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function mode_check(fun,x,hessian,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
% Checks the estimated ML mode or Posterior mode.
%@info:
%! @deftypefn {Function File} mode_check (@var{fun}, @var{x}, @var{hessian}, @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 (C) 2003-2012 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 <http://www.gnu.org/licenses/>.
TeX = DynareOptions.TeX;
if ~isempty(hessian);
[ s_min, k ] = min(diag(hessian));
end
fval = feval(fun,x,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
if ~isempty(hessian);
disp(' ')
disp('MODE CHECK')
disp(' ')
disp(sprintf('Fval obtained by the minimization routine: %f', fval))
disp(' ')
if s_min<eps
disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , BayesInfo.name{k}, x(k)))
end
end
[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));
if TeX
fidTeX = fopen([Model.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;
for plt = 1:nbplt,
if TeX
NAMES = [];
TeXNAMES = [];
end
hh = dyn_figure(DynareOptions,'Name','Check plots');
for k=1:min(nstar,length(x)-(plt-1)*nstar)
subplot(nr,nc,k)
kk = (plt-1)*nstar+k;
[name,texname] = get_the_name(kk,TeX,Model,EstimatedParameters,DynareOptions);
if TeX
if isempty(NAMES)
NAMES = name;
TeXNAMES = texname;
else
NAMES = char(NAMES,name);
TeXNAMES = char(TeXNAMES,texname);
end
end
xx = x;
l1 = max(BayesInfo.lb(kk),(1-ll)*x(kk)); m1 = 0;
l2 = min(BayesInfo.ub(kk),(1+ll)*x(kk));
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;
z = union(z1,z2);
if DynareOptions.mode_check_nolik==0,
y = zeros(length(z),2);
dy = priordens(xx,BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
end
for i=1:length(z)
xx(kk) = z(i);
[fval, junk1, junk2, exit_flag] = feval(fun,xx,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
if exit_flag
y(i,1) = fval;
else
y(i,1) = NaN;
end
if DynareOptions.mode_check_nolik==0
lnprior = priordens(xx,BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
y(i,2) = (y(i,1)+lnprior-dy);
end
end
plot(z,-y);
hold on
yl=get(gca,'ylim');
plot( [x(kk) x(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);
title(name,'interpreter','none')
hold off
axis tight
drawnow
end
if DynareOptions.mode_check_nolik==0,
if exist('OCTAVE_VERSION'),
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
plot([0.48 0.68],[0.5 0.5],'color',[0 0.5 0])
hold on, plot([0.04 0.24],[0.5 0.5],'b')
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,[ Model.fname '_CheckPlots' int2str(plt) ],DynareOptions);
if TeX
% TeX eps loader file
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:min(nstar,length(x)-(plt-1)*nstar)
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',Model.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
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