[Trac] #249: bug in dynare_estimation_1.m or documentation
#249: bug in dynare_estimation_1.m or documentation ---------------------+------------------------------------------------------ Reporter: houtanb | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: General | Version: 4.2.5 Keywords: | ---------------------+------------------------------------------------------ There is a discrepancy between the documentation for mode_compute = 0 in dynare.texi which reads The mode isn't computed. mode_file option must be specified and the if statement on line 118 of dynare_estimation_1.m: if isequal(options_.mode_compute,0) && isempty(options_.mode_file)... First reported here: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3709 -- Ticket URL: <https://www.dynare.org/trac/ticket/249> Dynare <http://www.dynare.org> The Dynare project
#249: bug in dynare_estimation_1.m or documentation ----------------------+----------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: closed Priority: major | Milestone: 4.3 Component: General | Version: 4.2.5 Resolution: fixed | Keywords: ----------------------+----------------------------------------------------- Changes (by michel): * status: new => closed * resolution: => fixed Comment: documentation has been clarified in commit 0fc0a0e6f0a2b040f312c71a14447c7668e93f3e mode_compute=0 with mode_file reports the value of the log posterior evaluated at the initial value of parameters -- Ticket URL: <https://www.dynare.org/trac/ticket/249#comment:1> Dynare <http://www.dynare.org> The Dynare project
#249: bug in dynare_estimation_1.m or documentation ----------------------+----------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: closed Priority: major | Milestone: 4.3 Component: General | Version: 4.2.5 Resolution: fixed | Keywords: ----------------------+----------------------------------------------------- Comment(by houtanb): updated here: 5271bad50c4c22c280ade42ff9d71c2ed4b76a9d The mode isn't computed. When mode_file option is specified, the mode is simply read from that file. When mode_file option is not specified, Dynare reports the value of the log posterior (log likelihood) evaluated at the initial value of the parameters. When mode_file option is not specified and there is no estimated_params block, but the smoother option is used, it is a roundabout way to compute the smoothed value of the variables of a model with calibrated parameters. -- Ticket URL: <https://www.dynare.org/trac/ticket/249#comment:2> Dynare <http://www.dynare.org> The Dynare project
#249: bug in dynare_estimation_1.m or documentation ----------------------+----------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: reopened Priority: major | Milestone: 4.3 Component: General | Version: 4.2.5 Resolution: | Keywords: ----------------------+----------------------------------------------------- Changes (by houtanb): * status: closed => reopened * resolution: fixed => Comment: From the forum: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3709 I don't think that it is just a bug in the documentation. If you give the arguments mode_compute = 0 and mode_file = filename you cannot get smoothed shocks in some cases because of the faulty conditional statement I referenced earlier. The problematic bug is in the .m file. Currently I have to have a local version of the m file in order to get the smoothed shocks. While I appreciate you updating the documentation, I think that the more serious problem is in the file itself. The code after the line I referenced never can be executed with mode_compute = 0 and a mode_file. This is a problem because you don't want to have to recompute the mode just to get the smoothed shocks/variables. Even if I start at the mode, that process can take up to an hour on moderately large models. If you could please change the dynare_estimation_1.m file I would appreciate it. -- Ticket URL: <https://www.dynare.org/trac/ticket/249#comment:3> Dynare <http://www.dynare.org> The Dynare project
#249: bug in dynare_estimation_1.m or documentation ----------------------+----------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: closed Priority: major | Milestone: 4.3 Component: General | Version: 4.2.5 Resolution: fixed | Keywords: ----------------------+----------------------------------------------------- Changes (by michel): * status: reopened => closed * resolution: => fixed Comment: Removed the size limitation for smoother computation. The warnings issued when users use estimation without selecting a variable should be sufficient. Fixed another bug in smoother computation. See commits 973302e42e0f40bacbae21c2f7c7da9ef0e216b7 (mater) and 353a1745713fba57ac253f8d091969b5ce3650bf (4.2) -- Ticket URL: <https://www.dynare.org/trac/ticket/249#comment:4> Dynare <http://www.dynare.org> The Dynare project
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