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2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or  prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.

This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.

http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771

Bug fix: graphic options are not passed to global options_ (for the next release try to skip the use of the global here).

ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)

Fixed random bug of MC identification test, occurring when there is no solution at the very first iteration of the MC loop.
(cherry picked from commit 906bf8e0)

1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;

Further on nograph: moved printed output when advanced=1 from plot_identification to disp_identification.

2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines

Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.

2) fixed names of sylvester functions

set default order=1
set analytic derivation =1

this function. Suppressed use of globals in CheckPath.

Fixed ls2003.mod for testsuite

-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.

Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.

-) new options;
-) new utilities identification_analysis, plot_itentification and identification_checks;
-) fixes related to load_ident_files;

-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic  Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.

9747cb78
73010028

* 1) bug fixes: non-initialized ide_strength when no param is  identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).

2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.

2) several fixes and improvements in dynare_identification.m:
   -) provide more info for strength of identification (relative to prior)
   -) more drastic warning off
   -) print info from ident_bruteforce.m

put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m

1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.