diff --git a/license.txt b/license.txt
index d6f1336af265fb3e6a354e58f4389ddb907926e8..73fb4bc4da60b3cc5d3789bccaf57f3e52d28a57 100644
--- a/license.txt
+++ b/license.txt
@@ -113,7 +113,7 @@ Copyright: 1995 E.G.Tsionas
2015-2017 Dynare Team
License: GPL-3+
-Files: matlab/endogenous_prior.m
+Files: matlab/estimation/endogenous_prior.m
Copyright: 2011 Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
2013-2017 Dynare Team
License: GPL-3+
@@ -128,7 +128,7 @@ Copyright: 2016 Benjamin Born and Johannes Pfeifer
2016-2017 Dynare Team
License: GPL-3+
-Files: matlab/commutation.m matlab/duplication.m
+Files: matlab/+pruned_SS/commutation.m matlab/+pruned_SS/duplication.m
Copyright: 1997 Tom Minka <minka@microsoft.com>
2019-2020 Dynare Team
License: GPL-3+
@@ -141,7 +141,7 @@ Comment: The original author gave authorization to change
the license from BSD-2-clause to GPL-3+ and redistribute
it under GPL-3+ with Dynare.
-Files: matlab/uperm.m
+Files: matlab/+pruned_SS/uperm.m
Copyright: 2014 Bruno Luong <brunoluong@yahoo.com>
2020 Dynare Team
License: GPL-3+
@@ -149,7 +149,7 @@ Comment: The original author gave authorization to change
the license from BSD-2-clause to GPL-3+ and redistribute
it under GPL-3+ with Dynare.
-Files: matlab/prodmom.m matlab/bivmom.m
+Files: matlab/+pruned_SS/prodmom.m matlab/+pruned_SS/bivmom.m
Copyright: 2008-2015 Raymond Kan <kan@chass.utoronto.ca>
2019-2020 Dynare Team
License: GPL-3+
@@ -161,33 +161,33 @@ Comment: The author gave authorization to redistribute
Journal of Multivariate Analysis, 2008, vol. 99, issue 3,
pages 542-554.
-Files: matlab/gsa/Morris_Measure_Groups.m
- matlab/gsa/Sampling_Function_2.m
+Files: matlab/+gsa/Morris_Measure_Groups.m
+ matlab/+gsa/Sampling_Function_2.m
Copyright: 2005 European Commission
- 2012-2017 Dynare Team
+ 2012-2013 Dynare Team
License: GPL-3+
Comment: Written by Jessica Cariboni and Francesca Campolongo
Joint Research Centre, The European Commission,
-Files: matlab/gsa/cumplot.m
- matlab/gsa/filt_mc_.m
- matlab/gsa/gsa_skewness.m
- matlab/gsa/log_trans_.m
- matlab/gsa/map_calibration.m
- matlab/gsa/map_ident_.m
- matlab/gsa/mcf_analysis.m
- matlab/gsa/myboxplot.m
- matlab/gsa/prior_draw_gsa.m
- matlab/gsa/redform_map.m
- matlab/gsa/redform_screen.m
- matlab/gsa/scatter_mcf.m
- matlab/gsa/smirnov.m
- matlab/gsa/stab_map_.m
- matlab/gsa/stab_map_1.m
- matlab/gsa/stab_map_2.m
- matlab/gsa/stand_.m
- matlab/gsa/tcrit.m
- matlab/gsa/teff.m
+Files: matlab/+gsa/cumplot.m
+ matlab/+gsa/monte_carlo_filtering.m
+ matlab/+gsa/skewness.m
+ matlab/+gsa/log_trans_.m
+ matlab/+gsa/map_calibration.m
+ matlab/+gsa/map_identification.m
+ matlab/+gsa/monte_carlo_filtering_analysis.m
+ matlab/+gsa/boxplot.m
+ matlab/+gsa/prior_draw.m
+ matlab/+gsa/reduced_form_mapping.m
+ matlab/+gsa/reduced_form_screening.m
+ matlab/+gsa/scatter_mcf.m
+ matlab/+gsa/smirnov_test.m
+ matlab/+gsa/stability_mapping.m
+ matlab/+gsa/stability_mapping_univariate.m
+ matlab/+gsa/stability_mapping_bivariate.m
+ matlab/+gsa/standardize_columns.m
+ matlab/+gsa/tcrit.m
+ matlab/+gsa/teff.m
Copyright: 2011-2018 European Commission
2011-2023 Dynare Team
License: GPL-3+
diff --git a/matlab/gsa/Morris_Measure_Groups.m b/matlab/+gsa/Morris_Measure_Groups.m
similarity index 100%
rename from matlab/gsa/Morris_Measure_Groups.m
rename to matlab/+gsa/Morris_Measure_Groups.m
diff --git a/matlab/gsa/Sampling_Function_2.m b/matlab/+gsa/Sampling_Function_2.m
similarity index 100%
rename from matlab/gsa/Sampling_Function_2.m
rename to matlab/+gsa/Sampling_Function_2.m
diff --git a/matlab/gsa/myboxplot.m b/matlab/+gsa/boxplot.m
similarity index 97%
rename from matlab/gsa/myboxplot.m
rename to matlab/+gsa/boxplot.m
index 4d6cf60d1086e9638c743622072a34af19ecb5f9..f893b7a819d1666f9372c2b82020c3d05411f11e 100644
--- a/matlab/gsa/myboxplot.m
+++ b/matlab/+gsa/boxplot.m
@@ -1,5 +1,5 @@
-function sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
-% sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
+function sout = boxplot (data,notched,symbol,vertical,maxwhisker)
+% sout = boxplot (data,notched,symbol,vertical,maxwhisker)
% Creates a box plot
% Copyright © 2010-2023 Dynare Team
diff --git a/matlab/gsa/cumplot.m b/matlab/+gsa/cumplot.m
similarity index 100%
rename from matlab/gsa/cumplot.m
rename to matlab/+gsa/cumplot.m
diff --git a/matlab/gsa/log_trans_.m b/matlab/+gsa/log_transform.m
similarity index 94%
rename from matlab/gsa/log_trans_.m
rename to matlab/+gsa/log_transform.m
index 3dedb694e85fdb9c820b8f879b09bb589efb3f00..852ddb18708dcc7f414fd748c228ae81e8acacb2 100644
--- a/matlab/gsa/log_trans_.m
+++ b/matlab/+gsa/log_transform.m
@@ -1,5 +1,5 @@
-function [yy, xdir, isig, lam]=log_trans_(y0,xdir0,isig,lam)
-% [yy, xdir, isig, lam]=log_trans_(y0,xdir0,isig,lam)
+function [yy, xdir, isig, lam]=log_transform(y0,xdir0,isig,lam)
+% [yy, xdir, isig, lam]=log_transform(y0,xdir0,isig,lam)
% Conduct automatic log transformation lam(yy/isig+lam)
% Inputs:
% - y0 [double] series to transform
@@ -56,10 +56,10 @@ end
if nargin==1
xdir0='';
end
-f=@(lam,y)gsa_skewness(log(y+lam));
+f=@(lam,y)gsa.skewness(log(y+lam));
isig=1;
if ~(max(y0)<0 || min(y0)>0)
- if gsa_skewness(y0)<0
+ if gsa.skewness(y0)<0
isig=-1;
y0=-y0;
end
diff --git a/matlab/gsa/map_calibration.m b/matlab/+gsa/map_calibration.m
similarity index 97%
rename from matlab/gsa/map_calibration.m
rename to matlab/+gsa/map_calibration.m
index 44703dc05cac6968487e0957093cf378379aa69a..aa68e09008c4c03115b9c05622778aa0a5722181 100644
--- a/matlab/gsa/map_calibration.m
+++ b/matlab/+gsa/map_calibration.m
@@ -229,7 +229,7 @@ if ~isempty(indx_irf)
if ~options_.nograph && length(time_matrix{plot_indx(ij)})==1
set(0,'currentfigure',h1),
subplot(nrow,ncol, plot_indx(ij)),
- hc = cumplot(mat_irf{ij}(:,ik));
+ hc = gsa.cumplot(mat_irf{ij}(:,ik));
a=axis;
delete(hc);
x1val=max(endo_prior_restrictions.irf{ij,4}(1),a(1));
@@ -237,7 +237,7 @@ if ~isempty(indx_irf)
hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
hold all,
set(hp,'FaceColor', [0.7 0.8 1])
- hc = cumplot(mat_irf{ij}(:,ik));
+ hc = gsa.cumplot(mat_irf{ij}(:,ik));
set(hc,'color','k','linewidth',2)
hold off,
% hold off,
@@ -259,7 +259,7 @@ if ~isempty(indx_irf)
end
options_mcf.title = atitle0;
if ~isempty(indx1) && ~isempty(indx2)
- mcf_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
end
end
for ij=1:nbr_irf_couples
@@ -316,7 +316,7 @@ if ~isempty(indx_irf)
options_mcf.title = atitle0;
if ~isempty(indx1) && ~isempty(indx2)
- mcf_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
end
end
end
@@ -434,7 +434,7 @@ if ~isempty(indx_moment)
if ~options_.nograph && length(time_matrix{plot_indx(ij)})==1
set(0,'currentfigure',h2);
subplot(nrow,ncol,plot_indx(ij)),
- hc = cumplot(mat_moment{ij}(:,ik));
+ hc = gsa.cumplot(mat_moment{ij}(:,ik));
a=axis; delete(hc),
% hist(mat_moment{ij}),
x1val=max(endo_prior_restrictions.moment{ij,4}(1),a(1));
@@ -442,7 +442,7 @@ if ~isempty(indx_moment)
hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
set(hp,'FaceColor', [0.7 0.8 1])
hold all
- hc = cumplot(mat_moment{ij}(:,ik));
+ hc = gsa.cumplot(mat_moment{ij}(:,ik));
set(hc,'color','k','linewidth',2)
hold off
title([endo_prior_restrictions.moment{ij,1},' vs ',endo_prior_restrictions.moment{ij,2},'(',leg,')'],'interpreter','none'),
@@ -463,7 +463,7 @@ if ~isempty(indx_moment)
end
options_mcf.title = atitle0;
if ~isempty(indx1) && ~isempty(indx2)
- mcf_analysis(xmat, indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(xmat, indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
end
end
for ij=1:nbr_moment_couples
@@ -520,7 +520,7 @@ if ~isempty(indx_moment)
end
options_mcf.title = atitle0;
if ~isempty(indx1) && ~isempty(indx2)
- mcf_analysis(xmat, indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(xmat, indx1, indx2, options_mcf, M_, options_, bayestopt_, estim_params_);
end
end
end
diff --git a/matlab/gsa/map_ident_.m b/matlab/+gsa/map_identification.m
similarity index 90%
rename from matlab/gsa/map_ident_.m
rename to matlab/+gsa/map_identification.m
index 2b7194fa2f0f29bd676ab28ee9a324f9e7148e88..3f9f86b9b6ea54eaccb1fc128074364ad763fc85 100644
--- a/matlab/gsa/map_ident_.m
+++ b/matlab/+gsa/map_identification.m
@@ -1,5 +1,5 @@
-function map_ident_(OutputDirectoryName,opt_gsa,M_,oo_,options_,estim_params_,bayestopt_)
-% map_ident_(OutputDirectoryName,opt_gsa,M_,oo_,options_,estim_params_,bayestopt_)
+function map_identification(OutputDirectoryName,opt_gsa,M_,oo_,options_,estim_params_,bayestopt_)
+% map_identification(OutputDirectoryName,opt_gsa,M_,oo_,options_,estim_params_,bayestopt_)
% Inputs
% - OutputDirectoryName [string] name of the output directory
% - opt_gsa [structure] GSA options structure
@@ -58,16 +58,16 @@ fname_ = M_.fname;
if opt_gsa.load_ident_files==0
mss = yys(bayestopt_.mfys,:);
- mss = teff(mss(:,istable),Nsam,istable);
- yys = teff(yys(dr.order_var,istable),Nsam,istable);
+ mss = gsa.teff(mss(:,istable),Nsam,istable);
+ yys = gsa.teff(yys(dr.order_var,istable),Nsam,istable);
if exist('T','var')
- [vdec, cc, ac] = mc_moments(T, lpmatx, dr, M_, options_, estim_params_);
+ [vdec, cc, ac] = gsa.monte_carlo_moments(T, lpmatx, dr, M_, options_, estim_params_);
else
return
end
if opt_gsa.morris==2
- pdraws = dynare_identification(M_,oo_,options_,bayestopt_,estim_params_,options_.options_ident,[lpmatx lpmat(istable,:)]);
+ pdraws = identification.run(M_,oo_,options_,bayestopt_,estim_params_,options_.options_ident,[lpmatx lpmat(istable,:)]);
if ~isempty(pdraws) && max(max(abs(pdraws-[lpmatx lpmat(istable,:)])))==0
disp(['Sample check OK. Largest difference: ', num2str(max(max(abs(pdraws-[lpmatx lpmat(istable,:)]))))]),
clear pdraws;
@@ -84,7 +84,7 @@ if opt_gsa.load_ident_files==0
end
iplo=iplo+1;
subplot(2,3,iplo)
- myboxplot(squeeze(vdec(:,j,:))',[],'.',[],10)
+ gsa.boxplot(squeeze(vdec(:,j,:))',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:size(options_.varobs,1))
set(gca,'xlim',[0.5 size(options_.varobs,1)+0.5])
set(gca,'ylim',[-2 102])
@@ -105,11 +105,11 @@ if opt_gsa.load_ident_files==0
end
end
for j=1:size(cc,1)
- cc(j,j,:)=stand_(squeeze(log(cc(j,j,:))))./2;
+ cc(j,j,:)=gsa.standardize_columns(squeeze(log(cc(j,j,:))))./2;
end
- [vdec, ~, ir_vdec, ic_vdec] = teff(vdec,Nsam,istable);
- [cc, ~, ir_cc, ic_cc] = teff(cc,Nsam,istable);
- [ac, ~, ir_ac, ic_ac] = teff(ac,Nsam,istable);
+ [vdec, ~, ir_vdec, ic_vdec] = gsa.teff(vdec,Nsam,istable);
+ [cc, ~, ir_cc, ic_cc] = gsa.teff(cc,Nsam,istable);
+ [ac, ~, ir_ac, ic_ac] = gsa.teff(ac,Nsam,istable);
nc1= size(T,2);
endo_nbr = M_.endo_nbr;
@@ -123,7 +123,7 @@ if opt_gsa.load_ident_files==0
[Aa,Bb] = kalman_transition_matrix(dr,iv,ic);
A = zeros(size(Aa,1),size(Aa,2)+size(Aa,1),length(istable));
if ~isempty(lpmatx)
- M_=set_shocks_param(M_,estim_params_,lpmatx(1,:));
+ M_=gsa.set_shocks_param(M_,estim_params_,lpmatx(1,:));
end
A(:,:,1)=[Aa, triu(Bb*M_.Sigma_e*Bb')];
for j=2:length(istable)
@@ -131,14 +131,14 @@ if opt_gsa.load_ident_files==0
dr.ghu = T(:, (nc1-M_.exo_nbr+1):end, j);
[Aa,Bb] = kalman_transition_matrix(dr, iv, ic);
if ~isempty(lpmatx)
- M_=set_shocks_param(M_,estim_params_,lpmatx(j,:));
+ M_=gsa.set_shocks_param(M_,estim_params_,lpmatx(j,:));
end
A(:,:,j)=[Aa, triu(Bb*M_.Sigma_e*Bb')];
end
clear T
clear lpmatx
- [yt, j0]=teff(A,Nsam,istable);
+ [yt, j0]=gsa.teff(A,Nsam,istable);
yt = [yys yt];
if opt_gsa.morris==2
clear TAU A
@@ -155,7 +155,7 @@ if opt_gsa.morris==1
if opt_gsa.load_ident_files==0
SAMorris=NaN(npT,3,size(vdec,2));
for i=1:size(vdec,2)
- [~, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], vdec(:,i),nliv);
+ [~, SAMorris(:,:,i)] = gsa.Morris_Measure_Groups(npT, [lpmat0 lpmat], vdec(:,i),nliv);
end
SAvdec = squeeze(SAMorris(:,1,:))';
save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'SAvdec','vdec','ir_vdec','ic_vdec')
@@ -164,7 +164,7 @@ if opt_gsa.morris==1
end
hh_fig = dyn_figure(options_.nodisplay,'name','Screening identification: variance decomposition');
- myboxplot(SAvdec,[],'.',[],10)
+ gsa.boxplot(SAvdec,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:npT)
set(gca,'xlim',[0.5 npT+0.5])
ydum = get(gca,'ylim');
@@ -190,7 +190,7 @@ if opt_gsa.morris==1
ccac = [mss cc ac];
SAMorris=NaN(npT,3,size(ccac,2));
for i=1:size(ccac,2)
- [~, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], [ccac(:,i)],nliv);
+ [~, SAMorris(:,:,i)] = gsa.Morris_Measure_Groups(npT, [lpmat0 lpmat], [ccac(:,i)],nliv);
end
SAcc = squeeze(SAMorris(:,1,:))';
SAcc = SAcc./(max(SAcc,[],2)*ones(1,npT));
@@ -202,7 +202,7 @@ if opt_gsa.morris==1
end
hh_fig=dyn_figure(options_.nodisplay,'name','Screening identification: theoretical moments');
- myboxplot(SAcc,[],'.',[],10)
+ gsa.boxplot(SAcc,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:npT)
set(gca,'xlim',[0.5 npT+0.5])
set(gca,'ylim',[0 1])
@@ -223,7 +223,7 @@ if opt_gsa.morris==1
if opt_gsa.load_ident_files==0
SAMorris=NaN(npT,3,j0);
for j=1:j0
- [~, SAMorris(:,:,j)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], yt(:,j),nliv);
+ [~, SAMorris(:,:,j)] = gsa.Morris_Measure_Groups(npT, [lpmat0 lpmat], yt(:,j),nliv);
end
SAM = squeeze(SAMorris(1:end,1,:));
@@ -249,7 +249,7 @@ if opt_gsa.morris==1
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAnorm')
end
hh_fig=dyn_figure(options_.nodisplay,'name','Screening identification: model');
- myboxplot(SAnorm',[],'.',[],10)
+ gsa.boxplot(SAnorm',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:npT)
set(gca,'xlim',[0.5 npT+0.5])
set(gca,'ylim',[0 1])
@@ -297,7 +297,7 @@ else % main effects analysis
catch
EET=[];
end
- ccac = stand_([mss cc ac]);
+ ccac = gsa.standardize_columns([mss cc ac]);
[pcc, dd] = eig(cov(ccac(istable,:)));
[latent, isort] = sort(-diag(dd));
latent = -latent;
@@ -314,7 +314,7 @@ else % main effects analysis
if itrans==0
y0 = ccac(istable,j);
elseif itrans==1
- y0 = log_trans_(ccac(istable,j));
+ y0 = gsa.log_transform(ccac(istable,j));
else
y0 = trank(ccac(istable,j));
end
diff --git a/matlab/gsa/filt_mc_.m b/matlab/+gsa/monte_carlo_filtering.m
similarity index 95%
rename from matlab/gsa/filt_mc_.m
rename to matlab/+gsa/monte_carlo_filtering.m
index b59f6026c368adbde59977943822e99c3b913ef3..69b100b4d39813051f8fce6efb5af7a45a7c4bb2 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/+gsa/monte_carlo_filtering.m
@@ -1,5 +1,5 @@
-function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_)
-% [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_
+function [rmse_MC, ixx] = monte_carlo_filtering(OutDir,options_gsa_,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_)
+% [rmse_MC, ixx] = monte_carlo_filtering(OutDir,options_gsa_,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_
% Inputs:
% - OutputDirectoryName [string] name of the output directory
% - options_gsa_ [structure] GSA options
@@ -288,7 +288,7 @@ options_scatter.OutputDirectoryName = OutDir;
options_scatter.amcf_name = asname;
options_scatter.amcf_title = atitle;
options_scatter.title = tmp_title;
-scatter_analysis(r2_MC, x,options_scatter, options_);
+gsa.scatter_analysis(r2_MC, x,options_scatter, options_);
% end of visual scatter analysis
if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
@@ -320,7 +320,7 @@ if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
options_mcf.nobeha_title_latex = 'worse posterior kernel';
end
- mcf_analysis(x, ipost(1:nfilt), ipost(nfilt+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(x, ipost(1:nfilt), ipost(nfilt+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
if options_.opt_gsa.pprior
anam = 'rmse_prior_lik';
atitle = 'RMSE prior: Log Likelihood Kernel';
@@ -338,7 +338,7 @@ if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
options_mcf.nobeha_title_latex = 'worse likelihood';
end
- mcf_analysis(x, ilik(1:nfilt), ilik(nfilt+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(x, ilik(1:nfilt), ilik(nfilt+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
else
if options_.opt_gsa.ppost
@@ -367,9 +367,9 @@ else
SS = zeros(npar+nshock, length(vvarvecm));
for j = 1:npar+nshock
for i = 1:length(vvarvecm)
- [~, P] = smirnov(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j), alpha);
- [H1] = smirnov(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j),alpha,1);
- [H2] = smirnov(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j),alpha,-1);
+ [~, P] = gsa.smirnov_test(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j), alpha);
+ [H1] = gsa.smirnov_test(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j),alpha,1);
+ [H2] = gsa.smirnov_test(x(ixx(nfilt0(i)+1:end,i),j),x(ixx(1:nfilt0(i),i),j),alpha,-1);
if H1==0 && H2==0
SS(j,i)=1;
elseif H1==0
@@ -382,7 +382,7 @@ else
for i = 1:length(vvarvecm)
for l = 1:length(vvarvecm)
if l~=i && PP(j,i)<alpha && PP(j,l)<alpha
- [~,P] = smirnov(x(ixx(1:nfilt0(i),i),j),x(ixx(1:nfilt0(l),l),j), alpha);
+ [~,P] = gsa.smirnov_test(x(ixx(1:nfilt0(i),i),j),x(ixx(1:nfilt0(l),l),j), alpha);
PPV(i,l,j) = P;
elseif l==i
PPV(i,l,j) = PP(j,i);
@@ -407,11 +407,11 @@ else
hh_fig=dyn_figure(options_.nodisplay,'name',[temp_name,' ',int2str(ifig)]);
end
subplot(3,3,i-9*(ifig-1))
- h=cumplot(lnprior(ixx(1:nfilt0(i),i)));
+ h=gsa.cumplot(lnprior(ixx(1:nfilt0(i),i)));
set(h,'color','blue','linewidth',2)
- hold on, h=cumplot(lnprior);
+ hold on, h=gsa.cumplot(lnprior);
set(h,'color','k','linewidth',1)
- h=cumplot(lnprior(ixx(nfilt0(i)+1:end,i)));
+ h=gsa.cumplot(lnprior(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
@@ -459,11 +459,11 @@ else
hh_fig = dyn_figure(options_.nodisplay,'Name',[temp_name,' ',int2str(ifig)]);
end
subplot(3,3,i-9*(ifig-1))
- h=cumplot(likelihood(ixx(1:nfilt0(i),i)));
+ h=gsa.cumplot(likelihood(ixx(1:nfilt0(i),i)));
set(h,'color','blue','linewidth',2)
- hold on, h=cumplot(likelihood);
+ hold on, h=gsa.cumplot(likelihood);
set(h,'color','k','linewidth',1)
- h=cumplot(likelihood(ixx(nfilt0(i)+1:end,i)));
+ h=gsa.cumplot(likelihood(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
@@ -514,11 +514,11 @@ else
hh_fig = dyn_figure(options_.nodisplay,'Name',[temp_name,' ',int2str(ifig)]);
end
subplot(3,3,i-9*(ifig-1))
- h=cumplot(logpo2(ixx(1:nfilt0(i),i)));
+ h=gsa.cumplot(logpo2(ixx(1:nfilt0(i),i)));
set(h,'color','blue','linewidth',2)
- hold on, h=cumplot(logpo2);
+ hold on, h=gsa.cumplot(logpo2);
set(h,'color','k','linewidth',1)
- h=cumplot(logpo2(ixx(nfilt0(i)+1:end,i)));
+ h=gsa.cumplot(logpo2(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
@@ -756,7 +756,7 @@ else
options_mcf.nobeha_title_latex = ['worse fit of ' vvarvecm_tex{iy}];
end
options_mcf.title = ['the fit of ' vvarvecm{iy}];
- mcf_analysis(x, ixx(1:nfilt0(iy),iy), ixx(nfilt0(iy)+1:end,iy), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(x, ixx(1:nfilt0(iy),iy), ixx(nfilt0(iy)+1:end,iy), options_mcf, M_, options_, bayestopt_, estim_params_);
end
for iy = 1:length(vvarvecm)
ipar = find(any(squeeze(PPV(iy,:,:))<alpha));
@@ -764,20 +764,20 @@ else
hh_fig = dyn_figure(options_.nodisplay,'name',[temp_name,' observed variable ', vvarvecm{iy}]);
for j=1+5*(ix-1):min(length(ipar),5*ix)
subplot(2,3,j-5*(ix-1))
- h0=cumplot(x(:,ipar(j)));
+ h0=gsa.cumplot(x(:,ipar(j)));
set(h0,'color',[0 0 0])
hold on,
iobs=find(squeeze(PPV(iy,:,ipar(j)))<alpha);
for i = 1:length(vvarvecm)
if any(iobs==i) || i==iy
- h0=cumplot(x(ixx(1:nfilt0(i),i),ipar(j)));
+ h0=gsa.cumplot(x(ixx(1:nfilt0(i),i),ipar(j)));
if ~isoctave
hcmenu = uicontextmenu;
uimenu(hcmenu,'Label',vvarvecm{i});
set(h0,'uicontextmenu',hcmenu)
end
else
- h0=cumplot(x(ixx(1:nfilt0(i),i),ipar(j))*NaN);
+ h0=gsa.cumplot(x(ixx(1:nfilt0(i),i),ipar(j))*NaN);
end
set(h0,'color',a00(i,:),'linewidth',2)
end
@@ -829,15 +829,15 @@ else
hh_fig = dyn_figure(options_.nodisplay,'name',[temp_name,' estimated params and shocks ',int2str(ix)]);
for j=1+5*(ix-1):min(size(snam2,1),5*ix)
subplot(2,3,j-5*(ix-1))
- h0=cumplot(x(:,nsnam(j)));
+ h0=gsa.cumplot(x(:,nsnam(j)));
set(h0,'color',[0 0 0])
hold on,
npx=find(SP(nsnam(j),:)==0);
for i = 1:length(vvarvecm)
if any(npx==i)
- h0=cumplot(x(ixx(1:nfilt0(i),i),nsnam(j))*NaN);
+ h0=gsa.cumplot(x(ixx(1:nfilt0(i),i),nsnam(j))*NaN);
else
- h0=cumplot(x(ixx(1:nfilt0(i),i),nsnam(j)));
+ h0=gsa.cumplot(x(ixx(1:nfilt0(i),i),nsnam(j)));
if ~isoctave
hcmenu = uicontextmenu;
uimenu(hcmenu,'Label', vvarvecm{i});
diff --git a/matlab/gsa/mcf_analysis.m b/matlab/+gsa/monte_carlo_filtering_analysis.m
similarity index 75%
rename from matlab/gsa/mcf_analysis.m
rename to matlab/+gsa/monte_carlo_filtering_analysis.m
index 795a664ec8d3b8ed50ec02757a294d8d8510f8ee..ed312fcdbe2f5e5eb1f3a48d99e17a8a337b0149 100644
--- a/matlab/gsa/mcf_analysis.m
+++ b/matlab/+gsa/monte_carlo_filtering_analysis.m
@@ -1,5 +1,5 @@
-function indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
-% indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
+function indmcf = monte_carlo_filtering_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
+% indmcf = monte_carlo_filtering_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
% Inputs:
% - lpmat [double] Monte Carlo matrix
% - ibeha [integer] index of behavioural runs
@@ -66,7 +66,7 @@ if isfield(options_mcf,'xparam1')
end
OutputDirectoryName = options_mcf.OutputDirectoryName;
-[proba, dproba] = stab_map_1(lpmat, ibeha, inobeha, [],fname_, options_, bayestopt_.name, estim_params_,0);
+[proba, dproba] = gsa.stability_mapping_univariate(lpmat, ibeha, inobeha, [],fname_, options_, bayestopt_.name, estim_params_,0);
indmcf=find(proba<pvalue_ks);
[~,jtmp] = sort(proba(indmcf),1,'ascend');
indmcf = indmcf(jtmp);
@@ -87,11 +87,11 @@ end
if length(ibeha)>10 && length(inobeha)>10
if options_.TeX
- indcorr1 = stab_map_2(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title, beha_title_latex);
- indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title, nobeha_title_latex);
+ indcorr1 = gsa.stability_mapping_bivariate(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title, beha_title_latex);
+ indcorr2 = gsa.stability_mapping_bivariate(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title, nobeha_title_latex);
else
- indcorr1 = stab_map_2(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title);
- indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title);
+ indcorr1 = gsa.stability_mapping_bivariate(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title);
+ indcorr2 = gsa.stability_mapping_bivariate(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title);
end
indcorr = union(indcorr1(:), indcorr2(:));
indcorr = indcorr(~ismember(indcorr(:),indmcf));
@@ -104,11 +104,11 @@ if ~isempty(indmcf) && ~options_.nograph
xx=xparam1(indmcf);
end
if options_.TeX
- scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
+ gsa.scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, options_, ...
