From f9d57f9389a1a8a3e1fb3505a4c59925b13ec792 Mon Sep 17 00:00:00 2001 From: adjemian Date: Mon, 22 Jan 2007 16:34:54 +0000 Subject: [PATCH] Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/global_initialization.m | 68 +++++++++++++++++++++++++++++++++- matlab/irf.m | 2 +- matlab/selec_posterior_draws.m | 2 +- matlab/stoch_simul.m | 30 ++------------- 4 files changed, 72 insertions(+), 30 deletions(-) diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 5e144fe50..68ebe0691 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -22,6 +22,8 @@ function global_initialization() options_.solve_tolx = 3.7e-11; options_.solve_maxit = 500; + + % steady state file if exist([M_.fname '_steadystate']) options_.steadystate_flag = 1; else @@ -29,6 +31,7 @@ function global_initialization() end options_.steadystate_partial = []; + % subset of the estimated deep parameters options_.ParamSubSet = 'None'; % bvar-dsge @@ -43,6 +46,30 @@ function global_initialization() options_.graphics.ncols = 3; options_.graphics.line_types = {'b-'}; options_.graphics.line_width = 1; + options_.nograph = 0; + options_.XTick = []; + options_.XTickLabel = []; + + % IRFs & other stoch_simul output + options_.irf = 40; + options_.relative_irf = 0; + options_.ar = 5; + options_.simul_seed = []; + options_.hp_filter = 0; + options_.hp_ngrid = 512; + options_.nomoments = 0; + options_.nocorr = 0; + options_.periods = 0; + options_.noprint = 0; + options_.simul = 0; + options_.SpectralDensity = 0; + + % TeX output + options_.TeX = 0; + + % Exel + options_.xls_sheet = ''; + options_.xls_range = ''; % Prior draws options_.forecast = 0; @@ -55,6 +82,10 @@ function global_initialization() options_.order = 2; options_.dr_algo = 0; options_.solve_algo = 2; + options_.linear = 0; + options_.replic = 50; + options_.drop = 100; + options_.simul_algo = 0; % Ramsey policy options_.planner_discount = 1.0; @@ -62,12 +93,45 @@ function global_initialization() % estimation options_.load_mh_file = 0; + options_.first_obs = 1; + options_.prefilter = 0; + options_.presample = 0; + options_.lik_algo = 1; + options_.lik_init = 1; + options_.mh_replic = 20000; + options_.mh_drop = 0.5; + options_.mh_jscale = 0.2; + options_.mh_init_scale = 2*options_.mh_jscale; + options_.mode_file = ''; + options_.mode_compute = 4; + options_.mode_check = 0; + options_.prior_trunc = 1e-10; + options_.mh_conf_sig = 0.90; + options_.mh_mode = 1; + options_.mh_nblck = 2; + options_.load_mh_file = 0; + options_.nodiagnostic = 0; + options_.loglinear = 0; + options_.unit_root_vars = []; + options_.bayesian_irf = 0; + options_.bayesian_th_moments = 0; + options_.smoother = 0; + options_.moments_varendo = 0; + options_.filtered_vars = 0; + options_.kalman_algo = 1; + options_.kalman_tol = 1e-12; + options_.posterior_mode_estimation = 1; + options_.MaxNumberOfBytes = 1e6; + options_.filter_step_ahead = 0; + options_.diffuse_d = []; + options_.logdata = 0; + options_.use_mh_covariance_matrix = 0; + options_.noconstant = 0; % Misc options_.conf_sig = 0.9; - oo_.exo_simul = []; oo_.endo_simul = []; oo_.dr = []; oo_.exo_det_steady_state = []; - oo_.exo_det_simul = []; + oo_.exo_det_simul = []; \ No newline at end of file diff --git a/matlab/irf.m b/matlab/irf.m index b10dd7061..334b0518c 100644 --- a/matlab/irf.m +++ b/matlab/irf.m @@ -27,4 +27,4 @@ function y = irf(dr, e1, long, drop, replic, iorder) y = y+(y2(:,M_.maximum_lag+drop+1:end)-y1(:,M_.maximum_lag+drop+1:end)); end y=y/replic; - end + end \ No newline at end of file diff --git a/matlab/selec_posterior_draws.m b/matlab/selec_posterior_draws.m index 8028eaa5d..41008c151 100644 --- a/matlab/selec_posterior_draws.m +++ b/matlab/selec_posterior_draws.m @@ -108,5 +108,5 @@ function SampleAddress = selec_posterior_draws(SampleSize,info,filepath,filename end end save([fname '_posterior_draws' num2str(fnum)],'pdraws') - end + end end \ No newline at end of file diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m index ba9af99fc..de0186ff4 100644 --- a/matlab/stoch_simul.m +++ b/matlab/stoch_simul.m @@ -3,32 +3,10 @@ function info=stoch_simul(var_list) global M_ options_ oo_ it_ - options_old = options_; - options_ = set_default_option(options_,'TeX',0); - options_ = set_default_option(options_,'order',2); - options_ = set_default_option(options_,'linear',0); + options_old = options_; if options_.linear options_.order = 1; end - options_ = set_default_option(options_,'ar',5); - options_ = set_default_option(options_,'irf',40); - options_ = set_default_option(options_,'relative_irf',0); - options_ = set_default_option(options_,'dr_algo',0); - options_ = set_default_option(options_,'simul_algo',0); - options_ = set_default_option(options_,'drop',100); - if options_.order == 1 - options_.replic = 1; - else - options_ = set_default_option(options_,'replic',50); - end - options_ = set_default_option(options_,'nomoments',0); - options_ = set_default_option(options_,'nocorr',0); - options_ = set_default_option(options_,'simul_seed',[]); - options_ = set_default_option(options_,'hp_filter',0); - options_ = set_default_option(options_,'hp_ngrid',512); - options_ = set_default_option(options_,'simul',0); - options_ = set_default_option(options_,'periods',0); - options_ = set_default_option(options_,'noprint',0); TeX = options_.TeX; @@ -272,10 +250,10 @@ function info=stoch_simul(var_list) end end -if isfield(options_,'SpectralDensity') + if options_.SpectralDensity == 1 - [omega,f] = UnivariateSpectralDensity(oo_.dr,var_list); + [omega,f] = UnivariateSpectralDensity(oo_.dr,var_list); end -end + options_ = options_old;