From 1f8c182900ee5d0bcb38a56af93d9c7c2421a13c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?D=C3=B3ra=20Kocsis?= <dora@dynare.org>
Date: Tue, 10 Mar 2020 17:12:38 +0100
Subject: [PATCH] add missing options to calib. smoother, closes
Dynare/matlab-gui#12
---
.../dynare_command_calib_smoother_results.m | 2 +-
src/gui_calib_smoother.m | 165 +++++++++++++++++-
2 files changed, 162 insertions(+), 5 deletions(-)
diff --git a/src/+gui_auxiliary/dynare_command_calib_smoother_results.m b/src/+gui_auxiliary/dynare_command_calib_smoother_results.m
index 26176f6..fddd1bb 100644
--- a/src/+gui_auxiliary/dynare_command_calib_smoother_results.m
+++ b/src/+gui_auxiliary/dynare_command_calib_smoother_results.m
@@ -16,7 +16,7 @@ function dynare_command_calib_smoother_results()
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2019 Dynare Team
+% Copyright (C) 2003-2020 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/gui_calib_smoother.m b/src/gui_calib_smoother.m
index 31cff0c..9734564 100644
--- a/src/gui_calib_smoother.m
+++ b/src/gui_calib_smoother.m
@@ -183,6 +183,23 @@ handles.pushbuttonCloseAll = uicontrol( ...
'HorizontalAlignment', 'left',...
'Callback', {@checkCommOption_Callback,'filter_step_ahead'});
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'prefilter:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.prefilter = uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Style', 'edit', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth*1.5 dheight/2],...
+ 'TooltipString','A value of 1 means that the estimation procedure will demean each data series by its empirical mean. Default: 0, i.e. no prefiltering.',...
+ 'HorizontalAlignment', 'left',...
+ 'Callback', {@checkCommOption_Callback,'prefilter'});
+
num = num+1;
uicontrol( ...
'Parent', handles.uipanelResults, ...
@@ -203,6 +220,122 @@ handles.pushbuttonCloseAll = uicontrol( ...
model_settings.calib_smoother.parameter_set = 'calibration';
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'loglinear:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.loglinear = uicontrol(...
+ 'Parent', handles.uipanelResults, ...
+ 'Style','checkbox',...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth dheight/2],...
+ 'TooltipString','Triggers the computation of a log-linear approximation of the model instead of a linear approximation.',...
+ 'Callback', {@checkCommOption_Callback,'loglinear'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'first_obs:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.first_obs = uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Style', 'edit', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth*1.5 dheight/2],...
+ 'TooltipString','The number of the first observation to be used. In case of estimating a DSGE-VAR, first_obs needs to be larger than the number of lags. Default: 1.',...
+ 'HorizontalAlignment', 'left',...
+ 'Callback', {@checkCommOption_Callback,'first_obs'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'filter_decomposition:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.filter_decomposition = uicontrol(...
+ 'Parent', handles.uipanelResults, ...
+ 'Style','checkbox',...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth dheight/2],...
+ 'TooltipString','Triggers the computation of the shock decomposition of the above k-step ahead filtered values.',...
+ 'Callback', {@checkCommOption_Callback,'filter_decomposition'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'diffuse_filter:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.diffuse_filter = uicontrol(...
+ 'Parent', handles.uipanelResults, ...
+ 'Style','checkbox',...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth dheight/2],...
+ 'TooltipString','Uses the diffuse Kalman filter (as described in Durbin and Koopman (2012) and Koopman and Durbin (2003) for the multivariate and Koopman and Durbin (2000) for the univariate filter) to estimate models with non-stationary observed variables.',...
+ 'Callback', {@checkCommOption_Callback,'diffuse_filter'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'diffuse_kalman_tol:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.diffuse_kalman_tol = uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Style', 'edit', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth*1.5 dheight/2],...
