From c8be1a32745c5e7dbaa09815e22bb5245ecae3d2 Mon Sep 17 00:00:00 2001
From: Willi Mutschler <willi@mutschler.eu>
Date: Fri, 15 Sep 2023 10:06:49 +0200
Subject: [PATCH] Refactor mode_check codes
---
matlab/+mom/check_plot.m | 185 -------------------------
matlab/+mom/run.m | 18 ++-
matlab/dynare_estimation_1.m | 3 +-
matlab/mode_check.m | 261 ++++++++++++++++++-----------------
4 files changed, 148 insertions(+), 319 deletions(-)
delete mode 100644 matlab/+mom/check_plot.m
diff --git a/matlab/+mom/check_plot.m b/matlab/+mom/check_plot.m
deleted file mode 100644
index 249debd018..0000000000
--- a/matlab/+mom/check_plot.m
+++ /dev/null
@@ -1,185 +0,0 @@
-function check_plot(fun,xparam,SE_vec,options_,M_,estim_params_,Bounds,bayestopt_,varargin)
-%function 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 © 2020-2021 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
-TeX = options_.TeX;
-if ~isempty(SE_vec)
- [ s_min, k ] = min(SE_vec);
-end
-
-fval = feval(fun,xparam,varargin{:});
-
-if ~isempty(SE_vec)
- skipline()
- disp('LOCAL MINIMUM CHECK')
- skipline()
- fprintf('Fval obtained by the minimization routine: %f', fval);
- skipline()
- if s_min<eps
- fprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, xparam(k))
- end
-end
-
-[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(xparam));
-
-if ~exist([M_.dname filesep 'graphs'],'dir')
- mkdir(M_.dname,'graphs');
-end
-if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.dname, '/graphs/', M_.fname '_MoMCheckPlots.tex'],'w');
- fprintf(fidTeX,'%% TeX eps-loader file generated by mom.check_plot.m (Dynare).\n');
- fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
- fprintf(fidTeX,' \n');
-end
-
-ll = options_.mode_check.neighbourhood_size;
-if isinf(ll)
- options_.mode_check.symmetric_plots = false;
-end
-
-mcheck = struct('cross',struct(),'emin',struct());
-
-for plt = 1:nbplt
- if TeX
- NAMES = [];
- TeXNAMES = [];
- end
- 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;
- [name,texname] = get_the_name(kk,TeX,M_,estim_params_,options_);
- xx = xparam;
- if xparam(kk)~=0 || ~isinf(Bounds.lb(kk)) || ~isinf(Bounds.lb(kk))
- l1 = max(Bounds.lb(kk),(1-sign(xparam(kk))*ll)*xparam(kk)); m1 = 0; %lower bound
- l2 = min(Bounds.ub(kk),(1+sign(xparam(kk))*ll)*xparam(kk)); %upper bound
- else
- %size info for 0 parameter is missing, use prior standard
- %deviation
- upper_bound=Bounds.lb(kk);
- if isinf(upper_bound)
- upper_bound=-1e-6*options_.huge_number;
- end
- lower_bound=Bounds.ub(kk);
- if isinf(lower_bound)
- lower_bound=-1e-6*options_.huge_number;
- end
- l1 = max(lower_bound,-bayestopt_.p2(kk)); m1 = 0; %lower bound
- l2 = min(upper_bound,bayestopt_.p2(kk)); %upper bound
- end
- binding_lower_bound=0;
- binding_upper_bound=0;
- if isequal(xparam(kk),Bounds.lb(kk))
- binding_lower_bound=1;
- bound_value=Bounds.lb(kk);
- elseif isequal(xparam(kk),Bounds.ub(kk))
- binding_upper_bound=1;
- bound_value=Bounds.ub(kk);
- end
- if options_.mode_check.symmetric_plots && ~binding_lower_bound && ~binding_upper_bound
- if l2<(1+ll)*xparam(kk) %test whether upper bound is too small due to prior binding
- l1 = xparam(kk) - (l2-xparam(kk)); %adjust lower bound to become closer
- m1 = 1;
- end
- if ~m1 && (l1>(1-ll)*xparam(kk)) && (xparam(kk)+(xparam(kk)-l1)<Bounds.ub(kk)) % if lower bound was truncated and using difference from lower bound does not violate upper bound
