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function x0 = stab_map_(OutputDirectoryName,opt_gsa)
%
% function x0 = stab_map_(OutputDirectoryName)
%
% Mapping of stability regions in the prior ranges applying
% Monte Carlo filtering techniques.
%
% INPUTS (from opt_gsa structure)
% Nsam = MC sample size
% fload = 0 to run new MC; 1 to load prevoiusly generated analysis
% alpha2 = significance level for bivariate sensitivity analysis
% [abs(corrcoef) > alpha2]
% prepSA = 1: save transition matrices for mapping reduced form
% = 0: no transition matrix saved (default)
% pprior = 1: sample from prior ranges (default): sample saved in
% _prior.mat file
% = 0: sample from posterior ranges: sample saved in
% _mc.mat file
% OUTPUT:
% x0: one parameter vector for which the model is stable.
%
% GRAPHS
% 1) Pdf's of marginal distributions under the stability (dotted
% lines) and unstability (solid lines) regions
% 2) Cumulative distributions of:
% - stable subset (dotted lines)
% - unacceptable subset (solid lines)
% 3) Bivariate plots of significant correlation patterns
% ( abs(corrcoef) > alpha2) under the stable and unacceptable subsets
%
% USES qmc_sequence, stab_map_1, stab_map_2
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2018 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/>.
%global bayestopt_ estim_params_ dr_ options_ ys_ fname_
global bayestopt_ estim_params_ options_ oo_ M_
% opt_gsa=options_.opt_gsa;
Nsam = opt_gsa.Nsam;
fload = opt_gsa.load_stab;
alpha2 = opt_gsa.alpha2_stab;
pvalue_ks = opt_gsa.pvalue_ks;
pvalue_corr = opt_gsa.pvalue_corr;
prepSA = (opt_gsa.redform | opt_gsa.identification);
pprior = opt_gsa.pprior;
neighborhood_width = opt_gsa.neighborhood_width;
ilptau = opt_gsa.ilptau;
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;
nshock = estim_params_.nvx;
nshock = nshock + estim_params_.nvn;
nshock = nshock + estim_params_.ncx;
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
bounds = prior_bounds(bayestopt_, options_.prior_trunc);
bounds.lb = max(bounds.lb,lb);
bounds.ub = min(bounds.ub,ub);
else % estimated parameters but no declared priors
% No priors are declared so Dynare will estimate the model by
% maximum likelihood with inequality constraints for the parameters.
bounds.lb = lb;
bounds.ub = ub;
if opt_gsa.prior_range==0
warning('GSA:: When using ML, sampling from the prior is not possible. Setting prior_range=1')
opt_gsa.prior_range=1;
end
end
if nargin==0
OutputDirectoryName='';
end
options_mcf.pvalue_ks = pvalue_ks;
options_mcf.pvalue_corr = pvalue_corr;
options_mcf.alpha2 = alpha2;
name=cell(np,1);
name_tex=cell(np,1);
for jj=1:np
if options_.TeX
[param_name_temp, param_name_tex_temp]= get_the_name(nshock+jj,options_.TeX,M_,estim_params_,options_);
name_tex{jj,1} = strrep(param_name_tex_temp,'$','');
name{jj,1} = param_name_temp;
else
param_name_temp = get_the_name(nshock+jj,options_.TeX,M_,estim_params_,options_);
name{jj,1} = param_name_temp;
end
end
if options_.TeX
options_mcf.param_names_tex = name_tex;
end
options_mcf.param_names = name;
options_mcf.fname_ = fname_;