+ 'TooltipString','Numerical tolerance for determining the singularity of the covariance matrix of the prediction errors (F∞) and the rank of the covariance matrix of the non-stationary state variables (P∞) during the Diffuse Kalman filter. Default value is 1e-6.',...
+ 'HorizontalAlignment', 'left',...
+ 'Callback', {@checkCommOption_Callback,'diffuse_kalman_tol'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'xls_sheet:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.xls_sheet = uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Style', 'edit', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth*1.5 dheight/2],...
+ 'TooltipString','The name of the sheet with the data in an Excel file.',...
+ 'HorizontalAlignment', 'left',...
+ 'Callback', {@checkCommOption_Callback,'xls_sheet'});
+
+ num = num+1;
+ uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Tag', 'text7', ...
+ 'Style', 'text', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*2 top-num*dheight dwidth*1.5 dheight/2],...
+ 'String', 'xls_range:', ...
+ 'HorizontalAlignment', 'left');
+
+ handles.xls_range = uicontrol( ...
+ 'Parent', handles.uipanelResults, ...
+ 'Style', 'edit', 'BackgroundColor', bg_color,...
+ 'Units','normalized','Position',[spc*3+dwidth*1.5 top-num*dheight dwidth*1.5 dheight/2],...
+ 'TooltipString','The range with the data in an Excel file. For example, xls_range=B2:D200.',...
+ 'HorizontalAlignment', 'left',...
+ 'Callback', {@checkCommOption_Callback,'xls_range'});
+
num = num+2;
uicontrol( ...
'Parent', handles.uipanelResults, ...
@@ -242,6 +375,8 @@ handles.pushbuttonCloseAll = uicontrol( ...
end
switch option_name
+ case 'filtered_vars'
+ comm_options.filtered_vars = value;
case 'filter_step_ahead'
if ~isempty(value)
num_value = str2num(value);
@@ -261,8 +396,24 @@ handles.pushbuttonCloseAll = uicontrol( ...
comm_options = rmfield(comm_options,'filter_step_ahead');
end
end
- case 'filtered_vars'
- comm_options.filtered_vars = value;
+ case 'prefilter'
+ comm_options.prefilter = value;
+ case 'parameter_set'
+ comm_options.parameter_set = hObject.String{value};
+ case 'loglinear'
+ comm_options.loglinear = value;
+ case 'first_obs'
+ comm_options.first_obs = value;
+ case 'filter_decomposition'
+ comm_options.filter_decomposition = value;
+ case 'diffuse_filter'
+ comm_options.diffuse_filter = value;
+ case 'diffuse_kalman_tol'
+ comm_options.diffuse_kalman_tol = value;
+ case 'xls_sheet'
+ comm_options.xls_sheet = value;
+ case 'xls_range'
+ comm_options.xls_range = value;
case 'select_all_vars'
if value
handles.consider_only_observed.Value = false;
@@ -273,8 +424,6 @@ handles.pushbuttonCloseAll = uicontrol( ...
handles.select_all_vars.Value = false;
end
select_only_observed(value);
- case 'parameter_set'
- comm_options.parameter_set = hObject.String{value};
end
comm_str = gui_tools.command_string('calib_smoother', comm_options);
handles.calib_smoother.String = comm_str;
@@ -354,7 +503,15 @@ handles.pushbuttonCloseAll = uicontrol( ...
handles.endoTable.Data(:,1) = {false};
handles.filtered_vars.Value = 0;
handles.filter_step_ahead.String = '';
+ handles.prefilter.Value = 0;
handles.parameter_set.Value = 1;
+ handles.loglinear.Value = 0;
+ handles.first_obs.Value = 1;
+ handles.filter_decomposition.Value = 0;
+ handles.diffuse_filter.Value = 0;
+ handles.diffuse_kalman_tol.Value = 0;
+ handles.xls_sheet.String = '';
+ handles.xls_range.String = '';
handles.select_all_vars.Value =0;
handles.consider_only_observed.Value = 0;
model_settings.calib_smoother = struct();
--
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