Unverified Commit 962d6680 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2025
parents 253d1385 b037bc94
......@@ -70,12 +70,10 @@ nliv = opt_gsa.morris_nliv;
ntra = opt_gsa.morris_ntra;
dr_ = oo_.dr;
%if isfield(dr_,'ghx'),
ys_ = oo_.dr.ys;
nspred = M_.nspred; %size(dr_.ghx,2);
nboth = M_.nboth;
nfwrd = M_.nfwrd;
%end
fname_ = M_.fname;
np = estim_params_.np;
......@@ -86,12 +84,6 @@ nshock = nshock + estim_params_.ncn;
lpmat0=zeros(Nsam,0);
xparam1=[];
pshape = bayestopt_.pshape(nshock+1:end);
p1 = bayestopt_.p1(nshock+1:end);
p2 = bayestopt_.p2(nshock+1:end);
p3 = bayestopt_.p3(nshock+1:end);
p4 = bayestopt_.p4(nshock+1:end);
[~,~,~,lb,ub,~] = set_prior(estim_params_,M_,options_); %Prepare bounds
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
% Set prior bounds
......@@ -144,10 +136,6 @@ options_.nomoments=1;
options_.irf=0;
options_.noprint=1;
if fload==0
% if prepSA
% T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),Nsam/2);
% end
if isfield(dr_,'ghx')
egg=zeros(length(dr_.eigval),Nsam);
end
......@@ -159,9 +147,6 @@ if fload==0
Nsam=size(lpmat,1);
lpmat0 = lpmat(:,1:nshock);
lpmat = lpmat(:,nshock+1:end);
% elseif opt_gsa.morris==3,
% lpmat = prep_ide(Nsam,np,5);
% Nsam=size(lpmat,1);
else
if np<52 && ilptau>0
[lpmat] = qmc_sequence(np, int64(1), 0, Nsam)';
......@@ -178,16 +163,7 @@ if fload==0
end
end
% try
dummy=prior_draw_gsa(1); %initialize persistent variables
% catch
% if pprior,
% if opt_gsa.prior_range==0;
% error('Some unknown prior is specified or ML estimation,: use prior_range=1 option!!');
% end
% end
%
% end
dummy=prior_draw_gsa(1);
if pprior
for j=1:nshock
if opt_gsa.morris~=1
......@@ -198,62 +174,18 @@ if fload==0
end
end
if opt_gsa.prior_range
% if opt_gsa.identification,
% deltx=min(0.001, 1/Nsam/2);
% for j=1:np,
% xdelt(:,:,j)=prior_draw_gsa(0,[lpmat0 lpmat]+deltx);
% end
% end
for j=1:np
lpmat(:,j)=lpmat(:,j).*(bounds.ub(j+nshock)-bounds.lb(j+nshock))+bounds.lb(j+nshock);
lower_bound=max(-options_.huge_number,bounds.lb(j+nshock));
upper_bound=min(options_.huge_number,bounds.ub(j+nshock));
lpmat(:,j)=lpmat(:,j).*(upper_bound-lower_bound)+lower_bound;
end
else
xx=prior_draw_gsa(0,[lpmat0 lpmat]);
% if opt_gsa.identification,
% deltx=min(0.001, 1/Nsam/2);
% ldum=[lpmat0 lpmat];
% ldum = prior_draw_gsa(0,ldum+deltx);
% for j=1:nshock+np,
% xdelt(:,:,j)=xx;
% xdelt(:,j,j)=ldum(:,j);
% end
% clear ldum
% end
lpmat0=xx(:,1:nshock);
lpmat=xx(:,nshock+1:end);
clear xx;
end
else
% for j=1:nshock,
% xparam1(j) = oo_.posterior_mode.shocks_std.(bayestopt_.name{j});
% sd(j) = oo_.posterior_std.shocks_std.(bayestopt_.name{j});
% lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube
% lb = max(bayestopt_.lb(j), xparam1(j)-2*sd(j));
% ub1=xparam1(j)+(xparam1(j) - lb); % define symmetric range around the mode!
% ub = min(bayestopt_.ub(j),ub1);
% if ub<ub1,
% lb=xparam1(j)-(ub-xparam1(j)); % define symmetric range around the mode!
% end
% lpmat0(:,j) = lpmat0(:,j).*(ub-lb)+lb;
% end
% %
% for j=1:np,
% xparam1(j+nshock) = oo_.posterior_mode.parameters.(bayestopt_.name{j+nshock});
% sd(j+nshock) = oo_.posterior_std.parameters.(bayestopt_.name{j+nshock});
% lb = max(bayestopt_.lb(j+nshock),xparam1(j+nshock)-2*sd(j+nshock));
% ub1=xparam1(j+nshock)+(xparam1(j+nshock) - lb); % define symmetric range around the mode!