options_mcf.OutputDirectoryName = OutputDirectoryName;
options_mcf.xparam1 = [];
opt=options_;
options_.periods=0;
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
yys=zeros(length(dr_.ys),Nsam);
if opt_gsa.morris == 1
[lpmat, OutFact] = Sampling_Function_2(nliv, np+nshock, ntra, ones(np+nshock, 1), zeros(np+nshock,1), []);
lpmat = lpmat.*(nliv-1)/nliv+1/nliv/2;
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)';
if np>30 || ilptau==2 % scrambled lptau
for j=1:np
lpmat(:,j)=lpmat(randperm(Nsam),j);
end
end
else %ilptau==0
[lpmat] = NaN(Nsam,np);
for j=1:np
lpmat(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube
end
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
if pprior
for j=1:nshock
if opt_gsa.morris~=1
lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube
end
if opt_gsa.prior_range
lpmat0(:,j)=lpmat0(:,j).*(bounds.ub(j)-bounds.lb(j))+bounds.lb(j);
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);
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
eval(['load ' options_.mode_file '.mat;']);
end
if neighborhood_width>0
for j=1:nshock
if opt_gsa.morris ~= 1
lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube
end
ub=min([bounds.ub(j) xparam1(j)*(1+neighborhood_width)]);
lb=max([bounds.lb(j) xparam1(j)*(1-neighborhood_width)]);
lpmat0(:,j)=lpmat0(:,j).*(ub-lb)+lb;
end
for j=1:np
ub=xparam1(j+nshock)*(1+sign(xparam1(j+nshock))*neighborhood_width);
lb=xparam1(j+nshock)*(1-sign(xparam1(j+nshock))*neighborhood_width);
if bounds.ub(j+nshock)>=xparam1(j) && bounds.lb(j)<=xparam1(j+nshock)
ub=min([bounds.ub(j+nshock) ub]);
lb=max([bounds.lb(j+nshock) lb]);
else
fprintf('\nstab_map_:: the calibrated value of param %s for neighborhood_width sampling is outside prior bounds.\nWe allow violation of bounds for this parameter, but if this was not done on purpose, please change calibration before running neighborhood_width sampling\n', bayestopt_.name{j+nshock})
end
lpmat(:,j)=lpmat(:,j).*(ub-lb)+lb;
end
else
d = chol(inv(hh));
lp=randn(Nsam*2,nshock+np)*d+kron(ones(Nsam*2,1),xparam1');
lnprior=zeros(1,Nsam*2);
for j=1:Nsam*2
lnprior(j) = any(lp(j,:)'<=bounds.lb | lp(j,:)'>=bounds.ub);
end
ireal=[1:2*Nsam];
ireal=ireal(find(lnprior==0));
lp=lp(ireal,:);
Nsam=min(Nsam, length(ireal));
lpmat0=lp(1:Nsam,1:nshock);
lpmat=lp(1:Nsam,nshock+1:end);
clear lp lnprior ireal;
end
end
%
h = dyn_waitbar(0,'Please wait...');
istable=[1:Nsam];
jstab=0;
iunstable=[1:Nsam];
iindeterm=zeros(1,Nsam);
iwrong=zeros(1,Nsam);
inorestriction=zeros(1,Nsam);
irestriction=zeros(1,Nsam);
infox=zeros(Nsam,1);
for j=1:Nsam
M_ = set_all_parameters([lpmat0(j,:) lpmat(j,:)]',estim_params_,M_);
%try stoch_simul([]);
try
if ~ isempty(options_.endogenous_prior_restrictions.moment)
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_);
else
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
end
infox(j,1)=info(1);
if infox(j,1)==0 && ~exist('T','var')
dr_=oo_.dr;
if prepSA
try
T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),Nsam);
catch
ME = lasterror();
if strcmp('MATLAB:nomem',ME.identifier)
prepSA=0;
disp('The model is too large for storing state space matrices ...')