beha_title, nobeha_title, beha_title_latex, nobeha_title_latex)
else
- scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
+ gsa.scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, options_, ...
beha_title, nobeha_title)
end
diff --git a/matlab/gsa/mc_moments.m b/matlab/+gsa/monte_carlo_moments.m
similarity index 84%
rename from matlab/gsa/mc_moments.m
rename to matlab/+gsa/monte_carlo_moments.m
index 31554da12d28650a7e74046f8efbb8399d66727d..510e28e94977697c967be76d865f5dc6e4105406 100644
--- a/matlab/gsa/mc_moments.m
+++ b/matlab/+gsa/monte_carlo_moments.m
@@ -1,5 +1,5 @@
-function [vdec, cc, ac] = mc_moments(mm, ss, dr, M_, options_, estim_params_)
-% [vdec, cc, ac] = mc_moments(mm, ss, dr, M_, options_,estim_params_)
+function [vdec, cc, ac] = monte_carlo_moments(mm, ss, dr, M_, options_, estim_params_)
+% [vdec, cc, ac] = monte_carlo_moments(mm, ss, dr, M_, options_,estim_params_)
% Conduct Monte Carlo simulation of second moments for GSA
% Inputs:
% - dr [structure] decision rules
@@ -32,7 +32,7 @@ function [vdec, cc, ac] = mc_moments(mm, ss, dr, M_, options_, estim_params_)
[~, nc1, nsam] = size(mm);
nobs=length(options_.varobs);
-disp('mc_moments: Computing theoretical moments ...')
+disp('monte_carlo_moments: Computing theoretical moments ...')
h = dyn_waitbar(0,'Theoretical moments ...');
vdec = zeros(nobs,M_.exo_nbr,nsam);
cc = zeros(nobs,nobs,nsam);
@@ -42,9 +42,9 @@ for j=1:nsam
dr.ghx = mm(:, 1:(nc1-M_.exo_nbr),j);
dr.ghu = mm(:, (nc1-M_.exo_nbr+1):end, j);
if ~isempty(ss)
- M_=set_shocks_param(M_,estim_params_,ss(j,:));
+ M_=gsa.set_shocks_param(M_,estim_params_,ss(j,:));
end
- [vdec(:,:,j), corr, autocorr] = th_moments(dr,options_,M_);
+ [vdec(:,:,j), corr, autocorr] = gsa.th_moments(dr,options_,M_);
cc(:,:,j)=triu(corr);
dum=NaN(nobs,nobs*options_.ar);
for i=1:options_.ar
diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/+gsa/prior_draw.m
similarity index 96%
rename from matlab/gsa/prior_draw_gsa.m
rename to matlab/+gsa/prior_draw.m
index 58731ec0a1120d248ab356e94a8f1ee464f4136d..c3b8f8d9dfb0ba232f887b7a5025fe5cd4dd7830 100644
--- a/matlab/gsa/prior_draw_gsa.m
+++ b/matlab/+gsa/prior_draw.m
@@ -1,4 +1,5 @@
-function pdraw = prior_draw_gsa(M_,bayestopt_,options_,estim_params_,init,rdraw)
+function pdraw = prior_draw(M_,bayestopt_,options_,estim_params_,init,rdraw)
+% pdraw = prior_draw(M_,bayestopt_,options_,estim_params_,init,rdraw)
% Draws from the prior distributions for use with Sensitivity Toolbox for DYNARE
%
% INPUTS
diff --git a/matlab/gsa/priorcdf.m b/matlab/+gsa/priorcdf.m
similarity index 100%
rename from matlab/gsa/priorcdf.m
rename to matlab/+gsa/priorcdf.m
diff --git a/matlab/gsa/redform_map.m b/matlab/+gsa/reduced_form_mapping.m
similarity index 95%
rename from matlab/gsa/redform_map.m
rename to matlab/+gsa/reduced_form_mapping.m
index 8475fd7e12dd01ba545cd6e138c551fbf060ca56..de575f4cb2a2e1fa082ba0dbe72e78f5191dd28e 100644
--- a/matlab/gsa/redform_map.m
+++ b/matlab/+gsa/reduced_form_mapping.m
@@ -1,5 +1,5 @@
-function redform_map(dirname,options_gsa_,M_,estim_params_,options_,bayestopt_,oo_)
-% redform_map(dirname,options_gsa_,M_,estim_params_,options_,bayestopt_,oo_)
+function reduced_form_mapping(dirname,options_gsa_,M_,estim_params_,options_,bayestopt_,oo_)
+% reduced_form_mapping(dirname,options_gsa_,M_,estim_params_,options_,bayestopt_,oo_)
% Inputs:
% - dirname [string] name of the output directory
% - options_gsa_ [structure] GSA options_
@@ -85,7 +85,7 @@ options_mcf.fname_ = M_.fname;
options_mcf.OutputDirectoryName = adir;
if ~exist('T','var')
- stab_map_(dirname,options_gsa_,M_,oo_,options_,bayestopt_,estim_params_);
+ gsa.stability_mapping(dirname,options_gsa_,M_,oo_,options_,bayestopt_,estim_params_);
if pprior
load([dirname,filesep,M_.fname,'_prior'],'T');
else
@@ -182,14 +182,14 @@ for j = 1:length(anamendo)
end
if ~options_.nograph
hf=dyn_figure(options_.nodisplay,'name',['Reduced Form Mapping (Monte Carlo Filtering): ',namendo,' vs ', namexo]);
- hc = cumplot(y0);
+ hc = gsa.cumplot(y0);
a=axis; delete(hc);
x1val=max(threshold(1),a(1));
x2val=min(threshold(2),a(2));
hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
set(hp,'FaceColor', [0.7 0.8 1])
hold all,
- hc = cumplot(y0);
+ hc = gsa.cumplot(y0);
set(hc,'color','k','linewidth',2)
hold off,
if options_.TeX
@@ -218,7 +218,7 @@ for j = 1:length(anamendo)
options_mcf.OutputDirectoryName = xdir;
if ~isempty(iy) && ~isempty(iyc)
fprintf(['%4.1f%% of the ',type,' support matches ',atitle0,'\n'],length(iy)/length(y0)*100)
- icheck = mcf_analysis(x0, iy, iyc, options_mcf, M_, options_, bayestopt_, estim_params_);
+ icheck = gsa.monte_carlo_filtering_analysis(x0, iy, iyc, options_mcf, M_, options_, bayestopt_, estim_params_);
lpmat=x0(iy,:);
if nshocks
@@ -349,14 +349,14 @@ for j = 1:length(anamendo)
end
if ~options_.nograph
hf=dyn_figure(options_.nodisplay,'name',['Reduced Form Mapping (Monte Carlo Filtering): ',namendo,' vs lagged ', namlagendo]);
- hc = cumplot(y0);
+ hc = gsa.cumplot(y0);
a=axis; delete(hc);
x1val=max(threshold(1),a(1));
x2val=min(threshold(2),a(2));
hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
set(hp,'FaceColor', [0.7 0.8 1])
hold all,
- hc = cumplot(y0);
+ hc = gsa.cumplot(y0);
set(hc,'color','k','linewidth',2)
hold off
if options_.TeX
@@ -387,7 +387,7 @@ for j = 1:length(anamendo)
if ~isempty(iy) && ~isempty(iyc)
fprintf(['%4.1f%% of the ',type,' support matches ',atitle0,'\n'],length(iy)/length(y0)*100)
- icheck = mcf_analysis(x0, iy, iyc, options_mcf, M_, options_, bayestopt_, estim_params_);
+ icheck = gsa.monte_carlo_filtering_analysis(x0, iy, iyc, options_mcf, M_, options_, bayestopt_, estim_params_);
lpmat=x0(iy,:);
if nshocks
@@ -476,9 +476,9 @@ end
if isempty(threshold) && ~options_.nograph
hh_fig=dyn_figure(options_.nodisplay,'name','Reduced Form GSA');
if ilog==0
- myboxplot(si',[],'.',[],10)
+ gsa.boxplot(si',[],'.',[],10)
else
- myboxplot(silog',[],'.',[],10)
+ gsa.boxplot(silog',[],'.',[],10)
end
xlabel(' ')
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:np)
@@ -513,7 +513,7 @@ if options_map.prior_range
x0(:,j)=(x0(:,j)-pd(j,3))./(pd(j,4)-pd(j,3));
end
else
- x0=priorcdf(x0,pshape, pd(:,1), pd(:,2), pd(:,3), pd(:,4));
+ x0=gsa.priorcdf(x0,pshape, pd(:,1), pd(:,2), pd(:,3), pd(:,4));
end
if ilog
@@ -549,7 +549,7 @@ if iload==0
ipred = setdiff(1:nrun,ifit);
if ilog
- [~, ~, isig, lam] = log_trans_(y0(iest));
+ [~, ~, isig, lam] = gsa.log_transform(y0(iest));
y1 = log(y0*isig+lam);
end
if ~options_.nograph
@@ -571,9 +571,9 @@ if iload==0
title(options_map.title,'interpreter','none')
subplot(222)
if ilog
- hc = cumplot(y1);
+ hc = gsa.cumplot(y1);
else
- hc = cumplot(y0);
+ hc = gsa.cumplot(y0);
end
set(hc,'color','k','linewidth',2)
title([options_map.title ' CDF'],'interpreter','none')
@@ -620,7 +620,7 @@ if iload==0
if nfit<nrun
if ilog
yf = ss_anova_fcast(x0(ipred,:), gsa1);
- yf = log_trans_(yf,'',isig,lam)+ss_anova_fcast(x0(ipred,:), gsax);
+ yf = gsa.log_transform(yf,'',isig,lam)+ss_anova_fcast(x0(ipred,:), gsax);
else
yf = ss_anova_fcast(x0(ipred,:), gsa_);
end
@@ -657,7 +657,7 @@ function gsa2 = log2level_map(gsa1, isig, lam)
nest=length(gsa1.y);
np = size(gsa1.x0,2);
gsa2=gsa1;
-gsa2.y = log_trans_(gsa1.y,'',isig,lam);
+gsa2.y = gsa.log_transform(gsa1.y,'',isig,lam);
gsa2.fit = (exp(gsa1.fit)-lam)*isig;
gsa2.f0 = mean(gsa2.fit);
gsa2.out.SSE = sum((gsa2.fit-gsa2.y).^2);
@@ -727,7 +727,7 @@ for jt=1:10
indy{jt}=find( (y0>post_deciles(jt)) & (y0<=post_deciles(jt+1)));
leg{jt}=[int2str(jt) '-dec'];
end
-[proba] = stab_map_1(x0, indy{1}, indy{end}, [], fname, options_, parnames, estim_params_,0);
+[proba] = gsa.stability_mapping_univariate(x0, indy{1}, indy{end}, [], fname, options_, parnames, estim_params_,0);
indmcf=find(proba<options_mcf.pvalue_ks);
if isempty(indmcf)
[~,jtmp] = sort(proba,1,'ascend');
@@ -747,7 +747,7 @@ for jx=1:nbr_par
subplot(nrow,ncol,jx)
hold off
for jt=1:10
- h=cumplot(x0(indy{jt},indmcf(jx)));
+ h=gsa.cumplot(x0(indy{jt},indmcf(jx)));
set(h,'color', cmap(jt,:), 'linewidth', 2)
hold all
end
@@ -782,7 +782,7 @@ if nargin<5
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([figpath '.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by redform_map.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by reduced_form_mapping.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
diff --git a/matlab/gsa/redform_screen.m b/matlab/+gsa/reduced_form_screening.m
similarity index 92%
rename from matlab/gsa/redform_screen.m
rename to matlab/+gsa/reduced_form_screening.m
index 4ef7ad153efe2145d67c082595eb1052c4077d0b..47bf18145f6a08fbdbbbb6b903c4ae8aec0da3e6 100644
--- a/matlab/gsa/redform_screen.m
+++ b/matlab/+gsa/reduced_form_screening.m
@@ -1,5 +1,5 @@
-function redform_screen(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
-% redform_screen(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
+function reduced_form_screening(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
+% reduced_form_screening(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
% Conduct reduced form screening
% Inputs:
% - dirname [string] name of the output directory
@@ -72,7 +72,7 @@ for j=1:size(anamendo,1)
namexo_tex = anamexo_tex{jx};
iexo = strmatch(namexo, M_.exo_names, 'exact');
if ~isempty(iexo)
- y0=teff(T(iendo,iexo+nspred,:), kn, istable);
+ y0=gsa.teff(T(iendo,iexo+nspred,:), kn, istable);
if ~isempty(y0)
if mod(iplo,9)==0
ifig = ifig+1;
@@ -82,7 +82,7 @@ for j=1:size(anamendo,1)
iplo = iplo+1;
js = js+1;
subplot(3, 3, iplo)
- [~, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0, nliv);
+ [~, SAMorris] = gsa.Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0, nliv);
SAM = squeeze(SAMorris(nshock+1:end,1));
SA(:,js) = SAM./(max(SAM)+eps);
[~, iso] = sort(-SA(:,js));
@@ -122,7 +122,7 @@ for j=1:size(anamendo,1)
ilagendo=strmatch(namlagendo, M_.endo_names(dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact');
if ~isempty(ilagendo)
- y0=teff(T(iendo,ilagendo,:),kn,istable);
+ y0=gsa.teff(T(iendo,ilagendo,:),kn,istable);
if ~isempty(y0)
if mod(iplo,9)==0
ifig=ifig+1;
@@ -132,7 +132,7 @@ for j=1:size(anamendo,1)
iplo=iplo+1;
js=js+1;
subplot(3,3,iplo),
- [~, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
+ [~, SAMorris] = gsa.Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
SAM = squeeze(SAMorris(nshock+1:end,1));
SA(:,js)=SAM./(max(SAM)+eps);
[~, iso] = sort(-SA(:,js));
@@ -166,7 +166,7 @@ for j=1:size(anamendo,1)
end
hh_fig=dyn_figure(options_.nodisplay,'Name','Reduced form screening');
-myboxplot(SA',[],'.',[],10)
+gsa.boxplot(SA',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:np)
set(gca,'xlim',[0.5 np+0.5])
set(gca,'ylim',[0 1])
@@ -191,7 +191,7 @@ if nargin<6
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([figpath '.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by redform_screen.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by reduced_form_screening.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
diff --git a/matlab/dynare_sensitivity.m b/matlab/+gsa/run.m
similarity index 95%
rename from matlab/dynare_sensitivity.m
rename to matlab/+gsa/run.m
index 225c19b5c5763622494cfdcdecf21477cc8caffe..c84be3cac044b912e62514013d0507d36e951091 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/+gsa/run.m
@@ -1,5 +1,5 @@
-function x0=dynare_sensitivity(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
-% x0=dynare_sensitivity(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
+function x0=run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
+% x0=run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
% Frontend to the Sensitivity Analysis Toolbox for DYNARE
% Inputs:
% - M_ [structure] Matlab's structure describing the model
@@ -306,7 +306,7 @@ if (options_gsa.load_stab || options_gsa.load_rmse || options_gsa.load_redform)
end
if options_gsa.stab && ~options_gsa.ppost
- x0 = stab_map_(OutputDirectoryName,options_gsa,M_,oo_,options_,bayestopt_,estim_params_);
+ x0 = gsa.stability_mapping(OutputDirectoryName,options_gsa,M_,oo_,options_,bayestopt_,estim_params_);
if isempty(x0)
skipline()
disp('Sensitivity computations stopped: no parameter set provided a unique solution')
@@ -316,11 +316,11 @@ end
options_.opt_gsa = options_gsa;
if ~isempty(options_gsa.moment_calibration) || ~isempty(options_gsa.irf_calibration)
- map_calibration(OutputDirectoryName, M_, options_, oo_, estim_params_,bayestopt_);
+ gsa.map_calibration(OutputDirectoryName, M_, options_, oo_, estim_params_,bayestopt_);
end
if options_gsa.identification
- map_ident_(OutputDirectoryName,options_gsa,M_,oo_,options_,estim_params_,bayestopt_);
+ gsa.map_identification(OutputDirectoryName,options_gsa,M_,oo_,options_,estim_params_,bayestopt_);
end
if options_gsa.redform && ~isempty(options_gsa.namendo)
@@ -346,10 +346,10 @@ if options_gsa.redform && ~isempty(options_gsa.namendo)
save([OutputDirectoryName filesep M_.fname '_mc.mat'],'lpmat','lpmat0','istable','iunstable','iwrong','iindeterm')
options_gsa.load_stab=1;
- x0 = stab_map_(OutputDirectoryName,options_gsa,M_,oo_,options_,bayestopt_,estim_params_);
+ x0 = gsa.stability_mapping(OutputDirectoryName,options_gsa,M_,oo_,options_,bayestopt_,estim_params_);
end
if options_gsa.morris==1
- redform_screen(OutputDirectoryName,options_gsa, estim_params_, M_, oo_.dr, options_, bayestopt_);
+ gsa.reduced_form_screening(OutputDirectoryName,options_gsa, estim_params_, M_, oo_.dr, options_, bayestopt_);
else
% check existence of the SS_ANOVA toolbox
if isempty(options_gsa.threshold_redform) && ~(exist('gsa_sdp','file')==6 || exist('gsa_sdp','file')==2)
@@ -360,7 +360,7 @@ if options_gsa.redform && ~isempty(options_gsa.namendo)
fprintf('After obtaining the files, you need to unpack them and set a Matlab Path to those files.\n')
error('SS-ANOVA-R Toolbox missing!')
end
- redform_map(OutputDirectoryName,options_gsa,M_,estim_params_,options_,bayestopt_,oo_);
+ gsa.reduced_form_mapping(OutputDirectoryName,options_gsa,M_,estim_params_,options_,bayestopt_,oo_);
end
end
% RMSE mapping
@@ -415,7 +415,7 @@ if options_gsa.rmse
end
end
clear a;
- filt_mc_(OutputDirectoryName,options_gsa,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_);
+ gsa.monte_carlo_filtering(OutputDirectoryName,options_gsa,dataset_,dataset_info,M_,oo_,options_,bayestopt_,estim_params_);
end
options_.opt_gsa = options_gsa;
diff --git a/matlab/gsa/scatter_analysis.m b/matlab/+gsa/scatter_analysis.m
similarity index 89%
rename from matlab/gsa/scatter_analysis.m
rename to matlab/+gsa/scatter_analysis.m
index 1596271bde77a55bdce63dc3ba1a7c910d91d5e5..db3cc1626751d7a0e82b38cbd9611b202dbadc1b 100644
--- a/matlab/gsa/scatter_analysis.m
+++ b/matlab/+gsa/scatter_analysis.m
@@ -50,8 +50,8 @@ if ~options_.nograph
xx=xparam1;
end
if options_.TeX
- scatter_plots(lpmat, xdata, param_names_tex, '.', [fname_, '_', amcf_name], OutputDirectoryName, amcf_title, xx, options_)
+ gsa.scatter_plots(lpmat, xdata, param_names_tex, '.', [fname_, '_', amcf_name], OutputDirectoryName, amcf_title, xx, options_)
else
- scatter_plots(lpmat, xdata, param_names, '.', [fname_, '_', amcf_name], OutputDirectoryName, amcf_title, xx, options_)
+ gsa.scatter_plots(lpmat, xdata, param_names, '.', [fname_, '_', amcf_name], OutputDirectoryName, amcf_title, xx, options_)
end
end
diff --git a/matlab/gsa/scatter_mcf.m b/matlab/+gsa/scatter_mcf.m
similarity index 98%
rename from matlab/gsa/scatter_mcf.m
rename to matlab/+gsa/scatter_mcf.m
index f10995c798ec431c1978391e62cbe3eda78bcab1..909734c8992ac6111d4cd499ad0aa073ee6c60f0 100644
--- a/matlab/gsa/scatter_mcf.m
+++ b/matlab/+gsa/scatter_mcf.m
@@ -96,10 +96,10 @@ for i = 1:p
for j = 1:p
h = axes('position',[fL(i),fL(p+1-j),ffl,ffl]);
if i==j
- h1=cumplot(X(:,j));
+ h1=gsa.cumplot(X(:,j));
set(h1,'color',[0 0 1],'LineWidth',1.5)
hold on,
- h2=cumplot(Y(:,j));
+ h2=gsa.cumplot(Y(:,j));
set(h2,'color',[1 0 0],'LineWidth',1.5)
if ~isempty(xparam1)
hold on, plot(xparam1([j j]),[0 1],'k--')
diff --git a/matlab/gsa/scatter_plots.m b/matlab/+gsa/scatter_plots.m
similarity index 99%
rename from matlab/gsa/scatter_plots.m
rename to matlab/+gsa/scatter_plots.m
index 64e76b71502c32211dabb2d40fae8e4909d373f5..16e4b126ee2deb446aea70153741bf3c016ce473 100644
--- a/matlab/gsa/scatter_plots.m
+++ b/matlab/+gsa/scatter_plots.m
@@ -86,7 +86,7 @@ for i = 1:p
for j = 1:p
h = axes('position',[fL(i),fL(p+1-j),ffl,ffl]);
if i==j
- h1=cumplot(X(:,j));
+ h1=gsa.cumplot(X(:,j));
set(h,'Tag','cumplot')
set(h1,'color',[0 0 1],'LineWidth',1.5)
if ~isempty(xparam1)
diff --git a/matlab/gsa/set_shocks_param.m b/matlab/+gsa/set_shocks_param.m
similarity index 100%
rename from matlab/gsa/set_shocks_param.m
rename to matlab/+gsa/set_shocks_param.m
diff --git a/matlab/gsa/gsa_skewness.m b/matlab/+gsa/skewness.m
similarity index 95%
rename from matlab/gsa/gsa_skewness.m
rename to matlab/+gsa/skewness.m
index 7b6c4d8bf5a2faae24ad9f857d14f5be4656d7c5..a4b75768c2e8122af7585f695b4574cd9de7cf38 100644
--- a/matlab/gsa/gsa_skewness.m
+++ b/matlab/+gsa/skewness.m
@@ -1,5 +1,5 @@
-function s=gsa_skewness(y)
-% s=gsa_skewness(y)
+function s=skewness(y)
+% s=skewness(y)
% Compute normalized skewness of y
% Inputs:
% - y [double] input vector
diff --git a/matlab/gsa/smirnov.m b/matlab/+gsa/smirnov_test.m
similarity index 94%
rename from matlab/gsa/smirnov.m
rename to matlab/+gsa/smirnov_test.m
index 0c68141e30072e15c7cb924719d75a1c4db3a73b..3ca80e3c8b61f8991068c1b1325fda5e8afc291f 100644
--- a/matlab/gsa/smirnov.m
+++ b/matlab/+gsa/smirnov_test.m
@@ -1,7 +1,7 @@
-function [H,prob,d] = smirnov(x1 , x2 , alpha, iflag )
+function [H,prob,d] = smirnov_test(x1 , x2 , alpha, iflag )
+% [H,prob,d] = smirnov_test(x1 , x2 , alpha, iflag )
% Smirnov test for 2 distributions
-% [H,prob,d] = smirnov(x1 , x2 , alpha, iflag )
-%
+
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
diff --git a/matlab/gsa/stab_map_.m b/matlab/+gsa/stability_mapping.m
similarity index 95%
rename from matlab/gsa/stab_map_.m
rename to matlab/+gsa/stability_mapping.m
index 019fd1e4e248dc4a7943e74cfc9dd72d443c10a2..0da8eefb20ba53b54d9492b7385bdf96087a49dd 100644
--- a/matlab/gsa/stab_map_.m
+++ b/matlab/+gsa/stability_mapping.m
@@ -1,5 +1,5 @@
-function x0 = stab_map_(OutputDirectoryName,opt_gsa,M_,oo_,options_,bayestopt_,estim_params_)
-% x0 = stab_map_(OutputDirectoryName,opt_gsa,M_,oo_,options_,bayestopt_,estim_params_)
+function x0 = stability_mapping(OutputDirectoryName,opt_gsa,M_,oo_,options_,bayestopt_,estim_params_)
+% x0 = stability_mapping(OutputDirectoryName,opt_gsa,M_,oo_,options_,bayestopt_,estim_params_)
% Mapping of stability regions in the prior ranges applying
% Monte Carlo filtering techniques.
