163 lines
8.1 KiB
Matlab
163 lines
8.1 KiB
Matlab
function [xparam1, hh] = check_mode_file(xparam1, hh, options_, bayestopt_)
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% function [xparam1, hh] = check_mode_file(xparam1, hh, options_, bayestopt_)
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% -------------------------------------------------------------------------
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% Check that the provided mode_file is compatible with the current estimation settings.
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% -------------------------------------------------------------------------
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% INPUTS
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% o xparam1: [vector] current vector of parameter values at the mode
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% o hh: [matrix] current hessian matrix at the mode
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% o options_: [structure] information about options
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% o bayestopt_: [structure] information about priors
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% -------------------------------------------------------------------------
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% OUTPUTS
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% o xparam1: [vector] updated vector of parameter values at the mode
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% o hh: [matrix] updated hessian matrix at the mode
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% -------------------------------------------------------------------------
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% This function is called by
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% o dynare_estimation_init.m
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% -------------------------------------------------------------------------
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% Copyright © 2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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number_of_estimated_parameters = length(xparam1);
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mode_file = load(options_.mode_file);
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if number_of_estimated_parameters>length(mode_file.xparam1)
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% More estimated parameters than parameters in the mode_file.
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skipline()
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disp(['The ''mode_file'' ' options_.mode_file ' has been generated using another specification of the model or another model!'])
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disp(['Your file contains estimates for ' int2str(length(mode_file.xparam1)) ' parameters, while you are attempting to estimate ' int2str(number_of_estimated_parameters) ' parameters:'])
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md = []; xd = [];
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for i=1:number_of_estimated_parameters
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id = strmatch(deblank(bayestopt_.name(i,:)),mode_file.parameter_names,'exact');
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if isempty(id)
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disp(['--> Estimated parameter ' bayestopt_.name{i} ' is not present in the loaded ''mode_file'' (prior mean or initialized values will be used, if possible).'])
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else
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xd = [xd; i];
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md = [md; id];
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end
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end
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for i=1:length(mode_file.xparam1)
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id = strmatch(mode_file.parameter_names{i},bayestopt_.name,'exact');
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if isempty(id)
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disp(['--> Parameter ' mode_file.parameter_names{i} ' is not estimated according to the current mod file.'])
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end
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end
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if ~options_.mode_compute
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% The mode is not estimated.
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error('Please change the ''mode_file'' option, the list of estimated parameters or set ''mode_compute''>0.')
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else
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% The 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 or initialized values.
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if ~isempty(xd)
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xparam1(xd) = mode_file.xparam1(md);
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else
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error('Please remove the ''mode_file'' option.')
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end
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end
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elseif number_of_estimated_parameters<length(mode_file.xparam1)
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% Less estimated parameters than parameters in the mode_file.
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skipline()
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disp(['The ''mode_file'' ' options_.mode_file ' has been generated using another specification of the model or another model!'])
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disp(['Your file contains estimates for ' int2str(length(mode_file.xparam1)) ' parameters, while you are attempting to estimate only ' int2str(number_of_estimated_parameters) ' parameters:'])
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md = []; xd = [];
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for i=1:number_of_estimated_parameters
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id = strmatch(deblank(bayestopt_.name(i,:)),mode_file.parameter_names,'exact');
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if isempty(id)
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disp(['--> Estimated parameter ' deblank(bayestopt_.name(i,:)) ' is not present in the loaded ''mode_file'' (prior mean or initialized values will be used, if possible).'])
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else
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xd = [xd; i];
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md = [md; id];
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end
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end
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for i=1:length(mode_file.xparam1)
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id = strmatch(mode_file.parameter_names{i},bayestopt_.name,'exact');
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if isempty(id)
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disp(['--> Parameter ' mode_file.parameter_names{i} ' is not estimated according to the current mod file.'])
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end
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end
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if ~options_.mode_compute
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% The posterior mode is not estimated. If possible, fix the mode_file.
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if isequal(length(xd),number_of_estimated_parameters)
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disp('==> Fix mode_file (remove unused parameters).')
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xparam1 = mode_file.xparam1(md);
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if isfield(mode_file,'hh')
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hh = mode_file.hh(md,md);
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end
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else
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error('Please change the ''mode_file'' option, the list of estimated parameters or set ''mode_compute''>0.')
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end
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else
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% The 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 or initialized values.
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if ~isempty(xd)
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xparam1(xd) = mode_file.xparam1(md);
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else
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% None of the estimated parameters are present in the mode_file.
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error('Please remove the ''mode_file'' option.')
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end
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end
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else
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% The number of declared estimated parameters match the number of parameters in the mode file.
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% Check that the parameters in the mode file and according to the current mod file are identical.
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if ~isfield(mode_file,'parameter_names')
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disp(['The ''mode_file'' ' options_.mode_file ' has been generated using an older version of Dynare. It cannot be verified if it matches the present model. Proceed at your own risk.'])
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mode_file.parameter_names=deblank(bayestopt_.name); %set names
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end
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if isequal(mode_file.parameter_names, bayestopt_.name)
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xparam1 = mode_file.xparam1;
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if isfield(mode_file,'hh')
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hh = mode_file.hh;
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end
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else
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skipline()
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disp(['The ''mode_file'' ' options_.mode_file ' has been generated using another specification of the model or another model!'])
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% Check if this is only an ordering issue or if the missing parameters can be initialized with the prior mean.
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md = []; xd = [];
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for i=1:number_of_estimated_parameters
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id = strmatch(deblank(bayestopt_.name(i,:)), mode_file.parameter_names,'exact');
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if isempty(id)
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disp(['--> Estimated parameter ' bayestopt_.name{i} ' is not present in the loaded ''mode_file''.'])
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else
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xd = [xd; i];
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md = [md; id];
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end
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end
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if ~options_.mode_compute
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% The mode is not estimated
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if isequal(length(xd), number_of_estimated_parameters)
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% This is an ordering issue.
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xparam1 = mode_file.xparam1(md);
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if isfield(mode_file,'hh')
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hh = mode_file.hh(md,md);
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end
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else
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error('Please change the ''mode_file'' option, the list of estimated parameters or set ''mode_compute''>0.')
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end
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else
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% The 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 or initialized values.
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if ~isempty(xd)
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xparam1(xd) = mode_file.xparam1(md);
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if isfield(mode_file,'hh')
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hh(xd,xd) = mode_file.hh(md,md);
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end
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else
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% None of the estimated parameters are present in the mode_file.
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error('Please remove the ''mode_file'' option.')
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end
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end
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end
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end
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skipline() |