disp('for mapping reduced form or for identification')
end
T=[];
end
else
T=[];
end
egg=zeros(length(dr_.eigval),Nsam);
end
if infox(j,1)
% disp('no solution'),
if isfield(oo_.dr,'ghx')
oo_.dr=rmfield(oo_.dr,'ghx');
end
if (infox(j,1)<3 || infox(j,1)>5) && isfield(oo_.dr,'eigval')
oo_.dr=rmfield(oo_.dr,'eigval');
end
end
catch ME
if isfield(oo_.dr,'eigval')
oo_.dr=rmfield(oo_.dr,'eigval');
end
if isfield(oo_.dr,'ghx')
oo_.dr=rmfield(oo_.dr,'ghx');
end
disp('No solution could be found')
end
dr_ = oo_.dr;
if isfield(dr_,'ghx')
egg(:,j) = sort(dr_.eigval);
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);
nboth = dr_.nboth;
nfwrd = dr_.nfwrd;
end
info=endogenous_prior_restrictions(Tt,Rr,M_,options_,oo_);
infox(j,1)=info(1);
if info(1)
inorestriction(j)=j;
else
iunstable(j)=0;
irestriction(j)=j;
end
else
istable(j)=0;
if isfield(dr_,'eigval')
egg(:,j) = sort(dr_.eigval);
if exist('nspred','var')
if any(isnan(egg(1:nspred,j)))
iwrong(j)=j;
else
if (nboth || nfwrd) && abs(egg(nspred+1,j))<=options_.qz_criterium
iindeterm(j)=j;
end
end
end
else
if exist('egg','var')
egg(:,j)=ones(size(egg,1),1).*NaN;
end
iwrong(j)=j;
end
end
ys_=real(dr_.ys);
yys(:,j) = ys_;
ys_=yys(:,1);
dyn_waitbar(j/Nsam,h,['MC iteration ',int2str(j),'/',int2str(Nsam)])
end
dyn_waitbar_close(h);
if prepSA && jstab
T=T(:,:,1:jstab);
else
T=[];
end
istable=istable(find(istable)); % stable params ignoring restrictions
irestriction=irestriction(find(irestriction)); % stable params & restrictions OK
inorestriction=inorestriction(find(inorestriction)); % stable params violating restrictions
iunstable=iunstable(find(iunstable)); % violation of BK & restrictions & solution could not be found (whatever goes wrong)
iindeterm=iindeterm(find(iindeterm)); % indeterminacy
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;
bkpprior.p3=bayestopt_.p3;
bkpprior.p4=bayestopt_.p4;
if pprior
if ~prepSA
save([OutputDirectoryName filesep fname_ '_prior.mat'], ...
'bkpprior','lpmat','lpmat0','irestriction','iunstable','istable','iindeterm','iwrong','ixun', ...
'egg','yys','nspred','nboth','nfwrd','infox')
else
save([OutputDirectoryName filesep fname_ '_prior.mat'], ...
'bkpprior','lpmat','lpmat0','irestriction','iunstable','istable','iindeterm','iwrong','ixun', ...
'egg','yys','T','nspred','nboth','nfwrd','infox')
end
else
if ~prepSA
save([OutputDirectoryName filesep fname_ '_mc.mat'], ...
'lpmat','lpmat0','irestriction','iunstable','istable','iindeterm','iwrong','ixun', ...
'egg','yys','nspred','nboth','nfwrd','infox')
else
save([OutputDirectoryName filesep fname_ '_mc.mat'], ...
'lpmat','lpmat0','irestriction','iunstable','istable','iindeterm','iwrong','ixun', ...
'egg','yys','T','nspred','nboth','nfwrd','infox')
end
end
else
if pprior
filetoload=[OutputDirectoryName filesep fname_ '_prior.mat'];
else
filetoload=[OutputDirectoryName filesep fname_ '_mc.mat'];
end
load(filetoload,'lpmat','lpmat0','irestriction','iunstable','istable','iindeterm','iwrong','ixun','egg','yys','nspred','nboth','nfwrd','infox')
Nsam = size(lpmat,1);
if pprior==0 && ~isempty(options_.mode_file)
eval(['load ' options_.mode_file '.mat;']);
end
if prepSA && isempty(strmatch('T',who('-file', filetoload),'exact'))
h = dyn_waitbar(0,'Please wait...');
options_.periods=0;
options_.nomoments=1;
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
dr_ = oo_.dr;
T(:,:,j) = [dr_.ghx dr_.ghu];
if ~exist('nspred','var')
nspred = dr_.nspred; %size(dr_.ghx,2);
nboth = dr_.nboth;
nfwrd = dr_.nfwrd;
end
ys_=real(dr_.ys);
yys(:,j) = ys_;
ys_=yys(:,1);
dyn_waitbar(j/ntrans,h,['MC iteration ',int2str(j),'/',int2str(ntrans)])
end
dyn_waitbar_close(h);
