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Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters. 

If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
time-shift
Stéphane Adjemian (Scylla) 2013-12-11 10:00:33 +01:00
parent 4afcf8fdaf
commit f16689e76f
1 changed files with 63 additions and 37 deletions
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100
matlab/dynare_estimation_init.m
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@ -134,10 +134,14 @@ if ~isempty(estim_params_) && ~isempty(options_.mode_file) && ~options_.mh_poste
skipline()
disp(['The posterior mode file ' options_.mode_file ' has been generated using another specification of the model or another model!'])
disp(['Your mode file contains estimates for ' int2str(length(mode_file.xparam1)) ' parameters, while you are attempting to estimate ' int2str(number_of_estimated_parameters) ' parameters:'])
md = []; xd = [];
for i=1:number_of_estimated_parameters
id = strmatch(deblank(bayestopt_.name(i,:)),mode_file.parameter_names,'exact');
if isempty(id)
disp(['--> Estimated parameter ' bayestopt_.name{i} ' is not present in the loaded mode file.'])
disp(['--> Estimated parameter ' bayestopt_.name{i} ' is not present in the loaded mode file (prior mean will be used, if possible).'])
else
xd = [xd; i];
md = [md; id];
end
end
for i=1:length(mode_file.xparam1)
@ -146,21 +150,30 @@ if ~isempty(estim_params_) && ~isempty(options_.mode_file) && ~options_.mh_poste
disp(['--> Parameter ' mode_file.parameter_names{i} ' is not estimated according to the current mod file.'])
end
end
error('Please change the mode_file option or the list of estimated parameters.')
if ~options_.mode_compute
% The posterior mode is not estimated.
error('Please change the mode_file option, the list of estimated parameters or set mode_compute>0.')
else
% The posterior mode is estimated, the Hessian evaluated at the mode is not needed so we set values for the parameters missing in the mode file using the prior mean.
if ~isempty(xd)
xparam1(xd) = mode_file.xparam1(md);
else
error('Please remove the mode_file option.')
end
end
elseif number_of_estimated_parameters<length(mode_file.xparam1)
% Less estimated parameters than parameters in the mode file.
skipline()
disp(['The posterior mode file ' options_.mode_file ' has been generated using another specification of the model or another model!'])
disp(['Your mode file contains estimates for ' int2str(length(mode_file.xparam1)) ' parameters, while you are attempting to estimate only ' int2str(number_of_estimated_parameters) ' parameters:'])
Id = [];
md = []; xd = [];
for i=1:number_of_estimated_parameters
id = strmatch(deblank(bayestopt_.name(i,:)),mode_file.parameter_names,'exact');
if isempty(id)
disp(['--> Estimated parameter ' deblank(bayestopt_.name(i,:)) ' is not present in the loaded mode file.'])
Id = [];
break
disp(['--> Estimated parameter ' deblank(bayestopt_.name(i,:)) ' is not present in the loaded mode file (prior mean will be used, if possible).'])
else
Id = [Id; id];
xd = [xd; i];
md = [md; id];
end
end
for i=1:length(mode_file.xparam1)
@ -169,60 +182,73 @@ if ~isempty(estim_params_) && ~isempty(options_.mode_file) && ~options_.mh_poste
disp(['--> Parameter ' mode_file.parameter_names{i} ' is not estimated according to the current mod file.'])
end
end
if isempty(Id)
% None of the estimated parameters are present in the mode_file.
error('Please change the mode_file option or the list of estimated parameters.')
else
% If possible, fix the mode_file.
if isequal(length(Id),number_of_estimated_parameters)
if ~options_.mode_compute
% The posterior mode is not estimated. If possible, fix the mode_file.
if isequal(length(xd),number_of_estimated_parameters)
disp('==> Fix mode file (remove unused parameters).')
mode_file.parameter_names = mode_file.parameter_names(Id,:);
mode_file.xparam1 = mode_file.xparam1(Id);
xparam1 = mode_file.xparam1(md);
if isfield(mode_file,'hh')
mode_file.hh = mode_file.hh(Id,Id);
hh = mode_file.hh(md,md);
end
else
error('Please change the mode_file option, the list of estimated parameters or set mode_compute>0.')
end
else
% The posterior mode is estimated, the Hessian evaluated at the mode is not needed so we set values for the parameters missing in the mode file using the prior mean.
if ~isempty(xd)
xparam1(xd) = mode_file.xparam1(md);
else
% None of the estimated parameters are present in the mode_file.
error('Please remove the mode_file option.')
end
end
else
% The number of declared estimated parameters match the number of parameters in the mode file.
% Check that the parameters in the mode file and according to the current mod file are identical.
if isequal(mode_file.parameter_names, bayestopt_.name)
% Ok! Nothing to do here.
xparam1 = mode_file.xparam1;
if isfield(mode_file,'hh')
hh = mode_file.hh;
end
else
skipline()
disp(['The posterior mode file ' options_.mode_file ' has been generated using another specification of the model or another model!'])
% Check if this only an ordering issue.
Id = [];
% Check if this only an ordering issue or if the missing parameters can be initialized with the prior mean.
md = []; xd = [];
for i=1:number_of_estimated_parameters
id = strmatch(deblank(bayestopt_.name(i,:)),mode_file.parameter_names,'exact');
id = strmatch(deblank(bayestopt_.name(i,:)), mode_file.parameter_names,'exact');
if isempty(id)
disp(['--> Estimated parameter ' bayestopt_.name{i} ' is not present in the loaded mode file.'])
Id = [];
break
else
Id = [Id; id];
xd = [xd; i];
md = [md; id];
end
end
if isempty(Id)
% None of the estimated parameters are present in the mode_file.
error('Please change the mode_file option or the list of estimated parameters.')
else
% If possible, fix the mode_file.
if isequal(length(Id),number_of_estimated_parameters)
disp('==> Fix mode file (reorder the parameters).')
mode_file.parameter_names = mode_file.parameter_names(Id,:);
mode_file.xparam1 = mode_file.xparam1(Id);
if ~options_.mode_compute
% The posterior mode is not estimated
if isequal(length(xd), number_of_estimated_parameters)
% This is an ordering issue.
xparam1 = mode_file.xparam1(md);
if isfield(mode_file,'hh')
mode_file.hh = mode_file.hh(Id,Id);
hh = mode_file.hh(md,md);
end
else
error('Please change the mode_file option, the list of estimated parameters or set mode_compute>0.')
end
else
% The posterior mode is estimated, the Hessian evaluated at the mode is not needed so we set values for the parameters missing in the mode file using the prior mean.
if ~isempty(xd)
xparam1(xd) = mode_file.xparam1(md);
if isfield(mode_file,'hh')
hh(xd,xd) = mode_file.hh(md,md);
end
else
% None of the estimated parameters are present in the mode_file.
error('Please remove the mode_file option.')
end
end
end
end
xparam1 = mode_file.xparam1;
if isfield(mode_file,'hh')
hh = mode_file.hh;
end
skipline()
end