- l2 = xparam(kk) + (xparam(kk)-l1); %set upper bound to same distance as lower bound
- end
- end
- z1 = l1:((xparam(kk)-l1)/(options_.mode_check.number_of_points/2)):xparam(kk);
- z2 = xparam(kk):((l2-xparam(kk))/(options_.mode_check.number_of_points/2)):l2;
- z = union(z1,z2);
- if options_.mom.penalized_estimator
- y = zeros(length(z),2);
- dy=(xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
- else
- y = zeros(length(z),1);
- end
- for i=1:length(z)
- xx(kk) = z(i);
- [fval, info, exit_flag] = feval(fun,xx,varargin{:});
- if exit_flag
- y(i,1) = fval;
- else
- y(i,1) = NaN;
- if options_.debug
- fprintf('mom.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
- prior=(xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
- y(i,2) = (y(i,1)+prior-dy);
- end
- end
- 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)
- NaN_index = find(isnan(y(:,1)));
- zNaN = z(NaN_index);
- yNaN = yl(1)*ones(size(NaN_index));
- plot(zNaN,yNaN,'o','MarkerEdgeColor','r','MarkerFaceColor','r','MarkerSize',6);
- if TeX
- title(texname,'interpreter','latex')
- else
- title(name,'interpreter','none')
- end
-
- axis tight
- if binding_lower_bound || binding_upper_bound
- xl=get(gca,'xlim');
- plot( [bound_value bound_value], yl, 'r--', 'LineWidth', 1)
- xlim([xl(1)-0.5*binding_lower_bound*(xl(2)-xl(1)) xl(2)+0.5*binding_upper_bound*(xl(2)-xl(1))])
- end
- hold off
- drawnow
- end
- if options_.mom.penalized_estimator
- if isoctave
- axes('outerposition',[0.3 0.93 0.42 0.07],'box','on'),
- else
- axes('position',[0.3 0.01 0.42 0.05],'box','on'),
- end
- line_color=get(fighandle,'color');
- plot([0.48 0.68],[0.5 0.5],'color',line_color{2})
- hold on, plot([0.04 0.24],[0.5 0.5],'color',line_color{1})
- set(gca,'xlim',[0 1],'ylim',[0 1],'xtick',[],'ytick',[])
- text(0.25,0.5,'log-post')
- text(0.69,0.5,'log-lik kernel')
- end
- dyn_saveas(hh,[M_.dname, '/graphs/', M_.fname '_MoMCheckPlots' int2str(plt) ],options_.nodisplay,options_.graph_format);
- if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- % TeX eps loader file
- fprintf(fidTeX,'\\begin{figure}[H]\n');
- fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_MoMCheckPlots%s}\n',options_.figures.textwidth*min(k/nc,1),[M_.dname, '/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');
- fprintf(fidTeX,' \n');
- end
-end
-if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fclose(fidTeX);
-end
-
-save([M_.dname filesep 'graphs' filesep M_.fname '_MoMCheckPlots_data.mat'],'mcheck');
diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m
index 3f750906e2..70b0204831 100644
--- a/matlab/+mom/run.m
+++ b/matlab/+mom/run.m
@@ -560,12 +560,16 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
end
[~, ~, ~,~,~, oo_] = feval(objective_function, xparam1, Bounds, oo_, estim_params_, M_, options_mom_); % compute model moments and oo_.mom.model_moments_params_derivs
options_mom_.mom.compute_derivs = false; % reset to not compute derivatives in objective function during optimization
- SE = mom.standard_errors(xparam1, objective_function, Bounds, oo_, estim_params_, M_, options_mom_, Woptflag);
- % mode check plots
- if options_mom_.mode_check.status
- mom.check_plot(objective_function,xparam1,SE,options_mom_,M_,estim_params_,Bounds,bayestopt_,...