%
@@ -37,7 +37,7 @@ function x0 = stab_map_(OutputDirectoryName,opt_gsa,M_,oo_,options_,bayestopt_,e
% 3) Bivariate plots of significant correlation patterns
% ( abs(corrcoef) > alpha2) under the stable and unacceptable subsets
%
-% USES qmc_sequence, stab_map_1, stab_map_2
+% USES qmc_sequence, gsa.stability_mapping_univariate, gsa.stability_mapping_bivariate
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
@@ -147,7 +147,7 @@ if fload==0 %run new MC
yys=zeros(length(dr_.ys),Nsam);
if opt_gsa.morris == 1
- [lpmat] = Sampling_Function_2(nliv, np+nshock, ntra, ones(np+nshock, 1), zeros(np+nshock,1), []);
+ [lpmat] = gsa.Sampling_Function_2(nliv, np+nshock, ntra, ones(np+nshock, 1), zeros(np+nshock,1), []);
lpmat = lpmat.*(nliv-1)/nliv+1/nliv/2;
Nsam=size(lpmat,1);
lpmat0 = lpmat(:,1:nshock);
@@ -167,7 +167,7 @@ if fload==0 %run new MC
end
end
end
- prior_draw_gsa(M_,bayestopt_,options_,estim_params_,1); %initialize
+ gsa.prior_draw(M_,bayestopt_,options_,estim_params_,1); %initialize
if pprior
for j=1:nshock
if opt_gsa.morris~=1
@@ -184,7 +184,7 @@ if fload==0 %run new MC
lpmat(:,j)=lpmat(:,j).*(upper_bound-lower_bound)+lower_bound;
end
else
- xx=prior_draw_gsa(M_,bayestopt_,options_,estim_params_,0,[lpmat0 lpmat]);
+ xx=gsa.prior_draw(M_,bayestopt_,options_,estim_params_,0,[lpmat0 lpmat]);
lpmat0=xx(:,1:nshock);
lpmat=xx(:,nshock+1:end);
clear xx;
@@ -500,7 +500,7 @@ if ~isempty(iunstable) || ~isempty(iwrong)
options_mcf.nobeha_title_latex = 'NO unique Stable Saddle-Path';
end
options_mcf.title = 'unique solution';
- mcf_analysis(lpmat, istable, itmp, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(lpmat, istable, itmp, options_mcf, M_, options_, bayestopt_, estim_params_);
if ~isempty(iindeterm)
itmp = isolve(~ismember(isolve,iindeterm));
@@ -513,7 +513,7 @@ if ~isempty(iunstable) || ~isempty(iwrong)
options_mcf.nobeha_title_latex = 'indeterminacy';
end
options_mcf.title = 'indeterminacy';
- mcf_analysis(lpmat, itmp, iindeterm, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(lpmat, itmp, iindeterm, options_mcf, M_, options_, bayestopt_, estim_params_);
end
if ~isempty(ixun)
@@ -527,7 +527,7 @@ if ~isempty(iunstable) || ~isempty(iwrong)
options_mcf.nobeha_title_latex = 'explosive solution';
end
options_mcf.title = 'instability';
- mcf_analysis(lpmat, itmp, ixun, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(lpmat, itmp, ixun, options_mcf, M_, options_, bayestopt_, estim_params_);
end
inorestriction = istable(~ismember(istable,irestriction)); % violation of prior restrictions
@@ -543,7 +543,7 @@ if ~isempty(iunstable) || ~isempty(iwrong)
options_mcf.nobeha_title_latex = 'inability to find a solution';
end
options_mcf.title = 'inability to find a solution';
- mcf_analysis(lpmat, itmp, iwrong, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(lpmat, itmp, iwrong, options_mcf, M_, options_, bayestopt_, estim_params_);
end
if ~isempty(irestriction)
@@ -576,7 +576,7 @@ if ~isempty(iunstable) || ~isempty(iwrong)
options_mcf.nobeha_title_latex = 'NO prior IRF/moment calibration';
end
options_mcf.title = 'prior restrictions';
- mcf_analysis([lpmat0 lpmat], irestriction, inorestriction, options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis([lpmat0 lpmat], irestriction, inorestriction, options_mcf, M_, options_, bayestopt_, estim_params_);
iok = irestriction(1);
x0 = [lpmat0(iok,:)'; lpmat(iok,:)'];
else
diff --git a/matlab/gsa/stab_map_2.m b/matlab/+gsa/stability_mapping_bivariate.m
similarity index 96%
rename from matlab/gsa/stab_map_2.m
rename to matlab/+gsa/stability_mapping_bivariate.m
index c6c06da19ff0fbeeb097820850a97a5b124df413..4d508c6a41624339fa04853ca52c7633e3c1a9c2 100644
--- a/matlab/gsa/stab_map_2.m
+++ b/matlab/+gsa/stability_mapping_bivariate.m
@@ -1,5 +1,5 @@
-function indcorr = stab_map_2(x,alpha2, pvalue_crit, M_,options_,bayestopt_,estim_params_, case_name_plain, case_name_latex, dirname,xparam1,figtitle,fig_caption_latex)
-% indcorr = stab_map_2(x,alpha2, pvalue_crit, M_,options_,bayestopt_,estim_params_, fnam, fnam_latex, dirname,xparam1,figtitle,fig_caption_latex)
+function indcorr = stability_mapping_bivariate(x,alpha2, pvalue_crit, M_,options_,bayestopt_,estim_params_, case_name_plain, case_name_latex, dirname,xparam1,figtitle,fig_caption_latex)
+% indcorr = stability_mapping_bivariate(x,alpha2, pvalue_crit, M_,options_,bayestopt_,estim_params_, fnam, fnam_latex, dirname,xparam1,figtitle,fig_caption_latex)
% Inputs:
% - x
% - alpha2
diff --git a/matlab/gsa/stab_map_1.m b/matlab/+gsa/stability_mapping_univariate.m
similarity index 88%
rename from matlab/gsa/stab_map_1.m
rename to matlab/+gsa/stability_mapping_univariate.m
index d6e6d1680cc9eb5eeb4bdf3cb3a28faa082c9326..56c9d00c95529983526e62e9ff9e7bbfefc77a30 100644
--- a/matlab/gsa/stab_map_1.m
+++ b/matlab/+gsa/stability_mapping_univariate.m
@@ -1,5 +1,5 @@
-function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, fname_, options_, parnames, estim_params_, iplot, ipar, dirname, pcrit, atitle)
-% [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, fname_, options_, parnames, estim_params_, iplot, ipar, dirname, pcrit, atitle)
+function [proba, dproba] = stability_mapping_univariate(lpmat, ibehaviour, inonbehaviour, aname, fname_, options_, parnames, estim_params_, iplot, ipar, dirname, pcrit, atitle)
+% [proba, dproba] = stability_mapping_univariate(lpmat, ibehaviour, inonbehaviour, aname, fname_, options_, parnames, estim_params_, iplot, ipar, dirname, pcrit, atitle)
% Inputs:
% - lpmat [double] Monte Carlo matrix
% - ibehaviour [integer] index of behavioural runs
@@ -18,7 +18,7 @@ function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, f
%
% Plots: dotted lines for BEHAVIOURAL
% solid lines for NON BEHAVIOURAL
-% USES smirnov
+% USES gsa.smirnov_test.m
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
@@ -71,7 +71,7 @@ end
proba=NaN(npar,1);
dproba=NaN(npar,1);
for j=1:npar
- [~,P,KSSTAT] = smirnov(lpmat(ibehaviour,j),lpmat(inonbehaviour,j));
+ [~,P,KSSTAT] = gsa.smirnov_test(lpmat(ibehaviour,j),lpmat(inonbehaviour,j));
proba(j)=P;
dproba(j)=KSSTAT;
end
@@ -88,12 +88,12 @@ if iplot && ~options_.nograph
for j=1+12*(i-1):min(nparplot,12*i)
subplot(3,4,j-12*(i-1))
if ~isempty(ibehaviour)
- h=cumplot(lpmat(ibehaviour,j));
+ h=gsa.cumplot(lpmat(ibehaviour,j));
set(h,'color',[0 0 1], 'linestyle',':','LineWidth',1.5)
end
hold on
if ~isempty(inonbehaviour)
- h=cumplot(lpmat(inonbehaviour,j));
+ h=gsa.cumplot(lpmat(inonbehaviour,j));
set(h,'color',[0 0 0],'LineWidth',1.5)
end
title([ftit{j},'. p-value ', num2str(proba(ipar(j)),2)],'interpreter','none')
@@ -102,7 +102,7 @@ if iplot && ~options_.nograph
dyn_saveas(hh_fig,[dirname,filesep,fname_,'_',aname,'_SA_',int2str(i)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA_',int2str(i) '.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by gsa.stability_mapping_univariate.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -117,7 +117,7 @@ if iplot && ~options_.nograph
dyn_saveas(hh_fig,[dirname,filesep,fname_,'_',aname,'_SA'],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by gsa.stability_mapping_univariate.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
diff --git a/matlab/gsa/stand_.m b/matlab/+gsa/standardize_columns.m
similarity index 93%
rename from matlab/gsa/stand_.m
rename to matlab/+gsa/standardize_columns.m
index c95ccf1435fb83c47cdfe1c25ef31995f34db415..9f59f20c683494a2d0818b376a9bb54af2ca3904 100644
--- a/matlab/gsa/stand_.m
+++ b/matlab/+gsa/standardize_columns.m
@@ -1,5 +1,5 @@
-function [y, meany, stdy] = stand_(x)
-% [y, meany, stdy] = stand_(x)
+function [y, meany, stdy] = standardize_columns(x)
+% [y, meany, stdy] = standardize_columns(x)
% Standardise a matrix by columns
%
% [x,my,sy]=stand(y)
diff --git a/matlab/gsa/tcrit.m b/matlab/+gsa/tcrit.m
similarity index 100%
rename from matlab/gsa/tcrit.m
rename to matlab/+gsa/tcrit.m
diff --git a/matlab/gsa/teff.m b/matlab/+gsa/teff.m
similarity index 100%
rename from matlab/gsa/teff.m
rename to matlab/+gsa/teff.m
diff --git a/matlab/gsa/th_moments.m b/matlab/+gsa/th_moments.m
similarity index 100%
rename from matlab/gsa/th_moments.m
rename to matlab/+gsa/th_moments.m
diff --git a/matlab/identification_analysis.m b/matlab/+identification/analysis.m
similarity index 93%
rename from matlab/identification_analysis.m
rename to matlab/+identification/analysis.m
index 09c9cefe3aac9cbedb5ff1d9e6716353c118632b..c1a387e2a5e0e612c4b555f717d8a1e9ae2e19b0 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/+identification/analysis.m
@@ -1,5 +1,5 @@
-function [ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide_dynamic, derivatives_info, info, error_indicator] = identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, init)
-% [ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide_dynamic, derivatives_info, info, error_indicator] = identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, init)
+function [ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide_dynamic, derivatives_info, info, error_indicator] = analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, init)
+% [ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide_dynamic, derivatives_info, info, error_indicator] = analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, init)
% -------------------------------------------------------------------------
% This function wraps all identification analysis, i.e. it
% (1) wraps functions for the theoretical identification analysis based on moments (Iskrev, 2010),
@@ -58,18 +58,18 @@ function [ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide
% indicator on problems
% -------------------------------------------------------------------------
% This function is called by
-% * dynare_identification.m
+% * identification.run
% -------------------------------------------------------------------------
% This function calls
% * [M_.fname,'.dynamic']
% * dseries
% * dsge_likelihood.m
% * dyn_vech
-% * ident_bruteforce
-% * identification_checks
-% * identification_checks_via_subsets
+% * identification.bruteforce
+% * identification.checks
+% * identification.checks_via_subsets
% * isoctave
-% * get_identification_jacobians (previously getJJ)
+% * identification.get_jacobians (previously getJJ)
% * matlab_ver_less_than
% * prior_bounds
% * resol
@@ -120,7 +120,7 @@ if ~isempty(estim_params_)
M_ = set_all_parameters(params,estim_params_,M_);
end
-%get options (see dynare_identification.m for description of options)
+%get options (see identification.run.m for description of options)
nlags = options_ident.ar;
advanced = options_ident.advanced;
replic = options_ident.replic;
@@ -142,7 +142,7 @@ error_indicator.identification_spectrum=0;
if info(1) == 0 %no errors in solution
% Compute parameter Jacobians for identification analysis
- [~, ~, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = get_identification_jacobians(estim_params_, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
+ [~, ~, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = identification.get_jacobians(estim_params_, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
if isempty(dMINIMAL)
% Komunjer and Ng is not computed if (1) minimality conditions are not fullfilled or (2) there are more shocks and measurement errors than observables, so we need to reset options
error_indicator.identification_minimal = 1;
@@ -206,7 +206,7 @@ if info(1) == 0 %no errors in solution
options_ident_local.no_identification_spectrum = 1; %do not recompute dSPECTRUM
options_ident_local.ar = nlags; %store new lag number
options_.ar = nlags; %store new lag number
- [~, ~, ~, ~, ~, ~, MOMENTS, dMOMENTS, ~, ~, ~, ~] = get_identification_jacobians(estim_params_, M_, options_, options_ident_local, indpmodel, indpstderr, indpcorr, indvobs, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
+ [~, ~, ~, ~, ~, ~, MOMENTS, dMOMENTS, ~, ~, ~, ~] = identification.get_jacobians(estim_params_, M_, options_, options_ident_local, indpmodel, indpstderr, indpcorr, indvobs, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
ind_dMOMENTS = (find(max(abs(dMOMENTS'),[],1) > tol_deriv)); %new index with non-zero rows
end
@@ -305,7 +305,7 @@ if info(1) == 0 %no errors in solution
options_.analytic_derivation = analytic_derivation; %reset option
AHess = -AHess; %take negative of hessian
if min(eig(AHess))<-tol_rank
- error('identification_analysis: Analytic Hessian is not positive semi-definite!')
+ error('identification.analysis: Analytic Hessian is not positive semi-definite!')
end
ide_hess.AHess = AHess; %store asymptotic Hessian
%normalize asymptotic hessian
@@ -313,9 +313,9 @@ if info(1) == 0 %no errors in solution
iflag = any((deltaM.*deltaM)==0); %check if all second-order derivatives wrt to a single parameter are nonzero
tildaM = AHess./((deltaM)*(deltaM')); %this normalization is for numerical purposes
if iflag || rank(AHess)>rank(tildaM)
- [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification_checks(AHess, 0, tol_rank, tol_sv, totparam_nbr);
+ [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification.checks(AHess, 0, tol_rank, tol_sv, totparam_nbr);
else %use normalized version if possible
- [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification_checks(tildaM, 0, tol_rank, tol_sv, totparam_nbr);
+ [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification.checks(tildaM, 0, tol_rank, tol_sv, totparam_nbr);
end
indok = find(max(ide_hess.indno,[],1)==0);
ide_uncert_unnormaliz(indok) = sqrt(diag(inv(AHess(indok,indok))))';
@@ -325,7 +325,7 @@ if info(1) == 0 %no errors in solution
diag_chh = sum(si_dREDUCEDFORM(:,ind1)'.*temp1)';
ind1 = ind1(ind1>stderrparam_nbr+corrparam_nbr);
cdynamic = si_dDYNAMIC(:,ind1-stderrparam_nbr-corrparam_nbr)*((AHess(ind1,ind1))\si_dDYNAMIC(:,ind1-stderrparam_nbr-corrparam_nbr)');
- flag_score = 1; %this is used for the title in plot_identification.m
+ flag_score = 1; %this is used for the title in identification.plot.m
catch
%Asymptotic Hessian via simulation
if options_.order > 1
@@ -336,7 +336,7 @@ if info(1) == 0 %no errors in solution
options_.periods = periods+100;
end
replic = max([replic, length(ind_dMOMENTS)*3]);
- cmm = simulated_moment_uncertainty(ind_dMOMENTS, periods, replic,options_,M_,oo_); %covariance matrix of moments
+ cmm = identification.simulated_moment_uncertainty(ind_dMOMENTS, periods, replic,options_,M_,oo_); %covariance matrix of moments
sd = sqrt(diag(cmm));
cc = cmm./(sd*sd');
[VV,DD,WW] = eig(cc);
@@ -350,9 +350,9 @@ if info(1) == 0 %no errors in solution
iflag = any((deltaM.*deltaM)==0);
tildaM = MIM./((deltaM)*(deltaM'));
if iflag || rank(MIM)>rank(tildaM)
- [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification_checks(MIM, 0, tol_rank, tol_sv, totparam_nbr);
+ [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification.checks(MIM, 0, tol_rank, tol_sv, totparam_nbr);
else %use normalized version if possible
- [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification_checks(tildaM, 0, tol_rank, tol_sv, totparam_nbr);
+ [ide_hess.cond, ide_hess.rank, ide_hess.ind0, ide_hess.indno, ide_hess.ino, ide_hess.Mco, ide_hess.Pco] = identification.checks(tildaM, 0, tol_rank, tol_sv, totparam_nbr);
end
indok = find(max(ide_hess.indno,[],1)==0);
ind1 = find(ide_hess.ind0);
@@ -363,7 +363,7 @@ if info(1) == 0 %no errors in solution
if ~isempty(indok)
ide_uncert_unnormaliz(indok) = (sqrt(diag(inv(tildaM(indok,indok))))./deltaM(indok))'; %sqrt(diag(inv(MIM(indok,indok))))';
end
- flag_score = 0; %this is used for the title in plot_identification.m
+ flag_score = 0; %this is used for the title in identification.plot.m
end % end of computing sample information matrix for identification strength measure
ide_strength_dMOMENTS(indok) = (1./(ide_uncert_unnormaliz(indok)'./abs(params(indok)'))); %this is s_i in Ratto and Iskrev (2011, p.13)
@@ -375,7 +375,7 @@ if info(1) == 0 %no errors in solution
if size(quant,1)==1
si_dMOMENTSnorm = abs(quant).*normaliz_prior_std;
else
- si_dMOMENTSnorm = vnorm(quant).*normaliz_prior_std;
+ si_dMOMENTSnorm = identification.vnorm(quant).*normaliz_prior_std;
end
iy = find(diag_chh);
ind_dREDUCEDFORM = ind_dREDUCEDFORM(iy);
@@ -385,7 +385,7 @@ if info(1) == 0 %no errors in solution
if size(quant,1)==1
si_dREDUCEDFORMnorm = abs(quant).*normaliz_prior_std;
else
- si_dREDUCEDFORMnorm = vnorm(quant).*normaliz_prior_std;
+ si_dREDUCEDFORMnorm = identification.vnorm(quant).*normaliz_prior_std;
end
else
si_dREDUCEDFORMnorm = [];
@@ -399,7 +399,7 @@ if info(1) == 0 %no errors in solution
if size(quant,1)==1
si_dDYNAMICnorm = abs(quant).*normaliz_prior_std(stderrparam_nbr+corrparam_nbr+1:end);
else
- si_dDYNAMICnorm = vnorm(quant).*normaliz_prior_std(stderrparam_nbr+corrparam_nbr+1:end);
+ si_dDYNAMICnorm = identification.vnorm(quant).*normaliz_prior_std(stderrparam_nbr+corrparam_nbr+1:end);
end
else
si_dDYNAMICnorm=[];
@@ -465,11 +465,11 @@ if info(1) == 0 %no errors in solution
ide_moments.MOMENTS = MOMENTS;
if advanced
- % here we do not normalize (i.e. we set norm_dMOMENTS=1) as the OLS in ident_bruteforce is very sensitive to norm_dMOMENTS
- [ide_moments.pars, ide_moments.cosndMOMENTS] = ident_bruteforce(M_.dname,M_.fname,dMOMENTS(ind_dMOMENTS,:), max_dim_cova_group, options_.TeX, options_ident.name_tex, options_ident.tittxt, tol_deriv);
+ % here we do not normalize (i.e. we set norm_dMOMENTS=1) as the OLS in identification.bruteforce is very sensitive to norm_dMOMENTS
+ [ide_moments.pars, ide_moments.cosndMOMENTS] = identification.bruteforce(M_.dname,M_.fname,dMOMENTS(ind_dMOMENTS,:), max_dim_cova_group, options_.TeX, options_ident.name_tex, options_ident.tittxt, tol_deriv);
end
- %here we focus on the unnormalized S and V, which is then used in plot_identification.m and for prior_mc > 1
+ %here we focus on the unnormalized S and V, which is then used in identification.plot.m and for prior_mc > 1
[~, S, V] = svd(dMOMENTS(ind_dMOMENTS,:),0);
if size(S,1) == 1
S = S(1); % edge case that S is not a matrix but a row vector
@@ -522,9 +522,9 @@ if info(1) == 0 %no errors in solution
%% Perform identification checks, i.e. find out which parameters are involved
if checks_via_subsets
- % identification_checks_via_subsets is only for debugging
+ % identification.checks_via_subsets is only for debugging
[ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal] = ...
- identification_checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident, error_indicator);
+ identification.checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident, error_indicator);
if ~error_indicator.identification_minimal
ide_minimal.minimal_state_space=1;
else
@@ -532,19 +532,19 @@ if info(1) == 0 %no errors in solution
end
else
[ide_dynamic.cond, ide_dynamic.rank, ide_dynamic.ind0, ide_dynamic.indno, ide_dynamic.ino, ide_dynamic.Mco, ide_dynamic.Pco, ide_dynamic.jweak, ide_dynamic.jweak_pair] = ...
- identification_checks(dDYNAMIC(ind_dDYNAMIC,:)./norm_dDYNAMIC, 1, tol_rank, tol_sv, modparam_nbr);
+ identification.checks(dDYNAMIC(ind_dDYNAMIC,:)./norm_dDYNAMIC, 1, tol_rank, tol_sv, modparam_nbr);
if ~options_ident.no_identification_reducedform && ~error_indicator.identification_reducedform
[ide_reducedform.cond, ide_reducedform.rank, ide_reducedform.ind0, ide_reducedform.indno, ide_reducedform.ino, ide_reducedform.Mco, ide_reducedform.Pco, ide_reducedform.jweak, ide_reducedform.jweak_pair] = ...
- identification_checks(dREDUCEDFORM(ind_dREDUCEDFORM,:)./norm_dREDUCEDFORM, 1, tol_rank, tol_sv, totparam_nbr);
+ identification.checks(dREDUCEDFORM(ind_dREDUCEDFORM,:)./norm_dREDUCEDFORM, 1, tol_rank, tol_sv, totparam_nbr);
end
if ~options_ident.no_identification_moments && ~error_indicator.identification_moments
[ide_moments.cond, ide_moments.rank, ide_moments.ind0, ide_moments.indno, ide_moments.ino, ide_moments.Mco, ide_moments.Pco, ide_moments.jweak, ide_moments.jweak_pair] = ...
- identification_checks(dMOMENTS(ind_dMOMENTS,:)./norm_dMOMENTS, 1, tol_rank, tol_sv, totparam_nbr);
+ identification.checks(dMOMENTS(ind_dMOMENTS,:)./norm_dMOMENTS, 1, tol_rank, tol_sv, totparam_nbr);
end
if ~options_ident.no_identification_minimal
if ~error_indicator.identification_minimal
[ide_minimal.cond, ide_minimal.rank, ide_minimal.ind0, ide_minimal.indno, ide_minimal.ino, ide_minimal.Mco, ide_minimal.Pco, ide_minimal.jweak, ide_minimal.jweak_pair] = ...
- identification_checks(dMINIMAL(ind_dMINIMAL,:)./norm_dMINIMAL, 2, tol_rank, tol_sv, totparam_nbr);
+ identification.checks(dMINIMAL(ind_dMINIMAL,:)./norm_dMINIMAL, 2, tol_rank, tol_sv, totparam_nbr);
ide_minimal.minimal_state_space=1;
else
ide_minimal.minimal_state_space=0;
@@ -552,7 +552,7 @@ if info(1) == 0 %no errors in solution
end
if ~options_ident.no_identification_spectrum && ~error_indicator.identification_spectrum
[ide_spectrum.cond, ide_spectrum.rank, ide_spectrum.ind0, ide_spectrum.indno, ide_spectrum.ino, ide_spectrum.Mco, ide_spectrum.Pco, ide_spectrum.jweak, ide_spectrum.jweak_pair] = ...
