Added the possibility to set the number of points in mode_check for computing the transversal cuts.

matlab/global_initialization.m

@@ -11,7 +11,7 @@ function global_initialization()
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2003-2013 Dynare Team
+% Copyright (C) 2003-2012 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -51,16 +51,16 @@ options_.initval_file = 0;
 options_.Schur_vec_tol = 1e-11; % used to find nonstationary variables in Schur decomposition of the
                                 % transition matrix
 options_.qz_criterium = [];
-options_.qz_zero_threshold = 1e-6;
 options_.lyapunov_complex_threshold = 1e-15;
 options_.solve_tolf = eps^(1/3);
 options_.solve_tolx = eps^(2/3);
 options_.solve_maxit = 500;
 
-options_.mode_check_neighbourhood_size = 0.5;
-options_.mode_check_symmetric_plots = 1;
+options_.mode_check_neighbourhood_size = 0.01;
+options_.mode_check_node_number = 1000;
 
-% Default number of threads for parallelized mex files.
+
+% Default number of thread. for parallelized mex files.
 options_.threads.kronecker.A_times_B_kronecker_C = 1;
 options_.threads.kronecker.sparse_hessian_times_B_kronecker_C = 1;
 options_.threads.local_state_space_iteration_2 = 1;
@@ -237,6 +237,9 @@ particle.resampling.number_of_partitions = 200;
 particle.mixture_state_variables = 5 ;
 particle.mixture_structural_shocks = 1 ;
 particle.mixture_measurement_shocks = 1 ;
+% Online approach 
+particle.liu_west_delta = 0.99 ;
+particle.liu_west_chol_sigma_bar = .01 ;
 % Copy ep structure in options_ global structure
 options_.particle = particle;
 
@@ -558,7 +561,6 @@ options_.risky_steadystate = 0;
 
 % endogenous prior
 options_.endogenous_prior = 0;
-options_.endogenous_prior_restrictions.irf={};
 
 % use GPU
 options_.gpu = 0;

matlab/mode_check.m

@@ -40,7 +40,7 @@ function mode_check(fun,x,hessian,DynareDataset,DynareOptions,Model,EstimatedPar
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2003-2013 Dynare Team
+% Copyright (C) 2003-2012 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -85,9 +85,7 @@ if TeX
 end
 
 ll = DynareOptions.mode_check_neighbourhood_size;
-if isinf(ll),
-    DynareOptions.mode_check_symmetric_plots = 0;
-end
+half_number_nodes = .5*DynareOptions.mode_check_node_number ;
 
 for plt = 1:nbplt,
     if TeX
@@ -109,19 +107,18 @@ for plt = 1:nbplt,
             end
         end
         xx = x;
-        l1 = max(BayesInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0;
-        l2 = min(BayesInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk));
-        if DynareOptions.mode_check_symmetric_plots,
-            if l2<(1+ll)*x(kk)
-                l1 = x(kk) - (l2-x(kk));
-                m1 = 1;
-            end
-            if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk))
-                l2 = x(kk) + (x(kk)-l1);
-            end
+        l1 = max(BayesInfo.lb(kk),(1-ll)*x(kk)); 
+        l2 = min(BayesInfo.ub(kk),(1+ll)*x(kk));
+        m1 = 0;
+        if l2<(1+ll)*x(kk)
+            l1 = x(kk) - (l2-x(kk));
+            m1 = 1;
+        end
+        if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BayesInfo.ub(kk))
+            l2 = x(kk) + (x(kk)-l1);
         end
-        z1 = l1:((x(kk)-l1)/10):x(kk);
-        z2 = x(kk):((l2-x(kk))/10):l2;
+        z1 = l1:((x(kk)-l1)/half_number_nodes):x(kk);
+        z2 = x(kk):((l2-x(kk))/half_number_nodes):l2;
         z  = union(z1,z2);
         if DynareOptions.mode_check_nolik==0,
             y = zeros(length(z),2);