a/matlab/plot_icforecast.m +++ b/matlab/plot_icforecast.m @@ -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 diff --git a/matlab/variance_decomposition_mc_analysis.m b/matlab/variance_decomposition_mc_analysis.m index 77d371a8d..4b5d9a966 100644 --- a/matlab/variance_decomposition_mc_analysis.m +++ b/matlab/variance_decomposition_mc_analysis.m @@ -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;']); \ No newline at end of file