Merge pull request #559 from rattoma/master

Irf restrictions and identification

matlab/dynare_identification.m

@@ -334,6 +334,8 @@ if iload <=0,
             disp('----------- ')
             skipline()
             return
+        else
+            parameters = 'Random_prior_params';
         end
     else
     idehess_point.params=params;
@@ -344,6 +346,7 @@ if iload <=0,
 %     normJ = max(abs(siJ)')';
 %     normLRE = max(abs(siLRE)')';
     save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
+    save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
     disp_identification(params, idemodel_point, idemoments_point, name, advanced);
     if ~options_.nograph,
         plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);

matlab/endogenous_prior_restrictions.m

@@ -42,11 +42,11 @@ end
 infos=[0 0];
 varlist=Model.endo_names(DynareResults.dr.order_var,:);
 varlist=varlist(DynareResults.dr.restrict_var_list,:);
-T=1;
+NT=1;
 for j=1:size(endo_prior_restrictions.irf,1),
-    T=max(T,endo_prior_restrictions.irf{j,3});
+    NT=max(NT,endo_prior_restrictions.irf{j,3});
 end
-for t=1:T,
+for t=1:NT,
     RR = T^(t-1)*R;
     for j=1:size(endo_prior_restrictions.irf,1),
 	    if endo_prior_restrictions.irf{j,3}~=t,

matlab/plot_identification.m

@@ -153,9 +153,9 @@ if SampleSize == 1,
             dyn_saveas(hh,[ IdentifDirectoryName '/' M_.fname '_ident_collinearity_' tittxt1 '_' int2str(j) ],options_);
         end
         skipline()
+        [U,S,V]=svd(idehess.AHess,0);
+        S=diag(S);
         if idehess.flag_score,
-            [U,S,V]=svd(idehess.AHess,0);
-            S=diag(S);
             if nparam<5,
                 f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix)']);
             else
@@ -163,13 +163,13 @@ if SampleSize == 1,
                 f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix): HIGHEST SV']);
             end
         else
-            S = idemoments.S;
-            V = idemoments.V;
+%             S = idemoments.S;
+%             V = idemoments.V;
             if nparam<5,
-                f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments)']);
+                f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix)']);
             else
-                f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): SMALLEST SV']);
-                f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): HIGHEST SV']);
+                f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix): SMALLEST SV']);
+                f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments Information matrix): HIGHEST SV']);
             end
         end
         for j=1:min(nparam,8),