- Bounds, oo_, estim_params_, M_, options_mom_);
- end
+ [stdh,hessian_xparam1] = mom.standard_errors(xparam1, objective_function, Bounds, oo_, estim_params_, M_, options_mom_, Woptflag);
+end
+
+
+% -------------------------------------------------------------------------
+% checks for mode and hessian at the mode
+% -------------------------------------------------------------------------
+if options_mom_.mode_check.status
+ mode_check(objective_function, xparam1, hessian_xparam1, options_mom_, M_, estim_params_, bayestopt_, Bounds, true,...
+ Bounds, oo_, estim_params_, M_, options_mom_, bayestopt_);
end
@@ -574,7 +578,7 @@ end
% -------------------------------------------------------------------------
if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_method,'GMM')
% Store results in output structure
- oo_.mom = display_estimation_results_table(xparam1,SE,M_,options_mom_,estim_params_,bayestopt_,oo_.mom,prior_dist_names,options_mom_.mom.mom_method,lower(options_mom_.mom.mom_method));
+ oo_.mom = display_estimation_results_table(xparam1,stdh,M_,options_mom_,estim_params_,bayestopt_,oo_.mom,prior_dist_names,options_mom_.mom.mom_method,lower(options_mom_.mom.mom_method));
% J test
oo_ = mom.Jtest(xparam1, objective_function, Woptflag, oo_, options_mom_, bayestopt_, Bounds, estim_params_, M_, dataset_.nobs);
% display comparison of model moments and data moments
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 19c4a9de45..79979ac3eb 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -301,7 +301,8 @@ end
if options_.mode_check.status && ~options_.mh_posterior_mode_estimation
ana_deriv_old = options_.analytic_derivation;
options_.analytic_derivation = 0;
- mode_check(objective_function,xparam1,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
+ mode_check(objective_function,xparam1,hh,options_,M_,estim_params_,bayestopt_,bounds,false,...
+ dataset_, dataset_info, options_, M_, estim_params_, bayestopt_, bounds,oo_);
options_.analytic_derivation = ana_deriv_old;
end
diff --git a/matlab/mode_check.m b/matlab/mode_check.m
index cefe990af4..7b6e89ff42 100644
--- a/matlab/mode_check.m
+++ b/matlab/mode_check.m
@@ -1,46 +1,31 @@
-function mode_check(fun,x,hessian_mat,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults)
-% Checks the estimated ML mode or Posterior mode.
-
-%@info:
-%! @deftypefn {Function File} mode_check (@var{fun}, @var{x}, @var{hessian_mat}, @var{DynareDataset}, @var{DynareOptions}, @var{Model}, @var{EstimatedParameters}, @var{BayesInfo}, @var{DynareResults})
-%! @anchor{mode_check}
-%! @sp 1
-%! Checks the estimated ML mode or Posterior mode by plotting sections of the likelihood/posterior kernel.
-%! Each plot shows the variation of the likelihood implied by the variations of a single parameter, ceteris paribus)
-%! @sp 2
-%! @strong{Inputs}
-%! @sp 1
-%! @table @ @var
-%! @item fun
-%! Objective function.
-%! @item x
-%! Estimated mode.
-%! @item start
-%! Hessian of the objective function at the estimated mode @var{x}.
-%! @item DynareDataset
-%! Structure specifying the dataset used for estimation (dataset_).
-%! @item DynareOptions
-%! Structure defining dynare's options (options_).
-%! @item Model
-%! Structure specifying the (estimated) model (M_).
-%! @item EstimatedParameters
-%! Structure specifying the estimated parameters (estimated_params_).
