Hi Marco,
Le mardi 06 octobre 2009 à 10:39 +0200, Marco Ratto a écrit :
here is a list of options that would be needed to run the new dynare_identification routine:
- Monte Carlo sample (default = 2000): either we allow identification
to set the options_.prior_mc option, or we define a new specific option for that (both these solutions would be OK to me); the dynare prior_draw utility is used as standard sampler in dynare_identification; 2) number of lags of computed autocorrelations (theoretical moments). Again: either we allow identification to set options_.ar or we set a specific option for that (default = 3); 3) load_ident_files: a new option to allow dynare loading previously computed analyzes (default = 0); 4) useautocorr: a new option to allow the user to choose between computing derivatives of autocorrelation (=1) or autocovariances (=0). Default would be =1.
I have added these four options ("ar", "useautocorr", "load_ident_files", "prior_mc") to "identification" keyword. They accept integers as arguments.
Hew, I think we need also to discuss how we implement such options. If we use the same approach as for dynare_sensitivity, the options would have 'no memory', i.e. in any subsequent calls to dynare_identification only the options explicitly set in the identification(<options>) command would be triggered.
This is the way I have implement that. Note that I don't pass default values: it is up to you to detect which fields are missing and to set the default values when relevant.
In such a case, a specific substructure of options may be advisable (like options_.opt_gsa for dynare_sensitivity)? That sub-structure would be made of four fields
options_ident.prior_mc options_ident.nlags options_ident.load_ident_files options_ident.useautocorr
I did that, except that instead of "options_ident.nlags" the name used is "options_ident.ar" (the same name than the "ar" option)
And the call to the identification triggered by the parser would be
dynare_identification(options_ident);
Finally I would need a couple of new 'bridges' to identification options for the dynare_sensitivity tools:
- when the identification=1 option is given to dynare_sensitivity, I
would need that the model derivatives w.r.t. parameters are triggered as well;
This is normally done.
- a new option load_ident_files would also be needed for the
sensitivity analysis (i.e. a new field in the options_gsa.load_ident_files, which is recognized by the preprocessor as an option in dynare_sensitivity). 3) the same identification options for number of lags and useautocorr should also be recognized as possible options in dynare_sensitivity;
I added the three "ar", "useautocorr", "load_ident_files" to "dynare_sensitivity".
I have not tested all these changes, so please tell me if something doesn't work as expected.
Best,