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Dóra Kocsis
dynare
Commits
d7c06ead
Commit
d7c06ead
authored
Aug 29, 2011
by
Houtan Bastani
Browse files
ms-sbvar bugfix: replace shocks with shocks_per_parameter
parent
d22b86c2
Changes
2
Show whitespace changes
Inline
Side-by-side
matlab/ms-sbvar/ms_variance_decomposition.m
View file @
d7c06ead
...
...
@@ -57,22 +57,22 @@ if options_.ms.median
end
[
err
,
vd
]
=
mex_ms_variance_decomposition
([
opt
(:)
', {{'
free_parameters
'
,
oo_
.
ms
.
maxparams
},
...
{
'shocks'
,
options_
.
ms
.
shock_draws
}}]);
{
'shocks
_per_parameter
'
,
options_
.
ms
.
shock_draws
}}]);
mexErrCheck
(
'mex_ms_variance_decomposition ergodic '
,
err
);
plot_ms_variance_decomposition
(
M_
,
options_
,
vd
,
'Ergodic Variance Decomposition'
,
options_
.
graph_save_formats
,
options_
.
TeX
);
[
err
,
regime_vd
]
=
mex_ms_variance_decomposition
([
opt
(:)
', {{'
free_parameters
'
,
oo_
.
ms
.
maxparams
},
...
{
'shocks'
,
options_
.
ms
.
shock_draws
},
{
'regimes'
}}]);
{
'shocks
_per_parameter
'
,
options_
.
ms
.
shock_draws
},
{
'regimes'
}}]);
mexErrCheck
(
'mex_ms_variance_decomposition ergodic regimes'
,
err
);
save
([
vddir
filesep
'ergodic_vd.mat'
],
'vd'
,
'regime_vd'
);
if
exist
(
options_
.
ms
.
mh_file
,
'file'
)
>
0
[
err
,
vd
]
=
mex_ms_variance_decomposition
([
opt
(:)
', {{'
simulation_file
'
,
options_
.
ms
.
mh_file
},
...
{
'shocks'
,
options_
.
ms
.
shocks_per_parameter
},
{
'parameter_uncertainty'
}}]);
{
'shocks
_per_parameter
'
,
options_
.
ms
.
shocks_per_parameter
},
{
'parameter_uncertainty'
}}]);
mexErrCheck
(
'mex_ms_variance_decomposition bayesian '
,
err
);
[
err
,
regime_vd
]
=
mex_ms_variance_decomposition
([
opt
(:)
', {{'
simulation_file
'
,
options_
.
ms
.
mh_file
},
...
{
'shocks'
,
options_
.
ms
.
shocks_per_parameter
},
{
'parameter_uncertainty'
},
{
'regimes'
}}]);
{
'shocks
_per_parameter
'
,
options_
.
ms
.
shocks_per_parameter
},
{
'parameter_uncertainty'
},
{
'regimes'
}}]);
mexErrCheck
(
'mex_ms_variance_decomposition bayesian regimes '
,
err
);
save
([
vddir
filesep
'bayesian_vd.mat'
],
'vd'
,
'regime_vd'
);
end
...
...
mex/sources/ms-sbvar/mex_ms_sbvar.cc
View file @
d7c06ead
...
...
@@ -276,7 +276,7 @@ convert_free_parameters_to_VAR(TStateModel *model, double *free_parameters, doub
Apply parameter uncertainty when computing error bands or median. When set,
will default shocks = 1
'shocks' or
'shocks_per_parameter', <integer>
'shocks_per_parameter', <integer>
Number of regime paths to draw for each parameter draw. The default value
is 1 if parameter_uncertainty is set and 10,000 otherwise.
...
...
@@ -436,7 +436,7 @@ set_options(SbvarOption *options, const mxArray *prhs[])
}
else
{
cout
<<
"You must pass an integer after specifying the 'shocks' option"
<<
endl
;
cout
<<
"You must pass an integer after specifying the 'shocks
_per_parameter
' option"
<<
endl
;
return
1
;
}
else
if
(
option_name
==
"thin"
)
...
...
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