- identification_checks(tilda_dSPECTRUM, 3, tol_rank, tol_sv, totparam_nbr);
+ identification.checks(tilda_dSPECTRUM, 3, tol_rank, tol_sv, totparam_nbr);
end
end
end
diff --git a/matlab/ident_bruteforce.m b/matlab/+identification/bruteforce.m
similarity index 98%
rename from matlab/ident_bruteforce.m
rename to matlab/+identification/bruteforce.m
index 75229b4e8b57a8f30efb7db87bd2a73a3c4341b0..c4be89e4019a076e07857f453e2f4a1fe9c5875f 100644
--- a/matlab/ident_bruteforce.m
+++ b/matlab/+identification/bruteforce.m
@@ -18,7 +18,7 @@ function [pars, cosnJ] = ident_bruteforce(dname,fname,J, max_dim_cova_group, TeX
% cosnJ : cosn of each column with the selected group of columns
% -------------------------------------------------------------------------
% This function is called by
-% * identification_analysis.m
+% * identification.analysis.m
% =========================================================================
% Copyright © 2009-2023 Dynare Team
%
@@ -67,7 +67,7 @@ for ll = 1:max_dim_cova_group
cosnJ2=zeros(size(tmp2,1),1);
b=[];
for jj = 1:size(tmp2,1)
- [cosnJ2(jj,1), b(:,jj)] = cosn([J(:,ii),J(:,tmp2(jj,:))]);
+ [cosnJ2(jj,1), b(:,jj)] = identification.cosn([J(:,ii),J(:,tmp2(jj,:))]);
end
cosnJ(ii,ll) = max(cosnJ2(:,1));
if cosnJ(ii,ll)>tol_deriv
diff --git a/matlab/identification_checks.m b/matlab/+identification/checks.m
similarity index 94%
rename from matlab/identification_checks.m
rename to matlab/+identification/checks.m
index be54d1be115251a1dbe79eebd9f618431babf1e9..03895b6ad13bb9674835e079a8f6c59cbf1c056a 100644
--- a/matlab/identification_checks.m
+++ b/matlab/+identification/checks.m
@@ -1,5 +1,5 @@
-function [condX, rankX, ind0, indno, ixno, Mco, Pco, jweak, jweak_pair] = identification_checks(X, test_flag, tol_rank, tol_sv, param_nbr)
-% function [condX, rankX, ind0, indno, ixno, Mco, Pco, jweak, jweak_pair] = identification_checks(X, test_flag, tol_rank, tol_sv, param_nbr)
+function [condX, rankX, ind0, indno, ixno, Mco, Pco, jweak, jweak_pair] = checks(X, test_flag, tol_rank, tol_sv, param_nbr)
+% function [condX, rankX, ind0, indno, ixno, Mco, Pco, jweak, jweak_pair] = checks(X, test_flag, tol_rank, tol_sv, param_nbr)
% -------------------------------------------------------------------------
% Checks rank criteria of identification tests and finds out parameter sets
% that are not identifiable via the nullspace, pairwise correlation
@@ -24,10 +24,10 @@ function [condX, rankX, ind0, indno, ixno, Mco, Pco, jweak, jweak_pair] = identi
% * jweak_pair [(vech) matrix] gives 1 if a couple parameters has Pco=1 (with tolerance tol_rank)
% -------------------------------------------------------------------------
% This function is called by
-% * identification_analysis.m
+% * identification.analysis.m
% -------------------------------------------------------------------------
% This function calls
-% * cosn
+% * identification.cosn
% * dyn_vech
% * vnorm
% =========================================================================
@@ -75,7 +75,7 @@ end
% find non-zero columns at machine precision
if size(Xpar,1) > 1
- ind1 = find(vnorm(Xpar) >= eps);
+ ind1 = find(identification.vnorm(Xpar) >= eps);
else
ind1 = find(abs(Xpar) >= eps); % if only one parameter
end
@@ -141,7 +141,7 @@ if test_flag == 0 || test_flag == 3 % G is a Gram matrix and hence should be a c
else
Mco = NaN(param_nbr,1);
for ii = 1:size(Xparnonzero,2)
- Mco(ind1(ii),:) = cosn([Xparnonzero(:,ii) , Xparnonzero(:,find([1:1:size(Xparnonzero,2)]~=ii)), Xrest]);
+ Mco(ind1(ii),:) = identification.cosn([Xparnonzero(:,ii) , Xparnonzero(:,find([1:1:size(Xparnonzero,2)]~=ii)), Xrest]);
end
end
@@ -176,7 +176,7 @@ if test_flag ~= 0
for ii = 1:size(Xparnonzero,2)
Pco(ind1(ii),ind1(ii)) = 1;
for jj = ii+1:size(Xparnonzero,2)
- Pco(ind1(ii),ind1(jj)) = cosn([Xparnonzero(:,ii),Xparnonzero(:,jj),Xrest]);
+ Pco(ind1(ii),ind1(jj)) = identification.cosn([Xparnonzero(:,ii),Xparnonzero(:,jj),Xrest]);
Pco(ind1(jj),ind1(ii)) = Pco(ind1(ii),ind1(jj));
end
end
diff --git a/matlab/identification_checks_via_subsets.m b/matlab/+identification/checks_via_subsets.m
similarity index 98%
rename from matlab/identification_checks_via_subsets.m
rename to matlab/+identification/checks_via_subsets.m
index 871b882420c19f8dd5e32af5e121fbcd3c6808bb..4d75e373677fd5f70b421d85a330e1d39b6173a1 100644
--- a/matlab/identification_checks_via_subsets.m
+++ b/matlab/+identification/checks_via_subsets.m
@@ -1,5 +1,5 @@
-function [ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal] = identification_checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident,error_indicator)
-%[ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal] = identification_checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident,error_indicator)
+function [ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal] = checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident,error_indicator)
+%[ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal] = checks_via_subsets(ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, totparam_nbr, modparam_nbr, options_ident,error_indicator)
% -------------------------------------------------------------------------
% Finds problematic sets of paramters via checking the necessary rank condition
% of the Jacobians for all possible combinations of parameters. The rank is
@@ -50,7 +50,7 @@ function [ide_dynamic, ide_reducedform, ide_moments, ide_spectrum, ide_minimal]
% * rank: [integer] rank of Jacobian
% -------------------------------------------------------------------------
% This function is called by
-% * identification_analysis.m
+% * identification.analysis.m
% =========================================================================
% Copyright © 2019-2021 Dynare Team
%
@@ -161,7 +161,7 @@ end
% initialize for spectrum criteria
if ~no_identification_spectrum && ~error_indicator.identification_spectrum
- dSPECTRUM = ide_spectrum.tilda_dSPECTRUM; %tilda dSPECTRUM is normalized dSPECTRUM matrix in identification_analysis.m
+ dSPECTRUM = ide_spectrum.tilda_dSPECTRUM; %tilda dSPECTRUM is normalized dSPECTRUM matrix in identification.analysis.m
%alternative normalization
%dSPECTRUM = ide_spectrum.dSPECTRUM;
%dSPECTRUM(ide_spectrum.ind_dSPECTRUM,:) = dSPECTRUM(ide_spectrum.ind_dSPECTRUM,:)./ide_spectrum.norm_dSPECTRUM; %normalize
diff --git a/matlab/cosn.m b/matlab/+identification/cosn.m
similarity index 98%
rename from matlab/cosn.m
rename to matlab/+identification/cosn.m
index 7ccd1b5becf037f9a64da2c7ae8e3af67fcbb7e5..a662c245e7cba129a5a92d3f550caa1b14fb4759 100644
--- a/matlab/cosn.m
+++ b/matlab/+identification/cosn.m
@@ -17,7 +17,7 @@ function [co, b, yhat] = cosn(H)
% * y [n by 1] predicted endogenous values given ols estimation
% -------------------------------------------------------------------------
% This function is called by
-% * identification_checks.m
+% * identification.checks.m
% * ident_bruteforce.m
% =========================================================================
% Copyright © 2008-2019 Dynare Team
diff --git a/matlab/disp_identification.m b/matlab/+identification/display.m
similarity index 98%
rename from matlab/disp_identification.m
rename to matlab/+identification/display.m
index c723874329a448c87b776b715103ce6b133b3ec7..a0726b868271c8c665a9600d1774fe76338f03ca 100644
--- a/matlab/disp_identification.m
+++ b/matlab/+identification/display.m
@@ -1,5 +1,5 @@
-function disp_identification(pdraws, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, name, options_ident)
-% disp_identification(pdraws, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, name, options_ident)
+function display(pdraws, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, name, options_ident)
+% display(pdraws, ide_reducedform, ide_moments, ide_spectrum, ide_minimal, name, options_ident)
% -------------------------------------------------------------------------
% This function displays all identification analysis to the command line
% =========================================================================
@@ -26,7 +26,7 @@ function disp_identification(pdraws, ide_reducedform, ide_moments, ide_spectrum,
% * all output is printed on the command line
% -------------------------------------------------------------------------
% This function is called by
-% * dynare_identification.m
+% * identification.run
% =========================================================================
% Copyright © 2010-2021 Dynare Team
%
@@ -207,7 +207,7 @@ for jide = 1:4
end
end
- %% display problematic parameters computed by identification_checks_via_subsets
+ %% display problematic parameters computed by identification.checks_via_subsets
elseif checks_via_subsets
if ide.rank < size(Jacob,2)
no_warning_message_display = 0;
diff --git a/matlab/fjaco.m b/matlab/+identification/fjaco.m
similarity index 84%
rename from matlab/fjaco.m
rename to matlab/+identification/fjaco.m
index 3d41787b15eef7a0c59e1922325460fc137de514..b1818932c2069230722a57038c5d32052c71f0f1 100644
--- a/matlab/fjaco.m
+++ b/matlab/+identification/fjaco.m
@@ -30,7 +30,7 @@ function fjac = fjaco(f,x,varargin)
ff=feval(f,x,varargin{:});
tol = eps.^(1/3); %some default value
-if strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective')
+if strcmp(func2str(f),'identification.get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification.numerical_objective')
tol= varargin{4}.dynatol.x;
end
h = tol.*max(abs(x),1);
@@ -40,12 +40,12 @@ fjac = NaN(length(ff),length(x));
for j=1:length(x)
xx = x;
xx(j) = xh1(j); f1=feval(f,xx,varargin{:});
- if isempty(f1) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') )
+ if isempty(f1) && (strcmp(func2str(f),'identification.get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification.numerical_objective') )
[~,info]=feval(f,xx,varargin{:});
disp_info_error_identification_perturbation(info,j);
end
xx(j) = xh0(j); f0=feval(f,xx,varargin{:});
- if isempty(f0) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') )
+ if isempty(f0) && (strcmp(func2str(f),'identification.get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification.numerical_objective') )
[~,info]=feval(f,xx,varargin{:});
disp_info_error_identification_perturbation(info,j)
end
diff --git a/matlab/get_identification_jacobians.m b/matlab/+identification/get_jacobians.m
similarity index 95%
rename from matlab/get_identification_jacobians.m
rename to matlab/+identification/get_jacobians.m
index c60c0d1af308c8e0689118dcc9548c3836021f8f..f1bdac9ef0c36d52216bbccdf08cab0720a2ab61 100644
--- a/matlab/get_identification_jacobians.m
+++ b/matlab/+identification/get_jacobians.m
@@ -1,5 +1,5 @@
-function [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = get_identification_jacobians(estim_params, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, dr, endo_steady_state, exo_steady_state, exo_det_steady_state)
-% [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = get_identification_jacobians(estim_params, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, dr, endo_steady_state, exo_steady_state, exo_det_steady_state)
+function [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = get_jacobians(estim_params, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, dr, endo_steady_state, exo_steady_state, exo_det_steady_state)
+% [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dMOMENTS, dSPECTRUM, dSPECTRUM_NO_MEAN, dMINIMAL, derivatives_info] = get_jacobians(estim_params, M_, options_, options_ident, indpmodel, indpstderr, indpcorr, indvobs, dr, endo_steady_state, exo_steady_state, exo_det_steady_state)
% previously getJJ.m in Dynare 4.5
% Sets up the Jacobians needed for identification analysis
% =========================================================================
@@ -84,7 +84,7 @@ function [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dM
%
% -------------------------------------------------------------------------
% This function is called by
-% * identification_analysis.m
+% * identification.analysis.m
% -------------------------------------------------------------------------
% This function calls
% * commutation
@@ -94,7 +94,7 @@ function [MEAN, dMEAN, REDUCEDFORM, dREDUCEDFORM, DYNAMIC, dDYNAMIC, MOMENTS, dM
% * fjaco
% * get_perturbation_params_derivs (previously getH)
% * get_all_parameters
-% * identification_numerical_objective (previously thet2tau)
+% * identification.numerical_objective (previously thet2tau)
% * pruned_state_space_system
% * vec
% =========================================================================
@@ -153,7 +153,7 @@ obs_nbr = length(indvobs);
d2flag = 0; % do not compute second parameter derivatives
% Get Jacobians (wrt selected params) of steady state, dynamic model derivatives and perturbation solution matrices for all endogenous variables
-dr.derivs = get_perturbation_params_derivs(M_, options_, estim_params, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
+dr.derivs = identification.get_perturbation_params_derivs(M_, options_, estim_params, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
[I,~] = find(lead_lag_incidence'); %I is used to select nonzero columns of the Jacobian of endogenous variables in dynamic model files
yy0 = dr.ys(I); %steady state of dynamic (endogenous and auxiliary variables) in lead_lag_incidence order
@@ -230,7 +230,7 @@ elseif order == 3
end
% Get (pruned) state space representation:
-pruned = pruned_state_space_system(M_, options_, dr, indvobs, nlags, useautocorr, 1);
+pruned = pruned_SS.pruned_state_space_system(M_, options_, dr, indvobs, nlags, useautocorr, 1);
MEAN = pruned.E_y;
dMEAN = pruned.dE_y;
%storage for Jacobians used in dsge_likelihood.m for analytical Gradient and Hession of likelihood (only at order=1)
@@ -258,7 +258,7 @@ if ~no_identification_moments
if kronflag == -1
%numerical derivative of autocovariogram
- dMOMENTS = fjaco(str2func('identification_numerical_objective'), xparam1, 1, estim_params, M_, options_, indpmodel, indpstderr, indvobs, useautocorr, nlags, grid_nbr, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); %[outputflag=1]
+ dMOMENTS = identification.fjaco(str2func('identification.numerical_objective'), xparam1, 1, estim_params, M_, options_, indpmodel, indpstderr, indvobs, useautocorr, nlags, grid_nbr, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); %[outputflag=1]
dMOMENTS = [dMEAN; dMOMENTS]; %add Jacobian of steady state of VAROBS variables
else
dMOMENTS = zeros(obs_nbr + obs_nbr*(obs_nbr+1)/2 + nlags*obs_nbr^2 , totparam_nbr);
@@ -315,7 +315,7 @@ if ~no_identification_spectrum
IA = eye(size(pruned.A,1));
if kronflag == -1
%numerical derivative of spectral density
- dOmega_tmp = fjaco(str2func('identification_numerical_objective'), xparam1, 2, estim_params, M_, options_, indpmodel, indpstderr, indvobs, useautocorr, nlags, grid_nbr, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); %[outputflag=2]
+ dOmega_tmp = identification.fjaco(str2func('identification.numerical_objective'), xparam1, 2, estim_params, M_, options_, indpmodel, indpstderr, indvobs, useautocorr, nlags, grid_nbr, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); %[outputflag=2]
kk = 0;
for ig = 1:length(freqs)
kk = kk+1;
@@ -333,7 +333,7 @@ if ~no_identification_spectrum
dC = reshape(pruned.dC,size(pruned.dC,1)*size(pruned.dC,2),size(pruned.dC,3));
dD = reshape(pruned.dD,size(pruned.dD,1)*size(pruned.dD,2),size(pruned.dD,3));
dVarinov = reshape(pruned.dVarinov,size(pruned.dVarinov,1)*size(pruned.dVarinov,2),size(pruned.dVarinov,3));
- K_obs_exo = commutation(obs_nbr,size(pruned.Varinov,1));
+ K_obs_exo = pruned_SS.commutation(obs_nbr,size(pruned.Varinov,1));
for ig=1:length(freqs)
z = tneg(ig);
zIminusA = (z*IA - pruned.A);
@@ -400,7 +400,7 @@ if ~no_identification_minimal
SYS.dC = dr.derivs.dghx(pruned.indy,:,:);
SYS.D = dr.ghu(pruned.indy,:);
SYS.dD = dr.derivs.dghu(pruned.indy,:,:);
- [CheckCO,minnx,SYS] = get_minimal_state_representation(SYS,1);
+ [CheckCO,minnx,SYS] = identification.get_minimal_state_representation(SYS,1);
if CheckCO == 0
warning_KomunjerNg = 'WARNING: Komunjer and Ng (2011) failed:\n';
@@ -423,7 +423,7 @@ if ~no_identification_minimal
dvechSig = dvechSig(indvechSig,:);
Inx = eye(minnx);
Inu = eye(exo_nbr);
- [~,Enu] = duplication(exo_nbr);
+ [~,Enu] = pruned_SS.duplication(exo_nbr);
KomunjerNg_DL = [dminA; dminB; dminC; dminD; dvechSig];
KomunjerNg_DT = [kron(transpose(minA),Inx) - kron(Inx,minA);
kron(transpose(minB),Inx);
diff --git a/matlab/get_minimal_state_representation.m b/matlab/+identification/get_minimal_state_representation.m
similarity index 99%
rename from matlab/get_minimal_state_representation.m
rename to matlab/+identification/get_minimal_state_representation.m
index 277717f3bcd44e5ba4cac95972bf2793861d55ad..deb6d43bbca09eab2c394753ce6cc0a284433a59 100644
--- a/matlab/get_minimal_state_representation.m
+++ b/matlab/+identification/get_minimal_state_representation.m
@@ -53,7 +53,7 @@ function [CheckCO,minns,minSYS] = get_minimal_state_representation(SYS, derivs_f
% Jacobian (wrt to all parameters) of measurement matrix minD
% -------------------------------------------------------------------------
% This function is called by
-% * get_identification_jacobians.m (previously getJJ.m)
+% * identification.get_jacobians.m (previously getJJ.m)
% -------------------------------------------------------------------------
% This function calls
% * check_minimality (embedded)
diff --git a/matlab/get_perturbation_params_derivs.m b/matlab/+identification/get_perturbation_params_derivs.m
similarity index 93%
rename from matlab/get_perturbation_params_derivs.m
rename to matlab/+identification/get_perturbation_params_derivs.m
index fab20ef031dbba87055a42a259f0cd5c47184b73..579ebce38d2d421ce1b6359fcf72b39713326733 100644
--- a/matlab/get_perturbation_params_derivs.m
+++ b/matlab/+identification/get_perturbation_params_derivs.m
@@ -88,7 +88,7 @@ function DERIVS = get_perturbation_params_derivs(M_, options_, estim_params_, dr
% -------------------------------------------------------------------------
% This function is called by
% * dsge_likelihood.m
-% * get_identification_jacobians.m
+% * identification.get_jacobians.m
% -------------------------------------------------------------------------
% This function calls
% * [fname,'.dynamic']
@@ -191,7 +191,7 @@ if order > 1 && analytic_derivation_mode == 1
analytic_derivation_mode = 0; fprintf('As order > 1, reset ''analytic_derivation_mode'' to 0\n');
end
-numerical_objective_fname = str2func('get_perturbation_params_derivs_numerical_objective');
+numerical_objective_fname = str2func('identification.get_perturbation_params_derivs_numerical_objective');
idx_states = nstatic+(1:nspred); %index for state variables, in DR order
modparam_nbr = length(indpmodel); %number of selected model parameters
stderrparam_nbr = length(indpstderr); %number of selected stderr parameters
@@ -295,7 +295,7 @@ if analytic_derivation_mode == -1
% - perturbation solution matrices: dghx, dghu, dghxx, dghxu, dghuu, dghs2, dghxxx, dghxxu, dghxuu, dghuuu, dghxss, dghuss
%Parameter Jacobian of covariance matrix and solution matrices (wrt selected stderr, corr and model paramters)
- dSig_gh = fjaco(numerical_objective_fname, xparam1, 'perturbation_solution', estim_params_, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
+ dSig_gh = identification.fjaco(numerical_objective_fname, xparam1, 'perturbation_solution', estim_params_, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
ind_Sigma_e = (1:exo_nbr^2);
ind_ghx = ind_Sigma_e(end) + (1:endo_nbr*nspred);
ind_ghu = ind_ghx(end) + (1:endo_nbr*exo_nbr);
@@ -348,7 +348,7 @@ if analytic_derivation_mode == -1
end
%Parameter Jacobian of dynamic model derivatives (wrt selected model parameters only)
- dYss_g = fjaco(numerical_objective_fname, modparam1, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
+ dYss_g = identification.fjaco(numerical_objective_fname, modparam1, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
ind_Yss = 1:endo_nbr;
if options_.discretionary_policy || options_.ramsey_policy
ind_g1 = ind_Yss(end) + (1:M_.eq_nbr*yy0ex0_nbr);
@@ -374,7 +374,7 @@ if analytic_derivation_mode == -1
% Hessian (wrt paramters) of steady state and first-order solution matrices ghx and Om
% note that hessian_sparse.m (contrary to hessian.m) does not take symmetry into account, but focuses already on unique values
options_.order = 1; %make sure only first order
- d2Yss_KalmanA_Om = hessian_sparse(numerical_objective_fname, xparam1, gstep, 'Kalman_Transition', estim_params_, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
+ d2Yss_KalmanA_Om = identification.hessian_sparse(numerical_objective_fname, xparam1, gstep, 'Kalman_Transition', estim_params_, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
options_.order = order; %make sure to set back
ind_KalmanA = ind_Yss(end) + (1:endo_nbr^2);
DERIVS.d2KalmanA = d2Yss_KalmanA_Om(ind_KalmanA, indp2tottot2); %only unique elements
@@ -394,7 +394,7 @@ if analytic_derivation_mode == -2
% The parameter derivatives of perturbation solution matrices are computed analytically below (analytic_derivation_mode=0)
if order == 3
[~, g1, g2, g3] = feval([fname,'.dynamic'], ys(I), exo_steady_state', params, ys, 1);
- g3 = unfold_g3(g3, yy0ex0_nbr);
+ g3 = identification.unfold_g3(g3, yy0ex0_nbr);
elseif order == 2
[~, g1, g2] = feval([fname,'.dynamic'], ys(I), exo_steady_state', params, ys, 1);
elseif order == 1
@@ -405,7 +405,7 @@ if analytic_derivation_mode == -2
% computation of d2Yss and d2g1
% note that hessian_sparse does not take symmetry into account, i.e. compare hessian_sparse.m to hessian.m, but focuses already on unique values, which are duplicated below
options_.order = 1; %d2flag requires only first order
- d2Yss_g1 = hessian_sparse(numerical_objective_fname, modparam1, gstep, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); % d2flag requires only first-order
+ d2Yss_g1 = identification.hessian_sparse(numerical_objective_fname, modparam1, gstep, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state); % d2flag requires only first-order
options_.order = order; %make sure to set back the order
d2Yss = reshape(full(d2Yss_g1(1:endo_nbr,:)), [endo_nbr modparam_nbr modparam_nbr]); %put into tensor notation
for j=1:endo_nbr
@@ -431,7 +431,7 @@ if analytic_derivation_mode == -2
end
%Parameter Jacobian of dynamic model derivatives (wrt selected model parameters only)
- dYss_g = fjaco(numerical_objective_fname, modparam1, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
+ dYss_g = identification.fjaco(numerical_objective_fname, modparam1, 'dynamic_model', estim_params_model, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
ind_Yss = 1:endo_nbr;
ind_g1 = ind_Yss(end) + (1:endo_nbr*yy0ex0_nbr);
dYss = dYss_g(ind_Yss,:); %in tensor notation, wrt selected model parameters only
@@ -447,20 +447,22 @@ if analytic_derivation_mode == -2
clear dYss_g
elseif (analytic_derivation_mode == 0 || analytic_derivation_mode == 1)
- %% Analytical computation of Jacobian and Hessian (wrt selected model parameters) of steady state, i.e. dYss and d2Yss
- [~, g1_static] = feval([fname,'.static'], ys, exo_steady_state', params); %g1_static is [endo_nbr by endo_nbr] first-derivative (wrt all endogenous variables) of static model equations f, i.e. df/dys, in declaration order
- try
- rp_static = feval([fname,'.static_params_derivs'], ys, exo_steady_state', params); %rp_static is [endo_nbr by param_nbr] first-derivative (wrt all model parameters) of static model equations f, i.e. df/dparams, in declaration order
- catch
+ if ~exist(['+' fname filesep 'static_params_derivs.m'],'file')
error('For analytical parameter derivatives ''static_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
end
+ if ~exist(['+' fname filesep 'dynamic_params_derivs.m'],'file')
+ error('For analytical parameter derivatives ''dynamic_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
+ end
+ %% Analytical computation of Jacobian and Hessian (wrt selected model parameters) of steady state, i.e. dYss and d2Yss
+ [~, g1_static] = feval([fname,'.static'], ys, exo_steady_state', params); %g1_static is [endo_nbr by endo_nbr] first-derivative (wrt all endogenous variables) of static model equations f, i.e. df/dys, in declaration order
+ rp_static = feval([fname,'.static_params_derivs'], ys, exo_steady_state', params); %rp_static is [endo_nbr by param_nbr] first-derivative (wrt all model parameters) of static model equations f, i.e. df/dparams, in declaration order
dys = -g1_static\rp_static; %use implicit function theorem (equation 5 of Ratto and Iskrev (2012) to compute [endo_nbr by param_nbr] first-derivative (wrt all model parameters) of steady state for all endogenous variables analytically, note that dys is in declaration order
d2ys = zeros(endo_nbr, param_nbr, param_nbr); %initialize in tensor notation, note that d2ys is only needed for d2flag, i.e. for g1pp
if d2flag
[~, ~, g2_static] = feval([fname,'.static'], ys, exo_steady_state', params); %g2_static is [endo_nbr by endo_nbr^2] second derivative (wrt all endogenous variables) of static model equations f, i.e. d(df/dys)/dys, in declaration order
if order < 3
[~, g1, g2, g3] = feval([fname,'.dynamic'], ys(I), exo_steady_state', params, ys, 1); %note that g3 does not contain symmetric elements
- g3 = unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3
+ g3 = identification.unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3
else
T = NaN(sum(dynamic_tmp_nbr(1:5)));
T = feval([fname, '.dynamic_g4_tt'], T, ys(I), exo_steady_state', params, ys, 1);
@@ -468,20 +470,16 @@ elseif (analytic_derivation_mode == 0 || analytic_derivation_mode == 1)
g2 = feval([fname, '.dynamic_g2'], T, ys(I), exo_steady_state', params, ys, 1, false); %g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
g3 = feval([fname, '.dynamic_g3'], T, ys(I), exo_steady_state', params, ys, 1, false); %note that g3 does not contain symmetric elements
g4 = feval([fname, '.dynamic_g4'], T, ys(I), exo_steady_state', params, ys, 1, false); %note that g4 does not contain symmetric elements
- g3 = unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3, %g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
- g4 = unfold_g4(g4, yy0ex0_nbr); %add symmetric elements to g4, %g4 is [endo_nbr by yy0ex0_nbr^4] fourth-derivative (wrt all dynamic variables) of dynamic model equations, i.e. ((d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
+ g3 = identification.unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3, %g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
+ g4 = identification.unfold_g4(g4, yy0ex0_nbr); %add symmetric elements to g4, %g4 is [endo_nbr by yy0ex0_nbr^4] fourth-derivative (wrt all dynamic variables) of dynamic model equations, i.e. ((d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
end
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
- try
- [~, g1p_static, rpp_static] = feval([fname,'.static_params_derivs'], ys, exo_steady_state', params);
- %g1p_static is [endo_nbr by endo_nbr by param_nbr] first derivative (wrt all model parameters) of first-derivative (wrt all endogenous variables) of static model equations f, i.e. (df/dys)/dparams, in declaration order
- %rpp_static is [#second_order_residual_terms by 4] and contains nonzero values and corresponding indices of second derivatives (wrt all model parameters) of static model equations f, i.e. d(df/dparams)/dparams, in declaration order, where
- % column 1 contains equation number; column 2 contains first parameter; column 3 contains second parameter; column 4 contains value of derivative
- catch
- error('For analytical parameter derivatives ''static_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
- end
+ [~, g1p_static, rpp_static] = feval([fname,'.static_params_derivs'], ys, exo_steady_state', params);
+ %g1p_static is [endo_nbr by endo_nbr by param_nbr] first derivative (wrt all model parameters) of first-derivative (wrt all endogenous variables) of static model equations f, i.e. (df/dys)/dparams, in declaration order
+ %rpp_static is [#second_order_residual_terms by 4] and contains nonzero values and corresponding indices of second derivatives (wrt all model parameters) of static model equations f, i.e. d(df/dparams)/dparams, in declaration order, where
+ % column 1 contains equation number; column 2 contains first parameter; column 3 contains second parameter; column 4 contains value of derivative
rpp_static = get_all_resid_2nd_derivs(rpp_static, endo_nbr, param_nbr); %make full matrix out of nonzero values and corresponding indices
%rpp_static is [endo_nbr by param_nbr by param_nbr] second derivatives (wrt all model parameters) of static model equations, i.e. d(df/dparams)/dparams, in declaration order
if isempty(find(g2_static))
@@ -525,58 +523,42 @@ elseif (analytic_derivation_mode == 0 || analytic_derivation_mode == 1)
end
if d2flag
- try
- if order < 3
- [~, g1p, ~, g1pp, g2p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
- else
- [~, g1p, ~, g1pp, g2p, g3p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
- end
- catch
- error('For analytical parameter derivatives ''dynamic_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
+ if order < 3
+ [~, g1p, ~, g1pp, g2p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
+ else
+ [~, g1p, ~, g1pp, g2p, g3p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
end
%g1pp are nonzero values and corresponding indices of second-derivatives (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(d(df/dyy0ex0)/dparam)/dparam, rows are in declaration order, first column in declaration order
d2Yss = d2ys(order_var,indpmodel,indpmodel); %[endo_nbr by mod_param_nbr by mod_param_nbr], put into DR order and focus only on selected model parameters
else
if order == 1
- try
- [~, g1p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
- %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
- catch
- error('For analytical parameter derivatives ''dynamic_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
- end
+ [~, g1p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
+ %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
[~, g1, g2 ] = feval([fname,'.dynamic'], ys(I), exo_steady_state', params, ys, 1);
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g2 is [endo_nbr by yy0ex0_nbr^2] second derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
elseif order == 2
- try
- [~, g1p, ~, ~, g2p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
- %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
- %g2p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of second-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(df/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first and second column in declaration order
- catch
- error('For analytical parameter derivatives ''dynamic_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
- end
+ [~, g1p, ~, ~, g2p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
+ %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
+ %g2p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of second-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(df/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first and second column in declaration order
[~, g1, g2, g3] = feval([fname,'.dynamic'], ys(I), exo_steady_state', params, ys, 1); %note that g3 does not contain symmetric elements
- g3 = unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3
+ g3 = identification.unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
elseif order == 3
- try
- [~, g1p, ~, ~, g2p, g3p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
- %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
- %g2p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of second-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(df/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first and second column in declaration order
- %g3p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of third-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first, second and third column in declaration order
- catch
- error('For analytical parameter derivatives ''dynamic_params_derivs.m'' file is needed, this can be created by putting identification(order=%d) into your mod file.',order)
- end
+ [~, g1p, ~, ~, g2p, g3p] = feval([fname,'.dynamic_params_derivs'], ys(I), exo_steady_state', params, ys, 1, dys, d2ys);
+ %g1p is [endo_nbr by yy0ex0_nbr by param_nbr] first-derivative (wrt all model parameters) of first-derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dparam, rows are in declaration order, column in lead_lag_incidence order
+ %g2p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of second-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(df/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first and second column in declaration order
+ %g3p are nonzero values and corresponding indices of first-derivative (wrt all model parameters) of third-derivatives (wrt all dynamic variables) of dynamic model equations, i.e. d(d(d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dparam, rows are in declaration order, first, second and third column in declaration order
T = NaN(sum(dynamic_tmp_nbr(1:5)));
T = feval([fname, '.dynamic_g4_tt'], T, ys(I), exo_steady_state', params, ys, 1);
g1 = feval([fname, '.dynamic_g1'], T, ys(I), exo_steady_state', params, ys, 1, false); %g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
g2 = feval([fname, '.dynamic_g2'], T, ys(I), exo_steady_state', params, ys, 1, false); %g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
g3 = feval([fname, '.dynamic_g3'], T, ys(I), exo_steady_state', params, ys, 1, false); %note that g3 does not contain symmetric elements
g4 = feval([fname, '.dynamic_g4'], T, ys(I), exo_steady_state', params, ys, 1, false); %note that g4 does not contain symmetric elements
- g3 = unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3, %g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
- g4 = unfold_g4(g4, yy0ex0_nbr); %add symmetric elements to g4, %g4 is [endo_nbr by yy0ex0_nbr^4] fourth-derivative (wrt all dynamic variables) of dynamic model equations, i.e. ((d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
+ g3 = identification.unfold_g3(g3, yy0ex0_nbr); %add symmetric elements to g3, %g3 is [endo_nbr by yy0ex0_nbr^3] third-derivative (wrt all dynamic variables) of dynamic model equations, i.e. (d(df/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
+ g4 = identification.unfold_g4(g4, yy0ex0_nbr); %add symmetric elements to g4, %g4 is [endo_nbr by yy0ex0_nbr^4] fourth-derivative (wrt all dynamic variables) of dynamic model equations, i.e. ((d(df/dyy0ex0)/dyy0ex0)/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
end
end
% Parameter Jacobian of steady state in different orderings, note dys is in declaration order
@@ -801,7 +783,7 @@ if analytic_derivation_mode == 1
dghu = [zeros(endo_nbr*exo_nbr, stderrparam_nbr+corrparam_nbr) dghu];
% Compute dOm = dvec(ghu*Sigma_e*ghu') from expressions 34 in Iskrev (2010) Appendix A
- dOm = kron(I_endo,ghu*Sigma_e)*(commutation(endo_nbr, exo_nbr)*dghu)...
