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Marco Ratto
dynare
Commits
ea8ab0bb
Commit
ea8ab0bb
authored
7 years ago
by
Stéphane Adjemian
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Account for negative steady state in case of log-linearization.
(cherry picked from commit
be61de13
)
parent
1c2c80b2
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Tags
4.2.5
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2 changed files
matlab/cli/prior.m
+3
-0
3 additions, 0 deletions
matlab/cli/prior.m
matlab/prior_sampler.m
+6
-0
6 additions, 0 deletions
matlab/prior_sampler.m
with
9 additions
and
0 deletions
matlab/cli/prior.m
+
3
−
0
View file @
ea8ab0bb
...
...
@@ -103,6 +103,9 @@ if ismember('simulate', varargin) % Prior simulations (BK).
disp
([
'mjdgges crash share = '
num2str
(
results
.
dll
.
problem_share
)])
disp
([
'Steady state problem share = '
num2str
(
results
.
ss
.
problem_share
)])
disp
([
'Complex steady state share = '
num2str
(
results
.
ss
.
complex_share
)])
if
options_
.
loglinear
disp
([
'Nonpositive steady state share = '
num2str
(
results
.
ss
.
nonpositive_share
)])
end
disp
([
'Analytical steady state problem share = '
num2str
(
results
.
ass
.
problem_share
)])
skipline
(
2
)
donesomething
=
true
;
...
...
This diff is collapsed.
Click to expand it.
matlab/prior_sampler.m
+
6
−
0
View file @
ea8ab0bb
...
...
@@ -49,6 +49,7 @@ count_complex_steadystate = 0;
count_nan_steadystate
=
0
;
count_nan_params
=
0
;
count_complex_params
=
0
;
count_nonpositive_steadystate
=
0
;
count_unknown_problem
=
0
;
NumberOfSimulations
=
options_
.
prior_mc
;
NumberOfParameters
=
length
(
bayestopt_
.
p1
);
...
...
@@ -135,6 +136,8 @@ while iteration < NumberOfSimulations
count_complex_params
=
count_complex_params
+
1
;
case
24
count_nan_params
=
count_nan_params
+
1
;
case
26
count_nonpositive_steadystate
=
count_nonpositive_steadystate
+
1
;
otherwise
count_unknown_problem
=
count_unknown_problem
+
1
;
end
...
...
@@ -162,6 +165,7 @@ results.dll.problem_share = count_dll_problem/loop_indx;
results
.
ss
.
problem_share
=
count_no_steadystate
/
loop_indx
;
results
.
ss
.
complex_share
=
count_complex_steadystate
/
loop_indx
;
results
.
ass
.
problem_share
=
count_steadystate_file_exit
/
loop_indx
;
results
.
ss
.
nonpositive_share
=
count_nonpositive_steadystate
/
loop_indx
;
results
.
jacobian
.
problem_share
=
count_complex_jacobian
/
loop_indx
;
results
.
garbage_share
=
...
results
.
bk
.
indeterminacy_share
+
...
...
...
@@ -170,6 +174,8 @@ results.garbage_share = ...
results
.
dll
.
problem_share
+
...
results
.
ss
.
problem_share
+
...
results
.
ass
.
problem_share
+
...
results
.
ss
.
complex_share
+
...
results
.
ss
.
nonpositive_share
+
...
results
.
jacobian
.
problem_share
+
...
count_unknown_problem
/
loop_indx
;
results
.
prior
.
mean
=
sampled_prior_expectation
;
...
...
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