-%! @item BayesInfo
-%! Structure containing information about the priors used for estimation (bayestopt_).
-%! @item DynareResults
-%! Structure gathering the results (oo_).
-%! @end table
-%! @sp 2
-%! @strong{Outputs}
-%! @sp 2
-%! @strong{This function is called by:}
-%! @sp 2
-%! @strong{This function calls:}
-%! The objective function (@var{func}).
-%! @end deftypefn
-%@eod:
-
-% Copyright © 2003-2017 Dynare Team
+function mcheck = mode_check(fun,xparam,hessian_mat,options_,M_,estim_params_,bayestopt_,bounds,isMinimum, varargin)
+% function mcheck = mode_check(fun,xparam,hessian_mat,options_,M_,estim_params_,bayestopt_,bounds,isMinimum, varargin)
+% -------------------------------------------------------------------------
+% Checks the estimated ML or Posterior mode/minimum by plotting sections of
+% the likelihood/posterior kernel. Each plot shows the variation of the
+% function implied by the variations of a single parameter ( ceteris paribus)
+% =========================================================================
+% INPUTS
+% - fun: [func_handle] objective function
+% - xparam: [vector] estimated mode/minimum
+% - hessian_mat: [matrix] hessian of the objective function at the estimated mode/minimum
+% - options_: [structure] Dynare options structure
+% - M_: [structure] Dynare model structure
+% - estim_params_: [structure] Dynare estimated parameters structure
+% - bayestopt_: [structure] information on the priors
+% - bounds: [structure] information on the bounds
+% - isMinimum: [boolean] true if xparam is a minimum, false if it is a mode
+% - varargin: [cell] additional arguments to be passed to fun
+% -------------------------------------------------------------------------
+% OUTPUTS
+% - mcheck: [structure] structure containing the data for the check plots
+% - Saves the plots in the graphs folder and the data in a mat file
+% -------------------------------------------------------------------------
+% This function is called by
+% - dynare_estimation_1
+% - mom.run
+% -------------------------------------------------------------------------
+% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
%
@@ -56,166 +41,190 @@ function mode_check(fun,x,hessian_mat,DynareDataset,DatasetInfo,DynareOptions,Mo
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
+% =========================================================================
-TeX = DynareOptions.TeX;
-if ~isempty(hessian_mat)
- [ s_min, k ] = min(diag(hessian_mat));
-end
+tolBounds = 1e-8;
-fval = feval(fun,x,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults);
+fval = feval(fun,xparam,varargin{:});
if ~isempty(hessian_mat)
- skipline()
- disp('MODE CHECK')
- skipline()
- fprintf('Fval obtained by the minimization routine (minus the posterior/likelihood)): %f', fval);
- skipline()
+ [ s_min, k ] = min(diag(hessian_mat));
+ if isMinimum
+ fprintf('\nMINIMUM CHECK\n\nFval obtained by the optimization routine: %f\n', fval)
+ else
+ fprintf('\nMODE CHECK\n\nFval obtained by the optimization routine: %f\n', fval)
+ end
if s_min<eps
- disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , BayesInfo.name{k}, x(k)))
+ fprintf('Most negative variance %f for parameter %d (%s = %f)\n', s_min, k , bayestopt_.name{k}, xparam(k));
end
end
-[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));
