0001 function mode_check(x,fval,hessian,gend,data,lb,ub)
0002 global bayestopt_ M_ options_
0003
0004 TeX = options_.TeX;
0005 [s_min,k] = min(diag(hessian))
0006
0007 disp('\nMODE CHECK\n')
0008 disp(sprintf('Fval obtained by fmincon: %f', fval))
0009 disp(bayestopt_.name)
0010 cname = bayestopt_.name{k};
0011 disp(sprintf('Most negative variance %f for parameter %d (%s = %f)',s_min,k,cname,x(k)))
0012
0013 [nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));
0014
0015 if TeX
0016 fidTeX = fopen([M_.fname '_CheckPlots.TeX'],'w');
0017 fprintf(fidTeX,'%% TeX eps-loader file generated by mode_check.m (Dynare).\n');
0018 fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
0019 fprintf(fidTeX,' \n');
0020 end
0021
0022
0023 if nbplt == 1
0024 if TeX
0025 NAMES = [];
0026 TeXNAMES = [];
0027 end
0028 hh = figure('Name','Check plots');
0029 for k=1:length(x)
0030 subplot(nr,nc,k)
0031 [name,texname] = get_the_name(k,TeX);
0032 if TeX
0033 NAMES = strvcat(NAMES,name);
0034 TeXNAMES = strvcat(TeXNAMES,texname);
0035 end
0036 xx = x;
0037 l1 = max(lb(k),0.8*x(k));
0038 l2 = min(ub(k),1.2*x(k));
0039 z = [l1:(l2-l1)/20:l2];
0040 y = zeros(length(z),1);
0041 for i=1:length(z)
0042 xx(k) = z(i);
0043 y(i) = DsgeLikelihood(xx,gend,data);
0044 end
0045 plot(z,y)
0046 hold on
0047 yl=get(gca,'ylim');
0048 plot([x(k) x(k)],yl,'c','LineWidth', 1);
0049 title(name,'interpreter','none');
0050 hold off
0051 drawnow
0052 end
0053 eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(1)]);
0054 eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(1)]);
0055 saveas(hh,[M_.fname '_CheckPlots' int2str(1) '.fig']);
0056 if options_.nograph, close(hh), end
0057
0058 if TeX
0059 fprintf(fidTeX,'\\begin{figure}[H]\n');
0060 for jj = 1:length(x)
0061 fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
0062 end
0063 fprintf(fidTeX,'\\centering \n');
0064 fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(1));
0065 fprintf(fidTeX,'\\caption{Priors.}');
0066 fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(1));
0067 fprintf(fidTeX,'\\end{figure}\n');
0068 fprintf(fidTeX,'\n');
0069 fprintf(fidTeX,'%% End of TeX file.\n');
0070 fclose(fidTeX);
0071 end
0072 else
0073 for plt = 1:nbplt-1
0074 if TeX
0075 NAMES = [];
0076 TeXNAMES = [];
0077 end
0078 hh = figure('Name','Check plots');
0079 for k=1:nstar
0080 subplot(nr,nc,k)
0081 kk = (plt-1)*nstar+k;
0082 [name,texname] = get_the_name(kk,TeX);
0083 if TeX
0084 NAMES = strvcat(NAMES,name);
0085 TeXNAMES = strvcat(TeXNAMES,texname);
0086 end
0087 xx = x;
0088 l1 = max(lb(kk),0.8*x(kk));
0089 l2 = min(ub(kk),1.2*x(kk));
0090 z = [l1:(l2-l1)/20:l2];
0091 y = zeros(length(z),1);
0092 for i=1:length(z)
0093 xx(kk) = z(i);
0094 y(i) = DsgeLikelihood(xx,gend,data);
0095 end
0096 plot(z,y);
0097 hold on
0098 yl=get(gca,'ylim');
0099 plot( [x(kk) x(kk)], yl, 'c', 'LineWidth', 1)
0100 title(name,'interpreter','none')
0101 hold off
0102 drawnow
0103 end
0104 eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(plt)]);
0105 eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(plt)]);
0106 saveas(hh,[M_.fname '_CheckPlots' int2str(plt) '.fig']);
0107 if options_.nograph, close(hh), end
0108 if TeX
0109
0110 fprintf(fidTeX,'\\begin{figure}[H]\n');
0111 for jj = 1:nstar
0112 fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
0113 end
0114 fprintf(fidTeX,'\\centering \n');
0115 fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(plt));
0116 fprintf(fidTeX,'\\caption{Check plots.}');
0117 fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(plt));
0118 fprintf(fidTeX,'\\end{figure}\n');
0119 fprintf(fidTeX,' \n');
0120 end
0121 end
0122 hh = figure('Name','Check plots');
0123 k = 1;
0124 if TeX
0125 NAMES = [];
0126 TeXNAMES = [];
0127 end
0128 while (nbplt-1)*nstar+k <= length(x)
0129 kk = (nbplt-1)*nstar+k;
0130 [name,texname] = get_the_name(kk,TeX);
0131 if TeX
0132 NAMES = strvcat(NAMES,name);
0133 TeXNAMES = strvcat(TeXNAMES,texname);
0134 end
0135 if lr ~= 0
0136 subplot(lr,lc,k)
0137 else
0138 subplot(nr,nc,k)
0139 end
0140 xx = x;
0141 l1 = max(lb(kk),0.8*x(kk));
0142 l2 = min(ub(kk),1.2*x(kk));
0143 z = [l1:(l2-l1)/20:l2];
0144 y = zeros(length(z),1);
0145 for i=1:length(z)
0146 xx(kk) = z(i);
0147 y(i) = DsgeLikelihood(xx,gend,data);
0148 end
0149 plot(z,y)
0150 hold on
0151 yl=get(gca,'ylim');
0152 plot( [x(kk) x(kk)], yl, 'c', 'LineWidth', 1)
0153 title(name,'interpreter','none')
0154 hold off
0155 k = k + 1;
0156 drawnow
0157 end
0158 eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(nbplt)]);
0159 eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(nbplt)]);
0160 saveas(hh,[M_.fname '_CheckPlots' int2str(nbplt) '.fig']);
0161 if options_.nograph, close(hh), end
0162 if TeX
0163 fprintf(fidTeX,'\\begin{figure}[H]\n');
0164 for jj = 1:lr*lc
0165 fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
0166 end
0167 fprintf(fidTeX,'\\centering \n');
0168 fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(nbplt));
0169 fprintf(fidTeX,'\\caption{Check plots.}');
0170 fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(nbplt));
0171 fprintf(fidTeX,'\\end{figure}\n');
0172 fprintf(fidTeX,' \n');
0173 fprintf(fidTeX,'%% End of TeX file.\n');
0174 fclose(fidTeX);
0175 end
0176 end
0177
0178
0179
0180
0181 