+ dOm = kron(I_endo,ghu*Sigma_e)*(pruned_SS.commutation(endo_nbr, exo_nbr)*dghu)...
+ kron(ghu,ghu)*reshape(dSigma_e, exo_nbr^2, totparam_nbr) + kron(ghu*Sigma_e,I_endo)*dghu;
% Put into tensor notation
diff --git a/matlab/get_perturbation_params_derivs_numerical_objective.m b/matlab/+identification/get_perturbation_params_derivs_numerical_objective.m
similarity index 98%
rename from matlab/get_perturbation_params_derivs_numerical_objective.m
rename to matlab/+identification/get_perturbation_params_derivs_numerical_objective.m
index efb997309dbc6e807b35d3332dc07bea659bf0ba..4fc7f47f52014412d885d30434df600f859f730a 100644
--- a/matlab/get_perturbation_params_derivs_numerical_objective.m
+++ b/matlab/+identification/get_perturbation_params_derivs_numerical_objective.m
@@ -95,7 +95,7 @@ if strcmp(outputflag,'dynamic_model')
out = [Yss; g1(:); g2(:)];
elseif options_.order == 3
[~, g1, g2, g3] = feval([M_.fname,'.dynamic'], ys(I), exo_steady_state', M_.params, ys, 1);
- g3 = unfold_g3(g3, length(ys(I))+M_.exo_nbr);
+ g3 = identification.unfold_g3(g3, length(ys(I))+M_.exo_nbr);
out = [Yss; g1(:); g2(:); g3(:)];
end
end
diff --git a/matlab/hessian_sparse.m b/matlab/+identification/hessian_sparse.m
similarity index 100%
rename from matlab/hessian_sparse.m
rename to matlab/+identification/hessian_sparse.m
diff --git a/matlab/identification_numerical_objective.m b/matlab/+identification/numerical_objective.m
similarity index 90%
rename from matlab/identification_numerical_objective.m
rename to matlab/+identification/numerical_objective.m
index 548e6878421e94fc565cfc68ffc60c9632c58801..84c1695b7f2b2c2b6f21c5888397b36cddcf83eb 100644
--- a/matlab/identification_numerical_objective.m
+++ b/matlab/+identification/numerical_objective.m
@@ -1,5 +1,5 @@
-function out = identification_numerical_objective(params, outputflag, estim_params_, M_, options_, indpmodel, indpstderr, indvar, useautocorr, nlags, grid_nbr, dr, steady_state, exo_steady_state, exo_det_steady_state)
-% out = identification_numerical_objective(params, outputflag, estim_params_, M_, options_, indpmodel, indpstderr, indvar, useautocorr, nlags, grid_nbr, dr, steady_state, exo_steady_state, exo_det_steady_state)
+function out = numerical_objective(params, outputflag, estim_params_, M_, options_, indpmodel, indpstderr, indvar, useautocorr, nlags, grid_nbr, dr, steady_state, exo_steady_state, exo_det_steady_state)
+% out = numerical_objective(params, outputflag, estim_params_, M_, options_, indpmodel, indpstderr, indvar, useautocorr, nlags, grid_nbr, dr, steady_state, exo_steady_state, exo_det_steady_state)
% -------------------------------------------------------------------------
% Objective function to compute numerically the Jacobians used for identification analysis
% Previously this function was called thet2tau.m
@@ -22,7 +22,7 @@ function out = identification_numerical_objective(params, outputflag, estim_para
% OUTPUTS
% out: dependent on outputflag
% * 0: out = [Yss; vec(A); vec(B); dyn_vech(Sig_e)]; of indvar variables only, in DR order. This is needed to compute dTAU and Komunjer and Ng's D.
-% Note that Jacobian of Om is computed in get_identification_Jacobians.m (previously getJJ.m) or get_first_order_solution_params_deriv.m (previously getH.m) from Jacobian of B and Sigma_e, because this is more efficient due to some testing with analytical derivatives from An and Schorfheide model
+% Note that Jacobian of Om is computed in identification.get_jacobians.m (previously getJJ.m) or get_first_order_solution_params_deriv.m (previously getH.m) from Jacobian of B and Sigma_e, because this is more efficient due to some testing with analytical derivatives from An and Schorfheide model
% * 1: out = [vech(cov(Y_t,Y_t)); vec(cov(Y_t,Y_{t-1}); ...; vec(cov(Y_t,Y_{t-nlags})] of indvar variables, in DR order. This is needed to compute Iskrev's J.
% * 2: out = vec(spectral density) with dimension [var_nbr^2*grid_nbr,1] Spectral density of indvar variables evaluated at (grid_nbr/2+1) discretized points in the interval [0;pi]. This is needed for Qu and Tkachenko's G.
% * -1: out = g1(:); of all variables, in DR order. This is needed to compute dLRE.
@@ -32,7 +32,7 @@ function out = identification_numerical_objective(params, outputflag, estim_para
% Jacobian of the dynamic model equations, and Y_t selected variables
% -------------------------------------------------------------------------
% This function is called by
-% * get_identification_jacobians.m (previously getJJ.m)
+% * identification.get_jacobians.m (previously getJJ.m)
% -------------------------------------------------------------------------
% This function calls
% * [M_.fname,'.dynamic']
@@ -80,7 +80,7 @@ end
%% compute Kalman transition matrices and steady state with updated parameters
[dr,info,M_.params] = compute_decision_rules(M_,options_,dr, steady_state, exo_steady_state, exo_det_steady_state);
options_ = rmfield(options_,'options_ident');
-pruned = pruned_state_space_system(M_, options_, dr, indvar, nlags, useautocorr, 0);
+pruned = pruned_SS.pruned_state_space_system(M_, options_, dr, indvar, nlags, useautocorr, 0);
%% out = [vech(cov(Y_t,Y_t)); vec(cov(Y_t,Y_{t-1}); ...; vec(cov(Y_t,Y_{t-nlags})] of indvar variables, in DR order. This is Iskrev (2010)'s J matrix.
if outputflag == 1
diff --git a/matlab/plot_identification.m b/matlab/+identification/plot.m
similarity index 95%
rename from matlab/plot_identification.m
rename to matlab/+identification/plot.m
index 035c9a3255e915c890cd22143385f6eeb6fef9d6..d20531f752f31c7192a18e0a84c2a8200f5f8f3a 100644
--- a/matlab/plot_identification.m
+++ b/matlab/+identification/plot.m
@@ -1,5 +1,5 @@
-function plot_identification(M_, params, idemoments, idehess, idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, fname, options_, estim_params_, bayestopt_, tit_TeX, name_tex)
-% plot_identification(M_, params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, fname, options_, estim_params_, bayestopt_, tit_TeX, name_tex)
+function plot(M_, params, idemoments, idehess, idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, fname, options_, estim_params_, bayestopt_, tit_TeX, name_tex)
+% plot(M_, params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, fname, options_, estim_params_, bayestopt_, tit_TeX, name_tex)
%
% INPUTS
% o M_ [structure] model
@@ -156,7 +156,7 @@ if SampleSize == 1
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([IdentifDirectoryName '/' fname '_ident_strength_' tittxt1,'.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -203,7 +203,7 @@ if SampleSize == 1
dyn_saveas(hh_fig,[IdentifDirectoryName '/' fname '_sensitivity_' tittxt1 ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([IdentifDirectoryName '/' fname '_sensitivity_' tittxt1,'.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -262,7 +262,7 @@ if SampleSize == 1
dyn_saveas(hh_fig,[ IdentifDirectoryName '/' fname '_ident_collinearity_' tittxt1 '_' int2str(j) ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([ IdentifDirectoryName '/' fname '_ident_collinearity_' tittxt1 '_' int2str(j),'.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -329,7 +329,7 @@ if SampleSize == 1
dyn_saveas(f1,[ IdentifDirectoryName '/' fname '_ident_pattern_' tittxt1 '_1' ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([ IdentifDirectoryName '/' fname '_ident_pattern_' tittxt1 '_1','.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -344,7 +344,7 @@ if SampleSize == 1
dyn_saveas(f2,[ IdentifDirectoryName '/' fname '_ident_pattern_' tittxt1 '_2' ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([ IdentifDirectoryName '/' fname '_ident_pattern_' tittxt1 '_2.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -392,7 +392,7 @@ else
dyn_saveas(hh_fig,[ IdentifDirectoryName '/' fname '_MC_sensitivity' ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([ IdentifDirectoryName '/' fname '_MC_sensitivity.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -450,17 +450,17 @@ else
options_mcf.title = 'MC Highest Condition Number LRE Model';
ncut=floor(SampleSize/10*9);
[~,is]=sort(idelre.cond);
- mcf_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
options_mcf.amcf_name = 'MC_HighestCondNumberModel';
options_mcf.amcf_title = 'MC Highest Condition Number Model Solution';
options_mcf.title = 'MC Highest Condition Number Model Solution';
[~,is]=sort(idemodel.cond);
- mcf_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
options_mcf.amcf_name = 'MC_HighestCondNumberMoments';
options_mcf.amcf_title = 'MC Highest Condition Number Model Moments';
options_mcf.title = 'MC Highest Condition Number Model Moments';
[~,is]=sort(idemoments.cond);
- mcf_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
+ gsa.monte_carlo_filtering_analysis(params, is(1:ncut), is(ncut+1:end), options_mcf, M_, options_, bayestopt_, estim_params_);
if nparam<5
f1 = dyn_figure(options_.nodisplay,'Name',[tittxt,' - MC Identification patterns (moments): HIGHEST SV']);
@@ -514,7 +514,7 @@ else
dyn_saveas(f1,[IdentifDirectoryName '/' fname '_MC_ident_pattern_1' ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([IdentifDirectoryName '/' fname '_MC_ident_pattern_1.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
@@ -529,7 +529,7 @@ else
dyn_saveas(f2,[ IdentifDirectoryName '/' fname '_MC_ident_pattern_2' ],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([ IdentifDirectoryName '/' fname '_MC_ident_pattern_2.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by plot_identification.m (Dynare).\n');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by identification.plot.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
diff --git a/matlab/dynare_identification.m b/matlab/+identification/run.m
similarity index 93%
rename from matlab/dynare_identification.m
rename to matlab/+identification/run.m
index 1d9d23dd82045ab622381794e48b34599d0de98e..fac0c5d22080c5555eee2d793694d6a953b4b5aa 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/+identification/run.m
@@ -1,5 +1,5 @@
-function [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, STO_si_dREDUCEDFORM, STO_si_dMOMENTS, STO_dSPECTRUM, STO_dMINIMAL] = dynare_identification(M_,oo_,options_,bayestopt_,estim_params_,options_ident, pdraws0)
-% [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, STO_si_dREDUCEDFORM, STO_si_dMOMENTS, STO_dSPECTRUM, STO_dMINIMAL] = dynare_identification(options_ident, pdraws0)
+function [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, STO_si_dREDUCEDFORM, STO_si_dMOMENTS, STO_dSPECTRUM, STO_dMINIMAL] = run(M_,oo_,options_,bayestopt_,estim_params_,options_ident, pdraws0)
+% [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, STO_si_dREDUCEDFORM, STO_si_dMOMENTS, STO_dSPECTRUM, STO_dMINIMAL] = run(options_ident, pdraws0)
% -------------------------------------------------------------------------
% This function is called, when the user specifies identification(...); in the mod file. It prepares all identification analysis:
% (1) set options, local and persistent variables for a new identification
@@ -32,19 +32,19 @@ function [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, ST
% -------------------------------------------------------------------------
% This function is called by
% * driver.m
-% * map_ident_.m
+% * gsa.map_identification.m
% -------------------------------------------------------------------------
% This function calls
% * checkpath
-% * disp_identification
+% * identification.display
% * dyn_waitbar
% * dyn_waitbar_close
% * get_all_parameters
% * get_posterior_parameters
% * get_the_name
-% * identification_analysis
+% * identification.analysis
% * isoctave
-% * plot_identification
+% * identification.plot
% * dprior.draw
% * set_default_option
% * set_prior
@@ -95,7 +95,7 @@ end
options_ident = set_default_option(options_ident,'gsa_sample_file',0);
% 0: do not use sample file
% 1: triggers gsa prior sample
- % 2: triggers gsa Monte-Carlo sample (i.e. loads a sample corresponding to pprior=0 and ppost=0 in dynare_sensitivity options)
+ % 2: triggers gsa Monte-Carlo sample (i.e. loads a sample corresponding to pprior=0 and ppost=0 in sensitivity.run options)
% FILENAME: use sample file in provided path
options_ident = set_default_option(options_ident,'parameter_set','prior_mean');
% 'calibration': use values in M_.params and M_.Sigma_e to update estimated stderr, corr and model parameters (get_all_parameters)
@@ -140,7 +140,7 @@ options_ident = set_default_option(options_ident,'tol_rank','robust');
options_ident = set_default_option(options_ident,'tol_deriv',1.e-8);
% tolerance level for selecting columns of non-zero derivatives
options_ident = set_default_option(options_ident,'tol_sv',1.e-3);
- % tolerance level for selecting non-zero singular values in identification_checks.m
+ % tolerance level for selecting non-zero singular values in identification.checks.m
options_ident = set_default_option(options_ident,'schur_vec_tol',1e-11);
% tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix.
@@ -181,7 +181,7 @@ if (isfield(options_ident,'no_identification_strength') && options_ident.no_ide
options_ident.no_identification_moments = 0;
end
-%overwrite setting, as dynare_sensitivity does not make use of spectrum and minimal system
+%overwrite setting, as sensitivity.run does not make use of spectrum and minimal system
if isfield(options_,'opt_gsa') && isfield(options_.opt_gsa,'identification') && options_.opt_gsa.identification == 1
options_ident.no_identification_minimal = 1;
options_ident.no_identification_spectrum = 1;
@@ -308,12 +308,12 @@ options_.options_ident = [];
options_ident = set_default_option(options_ident,'analytic_derivation_mode', options_.analytic_derivation_mode); % if not set by user, inherit default global one
% 0: efficient sylvester equation method to compute analytical derivatives as in Ratto & Iskrev (2012)
% 1: kronecker products method to compute analytical derivatives as in Iskrev (2010) (only for order=1)
- % -1: numerical two-sided finite difference method to compute numerical derivatives of all identification Jacobians using function identification_numerical_objective.m (previously thet2tau.m)
+ % -1: numerical two-sided finite difference method to compute numerical derivatives of all identification Jacobians using function identification.numerical_objective.m (previously thet2tau.m)
% -2: numerical two-sided finite difference method to compute numerically dYss, dg1, dg2, dg3, d2Yss and d2g1, the identification Jacobians are then computed analytically as with 0
if options_.discretionary_policy || options_.ramsey_policy
if options_ident.analytic_derivation_mode~=-1
- fprintf('dynare_identification: discretionary_policy and ramsey_policy require analytic_derivation_mode=-1. Resetting the option.')
+ fprintf('identification.run: discretionary_policy and ramsey_policy require analytic_derivation_mode=-1. Resetting the option.')
options_ident.analytic_derivation_mode=-1;
end
end
@@ -384,7 +384,7 @@ else % no estimated_params block, choose all model parameters and all stderr par
name_tex = cellfun(@(x) horzcat('$ SE_{', x, '} $'), M_.exo_names_tex, 'UniformOutput', false);
name_tex = vertcat(name_tex, cellfun(@(x) horzcat('$ ', x, ' $'), M_.param_names_tex, 'UniformOutput', false));
if ~isequal(M_.H,0)
- fprintf('\ndynare_identification:: Identification does not support measurement errors (yet) and will ignore them in the following. To test their identifiability, instead define them explicitly as varexo and provide measurement equations in the model definition.\n')
+ fprintf('\nidentification.run:: Identification does not support measurement errors (yet) and will ignore them in the following. To test their identifiability, instead define them explicitly as varexo and provide measurement equations in the model definition.\n')
end
end
options_ident.name_tex = name_tex;
@@ -402,13 +402,13 @@ end
% settings dependent on number of parameters
options_ident = set_default_option(options_ident,'max_dim_cova_group',min([2,totparam_nbr-1]));
options_ident.max_dim_cova_group = min([options_ident.max_dim_cova_group,totparam_nbr-1]);
- % In brute force search (ident_bruteforce.m) when advanced=1 this option sets the maximum dimension of groups of parameters that best reproduce the behavior of each single model parameter
+ % In brute force search (identification.bruteforce.m) when advanced=1 this option sets the maximum dimension of groups of parameters that best reproduce the behavior of each single model parameter
options_ident = set_default_option(options_ident,'checks_via_subsets',0);
- % 1: uses identification_checks_via_subsets.m to compute problematic parameter combinations
- % 0: uses identification_checks.m to compute problematic parameter combinations [default]
+ % 1: uses identification.checks_via_subsets.m to compute problematic parameter combinations
+ % 0: uses identification.checks.m to compute problematic parameter combinations [default]
options_ident = set_default_option(options_ident,'max_dim_subsets_groups',min([4,totparam_nbr-1]));
- % In identification_checks_via_subsets.m, when checks_via_subsets=1, this option sets the maximum dimension of groups of parameters for which the corresponding rank criteria is checked
+ % In identification.checks_via_subsets.m, when checks_via_subsets=1, this option sets the maximum dimension of groups of parameters for which the corresponding rank criteria is checked
% store identification options
@@ -471,7 +471,7 @@ if iload <=0
options_ident.tittxt = parameters; %title text for graphs and figures
% perform identification analysis for single point
[ide_moments_point, ide_spectrum_point, ide_minimal_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, derivatives_info_point, info, error_indicator_point] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end implies initialization of persistent variables
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end implies initialization of persistent variables
if info(1)~=0
% there are errors in the solution algorithm
message = get_error_message(info,options_);
@@ -488,7 +488,7 @@ if iload <=0
options_ident.tittxt = 'Random_prior_params'; %title text for graphs and figures
% perform identification analysis
[ide_moments_point, ide_spectrum_point, ide_minimal_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, derivatives_info_point, info, error_indicator_point] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1);
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1);
end
end
if info(1)
@@ -513,10 +513,10 @@ if iload <=0
save([IdentifDirectoryName '/' fname '_identif.mat'], 'ide_moments_point', 'ide_spectrum_point', 'ide_minimal_point', 'ide_hess_point', 'ide_reducedform_point', 'ide_dynamic_point', 'store_options_ident');
save([IdentifDirectoryName '/' fname '_' parameters '_identif.mat'], 'ide_moments_point', 'ide_spectrum_point', 'ide_minimal_point', 'ide_hess_point', 'ide_reducedform_point', 'ide_dynamic_point', 'store_options_ident');
% display results of identification analysis
- disp_identification(params, ide_reducedform_point, ide_moments_point, ide_spectrum_point, ide_minimal_point, name, options_ident);
+ identification.display(params, ide_reducedform_point, ide_moments_point, ide_spectrum_point, ide_minimal_point, name, options_ident);
if ~options_ident.no_identification_strength && ~options_.nograph && ~error_indicator_point.identification_strength && ~error_indicator_point.identification_moments
% plot (i) identification strength and sensitivity measure based on the moment information matrix and (ii) plot advanced analysis graphs
- plot_identification(M_,params, ide_moments_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, options_ident.advanced, parameters, name, ...