+[nbplt,nr,nc,~,~,nstar] = pltorg(length(xparam));
-if ~exist([Model.dname filesep 'graphs'],'dir')
- mkdir(Model.dname,'graphs');
-end
-if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
- fidTeX = fopen([Model.dname, '/graphs/', Model.fname '_CheckPlots.tex'],'w');
+graphsFolder = CheckPath('graphs',M_.dname);
+latexFolder = CheckPath('latex',M_.dname);
+
+if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
+ fidTeX = fopen([latexFolder filesep M_.fname '_CheckPlots.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by mode_check.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
-ll = DynareOptions.mode_check.neighbourhood_size;
+ll = options_.mode_check.neighbourhood_size;
if isinf(ll)
- DynareOptions.mode_check.symmetric_plots = false;
+ options_.mode_check.symmetric_plots = false;
end
-mcheck = struct('cross',struct(),'emode',struct());
+if isMinimum
+ mcheck = struct('cross',struct(),'emin',struct());
+else
+ mcheck = struct('cross',struct(),'emode',struct());
+end
for plt = 1:nbplt
- if TeX
+ if options_.TeX
NAMES = [];
TeXNAMES = [];
end
- hh = dyn_figure(DynareOptions.nodisplay,'Name','Mode check plots');
- for k=1:min(nstar,length(x)-(plt-1)*nstar)
+ if isMinimum
+ hh_fig = dyn_figure(options_.nodisplay,'Name','Minimum check plots');
+ else
+ hh_fig = dyn_figure(options_.nodisplay,'Name','Mode check plots');
+ end
+ for k = 1:min(nstar,length(xparam)-(plt-1)*nstar)
subplot(nr,nc,k)
kk = (plt-1)*nstar+k;
- [name,texname] = get_the_name(kk,TeX,Model,EstimatedParameters,DynareOptions);
- xx = x;
- if x(kk)~=0 && ~isinf(BoundsInfo.lb(kk)) && ~isinf(BoundsInfo.ub(kk))
- l1 = max(BoundsInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0; %lower bound
- l2 = min(BoundsInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk)); %upper bound
+ [name,texname] = get_the_name(kk,options_.TeX,M_,estim_params_,options_);
+ xx = xparam;
+ if xparam(kk)~=0 && ~isinf(bounds.lb(kk)) && ~isinf(bounds.ub(kk))
+ l1 = max(bounds.lb(kk),(1-sign(xparam(kk))*ll)*xparam(kk)); m1 = 0; % lower bound
+ l2 = min(bounds.ub(kk),(1+sign(xparam(kk))*ll)*xparam(kk)); % upper bound
else
- %size info for 0 parameter is missing, use prior standard
- %deviation
- upper_bound=BoundsInfo.lb(kk);
+ % size info for 0 parameter is missing, use prior standard deviation
+ upper_bound = bounds.lb(kk);
if isinf(upper_bound)
- upper_bound=-1e-6*DynareOptions.huge_number;
+ upper_bound = -1e-6*options_.huge_number;
end
- lower_bound=BoundsInfo.ub(kk);
+ lower_bound = bounds.ub(kk);
if isinf(lower_bound)
- lower_bound=-1e-6*DynareOptions.huge_number;
+ lower_bound = -1e-6*options_.huge_number;
end
- l1 = max(lower_bound,-BayesInfo.p2(kk)); m1 = 0; %lower bound
- l2 = min(upper_bound,BayesInfo.p2(kk)); %upper bound
+ l1 = max(lower_bound,-bayestopt_.p2(kk)); m1 = 0; % lower bound
+ l2 = min(upper_bound,bayestopt_.p2(kk)); % upper bound
end
- binding_lower_bound=0;
- binding_upper_bound=0;
- if abs(x(kk)-BoundsInfo.lb(kk))<1e-8
- binding_lower_bound=1;
- bound_value=BoundsInfo.lb(kk);
- elseif abs(x(kk)-BoundsInfo.ub(kk))<1e-8
- binding_upper_bound=1;
- bound_value=BoundsInfo.ub(kk);
+ binding_lower_bound = 0;
+ binding_upper_bound = 0;
+ if abs(xparam(kk)-bounds.lb(kk))<tolBounds
+ binding_lower_bound = 1;
+ bound_value = bounds.lb(kk);