save(filetoload,'T','-append')
elseif prepSA
load(filetoload,'T')
end
end
if pprior
aunstname='prior_unstable'; aunsttitle='Prior StabMap: explosiveness of solution';
aindname='prior_indeterm'; aindtitle='Prior StabMap: Indeterminacy';
awrongname='prior_wrong'; awrongtitle='Prior StabMap: inability to find solution';
acalibname='prior_calib'; acalibtitle='Prior StabMap: IRF/moment restrictions';
asname='prior_stable'; atitle='Prior StabMap: Parameter driving non-existence of unique stable solution (Unacceptable)';
else
aunstname='mc_unstable'; aunsttitle='MC (around posterior mode) StabMap: explosiveness of solution';
aindname='mc_indeterm'; aindtitle='MC (around posterior mode) StabMap: Indeterminacy';
awrongname='mc_wrong'; awrongtitle='MC (around posterior mode) StabMap: inability to find solution';
acalibname='mc_calib'; acalibtitle='MC (around posterior mode) StabMap: IRF/moment restrictions';
asname='mc_stable'; atitle='MC (around posterior mode) StabMap: Parameter driving non-existence of unique stable solution (Unacceptable)';
end
delete([OutputDirectoryName,filesep,fname_,'_',asname,'.*']);
delete([OutputDirectoryName,filesep,fname_,'_',acalibname,'.*']);
delete([OutputDirectoryName,filesep,fname_,'_',aindname,'.*']);
delete([OutputDirectoryName,filesep,fname_,'_',aunstname,'.*']);
delete([OutputDirectoryName,filesep,fname_,'_',awrongname,'.*']);
if length(iunstable)>0 || length(iwrong)>0
fprintf(['%4.1f%% of the prior support gives unique saddle-path solution.\n'],length(istable)/Nsam*100)
fprintf(['%4.1f%% of the prior support gives explosive dynamics.\n'],(length(ixun) )/Nsam*100)
if ~isempty(iindeterm)
fprintf(['%4.1f%% of the prior support gives indeterminacy.\n'],length(iindeterm)/Nsam*100)
end
inorestriction = istable(find(~ismember(istable,irestriction))); % violation of prior restrictions
if ~isempty(iwrong) || ~isempty(inorestriction)
skipline()
if any(infox==49)
fprintf(['%4.1f%% of the prior support violates prior restrictions.\n'],(length(inorestriction) )/Nsam*100)
end
if ~isempty(iwrong)
skipline()
disp(['For ',num2str(length(iwrong)/Nsam*100,'%4.1f'),'% of the prior support dynare could not find a solution.'])
skipline()
end
if any(infox==1)
disp([' For ',num2str(length(find(infox==1))/Nsam*100,'%4.1f'),'% The model doesn''t determine the current variables uniquely.'])
end
if any(infox==2)
disp([' For ',num2str(length(find(infox==2))/Nsam*100,'%4.1f'),'% MJDGGES returned an error code.'])
end
if any(infox==6)
disp([' For ',num2str(length(find(infox==6))/Nsam*100,'%4.1f'),'% The jacobian evaluated at the deterministic steady state is complex.'])
end
if any(infox==19)
disp([' For ',num2str(length(find(infox==19))/Nsam*100,'%4.1f'),'% The steadystate routine has thrown an exception (inconsistent deep parameters).'])
end
if any(infox==20)
disp([' For ',num2str(length(find(infox==20))/Nsam*100,'%4.1f'),'% Cannot find the steady state.'])
end
if any(infox==21)
disp([' For ',num2str(length(find(infox==21))/Nsam*100,'%4.1f'),'% The steady state is complex.'])
end
if any(infox==22)
disp([' For ',num2str(length(find(infox==22))/Nsam*100,'%4.1f'),'% The steady has NaNs.'])
end
if any(infox==23)
disp([' For ',num2str(length(find(infox==23))/Nsam*100,'%4.1f'),'% M_.params has been updated in the steadystate routine and has complex valued scalars.'])
end
if any(infox==24)
disp([' For ',num2str(length(find(infox==24))/Nsam*100,'%4.1f'),'% M_.params has been updated in the steadystate routine and has some NaNs.'])
end
if any(infox==30)
disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%4.1f'),'% Ergodic variance can''t be computed.'])
