diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index aa6d67679b16cb1a18c519fa3ed28bc3f4fcb8f4..6446f475313a8e27c11252a64af41e1227b64d0b 100644 --- a/matlab/global_initialization.m +++ b/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; diff --git a/matlab/mode_check.m b/matlab/mode_check.m index fdbd290b06367b05a5fd46cbf16d4f0394afeaf3..383bbb946aae47281940ae0b7869e5a297b93a77 100644 --- a/matlab/mode_check.m +++ b/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);