+ elseif abs(xparam(kk)-bounds.ub(kk))<tolBounds
+ binding_upper_bound = 1;
+ bound_value = bounds.ub(kk);
end
- if DynareOptions.mode_check.symmetric_plots && ~binding_lower_bound && ~binding_upper_bound
- if l2<(1+ll)*x(kk) %test whether upper bound is too small due to prior binding
- l1 = x(kk) - (l2-x(kk)); %adjust lower bound to become closer
+ if options_.mode_check.symmetric_plots && ~binding_lower_bound && ~binding_upper_bound
+ if l2<(1+ll)*xparam(kk) % test whether upper bound is too small due to prior binding
+ l1 = xparam(kk) - (l2-xparam(kk)); % adjust lower bound to become closer
m1 = 1;
end
- if ~m1 && (l1>(1-ll)*x(kk)) && (x(kk)+(x(kk)-l1)<BoundsInfo.ub(kk)) % if lower bound was truncated and using difference from lower bound does not violate upper bound
- l2 = x(kk) + (x(kk)-l1); %set upper bound to same distance as lower bound
+ if ~m1 && (l1>(1-ll)*xparam(kk)) && (xparam(kk)+(xparam(kk)-l1)<bounds.ub(kk)) % if lower bound was truncated and using difference from lower bound does not violate upper bound
+ l2 = xparam(kk) + (xparam(kk)-l1); % set upper bound to same distance as lower bound
end
end
- z1 = l1:((x(kk)-l1)/(DynareOptions.mode_check.number_of_points/2)):x(kk);
- z2 = x(kk):((l2-x(kk))/(DynareOptions.mode_check.number_of_points/2)):l2;
+ z1 = l1:((xparam(kk)-l1)/(options_.mode_check.number_of_points/2)):xparam(kk);
+ z2 = xparam(kk):((l2-xparam(kk))/(options_.mode_check.number_of_points/2)):l2;
z = union(z1,z2);
- if ~DynareOptions.mode_check.nolik
+ if ~options_.mode_check.nolik
y = zeros(length(z),2);
- dy = priordens(xx,BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
+ if isfield(options_,'mom') && ( (strcmp(options_.mom.mom_method,'GMM') || strcmp(options_.mom.mom_method,'SMM')) && options_.mom.penalized_estimator )
+ dy = (xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
+ else
+ dy = priordens(xx,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
+ end
end
- for i=1:length(z)
+ for i = 1:length(z)
xx(kk) = z(i);
- [fval, info, exit_flag] = feval(fun,xx,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults);
+ [fval, info, exit_flag] = feval(fun,xx, varargin{:});
if exit_flag
y(i,1) = fval;
else
y(i,1) = NaN;
- if DynareOptions.debug
- fprintf('mode_check:: could not solve model for parameter %s at value %4.3f, error code: %u (%s)\n',name,z(i),info(1),get_error_message(info, DynareOptions))
+ if options_.debug
+ fprintf('mode_check:: could not solve model for parameter %s at value %4.3f, error code: %u (%s)\n',name,z(i),info(1),get_error_message(info, options_));
end
end
- if ~DynareOptions.mode_check.nolik
- lnprior = priordens(xx,BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
+ if ~options_.mode_check.nolik
+ if isfield(options_,'mom') && ( (strcmp(options_.mom.mom_method,'GMM') || strcmp(options_.mom.mom_method,'SMM')) && options_.mom.penalized_estimator )
+ lnprior = (xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
+ else
+ lnprior = priordens(xx,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
+ end
y(i,2) = (y(i,1)+lnprior-dy);
end
end
- mcheck.cross = setfield(mcheck.cross, name, [transpose(z), -y]);
- mcheck.emode = setfield(mcheck.emode, name, x(kk));
- fighandle=plot(z,-y);
+ if isMinimum
+ mcheck.cross = setfield(mcheck.cross, name, [transpose(z), y]); % keep y
