221 lines
6.9 KiB
ReStructuredText
221 lines
6.9 KiB
ReStructuredText
.. default-domain:: dynare
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.. |br| raw:: html
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<br>
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####################
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Dynare misc commands
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####################
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.. command:: prior_function(OPTIONS);
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|br| Executes a user-defined function on parameter draws from the prior
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distribution. Dynare returns the results of the computations for
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all draws in an $ndraws$ by $n$ cell array named
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``oo_.prior_function_results``.
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*Options*
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.. option:: function = FUNCTION_NAME
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The function must have the following header ``output_cell =
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FILENAME(xparam1,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info)``,
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providing read-only access to all Dynare structures. The only
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output argument allowed is a :math:`1 \times n` cell array,
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which allows for storing any type of output/computations. This
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option is required.
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.. option:: sampling_draws = INTEGER
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Number of draws used for sampling. Default: 500.
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.. command:: posterior_function(OPTIONS);
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|br| Same as the :comm:`prior_function` command but for the
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posterior distribution. Results returned in
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``oo_.posterior_function_results``.
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*Options*
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.. option:: function = FUNCTION_NAME
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See :opt:`prior_function_function <function = FUNCTION_NAME>`.
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.. option:: sampling_draws = INTEGER
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See :opt:`prior_function_sampling_draws <sampling_draws = INTEGER>`.
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.. command:: generate_trace_plots(CHAIN_NUMBER);
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|br| Generates trace plots of the MCMC draws for all estimated
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parameters and the posterior density in the specified Markov Chain
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``CHAIN_NUMBER``.
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.. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME
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|br| Depending on the value of ``FLAG``, the ``internals`` command
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can be used to run unitary tests specific to a MATLAB/Octave
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routine (if available), to display documentation about a
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MATLAB/Octave routine, or to extract some informations about the
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state of Dynare.
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*Flags*
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``--test``
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Performs the unitary test associated to ROUTINENAME (if this
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routine exists and if the matlab/octave ``.m`` file has
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unitary test sections).
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*Example*
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::
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>> internals --test ROUTINENAME
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if ``routine.m`` is not in the current directory, the full
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path has to be given::
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>> internals --test ../matlab/fr/ROUTINENAME
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``--info``
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Prints on screen the internal documentation of ROUTINENAME (if
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this routine exists and if this routine has a texinfo internal
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documentation header). The path to ``ROUTINENAME`` has to be
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provided, if the routine is not in the current directory.
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*Example*
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::
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>> internals --doc ../matlab/fr/ROUTINENAME
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At this time, will work properly for only a small number
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of routines. At the top of the (available) MATLAB/Octave
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routines a commented block for the internal documentation
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is written in the GNU texinfo documentation format. This
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block is processed by calling texinfo from
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MATLAB. Consequently, texinfo has to be installed on your
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machine.
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``--display-mh-history``
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Displays information about the previously saved MCMC draws
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generated by a ``.mod`` file named MODFILENAME. This file must
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be in the current directory.
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*Example*
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::
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>> internals --display-mh-history MODFILENAME
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``--load-mh-history``
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|br| Loads into the MATLAB/Octave’s workspace informations
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about the previously saved MCMC draws generated by a ``.mod``
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file named MODFILENAME.
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*Example*
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::
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>> internals --load-mh-history MODFILENAME
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This will create a structure called ``mcmc_informations``
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(in the workspace) with the following fields:
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``Nblck``
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The number of MCMC chains.
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``InitialParameters``
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A ``Nblck*n``, where ``n`` is the number of estimated
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parameters, array of doubles. Initial state of
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the MCMC.
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``LastParameters``
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A ``Nblck*n``, where ``n`` is the number of estimated
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parameters, array of doubles. Current state of
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the MCMC.
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``InitialLogPost``
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A ``Nblck*1`` array of doubles. Initial value of the
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posterior kernel.
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``LastLogPost``
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A ``Nblck*1`` array of doubles. Current value of the
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posterior kernel.
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``InitialSeeds``
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A ``1*Nblck`` structure array. Initial state of the random
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number generator.
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``LastSeeds``
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A ``1*Nblck`` structure array. Current state of the random
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number generator.
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``AcceptanceRatio``
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A ``1*Nblck`` array of doubles. Current acceptance ratios.
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.. matcomm:: prior [options[, ...]];
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Prints various informations about the prior distribution depending
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on the options. If no options are provided, the command returns
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the list of available options. Following options are available:
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``table``
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Prints a table describing the marginal prior distributions
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(mean, mode, std., lower and upper bounds, HPD interval).
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``moments``
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Computes and displays first and second order moments of the
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endogenous variables at the prior mode (considering the
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linearized version of the model).
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``moments(distribution)``
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Computes and displays the prior mean and prior standard
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deviation of the first and second moments of the endogenous
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variables (considering the linearized version of the model) by
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randomly sampling from the prior. The results will also be
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stored in the ``prior`` subfolder in a
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``_endogenous_variables_prior_draws.mat`` file.
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``optimize``
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Optimizes the prior density (starting from a random initial
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guess). The parameters such that the steady state does not
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exist or does not satisfy the Blanchard and Kahn conditions
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are penalized, as they would be when maximizing the posterior
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density. If a significant proportion of the prior mass is
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defined over such regions, the optimization algorithm may fail
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to converge to the true solution (the prior mode).
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``simulate``
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Computes the effective prior mass using a Monte-Carlo. Ideally
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the effective prior mass should be equal to 1, otherwise
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problems may arise when maximising the posterior density and
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model comparison based on marginal densities may be
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unfair. When comparing models, say :math:`A` and :math:`B`,
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the marginal densities, :math:`m_A` and :math:`m_B`, should be
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corrected for the estimated effective prior mass
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:math:`p_A\neq p_B \leq 1` so that the prior mass of the
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compared models are identical.
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``plot``
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Plots the marginal prior density.
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