Merge branch 'MoM_fixes' of git.dynare.org:wmutschl/dynare

matlab/method_of_moments/method_of_moments.m

@@ -49,8 +49,8 @@ function [oo_, options_mom_, M_] = method_of_moments(bayestopt_, options_, oo_,
 %  o get_all_parameters.m
 %  o get_matrix_entries_for_psd_check.m
 %  o makedataset.m
+%  o method_of_moments_check_plot.m
 %  o method_of_moments_data_moments.m
-%  o method_of_moments_mode_check.m
 %  o method_of_moments_objective_function.m
 %  o method_of_moments_optimal_weighting_matrix
 %  o method_of_moments_standard_errors
@@ -203,12 +203,12 @@ options_mom_ = set_default_option(options_mom_,'mode_compute',13);
 options_mom_ = set_default_option(options_mom_,'additional_optimizer_steps',[]); % vector of additional mode-finders run after mode_compute
 options_mom_ = set_default_option(options_mom_,'optim_opt',[]);                  % a list of NAME and VALUE pairs to set options for the optimization routines. Available options depend on mode_compute
 options_mom_ = set_default_option(options_mom_,'silent_optimizer',false);        % run minimization of moments distance silently without displaying results or saving files in between
-% Mode_check plot options that can be set by the user in the mod file, otherwise default values are provided
+% Check plot options that can be set by the user in the mod file, otherwise default values are provided
 options_mom_.mode_check.nolik = false;                                                          % we don't do likelihood (also this initializes mode_check substructure)
-options_mom_.mode_check = set_default_option(options_mom_.mode_check,'status',false);            % plot the target function for values around the computed mode for each estimated parameter in turn. This is helpful to diagnose problems with the optimizer.
-options_mom_.mode_check = set_default_option(options_mom_.mode_check,'neighbourhood_size',.5);  % width of the window around the mode to be displayed on the diagnostic plots. This width is expressed in percentage deviation. The Inf value is allowed, and will trigger a plot over the entire domain
-options_mom_.mode_check = set_default_option(options_mom_.mode_check,'symmetric_plots',true);   % ensure that the check plots are symmetric around the mode. A value of 0 allows to have asymmetric plots, which can be useful if the posterior mode is close to a domain boundary, or in conjunction with mode_check_neighbourhood_size = Inf when the domain is not the entire real line
-options_mom_.mode_check = set_default_option(options_mom_.mode_check,'number_of_points',20);    % number of points around the mode where the target function is evaluated (for each parameter)
+options_mom_.mode_check = set_default_option(options_mom_.mode_check,'status',false);            % plot the target function for values around the computed minimum for each estimated parameter in turn. This is helpful to diagnose problems with the optimizer.
+options_mom_.mode_check = set_default_option(options_mom_.mode_check,'neighbourhood_size',.5);  % width of the window around the computed minimum to be displayed on the diagnostic plots. This width is expressed in percentage deviation. The Inf value is allowed, and will trigger a plot over the entire domain
+options_mom_.mode_check = set_default_option(options_mom_.mode_check,'symmetric_plots',true);   % ensure that the check plots are symmetric around the minimum. A value of 0 allows to have asymmetric plots, which can be useful if the minimum is close to a domain boundary, or in conjunction with neighbourhood_size = Inf when the domain is not the entire real line
+options_mom_.mode_check = set_default_option(options_mom_.mode_check,'number_of_points',20);    % number of points around the minimum where the target function is evaluated (for each parameter)
 
 % Numerical algorithms options that can be set by the user in the mod file, otherwise default values are provided
 options_mom_ = set_default_option(options_mom_,'aim_solver',false);                     % use AIM algorithm to compute perturbation approximation instead of mjdgges
@@ -909,7 +909,7 @@ if options_mom_.TeX
 end
 
 if options_mom_.mode_check.status
-    method_of_moments_mode_check(objective_function,xparam1,SE,options_mom_,M_,estim_params_,Bounds,bayestopt_laplace,...
+    method_of_moments_check_plot(objective_function,xparam1,SE,options_mom_,M_,estim_params_,Bounds,bayestopt_laplace,...
         Bounds, oo_, estim_params_, M_, options_mom_)
 end
 

matlab/method_of_moments/method_of_moments_mode_check.m → matlab/method_of_moments/method_of_moments_check_plot.m