+ mcheck.emin = setfield(mcheck.emin, name, xparam(kk)); % store as min
+ fighandle = plot(z,y);
+ else
+ mcheck.cross = setfield(mcheck.cross, name, [transpose(z), -y]); % multiply y by -1
+ mcheck.emode = setfield(mcheck.emode, name, xparam(kk)); % store as mode
+ fighandle = plot(z,-y);
+ end
hold on
- yl=get(gca,'ylim');
- plot( [x(kk) x(kk)], yl, 'c', 'LineWidth', 1)
+ yl = get(gca,'ylim');
+ plot( [xparam(kk) xparam(kk)], yl, 'c', 'LineWidth', 1);
NaN_index = find(isnan(y(:,1)));
zNaN = z(NaN_index);
yNaN = yl(1)*ones(size(NaN_index));
plot(zNaN,yNaN,'o','MarkerEdgeColor','r','MarkerFaceColor','r','MarkerSize',6);
- if TeX
+ if options_.TeX
title(texname,'interpreter','latex')
else
title(name,'interpreter','none')
end
-
axis tight
if binding_lower_bound || binding_upper_bound
- xl=get(gca,'xlim');
- plot( [bound_value bound_value], yl, 'r--', 'LineWidth', 1)
- xlim([xl(1)-0.5*binding_lower_bound*(xl(2)-xl(1)) xl(2)+0.5*binding_upper_bound*(xl(2)-xl(1))])
+ xl = get(gca,'xlim');
+ plot( [bound_value bound_value], yl, 'r--', 'LineWidth', 1);
+ xlim([xl(1)-0.5*binding_lower_bound*(xl(2)-xl(1)) xl(2)+0.5*binding_upper_bound*(xl(2)-xl(1))]);
end
hold off
drawnow
end
- if ~DynareOptions.mode_check.nolik
+ if ~options_.mode_check.nolik
if isoctave
- axes('outerposition',[0.3 0.93 0.42 0.07],'box','on'),
+ axes('outerposition',[0.3 0.93 0.42 0.07],'box','on');
else
- axes('position',[0.3 0.01 0.42 0.05],'box','on'),
+ axes('position',[0.3 0.01 0.42 0.05],'box','on');
end
line_color=get(fighandle,'color');
- plot([0.48 0.68],[0.5 0.5],'color',line_color{2})
- hold on, plot([0.04 0.24],[0.5 0.5],'color',line_color{1})
- set(gca,'xlim',[0 1],'ylim',[0 1],'xtick',[],'ytick',[])
- text(0.25,0.5,'log-post')
- text(0.69,0.5,'log-lik kernel')
+ plot([0.48 0.68],[0.5 0.5],'color',line_color{2});
+ hold on;
+ plot([0.04 0.24],[0.5 0.5],'color',line_color{1});
+ set(gca,'xlim',[0 1],'ylim',[0 1],'xtick',[],'ytick',[]);
+ if isMinimum
+ text(0.25,0.5,'log-post');
+ text(0.69,0.5,'log-dist kernel');
+ else
+ text(0.25,0.5,'log-post');
+ text(0.69,0.5,'log-lik kernel');
+ end
end
- dyn_saveas(hh,[Model.dname, '/graphs/', Model.fname '_CheckPlots' int2str(plt) ],DynareOptions.nodisplay,DynareOptions.graph_format);
- if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
+ dyn_saveas(hh_fig,[graphsFolder filesep M_.fname '_CheckPlots' int2str(plt) ],options_.nodisplay,options_.graph_format);
+ if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
% TeX eps loader file
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_CheckPlots%s}\n',DynareOptions.figures.textwidth*min(k/nc,1),[Model.dname, '/graphs/',Model.fname],int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_CheckPlots%s}\n',options_.figures.textwidth*min(k/nc,1),[graphsFolder filesep M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Check plots.}');
fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
end
-if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
+if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fclose(fidTeX);
end
-OutputDirectoryName = CheckPath('modecheck',Model.dname);
-save([OutputDirectoryName '/check_plot_data.mat'],'mcheck');
+save([graphsFolder filesep M_.fname '_check_plot_data.mat'],'mcheck');
\ No newline at end of file
--
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