Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is - as far as I can tell - never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
for i=1:replic
if ~isempty(M_.Sigma_e)
oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S;
end
y_ = simult_(y0,dr,oo_.exo_simul,order);
% elimninating initial value
y_ = y_(:,2:end);
if replic > 1
fwrite(fh,y_,'float64');
end
end
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
Dear Johannes,
you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used it.
Best
Michel
On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:
Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is -- as far as I can tell
- never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
fori=1:replic
if~isempty(M_.Sigma_e)
oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S;end
y_ = simult_(y0,dr,oo_.exo_simul,order);% elimninating initial value
y_ = y_(:,2:end);ifreplic > 1
fwrite(fh,y_,'float64');end
end
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dear Michel,
thanks for the answer. I am not really worrying about the binary-file. I rather have the impression, the replic option does not do what it is supposed to do. Am I right that regardless of simul_replic (or replic before 4.3) the simulated moments displayed by Dynare are actually always based on only one sample?
Best,
Johannes
--
Johannes Pfeifer
Haußerstr. 29
72076 Tübingen
Tel.: +49-(0)7071-6396184
Mobil.: +49-(0)170-6936820
Germany
Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Michel Juillard Gesendet: Sonntag, 24. Juni 2012 21:53 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed
Dear Johannes,
you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used it.
Best
Michel
On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:
Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is as far as I can tell - never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
for i=1:replic
if ~isempty(M_.Sigma_e)
oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S;
end
y_ = simult_(y0,dr,oo_.exo_simul,order);
% elimninating initial value
y_ = y_(:,2:end);
if replic > 1
fwrite(fh,y_,'float64');
end
end
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Yes Johannes,you are right: we do not compute moments across different samples. I think we should if simul_replic>1. With Sebastien we decided not to do this just before the release of 4.3.0.
Best, Stéphane.
On 24/06/2012 22:40, Johannes Pfeifer wrote:
Dear Michel,
thanks for the answer. I am not really worrying about the binary-file. I rather have the impression, the replic option does not do what it is supposed to do. Am I right that regardless of simul_replic (or replic before 4.3) the simulated moments displayed by Dynare are actually always based on only one sample?
Best,
Johannes
--
Johannes Pfeifer
Haußerstr. 29
72076 Tübingen
Tel.: +49-(0)7071-6396184
Mobil.: +49-(0)170-6936820
Germany
Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Michel Juillard Gesendet: Sonntag, 24. Juni 2012 21:53 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed
Dear Johannes,
you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used it.
Best
Michel
On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:
Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is – as far as I can tell - never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
for i=1:replic
if ~isempty(M_.Sigma_e) oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S; end y_ = simult_(y0,dr,oo_.exo_simul,order); % elimninating initial value y_ = y_(:,2:end); if replic > 1 fwrite(fh,y_,'float64'); endend
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Sorry, my mistake. I somehow missed that part in the manual.
Do I understand it correctly that this was not a purposeful design choice, but rather something that could not be implemented for Dynare 4.3.0? Because I have now programmed code that averages the moments over replications and allows to read in the binary file. We could add that to Dynare to give the user control over the simulation replications. Currently the option is without value as i) the replications are not used in any computation and ii) the way to read in the binary file is not documented so the users cannot access replications to do their own computations.
Best,
Johannes
-----Ursprüngliche Nachricht----- Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Stéphane Adjemian Gesendet: Sonntag, 24. Juni 2012 22:43 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed
Yes Johannes,you are right: we do not compute moments across different samples. I think we should if simul_replic>1. With Sebastien we decided not to do this just before the release of 4.3.0.
Best, Stéphane.
On 24/06/2012 22:40, Johannes Pfeifer wrote:
Dear Michel,
thanks for the answer. I am not really worrying about the binary-file. I rather have the impression, the replic option does not do what it is supposed to do. Am I right that regardless of simul_replic (or replic before 4.3) the simulated moments displayed by Dynare are actually always based on only one sample?
Best,
Johannes
--
Johannes Pfeifer
Haußerstr. 29
72076 Tübingen
Tel.: +49-(0)7071-6396184
Mobil.: +49-(0)170-6936820
Germany
Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Michel Juillard Gesendet: Sonntag, 24. Juni 2012 21:53 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed
Dear Johannes,
you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used
it.
Best
Michel
On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:
Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is as far as I can tell - never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
for i=1:replic
if ~isempty(M_.Sigma_e) oo_.exo_simul(:,i_exo_var) =randn(options_.periods,nxs)*chol_S;
end y_ = simult_(y0,dr,oo_.exo_simul,order); % elimninating initial value y_ = y_(:,2:end); if replic > 1 fwrite(fh,y_,'float64'); endend
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-- Stéphane Adjemian Dynare Team
"Johannes Pfeifer " jpfeifer@gmx.de writes:
Do I understand it correctly that this was not a purposeful design choice, but rather something that could not be implemented for Dynare 4.3.0?
Yes indeed.
Because I have now programmed code that averages the moments over replications and allows to read in the binary file. We could add that to Dynare to give the user control over the simulation replications. Currently the option is without value as i) the replications are not used in any computation and ii) the way to read in the binary file is not documented so the users cannot access replications to do their own computations.
Such an improvement could be useful. Don't hesitate to push it to your personal repository so that we can review and merge it.
Best,
-
Johannes Pfeifer -
Michel Juillard -
Stéphane Adjemian -
Sébastien Villemot