% ub = min(bayestopt_.ub(j+nshock),ub1);
% if ub<ub1,
% lb=xparam1(j+nshock)-(ub-xparam1(j+nshock)); % define symmetric range around the mode!
% end
% %ub = min(bayestopt_.ub(j+nshock),xparam1(j+nshock)+2*sd(j+nshock));
% if np>30 & np<52
% lpmat(:,j) = lpmat(randperm(Nsam),j).*(ub-lb)+lb;
% else
% lpmat(:,j) = lpmat(:,j).*(ub-lb)+lb;
% end
% end
%load([fname_,'_mode'])
if neighborhood_width>0 && isempty(options_.mode_file)
xparam1 = get_all_parameters(estim_params_,M_);
else
......@@ -358,10 +290,6 @@ if fload==0
if prepSA
jstab=jstab+1;
T(:,:,jstab) = [dr_.ghx dr_.ghu];
% [A,B] = ghx2transition(squeeze(T(:,:,jstab)), ...
% bayestopt_.restrict_var_list, ...
% bayestopt_.restrict_columns, ...
% bayestopt_.restrict_aux);
end
if ~exist('nspred','var')
nspred = dr_.nspred; %size(dr_.ghx,2);
......@@ -415,40 +343,6 @@ if fload==0
iwrong=iwrong(find(iwrong)); % dynare could not find solution
ixun=iunstable(find(~ismember(iunstable,[iindeterm,iwrong,inorestriction]))); % explosive roots
% % map stable samples
% istable=[1:Nsam];
% for j=1:Nsam,
% if any(isnan(egg(1:nspred,j)))
% istable(j)=0;
% else
% if abs(egg(nspred,j))>=options_.qz_criterium; %(1-(options_.qz_criterium-1)); %1-1.e-5;
% istable(j)=0;
% %elseif (dr_.nboth | dr_.nfwrd) & abs(egg(nspred+1,j))<=options_.qz_criterium; %1+1.e-5;
% elseif (nboth | nfwrd) & abs(egg(nspred+1,j))<=options_.qz_criterium; %1+1.e-5;
% istable(j)=0;
% end
% end
% end
% istable=istable(find(istable)); % stable params
%
% % map unstable samples
% iunstable=[1:Nsam];
% for j=1:Nsam,
% %if abs(egg(dr_.npred+1,j))>1+1.e-5 & abs(egg(dr_.npred,j))<1-1.e-5;
% %if (dr_.nboth | dr_.nfwrd),
% if ~any(isnan(egg(1:5,j)))
% if (nboth | nfwrd),
% if abs(egg(nspred+1,j))>options_.qz_criterium & abs(egg(nspred,j))<options_.qz_criterium; %(1-(options_.qz_criterium-1));
% iunstable(j)=0;
% end
% else
% if abs(egg(nspred,j))<options_.qz_criterium; %(1-(options_.qz_criterium-1));
% iunstable(j)=0;
% end
% end
% end
% end
% iunstable=iunstable(find(iunstable)); % unstable params
bkpprior.pshape=bayestopt_.pshape;
bkpprior.p1=bayestopt_.p1;
bkpprior.p2=bayestopt_.p2;
......@@ -496,17 +390,12 @@ else
options_.irf=0;
options_.noprint=1;
[~, oo_, options_] = stoch_simul(M_, options_, oo_, []);
%T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),length(istable));
ntrans=length(istable);
yys=NaN(length(ys_),ntrans);
for j=1:ntrans
M_.params(estim_params_.param_vals(:,1)) = lpmat(istable(j),:)';
%stoch_simul([]);
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
% This syntax is not compatible with the current version of dynare_resolve [stepan].
%[Tt,Rr,SteadyState,info] = dynare_resolve(bayestopt_.restrict_var_list,...
% bayestopt_.restrict_columns,...
% bayestopt_.restrict_aux);
if ~exist('T','var')
T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),ntrans);
end
......@@ -682,7 +571,6 @@ if length(iunstable)>0 || length(iwrong)>0
M_ = set_all_parameters(x0,estim_params_,M_);
[oo_.dr,info,M_,oo_] = resol(0,M_,options_,oo_);
% stoch_simul([]);
else
disp('All parameter values in the specified ranges are not acceptable!')
x0=[];
......
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