-function method_of_moments_mode_check(fun,xparam,SE_vec,options_,M_,estim_params_,Bounds,bayestopt_,varargin)
-% Checks the estimated ML mode or Posterior mode.
+function method_of_moments_check_plot(fun,xparam,SE_vec,options_,M_,estim_params_,Bounds,bayestopt_,varargin)
+% Checks the estimated local minimum of the moment's distance objective
 
 
 % Copyright (C) 2020 Dynare Team
@@ -28,7 +28,7 @@ fval = feval(fun,xparam,varargin{:});
 
 if ~isempty(SE_vec)
     skipline()
-    disp('MODE CHECK')
+    disp('LOCAL MINIMUM CHECK')
     skipline()
     fprintf('Fval obtained by the minimization routine: %f', fval);
     skipline()
@@ -44,7 +44,7 @@ if ~exist([M_.fname filesep 'graphs'],'dir')
 end
 if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
     fidTeX = fopen([M_.fname, '/graphs/', M_.fname '_MoMCheckPlots.tex'],'w');
-    fprintf(fidTeX,'%% TeX eps-loader file generated by method_of_moments_mode_check.m (Dynare).\n');
+    fprintf(fidTeX,'%% TeX eps-loader file generated by method_of_moments_check_plot.m (Dynare).\n');
     fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
     fprintf(fidTeX,' \n');
 end
@@ -54,14 +54,14 @@ if isinf(ll)
     options_.mode_check.symmetric_plots = false;
 end
 
-mcheck = struct('cross',struct(),'emode',struct());
+mcheck = struct('cross',struct(),'emin',struct());
 
 for plt = 1:nbplt
     if TeX
         NAMES = [];
         TeXNAMES = [];
     end
-    hh = dyn_figure(options_.nodisplay,'Name','Mode check plots');
+    hh = dyn_figure(options_.nodisplay,'Name','Minimum check plots');
     for k=1:min(nstar,length(xparam)-(plt-1)*nstar)
         subplot(nr,nc,k)
         kk = (plt-1)*nstar+k;
@@ -119,7 +119,7 @@ for plt = 1:nbplt
             else
                 y(i,1) = NaN;
                 if options_.debug
-                    fprintf('mode_check:: could not solve model for parameter %s at value %4.3f, error code: %u\n',name,z(i),info(1))
+                    fprintf('method_of_moments_check_plot:: could not solve model for parameter %s at value %4.3f, error code: %u\n',name,z(i),info(1))
                 end
             end
             if options_.mom.penalized_estimator
@@ -127,9 +127,9 @@ for plt = 1:nbplt
                 y(i,2)  = (y(i,1)+prior-dy);
             end
         end
-        mcheck.cross = setfield(mcheck.cross, name, [transpose(z), -y]);
-        mcheck.emode = setfield(mcheck.emode, name, xparam(kk));
-        fighandle=plot(z,-y);
+        mcheck.cross = setfield(mcheck.cross, name, [transpose(z), y]);
+        mcheck.emin = setfield(mcheck.emin, name, xparam(kk));
+        fighandle=plot(z,y);
         hold on
         yl=get(gca,'ylim');
         plot( [xparam(kk) xparam(kk)], yl, 'c', 'LineWidth', 1)
@@ -170,7 +170,7 @@ for plt = 1:nbplt
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
         fprintf(fidTeX,'\\centering \n');
-        fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%_MoMCheckPlots%s}\n',options_.figures.textwidth*min(k/nc,1),[M_.fname, '/graphs/',M_.fname],int2str(plt));
+        fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_MoMCheckPlots%s}\n',options_.figures.textwidth*min(k/nc,1),[M_.fname, '/graphs/',M_.fname],int2str(plt));
         fprintf(fidTeX,'\\caption{Method of Moments check plots.}');
         fprintf(fidTeX,'\\label{Fig:MoMCheckPlots:%s}\n',int2str(plt));
         fprintf(fidTeX,'\\end{figure}\n');
@@ -181,5 +181,5 @@ if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
     fclose(fidTeX);
 end
 
-OutputDirectoryName = CheckPath('modecheck',M_.dname);
+OutputDirectoryName = CheckPath('check_plot',M_.dname);
 save([OutputDirectoryName '/MoM_check_plot_data.mat'],'mcheck');