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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.
%
% 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/>.
tolBounds = 1e-8;
fval = feval(fun,xparam,varargin{:});
if ~isempty(hessian_mat)
[ 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
fprintf('Most negative variance %f for parameter %d (%s = %f)\n', s_min, k , bayestopt_.name{k}, xparam(k));
end
end
[nbplt,nr,nc,~,~,nstar] = pltorg(length(xparam));
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 = options_.mode_check.neighbourhood_size;
if isinf(ll)
options_.mode_check.symmetric_plots = false;
end
if isMinimum
mcheck = struct('cross',struct(),'emin',struct());
else
mcheck = struct('cross',struct(),'emode',struct());
end
for plt = 1:nbplt
if options_.TeX
NAMES = [];
TeXNAMES = [];
end
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,options_.TeX,M_,estim_params_,options_.varobs);
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 = 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 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 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_.mode_check.nolik
y = zeros(length(z),2);
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)
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('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 ~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
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( [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 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))]);
end
hold off
drawnow
end
if ~options_.mode_check.nolik
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',[]);
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_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',options_.figures.textwidth*min(k/nc,1),[graphsFolder '/' M_.fname],int2str(plt)); % don't use filesep as it will create issues with LaTeX on Windows
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 options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fclose(fidTeX);
end
save([graphsFolder filesep M_.fname '_check_plot_data.mat'],'mcheck');
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