+ identification.plot(M_,params, ide_moments_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, options_ident.advanced, parameters, name, ...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, parameters_TeX, name_tex);
end
@@ -529,7 +529,7 @@ if iload <=0
file_index = 0; % initialize counter for files (if options_.MaxNumberOfBytes is reached, we store results in files)
options_MC = options_ident; %store options structure for Monte Carlo analysis
options_MC.advanced = 0; %do not run advanced checking in a Monte Carlo analysis
- options_ident.checks_via_subsets = 0; % for Monte Carlo analysis currently only identification_checks and not identification_checks_via_subsets is supported
+ options_ident.checks_via_subsets = 0; % for Monte Carlo analysis currently only identification.checks and not identification.checks_via_subsets is supported
else
iteration = 1; % iteration equals SampleSize and we are finished
pdraws = []; % to have output object otherwise map_ident.m may crash
@@ -543,7 +543,7 @@ if iload <=0
options_ident.tittxt = []; % clear title text for graphs and figures
% run identification analysis
[ide_moments, ide_spectrum, ide_minimal, ide_hess, ide_reducedform, ide_dynamic, ide_derivatives_info, info, error_indicator] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_MC, dataset_info, prior_exist, 0); % the 0 implies that we do not initialize persistent variables anymore
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,params, indpmodel, indpstderr, indpcorr, options_MC, dataset_info, prior_exist, 0); % the 0 implies that we do not initialize persistent variables anymore
if iteration==0 && info(1)==0 % preallocate storage in the first admissable run
delete([IdentifDirectoryName '/' fname '_identif_*.mat']) % delete previously saved results
@@ -801,26 +801,26 @@ if iload <=0
end
for irun=1:max([maxrun_dDYNAMIC, maxrun_dREDUCEDFORM, maxrun_dMOMENTS, maxrun_dSPECTRUM, maxrun_dMINIMAL])
iter=iter+1;
- % note that this is not the same si_dDYNAMICnorm as computed in identification_analysis
+ % note that this is not the same si_dDYNAMICnorm as computed in identification.analysis
% given that we have the MC sample of the Jacobians, we also normalize by the std of the sample of Jacobian entries, to get a fully standardized sensitivity measure
- si_dDYNAMICnorm(iter,:) = vnorm(STO_si_dDYNAMIC(:,:,irun)./repmat(normalize_STO_DYNAMIC,1,totparam_nbr-(stderrparam_nbr+corrparam_nbr))).*normaliz1((stderrparam_nbr+corrparam_nbr)+1:end);
+ si_dDYNAMICnorm(iter,:) = identification.vnorm(STO_si_dDYNAMIC(:,:,irun)./repmat(normalize_STO_DYNAMIC,1,totparam_nbr-(stderrparam_nbr+corrparam_nbr))).*normaliz1((stderrparam_nbr+corrparam_nbr)+1:end);
if ~options_MC.no_identification_reducedform && ~isempty(STO_si_dREDUCEDFORM)
- % note that this is not the same si_dREDUCEDFORMnorm as computed in identification_analysis
+ % note that this is not the same si_dREDUCEDFORMnorm as computed in identification.analysis
% given that we have the MC sample of the Jacobians, we also normalize by the std of the sample of Jacobian entries, to get a fully standardized sensitivity measure
- si_dREDUCEDFORMnorm(iter,:) = vnorm(STO_si_dREDUCEDFORM(:,:,irun)./repmat(normalize_STO_REDUCEDFORM,1,totparam_nbr)).*normaliz1;
+ si_dREDUCEDFORMnorm(iter,:) = identification.vnorm(STO_si_dREDUCEDFORM(:,:,irun)./repmat(normalize_STO_REDUCEDFORM,1,totparam_nbr)).*normaliz1;
end
if ~options_MC.no_identification_moments && ~isempty(STO_si_dMOMENTS)
- % note that this is not the same si_dMOMENTSnorm as computed in identification_analysis
+ % note that this is not the same si_dMOMENTSnorm as computed in identification.analysis
% given that we have the MC sample of the Jacobians, we also normalize by the std of the sample of Jacobian entries, to get a fully standardized sensitivity measure
- si_dMOMENTSnorm(iter,:) = vnorm(STO_si_dMOMENTS(:,:,irun)./repmat(normalize_STO_MOMENTS,1,totparam_nbr)).*normaliz1;
+ si_dMOMENTSnorm(iter,:) = identification.vnorm(STO_si_dMOMENTS(:,:,irun)./repmat(normalize_STO_MOMENTS,1,totparam_nbr)).*normaliz1;
end
if ~options_MC.no_identification_spectrum && ~isempty(STO_dSPECTRUM)
- % note that this is not the same dSPECTRUMnorm as computed in identification_analysis
- dSPECTRUMnorm(iter,:) = vnorm(STO_dSPECTRUM(:,:,irun)); %not yet used
+ % note that this is not the same dSPECTRUMnorm as computed in identification.analysis
+ dSPECTRUMnorm(iter,:) = identification.vnorm(STO_dSPECTRUM(:,:,irun)); %not yet used
end
if ~options_MC.no_identification_minimal && ~isempty(STO_dMINIMAL)
- % note that this is not the same dMINIMALnorm as computed in identification_analysis
- dMINIMALnorm(iter,:) = vnorm(STO_dMINIMAL(:,:,irun)); %not yet used
+ % note that this is not the same dMINIMALnorm as computed in identification.analysis
+ dMINIMALnorm(iter,:) = identification.vnorm(STO_dMINIMAL(:,:,irun)); %not yet used
end
end
end
@@ -847,7 +847,7 @@ else
options_.options_ident = options_ident;
end
-%% if dynare_identification is called as it own function (not through identification command) and if we load files
+%% if identification.run is called as it own function (not through identification command) and if we load files
if nargout>3 && iload
filnam = dir([IdentifDirectoryName '/' fname '_identif_*.mat']);
STO_si_dDYNAMIC = [];
@@ -876,10 +876,10 @@ end
if iload
%if previous analysis is loaded
fprintf(['Testing %s\n',parameters]);
- disp_identification(ide_hess_point.params, ide_reducedform_point, ide_moments_point, ide_spectrum_point, ide_minimal_point, name, options_ident);
+ identification.display(ide_hess_point.params, ide_reducedform_point, ide_moments_point, ide_spectrum_point, ide_minimal_point, name, options_ident);
if ~options_.nograph && ~error_indicator_point.identification_strength && ~error_indicator_point.identification_moments
% plot (i) identification strength and sensitivity measure based on the sample information matrix and (ii) advanced analysis graphs
- plot_identification(M_,ide_hess_point.params, ide_moments_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, options_ident.advanced, parameters, name, ...
+ identification.plot(M_,ide_hess_point.params, ide_moments_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, options_ident.advanced, parameters, name, ...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, [], name_tex);
end
end
@@ -890,11 +890,11 @@ if SampleSize > 1
%print results to console but make sure advanced=0
advanced0 = options_ident.advanced;
options_ident.advanced = 0;
- disp_identification(pdraws, IDE_REDUCEDFORM, IDE_MOMENTS, IDE_SPECTRUM, IDE_MINIMAL, name, options_ident);
+ identification.display(pdraws, IDE_REDUCEDFORM, IDE_MOMENTS, IDE_SPECTRUM, IDE_MINIMAL, name, options_ident);
options_ident.advanced = advanced0; % reset advanced setting
if ~options_.nograph && isfield(ide_hess_point,'ide_strength_dMOMENTS')
% plot (i) identification strength and sensitivity measure based on the sample information matrix and (ii) advanced analysis graphs
- plot_identification(M_, pdraws, IDE_MOMENTS, ide_hess_point, IDE_REDUCEDFORM, IDE_DYNAMIC, options_ident.advanced, 'MC sample ', name, ...
+ identification.plot(M_, pdraws, IDE_MOMENTS, ide_hess_point, IDE_REDUCEDFORM, IDE_DYNAMIC, options_ident.advanced, 'MC sample ', name, ...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, [], name_tex);
end
%advanced display and plots for MC Sample, i.e. look at draws with highest/lowest condition number
@@ -912,15 +912,15 @@ if SampleSize > 1
if ~iload
options_ident.tittxt = tittxt; %title text for graphs and figures
[ide_moments_max, ide_spectrum_max, ide_minimal_max, ide_hess_max, ide_reducedform_max, ide_dynamic_max, derivatives_info_max, info_max, error_indicator_max] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jmax,:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end initializes some persistent variables
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jmax,:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end initializes some persistent variables
save([IdentifDirectoryName '/' fname '_identif.mat'], 'ide_hess_max', 'ide_moments_max', 'ide_spectrum_max', 'ide_minimal_max','ide_reducedform_max', 'ide_dynamic_max', 'jmax', '-append');
end
advanced0 = options_ident.advanced; options_ident.advanced = 1; % make sure advanced setting is on
- disp_identification(pdraws(jmax,:), ide_reducedform_max, ide_moments_max, ide_spectrum_max, ide_minimal_max, name, options_ident);
+ identification.display(pdraws(jmax,:), ide_reducedform_max, ide_moments_max, ide_spectrum_max, ide_minimal_max, name, options_ident);
options_ident.advanced = advanced0; %reset advanced setting
if ~options_.nograph && ~error_indicator_max.identification_strength && ~error_indicator_max.identification_moments
% plot (i) identification strength and sensitivity measure based on the sample information matrix and (ii) advanced analysis graphs
- plot_identification(M_, pdraws(jmax,:), ide_moments_max, ide_hess_max, ide_reducedform_max, ide_dynamic_max, 1, tittxt, name, ...
+ identification.plot(M_, pdraws(jmax,:), ide_moments_max, ide_hess_max, ide_reducedform_max, ide_dynamic_max, 1, tittxt, name, ...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, tittxt, name_tex);
end
@@ -931,15 +931,15 @@ if SampleSize > 1
if ~iload
options_ident.tittxt = tittxt; %title text for graphs and figures
[ide_moments_min, ide_spectrum_min, ide_minimal_min, ide_hess_min, ide_reducedform_min, ide_dynamic_min, ~, ~, error_indicator_min] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jmin,:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end initializes persistent variables
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jmin,:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end initializes persistent variables
save([IdentifDirectoryName '/' fname '_identif.mat'], 'ide_hess_min', 'ide_moments_min','ide_spectrum_min','ide_minimal_min','ide_reducedform_min', 'ide_dynamic_min', 'jmin', '-append');
end
advanced0 = options_ident.advanced; options_ident.advanced = 1; % make sure advanced setting is on
- disp_identification(pdraws(jmin,:), ide_reducedform_min, ide_moments_min, ide_spectrum_min, ide_minimal_min, name, options_ident);
+ identification.display(pdraws(jmin,:), ide_reducedform_min, ide_moments_min, ide_spectrum_min, ide_minimal_min, name, options_ident);
options_ident.advanced = advanced0; %reset advanced setting
if ~options_.nograph && ~error_indicator_min.identification_strength && ~error_indicator_min.identification_moments
% plot (i) identification strength and sensitivity measure based on the sample information matrix and (ii) advanced analysis graphs
- plot_identification(M_, pdraws(jmin,:),ide_moments_min,ide_hess_min,ide_reducedform_min,ide_dynamic_min,1,tittxt,name,...
+ identification.plot(M_, pdraws(jmin,:),ide_moments_min,ide_hess_min,ide_reducedform_min,ide_dynamic_min,1,tittxt,name,...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, tittxt,name_tex);
end
% reset nodisplay option
@@ -954,14 +954,14 @@ if SampleSize > 1
if ~iload
options_ident.tittxt = tittxt; %title text for graphs and figures
[ide_moments_(j), ide_spectrum_(j), ide_minimal_(j), ide_hess_(j), ide_reducedform_(j), ide_dynamic_(j), derivatives_info_(j), info_resolve, error_indicator_j] = ...
- identification_analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jcrit(j),:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1);
+ identification.analysis(M_,options_,oo_,bayestopt_,estim_params_,pdraws(jcrit(j),:), indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1);
end
advanced0 = options_ident.advanced; options_ident.advanced = 1; %make sure advanced setting is on
- disp_identification(pdraws(jcrit(j),:), ide_reducedform_(j), ide_moments_(j), ide_spectrum_(j), ide_minimal_(j), name, options_ident);
+ identification.display(pdraws(jcrit(j),:), ide_reducedform_(j), ide_moments_(j), ide_spectrum_(j), ide_minimal_(j), name, options_ident);
options_ident.advanced = advanced0; % reset advanced
if ~options_.nograph && ~error_indicator_j.identification_strength && ~error_indicator_j.identification_moments
% plot (i) identification strength and sensitivity measure based on the sample information matrix and (ii) advanced analysis graphs
- plot_identification(M_, pdraws(jcrit(j),:), ide_moments_(j), ide_hess_(j), ide_reducedform_(j), ide_dynamic_(j), 1, tittxt, name, ...
+ identification.plot(M_, pdraws(jcrit(j),:), ide_moments_(j), ide_hess_(j), ide_reducedform_(j), ide_dynamic_(j), 1, tittxt, name, ...
IdentifDirectoryName, M_.fname, options_, estim_params_, bayestopt_, tittxt, name_tex);
end
end
diff --git a/matlab/simulated_moment_uncertainty.m b/matlab/+identification/simulated_moment_uncertainty.m
similarity index 100%
rename from matlab/simulated_moment_uncertainty.m
rename to matlab/+identification/simulated_moment_uncertainty.m
diff --git a/matlab/unfold_g3.m b/matlab/+identification/unfold_g3.m
similarity index 100%
rename from matlab/unfold_g3.m
rename to matlab/+identification/unfold_g3.m
diff --git a/matlab/unfold_g4.m b/matlab/+identification/unfold_g4.m
similarity index 100%
rename from matlab/unfold_g4.m
rename to matlab/+identification/unfold_g4.m
diff --git a/matlab/vnorm.m b/matlab/+identification/vnorm.m
similarity index 100%
rename from matlab/vnorm.m
rename to matlab/+identification/vnorm.m
diff --git a/matlab/+mom/objective_function.m b/matlab/+mom/objective_function.m
index 42c459856728a19d636faeb65e7885a4b3a0d63f..2e7ed196b9faa9e58dc27fccdb218ed7eccbbd5e 100644
--- a/matlab/+mom/objective_function.m
+++ b/matlab/+mom/objective_function.m
@@ -150,11 +150,11 @@ if strcmp(options_mom_.mom.mom_method,'GMM')
stderrparam_nbr = estim_params_.nvx; % number of stderr parameters
corrparam_nbr = estim_params_.ncx; % number of corr parameters
totparam_nbr = stderrparam_nbr+corrparam_nbr+modparam_nbr;
- oo_.dr.derivs = get_perturbation_params_derivs(M_, options_mom_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, 0); %analytic derivatives of perturbation matrices
+ oo_.dr.derivs = identification.get_perturbation_params_derivs(M_, options_mom_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, 0); %analytic derivatives of perturbation matrices
oo_.mom.model_moments_params_derivs = NaN(options_mom_.mom.mom_nbr,totparam_nbr);
- pruned_state_space = pruned_state_space_system(M_, options_mom_, oo_.dr, oo_.mom.obs_var, options_mom_.ar, 0, 1);
+ pruned_state_space = pruned_SS.pruned_state_space_system(M_, options_mom_, oo_.dr, oo_.mom.obs_var, options_mom_.ar, 0, 1);
else
- pruned_state_space = pruned_state_space_system(M_, options_mom_, oo_.dr, oo_.mom.obs_var, options_mom_.ar, 0, 0);
+ pruned_state_space = pruned_SS.pruned_state_space_system(M_, options_mom_, oo_.dr, oo_.mom.obs_var, options_mom_.ar, 0, 0);
end
oo_.mom.model_moments = NaN(options_mom_.mom.mom_nbr,1);
for jm = 1:size(M_.matched_moments,1)
diff --git a/matlab/+osr/objective.m b/matlab/+osr/objective.m
index 1bb3148ad1e604dcb6ac3ffd8bab33b69dff73d5..5c3b380591a319bcddc33d88d041753e1643cd63 100644
--- a/matlab/+osr/objective.m
+++ b/matlab/+osr/objective.m
@@ -64,9 +64,9 @@ if ~options_.analytic_derivation
loss = full(weights(:)'*vx(:));
else
totparam_nbr=length(i_params);
- oo_.dr.derivs = get_perturbation_params_derivs(M_, options_, [], oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, i_params, [], [], 0); %analytic derivatives of perturbation matrices
+ oo_.dr.derivs = identification.get_perturbation_params_derivs(M_, options_, [], oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, i_params, [], [], 0); %analytic derivatives of perturbation matrices
- pruned_state_space = pruned_state_space_system(M_, options_, oo_.dr, i_var, 0, 0, 1);
+ pruned_state_space = pruned_SS.pruned_state_space_system(M_, options_, oo_.dr, i_var, 0, 0, 1);
vx = pruned_state_space.Var_y + pruned_state_space.E_y*pruned_state_space.E_y';
dE_yy = pruned_state_space.dVar_y;
for jp=1:length(i_params)
diff --git a/matlab/+pruned_SS/Q6_plication.m b/matlab/+pruned_SS/Q6_plication.m
index 68a2bf816f6438870762b9c6b1889d5ca1c3bae5..ef432d1c2d59af3e6bd11409fc6588625071d6ba 100644
--- a/matlab/+pruned_SS/Q6_plication.m
+++ b/matlab/+pruned_SS/Q6_plication.m
@@ -49,7 +49,7 @@ for i1=1:p
for i4=i3:p
for i5=i4:p
for i6=i5:p
- idx = uperm([i6 i5 i4 i3 i2 i1]);
+ idx = pruned_SS.uperm([i6 i5 i4 i3 i2 i1]);
for r = 1:size(idx,1)
ii1 = idx(r,1); ii2= idx(r,2); ii3=idx(r,3); ii4=idx(r,4); ii5=idx(r,5); ii6=idx(r,6);
n = ii1 + (ii2-1)*p + (ii3-1)*p^2 + (ii4-1)*p^3 + (ii5-1)*p^4 + (ii6-1)*p^5;
diff --git a/matlab/commutation.m b/matlab/+pruned_SS/commutation.m
similarity index 97%
rename from matlab/commutation.m
rename to matlab/+pruned_SS/commutation.m
index f0c8c6aa5b622c7cfdf5675fea9bb39d390889ab..1fffe85e8cd74cd5e37f2f9f13a55e8d9591e9ce 100644
--- a/matlab/commutation.m
+++ b/matlab/+pruned_SS/commutation.m
@@ -14,7 +14,7 @@ function k = commutation(n, m, sparseflag)
% -------------------------------------------------------------------------
% This function is called by
% * get_perturbation_params_derivs.m (previously getH.m)
-% * get_identification_jacobians.m (previously getJJ.m)
+% * identification.get_jacobians.m (previously getJJ.m)
% * pruned_state_space_system.m
% -------------------------------------------------------------------------
% This function calls
diff --git a/matlab/duplication.m b/matlab/+pruned_SS/duplication.m
similarity index 96%
rename from matlab/duplication.m
rename to matlab/+pruned_SS/duplication.m
index 9afecf5203db22e22090b42f98f8d782e4efa594..c69a6719f7d09eb113aaa2e090010647231fad83 100644
--- a/matlab/duplication.m
+++ b/matlab/+pruned_SS/duplication.m
@@ -11,7 +11,7 @@ function [Dp,DpMPinv] = duplication(p)
% DpMPinv: Moore-Penroze inverse of Dp
% -------------------------------------------------------------------------
% This function is called by
-% * get_identification_jacobians.m (previously getJJ.m)
+% * identification.get_jacobians.m (previously getJJ.m)
% =========================================================================
% Copyright © 1997 Tom Minka <minka@microsoft.com>
% Copyright © 2019 Dynare Team
diff --git a/matlab/pruned_state_space_system.m b/matlab/+pruned_SS/pruned_state_space_system.m
similarity index 98%
rename from matlab/pruned_state_space_system.m
rename to matlab/+pruned_SS/pruned_state_space_system.m
index 3f1f51a143e6941ea1d308df0d6f8a69284052f0..26d5eeb3dc3bbed24c478a932bb7909ba28315e5 100644
--- a/matlab/pruned_state_space_system.m
+++ b/matlab/+pruned_SS/pruned_state_space_system.m
@@ -80,8 +80,8 @@ function pruned_state_space = pruned_state_space_system(M_, options_, dr, indy,
% parameter Jacobian of E_y
% -------------------------------------------------------------------------
% This function is called by
-% * get_identification_jacobians.m
-% * identification_numerical_objective.m
+% * identification.get_jacobians.m
+% * identification.numerical_objective.m
% -------------------------------------------------------------------------
% This function calls
% * allVL1.m
@@ -418,7 +418,7 @@ if order > 1
hx_hu = kron(hx,hu);
hu_hu = kron(hu,hu);
I_xx = eye(x_nbr^2);
- K_x_x = commutation(x_nbr,x_nbr,1);
+ K_x_x = pruned_SS.commutation(x_nbr,x_nbr,1);
invIx_hx = (eye(x_nbr)-hx)\eye(x_nbr);
%Compute unique fourth order product moments of u, i.e. unique(E[kron(kron(kron(u,u),u),u)],'stable')
@@ -596,9 +596,9 @@ if order > 1
if order > 2
% Some common and useful objects for order > 2
if isempty(K_u_xx)
- K_u_xx = commutation(u_nbr,x_nbr^2,1);
- K_u_ux = commutation(u_nbr,u_nbr*x_nbr,1);
- K_xx_x = commutation(x_nbr^2,x_nbr);
+ K_u_xx = pruned_SS.commutation(u_nbr,x_nbr^2,1);
+ K_u_ux = pruned_SS.commutation(u_nbr,u_nbr*x_nbr,1);
+ K_xx_x = pruned_SS.commutation(x_nbr^2,x_nbr);
end
hx_hss2 = kron(hx,1/2*hss);
hu_hss2 = kron(hu,1/2*hss);
@@ -627,7 +627,7 @@ if order > 1
E_xf_xfxs = Var_z(id_z3_xf_xf, id_z2_xs ) + E_xfxf(:)*E_xs'; %this is E[kron(xf,xf)*xs']
E_xf_xfxf_xf = Var_z(id_z3_xf_xf, id_z3_xf_xf) + E_xfxf(:)*E_xfxf(:)'; %this is E[kron(xf,xf)*kron(xf,xf)']
E_xrdxf = reshape(invIxx_hx_hx*vec(...
- hxx*reshape( commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*hx'...
+ hxx*reshape( pruned_SS.commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*hx'...
+ hxu*kron(E_xs,E_uu)*hu'...
+ 1/6*hxxx*reshape(E_xf_xfxf_xf,x_nbr^3,x_nbr)*hx'...
+ 1/6*huuu*reshape(QPu*E_u_u_u_u,u_nbr^3,u_nbr)*hu'...
@@ -655,7 +655,7 @@ if order > 1
dE_xf_xfxf_xf(:,:,jp2) = dVar_z(id_z3_xf_xf , id_z3_xf_xf , jp2) + vec(dE_xfxf(:,:,jp2))*E_xfxf(:)' + E_xfxf(:)*vec(dE_xfxf(:,:,jp2))';
dE_xrdxf(:,:,jp2) = reshape(invIxx_hx_hx*vec(...
dhx(:,:,jp2)*E_xrdxf*hx' + hx*E_xrdxf*dhx(:,:,jp2)'...
- + dhxx(:,:,jp2)*reshape( commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*hx' + hxx*reshape( commutation(x_nbr^2,x_nbr,1)*vec(dE_xf_xfxs(:,:,jp2)), x_nbr^2,x_nbr)*hx' + hxx*reshape( commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*dhx(:,:,jp2)'...
+ + dhxx(:,:,jp2)*reshape( pruned_SS.commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*hx' + hxx*reshape( pruned_SS.commutation(x_nbr^2,x_nbr,1)*vec(dE_xf_xfxs(:,:,jp2)), x_nbr^2,x_nbr)*hx' + hxx*reshape( pruned_SS.commutation(x_nbr^2,x_nbr,1)*E_xf_xfxs(:), x_nbr^2,x_nbr)*dhx(:,:,jp2)'...
+ dhxu(:,:,jp2)*kron(E_xs,E_uu)*hu' + hxu*kron(dE_xs(:,jp2),E_uu)*hu' + hxu*kron(E_xs,dE_uu(:,:,jp2))*hu' + hxu*kron(E_xs,E_uu)*dhu(:,:,jp2)'...
+ 1/6*dhxxx(:,:,jp2)*reshape(E_xf_xfxf_xf,x_nbr^3,x_nbr)*hx' + 1/6*hxxx*reshape(dE_xf_xfxf_xf(:,:,jp2),x_nbr^3,x_nbr)*hx' + 1/6*hxxx*reshape(E_xf_xfxf_xf,x_nbr^3,x_nbr)*dhx(:,:,jp2)'...