end
end
skipline()
if length(iunstable)<Nsam || length(istable)>1
itot = [1:Nsam];
isolve = itot(find(~ismember(itot,iwrong))); % dynare could find a solution
% Blanchard Kahn
if neighborhood_width
options_mcf.xparam1 = xparam1(nshock+1:end);
end
itmp = itot(find(~ismember(itot,istable)));
options_mcf.amcf_name = asname;
options_mcf.amcf_title = atitle;
options_mcf.beha_title = 'unique Stable Saddle-Path';
options_mcf.nobeha_title = 'NO unique Stable Saddle-Path';
options_mcf.title = 'unique solution';
mcf_analysis(lpmat, istable, itmp, options_mcf, options_);
if ~isempty(iindeterm)
itmp = isolve(find(~ismember(isolve,iindeterm)));
options_mcf.amcf_name = aindname;
options_mcf.amcf_title = aindtitle;
options_mcf.beha_title = 'NO indeterminacy';
options_mcf.nobeha_title = 'indeterminacy';
options_mcf.title = 'indeterminacy';
mcf_analysis(lpmat, itmp, iindeterm, options_mcf, options_);
end
if ~isempty(ixun)
itmp = isolve(find(~ismember(isolve,ixun)));
options_mcf.amcf_name = aunstname;
options_mcf.amcf_title = aunsttitle;
options_mcf.beha_title = 'NO explosive solution';
options_mcf.nobeha_title = 'explosive solution';
options_mcf.title = 'instability';
mcf_analysis(lpmat, itmp, ixun, options_mcf, options_);
end
inorestriction = istable(find(~ismember(istable,irestriction))); % violation of prior restrictions
iwrong = iwrong(find(~ismember(iwrong,inorestriction))); % what went wrong beyond prior restrictions
if ~isempty(iwrong)
itmp = itot(find(~ismember(itot,iwrong)));
options_mcf.amcf_name = awrongname;
options_mcf.amcf_title = awrongtitle;
options_mcf.beha_title = 'NO inability to find a solution';
options_mcf.nobeha_title = 'inability to find a solution';
options_mcf.title = 'inability to find a solution';
mcf_analysis(lpmat, itmp, iwrong, options_mcf, options_);
end
if ~isempty(irestriction)
if neighborhood_width
options_mcf.xparam1 = xparam1;
end
np=size(bayestopt_.name,1);
name=cell(np,1);
name_tex=cell(np,1);
for jj=1:np
if options_.TeX
[param_name_temp, param_name_tex_temp]= get_the_name(jj,options_.TeX,M_,estim_params_,options_);
name_tex{jj,1} = strrep(param_name_tex_temp,'$','');
name{jj,1} = param_name_temp;
else
param_name_temp = get_the_name(jj,options_.TeX,M_,estim_params_,options_);
name{jj,1} = param_name_temp;
end
end
if options_.TeX
options_mcf.param_names_tex = name_tex;
end
options_mcf.param_names = name;
options_mcf.amcf_name = acalibname;
options_mcf.amcf_title = acalibtitle;
options_mcf.beha_title = 'prior IRF/moment calibration';
options_mcf.nobeha_title = 'NO prior IRF/moment calibration';
options_mcf.title = 'prior restrictions';
mcf_analysis([lpmat0 lpmat], irestriction, inorestriction, options_mcf, options_);
iok = irestriction(1);
x0 = [lpmat0(iok,:)'; lpmat(iok,:)'];
else
iok = istable(1);
x0=0.5.*(bounds.ub(1:nshock)-bounds.lb(1:nshock))+bounds.lb(1:nshock);
x0 = [x0; lpmat(iok,:)'];
end
M_ = set_all_parameters(x0,estim_params_,M_);
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
% stoch_simul([]);
else
disp('All parameter values in the specified ranges are not acceptable!')
x0=[];
end
else
disp('All parameter values in the specified ranges give unique saddle-path solution,')
disp('and match prior IRF/moment restriction(s) if any!')
x0=0.5.*(bounds.ub(1:nshock)-bounds.lb(1:nshock))+bounds.lb(1:nshock);
x0 = [x0; lpmat(istable(1),:)'];
end
xparam1=x0;
save prior_ok.mat xparam1;
options_.periods=opt.periods;
if isfield(opt,'nomoments')
options_.nomoments=opt.nomoments;
end
options_.irf=opt.irf;
options_.noprint=opt.noprint;
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