+ 1/6*dhuuu(:,:,jp2)*reshape(QPu*E_u_u_u_u,u_nbr^3,u_nbr)*hu' + 1/6*huuu*reshape(dE_u_u_u_u_jp2,u_nbr^3,u_nbr)*hu' + 1/6*huuu*reshape(QPu*E_u_u_u_u,u_nbr^3,u_nbr)*dhu(:,:,jp2)'...
diff --git a/matlab/+pruned_SS/quadruplication.m b/matlab/+pruned_SS/quadruplication.m
index f6a31a29cb3fe75851ca6e701031d2c26f6b9896..6350d97359eb5229129e6c084894ac35c5247c14 100644
--- a/matlab/+pruned_SS/quadruplication.m
+++ b/matlab/+pruned_SS/quadruplication.m
@@ -49,7 +49,7 @@ for l=1:p
for k=l:p
for j=k:p
for i=j:p
- idx = uperm([i j k l]);
+ idx = pruned_SS.uperm([i j k l]);
for r = 1:size(idx,1)
ii = idx(r,1); jj= idx(r,2); kk=idx(r,3); ll=idx(r,4);
n = ii + (jj-1)*p + (kk-1)*p^2 + (ll-1)*p^3;
diff --git a/matlab/uperm.m b/matlab/+pruned_SS/uperm.m
similarity index 97%
rename from matlab/uperm.m
rename to matlab/+pruned_SS/uperm.m
index 5b7e8df208f730ccc8ae78f1e32ff98d7f0a6125..28a22d6257383ce724f13dabe337382ab5df0f2d 100644
--- a/matlab/uperm.m
+++ b/matlab/+pruned_SS/uperm.m
@@ -1,49 +1,49 @@
-function p = uperm(a)
-% Return all unique permutations of possibly-repeating array elements
-% =========================================================================
-% Copyright © 2014 Bruno Luong <brunoluong@yahoo.com>
-% Copyright © 2020 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% =========================================================================
-% Original author: Bruno Luong <brunoluong@yahoo.com>, April 20, 2014
-% https://groups.google.com/d/msg/comp.soft-sys.matlab/yQKVPTYrv6Q/gw1MzNd9sYkJ
-% https://stackoverflow.com/a/42810388
-
-[u, ~, J] = unique(a);
-p = u(up(J, length(a)));
-
-function p = up(J, n)
-ktab = histc(J,1:max(J));
-l = n;
-p = zeros(1, n);
-s = 1;
-for i=1:length(ktab)
- k = ktab(i);
- c = nchoosek(1:l, k);
- m = size(c,1);
- [t, ~] = find(~p.');
- t = reshape(t, [], s);
- c = t(c,:)';
- s = s*m;
- r = repmat((1:s)',[1 k]);
- q = accumarray([r(:) c(:)], i, [s n]);
- p = repmat(p, [m 1]) + q;
- l = l - k;
-end
-end
-
+function p = uperm(a)
+% Return all unique permutations of possibly-repeating array elements
+% =========================================================================
+% Copyright © 2014 Bruno Luong <brunoluong@yahoo.com>
+% Copyright © 2020 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
+% =========================================================================
+% Original author: Bruno Luong <brunoluong@yahoo.com>, April 20, 2014
+% https://groups.google.com/d/msg/comp.soft-sys.matlab/yQKVPTYrv6Q/gw1MzNd9sYkJ
+% https://stackoverflow.com/a/42810388
+
+[u, ~, J] = unique(a);
+p = u(up(J, length(a)));
+
+function p = up(J, n)
+ktab = histc(J,1:max(J));
+l = n;
+p = zeros(1, n);
+s = 1;
+for i=1:length(ktab)
+ k = ktab(i);
+ c = nchoosek(1:l, k);
+ m = size(c,1);
+ [t, ~] = find(~p.');
+ t = reshape(t, [], s);
+ c = t(c,:)';
+ s = s*m;
+ r = repmat((1:s)',[1 k]);
+ q = accumarray([r(:) c(:)], i, [s n]);
+ p = repmat(p, [m 1]) + q;
+ l = l - k;
+end
+end
+
end % uperm
\ No newline at end of file
diff --git a/matlab/simul_static_model.m b/matlab/backward/simul_static_model.m
similarity index 100%
rename from matlab/simul_static_model.m
rename to matlab/backward/simul_static_model.m
diff --git a/matlab/cellofchar2mfile.m b/matlab/cellofchar2mfile.m
deleted file mode 100644
index 0862058c1dd600381fb465ce66961d148c5cbe3b..0000000000000000000000000000000000000000
--- a/matlab/cellofchar2mfile.m
+++ /dev/null
@@ -1,63 +0,0 @@
-function cellofchar2mfile(fname, c, cname)
-
-% Write a cell of char in a matlab script.
-%
-% INPUTS
-% - fname [string] name of the file where c is to be saved.
-% - c [cell] a two dimensional cell of char.
-%
-% OUTPUTS
-% None.
-
-% Copyright © 2015-2017 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-[pathstr,name,ext] = fileparts(fname);
-
-if isempty(ext)
- fname = [pathstr, name, '.m']
-else
- if ~isequal(ext, '.m')
- error(['The first argument needs to be the name of a matlab script (with an .m extension)!'])
- end
-end
-
-if ~iscell(c)
- error('The second input argument must be a cell!')
-end
-
-if ndims(c)>2
- error(['The cell passed has a second argument cannot have more than two dimensions!'])
-end
-
-variablename = inputname(2);
-
-if isempty(variablename) && nargin<3
- error(['You must pass the name of the cell (second input argument) as a string in the third input argument!'])
-end
-
-if nargin>2
- if isvarname(cname)
- variablename = cname;
- else
- error('The third input argument must be a valid variable name!')
- end
-end
-
-fid = fopen(fname,'w');
-fprintf(fid, '%s = %s;', variablename, writecellofchar(c));
-fclose(fid);
\ No newline at end of file
diff --git a/matlab/check_model.m b/matlab/check_model.m
index 71dc6a2b5ad92cbc8f112003f146a5eefb919352..7dc297109915cfc12379554d479e6df690885276 100644
--- a/matlab/check_model.m
+++ b/matlab/check_model.m
@@ -2,7 +2,7 @@ function check_model(M_)
% check_model(M_)
% Performs various consistency checks on the model
-% Copyright (C) 2005-2033 Dynare Team
+% Copyright (C) 2005-2023 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/matlab/clear_persistent_variables.m b/matlab/clear_persistent_variables.m
index 989d4a3610eed5af4e50127627df791d0051c363..32223192bd90c50541718c4a61b7951cfb58d705 100644
--- a/matlab/clear_persistent_variables.m
+++ b/matlab/clear_persistent_variables.m
@@ -1,5 +1,5 @@
function clear_persistent_variables(folder, writelistofroutinestobecleared)
-
+% clear_persistent_variables(folder, writelistofroutinestobecleared)
% Clear all the functions with persistent variables in directory folder (and subdirectories).
% Copyright © 2015-2019 Dynare Team
@@ -60,3 +60,51 @@ end
list_of_functions_to_be_cleared;
clear(list_of_functions{:});
+
+function cellofchar2mfile(fname, c, cname)
+% Write a cell of char in a matlab script.
+%
+% INPUTS
+% - fname [string] name of the file where c is to be saved.
+% - c [cell] a two dimensional cell of char.
+%
+% OUTPUTS
+% None.
+
+
+
+[pathstr,name,ext] = fileparts(fname);
+
+if isempty(ext)
+ fname = [pathstr, name, '.m'];
+else
+ if ~isequal(ext, '.m')
+ error(['The first argument needs to be the name of a matlab script (with an .m extension)!'])
+ end
+end
+
+if ~iscell(c)
+ error('The second input argument must be a cell!')
+end
+
+if ndims(c)>2
+ error(['The cell passed has a second argument cannot have more than two dimensions!'])
+end
+
+variablename = inputname(2);
+
+if isempty(variablename) && nargin<3
+ error(['You must pass the name of the cell (second input argument) as a string in the third input argument!'])
+end
+
+if nargin>2
+ if isvarname(cname)
+ variablename = cname;
+ else
+ error('The third input argument must be a valid variable name!')
+ end
+end
+
+fid = fopen(fname,'w');
+fprintf(fid, '%s = %s;', variablename, writecellofchar(c));
+fclose(fid);
diff --git a/matlab/print_moments_implied_prior.m b/matlab/cli/print_moments_implied_prior.m
similarity index 100%
rename from matlab/print_moments_implied_prior.m
rename to matlab/cli/print_moments_implied_prior.m
diff --git a/matlab/compute_model_moments.m b/matlab/compute_model_moments.m
deleted file mode 100644
index aa92954ff5ae5e1230aefd5a4006b44582477a16..0000000000000000000000000000000000000000
--- a/matlab/compute_model_moments.m
+++ /dev/null
@@ -1,32 +0,0 @@
-function moments=compute_model_moments(dr,M_,options_)
-%
-% INPUTS
-% dr: structure describing model solution
-% M_: structure of Dynare options
-% options_
-%
-% OUTPUTS
-% moments: a cell array containing requested moments
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright © 2008-2017 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-[ivar,vartan,options_] = get_variables_list(options_,M_);
-moments = th_autocovariances(dr,ivar,M_,options_,options_.nodecomposition);
diff --git a/matlab/convergence_diagnostics/mcmc_ifac.m b/matlab/convergence_diagnostics/mcmc_ifac.m
index 29d881dada5ebd31040eec80f193abb64bbeb73d..1c63bb7c21e3abeab8cff78691423e75c6cedee2 100644
--- a/matlab/convergence_diagnostics/mcmc_ifac.m
+++ b/matlab/convergence_diagnostics/mcmc_ifac.m
@@ -69,3 +69,27 @@ for i=(Nc/2)+1: Nc+1
end
Parzen=Parzen';
Ifac= 1+2*sum(Parzen(:).* AcorrXSIM);
+
+
+function acf = dyn_autocorr(y, ar)
+% function acf = dyn_autocorr(y, ar)
+% autocorrelation function of y
+%
+% INPUTS
+% y: time series
+% ar: # of lags
+%
+% OUTPUTS
+% acf: autocorrelation for lags 1 to ar
+%
+% SPECIAL REQUIREMENTS
+% none
+
+y=y(:);
+acf = NaN(ar+1,1);
+acf(1)=1;
+m = mean(y);
+sd = std(y,1);
+for i=1:ar
+ acf(i+1) = (y(i+1:end)-m)'*(y(1:end-i)-m)./((size(y,1))*sd^2);
+end
diff --git a/matlab/dyn_autocorr.m b/matlab/dyn_autocorr.m
deleted file mode 100644
index dcf19ca31f9f0b788ac5599a5d2409d0a4007434..0000000000000000000000000000000000000000
--- a/matlab/dyn_autocorr.m
+++ /dev/null
@@ -1,40 +0,0 @@
-function acf = dyn_autocorr(y, ar)
-% function acf = dyn_autocorr(y, ar)
-% autocorrelation function of y
-%
-% INPUTS
-% y: time series
-% ar: # of lags
-%
-% OUTPUTS
-% acf: autocorrelation for lags 1 to ar
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright © 2015-16 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-
-y=y(:);
-acf = NaN(ar+1,1);
-acf(1)=1;
-m = mean(y);
-sd = std(y,1);
-for i=1:ar
- acf(i+1) = (y(i+1:end)-m)'*(y(1:end-i)-m)./((size(y,1))*sd^2);
-end
diff --git a/matlab/dyn_diag_vech.m b/matlab/dyn_diag_vech.m
deleted file mode 100644
index e07825cbb8d4fa8e16a8ca7982f324a455f4beb0..0000000000000000000000000000000000000000
--- a/matlab/dyn_diag_vech.m
+++ /dev/null
@@ -1,31 +0,0 @@
-function d = dyn_diag_vech(Vector)
-% This function returns the diagonal elements of a symmetric matrix
-% stored in vech form
-%
-% INPUTS
-% Vector [double] a m*1 vector.
-%
-% OUTPUTS
-% d [double] a n*1 vector, where n solves n*(n+1)/2=m.
-
-% Copyright © 2010-2017 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-m = length(Vector);
-n = (sqrt(1+8*m)-1)/2;
-k = cumsum(1:n);
-d = Vector(k);
diff --git a/matlab/dynare_config.m b/matlab/dynare_config.m
index 13f0d5c84c56f0d820f03c7f348fbfef6e044b50..7702fd7ebe7fe30da795fd9bae7e0d5c280b7885 100644
--- a/matlab/dynare_config.m
+++ b/matlab/dynare_config.m
@@ -47,6 +47,7 @@ p = {'/../contrib/ms-sbvar/TZcode/MatlabFiles/' ; ...
'/AIM/' ; ...
'/backward/' ; ...
'/cli/' ; ...
+ '/conditional_forecasts/'; ...
'/convergence_diagnostics/' ; ...
'/discretionary_policy/' ; ...
'/distributions/' ; ...
@@ -57,19 +58,24 @@ p = {'/../contrib/ms-sbvar/TZcode/MatlabFiles/' ; ...
'/gsa/' ; ...
'/kalman/' ; ...
'/kalman/likelihood' ; ...
+ '/latex/' ; ...
'/lmmcp/' ; ...
'/modules/dseries/src/' ; ...
'/reporting/' ; ...
+ '/matrix_solver/'; ...
'/moments/'; ...
'/ms-sbvar/' ; ...
'/ms-sbvar/identification/' ; ...
'/nonlinear-filters/' ; ...
'/ols/' ; ...
+ '/optimal_policy/' ; ...
'/optimization/' ; ...
'/pac-tools/' ; ...
'/parallel/' ; ...
'/partial_information/' ; ...
'/perfect-foresight-models/' ; ...
+ '/shock_decomposition/' ; ...
+ '/stochastic_solver/' ; ...
'/utilities/dataset/' ; ...
'/utilities/doc/' ; ...
'/utilities/estimation/' ; ...
diff --git a/matlab/dynare_gradient.m b/matlab/dynare_gradient.m
deleted file mode 100644
index 641ad81d916e4a034d72e703aeee8b82959bc7f8..0000000000000000000000000000000000000000
--- a/matlab/dynare_gradient.m
+++ /dev/null
@@ -1,66 +0,0 @@
-function [F,G] = dynare_gradient(fcn,x,epsilon,varargin)
-% Computes the gradient of a function from R^m in R^n.
-%
-% INPUTS:
-% fcn [string] name of the matlab's function.
-% x [double] m*1 vector (where the gradient is evaluated).
-% epsilon [double] scalar or m*1 vector of steps.
-%
-% OUTPUTS:
-% F [double] n*1 vector, evaluation of the function at x.
-% G [double] n*m matrix, evaluation of the gradient at x.
-%
-% OUTPUTS
-%
-% Copyright © 2010-2017 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-% Evaluate the function at x.
-F = feval(fcn, x, varargin{:});
-
-% (G)Set dimensions.
-m = length(x);
-n = length(F);
-
-% Initialization of the gradient.
-G = NaN(length(F),length(x));
-
-if length(epsilon==1)
- H = epsilon*eye(m);
-else
- H = diag(epsilon);
-end
-
-% Compute the gradient.
-for i=1:m
- if size(x,1)>size(x,2)
- h = H(i,:);
- else
- h = H(:,i);
- end
- [Fh,~,~,flag] = feval(fcn, x+transpose(h), varargin{:});
- if flag
- G(:,i) = (Fh-F)/epsilon;
- else
- [Fh,~,~,flag] = feval(fcn, x-transpose(h), varargin{:});
- if flag
- G(:,i) = (F-Fh)/epsilon;
- else
- error('-- Bad gradient --')
- end
- end
-end
\ No newline at end of file
diff --git a/matlab/cartesian_product_of_sets.m b/matlab/ep/cartesian_product_of_sets.m
similarity index 100%
rename from matlab/cartesian_product_of_sets.m
rename to matlab/ep/cartesian_product_of_sets.m
diff --git a/matlab/cubature_with_gaussian_weight.m b/matlab/ep/cubature_with_gaussian_weight.m
similarity index 100%
rename from matlab/cubature_with_gaussian_weight.m
rename to matlab/ep/cubature_with_gaussian_weight.m
diff --git a/matlab/gauss_hermite_weights_and_nodes.m b/matlab/ep/gauss_hermite_weights_and_nodes.m
similarity index 100%
rename from matlab/gauss_hermite_weights_and_nodes.m
rename to matlab/ep/gauss_hermite_weights_and_nodes.m
diff --git a/matlab/gauss_legendre_weights_and_nodes.m b/matlab/ep/gauss_legendre_weights_and_nodes.m
similarity index 100%
rename from matlab/gauss_legendre_weights_and_nodes.m
rename to matlab/ep/gauss_legendre_weights_and_nodes.m
diff --git a/matlab/estimation/dsge_likelihood.m b/matlab/estimation/dsge_likelihood.m
index 5ea60359368aa5b0ff8c8c725dc9592161c357bb..87689b61ef9eec2d5601db4dae1a1d3bf7f66bc6 100644
--- a/matlab/estimation/dsge_likelihood.m
+++ b/matlab/estimation/dsge_likelihood.m
@@ -482,14 +482,14 @@ if analytic_derivation
old_analytic_derivation_mode = options_.analytic_derivation_mode;
options_.analytic_derivation_mode = kron_flag;
if full_Hess
- DERIVS = get_perturbation_params_derivs(M_, options_, estim_params_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indparam, indexo, [], true);
+ DERIVS = identification.get_perturbation_params_derivs(M_, options_, estim_params_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indparam, indexo, [], true);
indD2T = reshape(1:M_.endo_nbr^2, M_.endo_nbr, M_.endo_nbr);
indD2Om = dyn_unvech(1:M_.endo_nbr*(M_.endo_nbr+1)/2);
D2T = DERIVS.d2KalmanA(indD2T(iv,iv),:);
D2Om = DERIVS.d2Om(dyn_vech(indD2Om(iv,iv)),:);
D2Yss = DERIVS.d2Yss(iv,:,:);
else
- DERIVS = get_perturbation_params_derivs(M_, options_, estim_params_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indparam, indexo, [], false);
+ DERIVS = identification.get_perturbation_params_derivs(M_, options_, estim_params_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state, indparam, indexo, [], false);
end
DT = zeros(M_.endo_nbr, M_.endo_nbr, size(DERIVS.dghx,3));
DT(:,M_.nstatic+(1:M_.nspred),:) = DERIVS.dghx;
diff --git a/matlab/estimation/dsge_simulated_theoretical_covariance.m b/matlab/estimation/dsge_simulated_theoretical_covariance.m
index 3fb978ada543470923f2108f91c0c6825592193d..93d9e1fef045992b9c929bae3098199ee546e5c8 100644
--- a/matlab/estimation/dsge_simulated_theoretical_covariance.m
+++ b/matlab/estimation/dsge_simulated_theoretical_covariance.m
@@ -132,7 +132,7 @@ for file = 1:NumberOfDrawsFiles
if ~options_.pruning
tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
else
- pruned_state_space = pruned_state_space_system(M_, options_, dr, obs_var, options_.ar, 1, 0);
+ pruned_state_space = pruned_SS.pruned_state_space_system(M_, options_, dr, obs_var, options_.ar, 1, 0);
tmp{1} = pruned_state_space.Var_y;
for i=1:nar
tmp{i+1} = pruned_state_space.Corr_yi(:,:,i);
diff --git a/matlab/evaluate_dynamic_model.m b/matlab/evaluate_dynamic_model.m
deleted file mode 100644
index 6c57d6c1b87bf32b5d45ebddf888956652187fb7..0000000000000000000000000000000000000000
--- a/matlab/evaluate_dynamic_model.m
+++ /dev/null
@@ -1,29 +0,0 @@
-function residuals = evaluate_dynamic_model(dynamicmodel, endogenousvariables, exogenousvariables, params, steadystate, leadlagincidence, samplesize)
-
-% Copyright © 2016 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-ny = length(steadystate);
-periods = rows(exogenousvariables);
-
-residuals = zeros(ny,samplesize);
-icols = find(leadlagincidence');
-
-for t = 2:samplesize+1
- residuals(:,t-1) = dynamicmodel(endogenousvariables(icols), exogenousvariables, params, steadystate, t);
- icols = icols + ny;
-end
\ No newline at end of file
diff --git a/matlab/DsgeSmoother.m b/matlab/kalman/DsgeSmoother.m
similarity index 100%
rename from matlab/DsgeSmoother.m
rename to matlab/kalman/DsgeSmoother.m
diff --git a/matlab/evaluate_smoother.m b/matlab/kalman/evaluate_smoother.m
similarity index 100%
rename from matlab/evaluate_smoother.m
rename to matlab/kalman/evaluate_smoother.m
diff --git a/matlab/missing_DiffuseKalmanSmootherH1_Z.m b/matlab/kalman/missing_DiffuseKalmanSmootherH1_Z.m
similarity index 100%
rename from matlab/missing_DiffuseKalmanSmootherH1_Z.m
rename to matlab/kalman/missing_DiffuseKalmanSmootherH1_Z.m
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/kalman/missing_DiffuseKalmanSmootherH3_Z.m
similarity index 100%
rename from matlab/missing_DiffuseKalmanSmootherH3_Z.m
rename to matlab/kalman/missing_DiffuseKalmanSmootherH3_Z.m
diff --git a/matlab/save_display_classical_smoother_results.m b/matlab/kalman/save_display_classical_smoother_results.m
similarity index 100%
rename from matlab/save_display_classical_smoother_results.m
rename to matlab/kalman/save_display_classical_smoother_results.m
diff --git a/matlab/store_smoother_results.m b/matlab/kalman/store_smoother_results.m
similarity index 100%
rename from matlab/store_smoother_results.m
rename to matlab/kalman/store_smoother_results.m
diff --git a/matlab/collect_latex_files.m b/matlab/latex/collect_latex_files.m
similarity index 100%
rename from matlab/collect_latex_files.m
rename to matlab/latex/collect_latex_files.m
diff --git a/matlab/dyn_latex_table.m b/matlab/latex/dyn_latex_table.m
similarity index 100%
rename from matlab/dyn_latex_table.m
rename to matlab/latex/dyn_latex_table.m
diff --git a/matlab/isbayes.m b/matlab/latex/isbayes.m
similarity index 100%
rename from matlab/isbayes.m
rename to matlab/latex/isbayes.m
diff --git a/matlab/write_latex_definitions.m b/matlab/latex/write_latex_definitions.m
similarity index 100%
rename from matlab/write_latex_definitions.m
rename to matlab/latex/write_latex_definitions.m
diff --git a/matlab/write_latex_parameter_table.m b/matlab/latex/write_latex_parameter_table.m
similarity index 100%
rename from matlab/write_latex_parameter_table.m
rename to matlab/latex/write_latex_parameter_table.m
diff --git a/matlab/write_latex_prior_table.m b/matlab/latex/write_latex_prior_table.m
similarity index 100%
rename from matlab/write_latex_prior_table.m
rename to matlab/latex/write_latex_prior_table.m
diff --git a/matlab/list_of_functions_to_be_cleared.m b/matlab/list_of_functions_to_be_cleared.m
index 78a18484ba9019d183e69dcf0afcbd4edb3d9891..200478bb2b0060eff7f8945ff55f8cc79472d13f 100644
--- a/matlab/list_of_functions_to_be_cleared.m
+++ b/matlab/list_of_functions_to_be_cleared.m
@@ -1,2 +1,2 @@
-list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', 'prior_draw_gsa', 'identification_analysis', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'pruned_state_space_system', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'prior_draw', 'priordens',...
+list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', '+gsa/prior_draw.m', '+identification/analysis.m', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'pruned_state_space_system', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'prior_draw', 'priordens',...
'+occbin/solver.m','+occbin/mkdatap_anticipated_dyn.m','+occbin/mkdatap_anticipated_2constraints_dyn.m','+occbin/match_function.m','+occbin/solve_one_constraint.m','+occbin/solve_two_constraint.m','+occbin/plot/shock_decomposition.m'};
diff --git a/matlab/mcp_func.m b/matlab/lmmcp/mcp_func.m
similarity index 100%
rename from matlab/mcp_func.m
rename to matlab/lmmcp/mcp_func.m
diff --git a/matlab/fastgensylv.m b/matlab/matrix_solver/fastgensylv.m
similarity index 100%
rename from matlab/fastgensylv.m
rename to matlab/matrix_solver/fastgensylv.m
diff --git a/matlab/gensylv_fp.m b/matlab/matrix_solver/gensylv_fp.m
similarity index 100%
rename from matlab/gensylv_fp.m
rename to matlab/matrix_solver/gensylv_fp.m
diff --git a/matlab/lyapunov_solver.m b/matlab/matrix_solver/lyapunov_solver.m
similarity index 100%
rename from matlab/lyapunov_solver.m
rename to matlab/matrix_solver/lyapunov_solver.m
diff --git a/matlab/lyapunov_symm.m b/matlab/matrix_solver/lyapunov_symm.m
similarity index 100%
rename from matlab/lyapunov_symm.m
rename to matlab/matrix_solver/lyapunov_symm.m
diff --git a/matlab/quadratic_matrix_equation_solver.m b/matlab/matrix_solver/quadratic_matrix_equation_solver.m
similarity index 100%
rename from matlab/quadratic_matrix_equation_solver.m
rename to matlab/matrix_solver/quadratic_matrix_equation_solver.m
diff --git a/matlab/sylvester3.m b/matlab/matrix_solver/sylvester3.m
similarity index 100%
rename from matlab/sylvester3.m
rename to matlab/matrix_solver/sylvester3.m
diff --git a/matlab/sylvester3a.m b/matlab/matrix_solver/sylvester3a.m
similarity index 100%
rename from matlab/sylvester3a.m
rename to matlab/matrix_solver/sylvester3a.m
diff --git a/matlab/UnivariateSpectralDensity.m b/matlab/moments/UnivariateSpectralDensity.m
similarity index 100%
rename from matlab/UnivariateSpectralDensity.m
rename to matlab/moments/UnivariateSpectralDensity.m
diff --git a/matlab/add_filter_subtitle.m b/matlab/moments/add_filter_subtitle.m
similarity index 100%
rename from matlab/add_filter_subtitle.m
rename to matlab/moments/add_filter_subtitle.m
diff --git a/matlab/compute_moments_varendo.m b/matlab/moments/compute_moments_varendo.m
similarity index 100%
rename from matlab/compute_moments_varendo.m
rename to matlab/moments/compute_moments_varendo.m
diff --git a/matlab/conditional_variance_decomposition.m b/matlab/moments/conditional_variance_decomposition.m
similarity index 100%
rename from matlab/conditional_variance_decomposition.m
rename to matlab/moments/conditional_variance_decomposition.m
diff --git a/matlab/conditional_variance_decomposition_ME_mc_analysis.m b/matlab/moments/conditional_variance_decomposition_ME_mc_analysis.m
similarity index 100%
rename from matlab/conditional_variance_decomposition_ME_mc_analysis.m
rename to matlab/moments/conditional_variance_decomposition_ME_mc_analysis.m
diff --git a/matlab/conditional_variance_decomposition_mc_analysis.m b/matlab/moments/conditional_variance_decomposition_mc_analysis.m
similarity index 100%
rename from matlab/conditional_variance_decomposition_mc_analysis.m
rename to matlab/moments/conditional_variance_decomposition_mc_analysis.m
diff --git a/matlab/correlation_mc_analysis.m b/matlab/moments/correlation_mc_analysis.m
similarity index 100%
rename from matlab/correlation_mc_analysis.m
rename to matlab/moments/correlation_mc_analysis.m
diff --git a/matlab/covariance_mc_analysis.m b/matlab/moments/covariance_mc_analysis.m
similarity index 100%
rename from matlab/covariance_mc_analysis.m
rename to matlab/moments/covariance_mc_analysis.m
diff --git a/matlab/disp_moments.m b/matlab/moments/disp_moments.m
similarity index 100%
rename from matlab/disp_moments.m
rename to matlab/moments/disp_moments.m
diff --git a/matlab/moments/disp_th_moments_pruned_state_space.m b/matlab/moments/disp_th_moments_pruned_state_space.m
index 8db2dad713d9b03f2aae2e0aec0f4b047d8b4757..55d504458d54f1c0fc30a4408daf917d8ce83e76 100644
--- a/matlab/moments/disp_th_moments_pruned_state_space.m
+++ b/matlab/moments/disp_th_moments_pruned_state_space.m
@@ -52,7 +52,7 @@ for i=1:nvars
obs_var(i,1) = find(strcmp(M_.endo_names(i_var(i),:), M_.endo_names(dr.order_var)));
end
-pruned_state_space = pruned_state_space_system(M_, options_, dr, obs_var, options_.ar, 1, 0);
+pruned_state_space = pruned_SS.pruned_state_space_system(M_, options_, dr, obs_var, options_.ar, 1, 0);
m = pruned_state_space.E_y;
diff --git a/matlab/my_subplot.m b/matlab/my_subplot.m
deleted file mode 100644
index ad03060a212200698cd2178b0726e0f3a636591f..0000000000000000000000000000000000000000
--- a/matlab/my_subplot.m
+++ /dev/null
@@ -1,56 +0,0 @@
-function my_subplot(i,imax,irow,icol,fig_title)
-
-% function my_subplot(i,imax,irow,icol,fig_title)
-% spreads subplots on several figures according to a maximum number of
-% subplots per figure
-%
-% INPUTS
-% i: subplot number
-% imax: total number of subplots
-% irow: maximum number of rows in a figure
-% icol: maximum number of columns in a figure
-% fig_title: title to be repeated on each figure
-%
-% OUTPUT
-% none
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright © 2003-2009 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-nfig_max = irow*icol;
-if imax < nfig_max
- icol = ceil(sqrt(imax));
- irow=icol;
- if (icol-1)*(icol-2) >= imax
- irow = icol-2;
- icol = icol-1;
- elseif (icol)*(icol-2) >= imax
- irow = icol-2;
- elseif icol*(icol-1) >= imax
- irow = icol-1;
- end
-end
-
-i1 = mod(i-1,nfig_max);
-if i1 == 0
- figure('Name',fig_title);
-end
-
-subplot(irow,icol,i1+1);
\ No newline at end of file
diff --git a/matlab/reduced_rank_cholesky.m b/matlab/nonlinear-filters/reduced_rank_cholesky.m
similarity index 100%
rename from matlab/reduced_rank_cholesky.m
rename to matlab/nonlinear-filters/reduced_rank_cholesky.m
diff --git a/matlab/dyn_ramsey_static.m b/matlab/optimal_policy/dyn_ramsey_static.m
similarity index 100%
rename from matlab/dyn_ramsey_static.m
rename to matlab/optimal_policy/dyn_ramsey_static.m
diff --git a/matlab/evaluate_planner_objective.m b/matlab/optimal_policy/evaluate_planner_objective.m
similarity index 100%
rename from matlab/evaluate_planner_objective.m
rename to matlab/optimal_policy/evaluate_planner_objective.m
diff --git a/matlab/get_optimal_policy_discount_factor.m b/matlab/optimal_policy/get_optimal_policy_discount_factor.m
similarity index 100%
rename from matlab/get_optimal_policy_discount_factor.m
rename to matlab/optimal_policy/get_optimal_policy_discount_factor.m
diff --git a/matlab/mult_elimination.m b/matlab/optimal_policy/mult_elimination.m
similarity index 100%
rename from matlab/mult_elimination.m
rename to matlab/optimal_policy/mult_elimination.m
diff --git a/matlab/csolve.m b/matlab/optimization/csolve.m
similarity index 100%
rename from matlab/csolve.m
rename to matlab/optimization/csolve.m
diff --git a/matlab/dynare_solve.m b/matlab/optimization/dynare_solve.m
similarity index 100%
rename from matlab/dynare_solve.m
rename to matlab/optimization/dynare_solve.m
diff --git a/matlab/lnsrch1.m b/matlab/optimization/lnsrch1.m
similarity index 100%
rename from matlab/lnsrch1.m
rename to matlab/optimization/lnsrch1.m
diff --git a/matlab/options2cell.m b/matlab/optimization/options2cell.m
similarity index 100%
rename from matlab/options2cell.m
rename to matlab/optimization/options2cell.m
diff --git a/matlab/solve1.m b/matlab/optimization/solve1.m
similarity index 100%
rename from matlab/solve1.m
rename to matlab/optimization/solve1.m
diff --git a/matlab/solve_one_boundary.m b/matlab/optimization/solve_one_boundary.m
similarity index 100%
rename from matlab/solve_one_boundary.m
rename to matlab/optimization/solve_one_boundary.m
diff --git a/matlab/step_length_correction.m b/matlab/optimization/step_length_correction.m
similarity index 100%
rename from matlab/step_length_correction.m
rename to matlab/optimization/step_length_correction.m
diff --git a/matlab/trust_region.m b/matlab/optimization/trust_region.m
similarity index 100%
rename from matlab/trust_region.m
rename to matlab/optimization/trust_region.m
diff --git a/matlab/basic_plan.m b/matlab/perfect-foresight-models/basic_plan.m
similarity index 100%
rename from matlab/basic_plan.m
rename to matlab/perfect-foresight-models/basic_plan.m
diff --git a/matlab/evaluate_max_dynamic_residual.m b/matlab/perfect-foresight-models/evaluate_max_dynamic_residual.m
similarity index 100%
rename from matlab/evaluate_max_dynamic_residual.m
rename to matlab/perfect-foresight-models/evaluate_max_dynamic_residual.m
diff --git a/matlab/flip_plan.m b/matlab/perfect-foresight-models/flip_plan.m
similarity index 100%
rename from matlab/flip_plan.m
rename to matlab/perfect-foresight-models/flip_plan.m
diff --git a/matlab/init_plan.m b/matlab/perfect-foresight-models/init_plan.m
similarity index 100%
rename from matlab/init_plan.m
rename to matlab/perfect-foresight-models/init_plan.m
diff --git a/matlab/save_results.m b/matlab/save_results.m
deleted file mode 100644
index 7ee4801de08ade59779597d2ca5dbadf8332b7cd..0000000000000000000000000000000000000000
--- a/matlab/save_results.m
+++ /dev/null
@@ -1,38 +0,0 @@
-function save_results(x,s_name,names)
-
-% function save_results(x,s_name,names)
-% save results in appropriate structure
-%
-% INPUT
-% x: matrix to be saved column by column
-% s_name: name of the structure where to save the results
-% names: names of the individual series
-%
-% OUTPUT
-% none
-%
-% SPECIAL REQUIREMENT
-% none
-
-% Copyright © 2006-2009 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-global oo_
-
-for i=1:size(x,2)
- eval([s_name deblank(names(i,:)) '= x(:,i);']);
-end
\ No newline at end of file
diff --git a/matlab/set_all_parameters.m b/matlab/set_all_parameters.m
index c97f98aa26b6b2e00cc221ab2eb9c3bfe2fa3027..ed090a1768b04cfa2f6db10d3b6d9f67743d85b8 100644
--- a/matlab/set_all_parameters.m
+++ b/matlab/set_all_parameters.m
@@ -26,7 +26,7 @@ function M_ = set_all_parameters(xparam1,estim_params_,M_)
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
-%! @ref{DsgeSmoother}, @ref{dynare_estimation_1}, @ref{@@gsa/filt_mc_}, @ref{identification_analysis}, @ref{PosteriorFilterSmootherAndForecast}, @ref{prior_posterior_statistics_core}, @ref{prior_sampler}
+%! @ref{DsgeSmoother}, @ref{dynare_estimation_1}, @ref{@@gsa.monte_carlo_filtering}, @ref{identification.analysis}, @ref{PosteriorFilterSmootherAndForecast}, @ref{prior_posterior_statistics_core}, @ref{prior_sampler}
%! @sp 2
%! @strong{This function calls:}
%! @sp 2
diff --git a/matlab/WriteShockDecomp2Excel.m b/matlab/shock_decomposition/WriteShockDecomp2Excel.m
similarity index 100%
rename from matlab/WriteShockDecomp2Excel.m
rename to matlab/shock_decomposition/WriteShockDecomp2Excel.m
diff --git a/matlab/annualized_shock_decomposition.m b/matlab/shock_decomposition/annualized_shock_decomposition.m
similarity index 100%
rename from matlab/annualized_shock_decomposition.m
rename to matlab/shock_decomposition/annualized_shock_decomposition.m
diff --git a/matlab/epilogue_shock_decomposition.m b/matlab/shock_decomposition/epilogue_shock_decomposition.m
similarity index 100%
rename from matlab/epilogue_shock_decomposition.m
rename to matlab/shock_decomposition/epilogue_shock_decomposition.m
diff --git a/matlab/expand_group.m b/matlab/shock_decomposition/expand_group.m
similarity index 100%
rename from matlab/expand_group.m
rename to matlab/shock_decomposition/expand_group.m
diff --git a/matlab/graph_decomp.m b/matlab/shock_decomposition/graph_decomp.m
similarity index 100%
rename from matlab/graph_decomp.m
rename to matlab/shock_decomposition/graph_decomp.m
diff --git a/matlab/graph_decomp_detail.m b/matlab/shock_decomposition/graph_decomp_detail.m
similarity index 100%
rename from matlab/graph_decomp_detail.m
rename to matlab/shock_decomposition/graph_decomp_detail.m
diff --git a/matlab/initial_condition_decomposition.m b/matlab/shock_decomposition/initial_condition_decomposition.m
similarity index 100%
rename from matlab/initial_condition_decomposition.m
rename to matlab/shock_decomposition/initial_condition_decomposition.m
diff --git a/matlab/plot_shock_decomposition.m b/matlab/shock_decomposition/plot_shock_decomposition.m
similarity index 100%
rename from matlab/plot_shock_decomposition.m
rename to matlab/shock_decomposition/plot_shock_decomposition.m
diff --git a/matlab/realtime_shock_decomposition.m b/matlab/shock_decomposition/realtime_shock_decomposition.m
similarity index 100%
rename from matlab/realtime_shock_decomposition.m
rename to matlab/shock_decomposition/realtime_shock_decomposition.m
diff --git a/matlab/set_default_initial_condition_decomposition_options.m b/matlab/shock_decomposition/set_default_initial_condition_decomposition_options.m
similarity index 100%
rename from matlab/set_default_initial_condition_decomposition_options.m
rename to matlab/shock_decomposition/set_default_initial_condition_decomposition_options.m
diff --git a/matlab/set_default_plot_shock_decomposition_options.m b/matlab/shock_decomposition/set_default_plot_shock_decomposition_options.m
similarity index 100%
rename from matlab/set_default_plot_shock_decomposition_options.m
rename to matlab/shock_decomposition/set_default_plot_shock_decomposition_options.m
diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition/shock_decomposition.m
similarity index 100%
rename from matlab/shock_decomposition.m
rename to matlab/shock_decomposition/shock_decomposition.m
diff --git a/matlab/squeeze_shock_decomposition.m b/matlab/shock_decomposition/squeeze_shock_decomposition.m
similarity index 100%
rename from matlab/squeeze_shock_decomposition.m
rename to matlab/shock_decomposition/squeeze_shock_decomposition.m
diff --git a/matlab/AIM_first_order_solver.m b/matlab/stochastic_solver/AIM_first_order_solver.m
similarity index 100%
rename from matlab/AIM_first_order_solver.m
rename to matlab/stochastic_solver/AIM_first_order_solver.m
diff --git a/matlab/compute_decision_rules.m b/matlab/stochastic_solver/compute_decision_rules.m
similarity index 100%
rename from matlab/compute_decision_rules.m
rename to matlab/stochastic_solver/compute_decision_rules.m
diff --git a/matlab/convertAimCodeToInfo.m b/matlab/stochastic_solver/convertAimCodeToInfo.m
similarity index 100%
rename from matlab/convertAimCodeToInfo.m
rename to matlab/stochastic_solver/convertAimCodeToInfo.m
diff --git a/matlab/disp_dr.m b/matlab/stochastic_solver/disp_dr.m
similarity index 100%
rename from matlab/disp_dr.m
rename to matlab/stochastic_solver/disp_dr.m
diff --git a/matlab/dyn_first_order_solver.m b/matlab/stochastic_solver/dyn_first_order_solver.m
similarity index 100%
rename from matlab/dyn_first_order_solver.m
rename to matlab/stochastic_solver/dyn_first_order_solver.m
diff --git a/matlab/dyn_second_order_solver.m b/matlab/stochastic_solver/dyn_second_order_solver.m
similarity index 100%
rename from matlab/dyn_second_order_solver.m
rename to matlab/stochastic_solver/dyn_second_order_solver.m
diff --git a/matlab/dynare_resolve.m b/matlab/stochastic_solver/dynare_resolve.m
similarity index 100%
rename from matlab/dynare_resolve.m
rename to matlab/stochastic_solver/dynare_resolve.m
diff --git a/matlab/getIrfShocksIndx.m b/matlab/stochastic_solver/getIrfShocksIndx.m
similarity index 100%
rename from matlab/getIrfShocksIndx.m
rename to matlab/stochastic_solver/getIrfShocksIndx.m
diff --git a/matlab/irf.m b/matlab/stochastic_solver/irf.m
similarity index 100%
rename from matlab/irf.m
rename to matlab/stochastic_solver/irf.m
diff --git a/matlab/k_order_pert.m b/matlab/stochastic_solver/k_order_pert.m
similarity index 100%
rename from matlab/k_order_pert.m
rename to matlab/stochastic_solver/k_order_pert.m
diff --git a/matlab/kalman_transition_matrix.m b/matlab/stochastic_solver/kalman_transition_matrix.m
similarity index 100%
rename from matlab/kalman_transition_matrix.m
rename to matlab/stochastic_solver/kalman_transition_matrix.m
diff --git a/matlab/resol.m b/matlab/stochastic_solver/resol.m
similarity index 100%
rename from matlab/resol.m
rename to matlab/stochastic_solver/resol.m
diff --git a/matlab/select_qz_criterium_value.m b/matlab/stochastic_solver/select_qz_criterium_value.m
similarity index 100%
rename from matlab/select_qz_criterium_value.m
rename to matlab/stochastic_solver/select_qz_criterium_value.m
diff --git a/matlab/set_state_space.m b/matlab/stochastic_solver/set_state_space.m
similarity index 100%
rename from matlab/set_state_space.m
rename to matlab/stochastic_solver/set_state_space.m
diff --git a/matlab/simult.m b/matlab/stochastic_solver/simult.m
similarity index 100%
rename from matlab/simult.m
rename to matlab/stochastic_solver/simult.m
diff --git a/matlab/simult_.m b/matlab/stochastic_solver/simult_.m
similarity index 100%
rename from matlab/simult_.m
rename to matlab/stochastic_solver/simult_.m
diff --git a/matlab/simultxdet.m b/matlab/stochastic_solver/simultxdet.m
similarity index 100%
rename from matlab/simultxdet.m
rename to matlab/stochastic_solver/simultxdet.m
diff --git a/matlab/stoch_simul.m b/matlab/stochastic_solver/stoch_simul.m
similarity index 100%
rename from matlab/stoch_simul.m
rename to matlab/stochastic_solver/stoch_simul.m
diff --git a/matlab/stochastic_solvers.m b/matlab/stochastic_solver/stochastic_solvers.m
similarity index 100%
rename from matlab/stochastic_solvers.m
rename to matlab/stochastic_solver/stochastic_solvers.m
diff --git a/preprocessor b/preprocessor
index 3dadac8f191dfa1dd660442d5bc4526c4c218149..8d0e8cca5cb78b9dde0ecc867ffb0c64d06dd338 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit 3dadac8f191dfa1dd660442d5bc4526c4c218149
+Subproject commit 8d0e8cca5cb78b9dde0ecc867ffb0c64d06dd338
diff --git a/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod b/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod
index 0c5ac994dd4fa916bbfee6beb3a267583e6b4cab..9c181990a94354a6f1bf84d2726af047040912d0 100644
--- a/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod
+++ b/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod
@@ -440,7 +440,7 @@ for jj = 1:2
oo_.dr.Correlation_matrix = M_.Correlation_matrix;
ex0 = oo_.exo_steady_state';
[~, oo_.dr.g1, oo_.dr.g2, oo_.dr.g3] = feval([M_.fname,'.dynamic'], oo_.dr.ys(I), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1);
- oo_.dr.g3 = unfold_g3(oo_.dr.g3, length(oo_.dr.ys(I))+length(oo_.exo_steady_state')); %add symmetric elements to g3
+ oo_.dr.g3 = identification.unfold_g3(oo_.dr.g3, length(oo_.dr.ys(I))+length(oo_.exo_steady_state')); %add symmetric elements to g3
fprintf('***** %s: SOME COMMON OBJECTS *****\n', strparamset)
for id_var = 1:size(lst_vars,2)
@@ -460,7 +460,7 @@ for jj = 1:2
for id_kronflag = 1:length(KRONFLAG)
fprintf('***** %s: d2flag=%d and kronflag=%d *****\n',strparamset, d2flag,KRONFLAG(id_kronflag))
options_.analytic_derivation_mode = KRONFLAG(id_kronflag);
- DERIVS = get_perturbation_params_derivs(M_, options_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
+ DERIVS = identification.get_perturbation_params_derivs(M_, options_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
for id_var = 1:size(lst_dvars,2)
dx = norm( vec(nSYM.(sprintf('%s',lst_dvars{id_var}))) - vec(DERIVS.(sprintf('%s',lst_dvars{id_var}))), Inf);
fprintf('Max absolute deviation for %s: %e\n', lst_dvars{id_var}, dx);
diff --git a/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod b/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod
index ba7f17762250ed84b8c7f164739df5201cd1aa72..b1f3351ed011e0efb0a02388500c73813f2514ee 100644
--- a/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod
+++ b/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod
@@ -170,7 +170,7 @@ KRONFLAGS = [-1 -2 0 1];
for k = 1:length(KRONFLAGS)
fprintf('KRONFLAG=%d\n',KRONFLAGS(k));
options_.analytic_derivation_mode = KRONFLAGS(k);
- DERIVS = get_perturbation_params_derivs(M_, options_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
+ DERIVS = identification.get_perturbation_params_derivs(M_, options_, estim_params_, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, indpmodel, indpstderr, indpcorr, d2flag);
oo_.dr.dg_0 = permute(1/2*DERIVS.dghs2,[1 3 2]);
oo_.dr.dg_1 = cat(2,DERIVS.dghx,DERIVS.dghu) + 3/6*cat(2,DERIVS.dghxss,DERIVS.dghuss);
oo_.dr.dg_2 = 1/2*cat(2,DERIVS.dghxx,DERIVS.dghxu,DERIVS.dghuu);
diff --git a/tests/minimal_state_space_system/as2007_minimal.mod b/tests/minimal_state_space_system/as2007_minimal.mod
index 81bb6c04966d741b8075d1fbc84a5f89c9d7133c..09b924615174cc450e00a5407de952cf74855f22 100644
--- a/tests/minimal_state_space_system/as2007_minimal.mod
+++ b/tests/minimal_state_space_system/as2007_minimal.mod
@@ -81,7 +81,7 @@ SS.B = oo_.dr.ghu(indx,:);
SS.C = oo_.dr.ghx(indy,:);
SS.D = oo_.dr.ghu(indy,:);
-[CheckCO,minnx,minSS] = get_minimal_state_representation(SS,0);
+[CheckCO,minnx,minSS] = identification.get_minimal_state_representation(SS,0);
Sigmax_full = lyapunov_symm(SS.A, SS.B*M_.Sigma_e*SS.B', options_.lyapunov_fixed_point_tol, options_.qz_criterium, options_.lyapunov_complex_threshold, 1, options_.debug);
Sigmay_full = SS.C*Sigmax_full*SS.C' + SS.D*M_.Sigma_e*SS.D';
diff --git a/tests/minimal_state_space_system/sw_minimal.mod b/tests/minimal_state_space_system/sw_minimal.mod
index 585e851f30c00f562e9e10c534cfad4d4df61e8a..b7dc1150b77e3b304f775622db44e7eef8ad1e0d 100644
--- a/tests/minimal_state_space_system/sw_minimal.mod
+++ b/tests/minimal_state_space_system/sw_minimal.mod
@@ -414,7 +414,7 @@ SS.B = oo_.dr.ghu(indx,:);
SS.C = oo_.dr.ghx(indy,:);
SS.D = oo_.dr.ghu(indy,:);
-[CheckCO,minnx,minSS] = get_minimal_state_representation(SS,0);
+[CheckCO,minnx,minSS] = identification.get_minimal_state_representation(SS,0);
Sigmax_full = lyapunov_symm(SS.A, SS.B*M_.Sigma_e*SS.B', options_.lyapunov_fixed_point_tol, options_.qz_criterium, options_.lyapunov_complex_threshold, 1, options_.debug);
Sigmay_full = SS.C*Sigmax_full*SS.C' + SS.D*M_.Sigma_e*SS.D';
diff --git a/tests/stochastic_simulations/pruning/AS_pruned_state_space_red_shock.mod b/tests/stochastic_simulations/pruning/AS_pruned_state_space_red_shock.mod
index 08c96ecdb4dcb5be5fabdb297445c9655638aee5..e2dc1af983118fd7e19884b50ec2ecb38d2d0c91 100644
--- a/tests/stochastic_simulations/pruning/AS_pruned_state_space_red_shock.mod
+++ b/tests/stochastic_simulations/pruning/AS_pruned_state_space_red_shock.mod
@@ -97,7 +97,7 @@ steady; check; model_diagnostics;
@#for orderApp in [1, 2, 3]
stoch_simul(order=@{orderApp},pruning,irf=0,periods=0);
- pruned_state_space.order_@{orderApp} = pruned_state_space_system(M_, options_, oo_.dr, [], options_.ar, 1, 0);
+ pruned_state_space.order_@{orderApp} = pruned_SS.pruned_state_space_system(M_, options_, oo_.dr, [], options_.ar, 1, 0);
@#if Andreasen_et_al_toolbox
addpath('Dynare44Pruning_v2/simAndMoments3order'); %provide path to toolbox
optPruning.orderApp = @{orderApp};
diff --git a/tests/stochastic_simulations/pruning/AnSchorfheide_pruned_state_space.mod b/tests/stochastic_simulations/pruning/AnSchorfheide_pruned_state_space.mod
index 623b966cfdf54acf77685a6b048d7f102e3014e6..39d644ac75137b654b22975110510cc32b6c26f4 100644
--- a/tests/stochastic_simulations/pruning/AnSchorfheide_pruned_state_space.mod
+++ b/tests/stochastic_simulations/pruning/AnSchorfheide_pruned_state_space.mod
@@ -96,7 +96,7 @@ steady; check; model_diagnostics;
@#for orderApp in [1, 2, 3]
stoch_simul(order=@{orderApp},pruning,irf=0,periods=0);
- pruned_state_space.order_@{orderApp} = pruned_state_space_system(M_, options_, oo_.dr, [], options_.ar, 1, 0);
+ pruned_state_space.order_@{orderApp} = pruned_SS.pruned_state_space_system(M_, options_, oo_.dr, [], options_.ar, 1, 0);
@#if Andreasen_et_al_toolbox
addpath('Dynare44Pruning_v2/simAndMoments3order'); %provide path to toolbox
optPruning.orderApp = @{orderApp};
diff --git a/tests/stochastic_simulations/pruning/fs2000_pruning.mod b/tests/stochastic_simulations/pruning/fs2000_pruning.mod
index f325bf71f3fd701b2fc36ea42ab9568d76c27fcd..732e4be1899fca9f9893b72ef05fb97a8484e34a 100644
--- a/tests/stochastic_simulations/pruning/fs2000_pruning.mod
+++ b/tests/stochastic_simulations/pruning/fs2000_pruning.mod
@@ -97,7 +97,7 @@ if (max(abs(Y2_local(:) - Y2_simult(:)))>1e-12)
end
% pruned_state_space_system.m: implements Andreasen et al.
-pss = pruned_state_space_system(M_, options_, oo_.dr, [], 0, false, false);
+pss = pruned_SS.pruned_state_space_system(M_, options_, oo_.dr, [], 0, false, false);
Y2_an = zeros(M_.endo_nbr,T+1);
Y2_an(:,1) = oo_.dr.ys;
% z = [xf;xs;kron(xf,xf)]
@@ -127,7 +127,7 @@ stoch_simul(order=3, nograph, irf=0);
% simult_.m
Y3_simult = simult_(M_,options_,oo_.dr.ys,oo_.dr,ex,options_.order);
% pruned_state_space_system.m
-pss = pruned_state_space_system(M_, options_, oo_.dr, [], 0, false, false);
+pss = pruned_SS.pruned_state_space_system(M_, options_, oo_.dr, [], 0, false, false);
Y3_an = zeros(M_.endo_nbr,T+1);
Y3_an(:,1) = oo_.dr.ys;
% z = [xf; xs; kron(xf,xf); xrd; kron(xf,xs); kron(kron(xf,xf),xf)]