Problems with the identification command
Posted: Fri Sep 23, 2011 12:59 pmHi there,
I had three problems with the global sensitivity routines and would appreciate if you could tell me what's going on. Just for clarification, I downloaded the proper GSA toolbox for each version of Dynare I'm using:
Problem #1:
Using Dynare 4.2.1 and Matlab R2009a or Matlab R2011a, if I run the demo file in the GSA toolbox, ls2003ide.mod, I get the following error messages:
??? Attempted to access aux(:,2); index out of bounds
because size(aux)=[0,0].
Error in ==> map_ident_ at 100
k = find(aux(:,2) > npred);
Error in ==> dynare_sensitivity at 201
map_ident_(OutputDirectoryName);
Error in ==> ls2003ide at 193
dynare_sensitivity(options_gsa);
Error in ==> dynare at 132
evalin('base',fname) ;
Problem #2:
Using Dynare 4.1.3 and Matlab R2009a, if I run the demo file in the GSA toolbox, ls2003ide.mod, I get the following error:
??? Undefined function or method 'gsa_sdp' for input
arguments of type 'double'.
Error in ==> map_ident_ at 1001
gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
Error in ==> dynare_sensitivity at 189
map_ident_(OutputDirectoryName);
Error in ==> ls2003ide at 201
dynare_sensitivity(options_gsa);
Error in ==> dynare at 132
evalin('base',fname) ;
Problem #3:
Using Dynare 4.1.3 and Matlab R2009a, if I change the ls2003ide.mod file to include the command "identification;" in substitution to all those lines that refer to the global_sensitivity analysis, I get a number of error messages:
Warning: Divide by zero.
> In dynare_identification at 254
In ls2003ide_teste at 184
In dynare at 132
Parameter e_q is not identified in the model for 100% of MC runs!
Parameter e_q is not identified by J moments for 100% of MC runs!
Parameter e_A is not identified in the model for 100% of MC runs!
Parameter e_A is not identified by J moments for 100% of MC runs!
Parameter e_ys is not identified in the model for 100% of MC runs!
Parameter e_ys is not identified by J moments for 100% of MC runs!
Parameter e_pies is not identified in the model for 100% of MC runs!
Parameter e_pies is not identified by J moments for 100% of MC runs!
Parameter psi1 is not identified in the model for 100% of MC runs!
Parameter psi1 is not identified by J moments for 100% of MC runs!
Parameter psi2 is not identified in the model for 100% of MC runs!
Parameter psi2 is not identified by J moments for 100% of MC runs!
Parameter psi3 is not identified in the model for 100% of MC runs!
Parameter psi3 is not identified by J moments for 100% of MC runs!
Parameter rho_R is not identified in the model for 100% of MC runs!
Parameter rho_R is not identified by J moments for 100% of MC runs!
Parameter alpha is not identified in the model for 100% of MC runs!
Parameter alpha is not identified by J moments for 100% of MC runs!
Parameter rr is not identified in the model for 100% of MC runs!
Parameter rr is not identified by J moments for 100% of MC runs!
Parameter k is not identified in the model for 100% of MC runs!
Parameter k is not identified by J moments for 100% of MC runs!
Parameter tau is not identified in the model for 100% of MC runs!
Parameter tau is not identified by J moments for 100% of MC runs!
Parameter rho_q is not identified in the model for 100% of MC runs!
Parameter rho_q is not identified by J moments for 100% of MC runs!
Parameter rho_A is not identified in the model for 100% of MC runs!
Parameter rho_A is not identified by J moments for 100% of MC runs!
Parameter rho_ys is not identified in the model for 100% of MC runs!
Parameter rho_ys is not identified by J moments for 100% of MC runs!
Parameter rho_pies is not identified in the model for 100% of MC runs!
Parameter rho_pies is not identified by J moments for 100% of MC runs!
Multi collinearity in the model:
param min mean max
e_R 0.000000 0.000000 0.000000
Multi collinearity for moments in J:
param min mean max
e_R 0.000000 0.000000 0.000000
Warning: Divide by zero.
> In myboxplot at 102
In dynare_identification at 455
In ls2003ide_teste at 184
In dynare at 132
??? Error using ==> set
Bad property value found.
Object Name : axes
Property Name : 'YLim'
Values must be increasing and non-NaN.
Error in ==> myboxplot at 144
set(gca, 'YLim', [mm-(MM-mm)*0.05-eps,
MM+(MM-mm)*0.05+eps]);
Error in ==> dynare_identification at 455
myboxplot(squeeze(idelre.Pco(immm(2:nbox+1),j,:))'),
Error in ==> ls2003ide_teste at 184
dynare_identification(options_ident);
Error in ==> dynare at 132
evalin('base',fname) ;
I had three problems with the global sensitivity routines and would appreciate if you could tell me what's going on. Just for clarification, I downloaded the proper GSA toolbox for each version of Dynare I'm using:
Problem #1:
Using Dynare 4.2.1 and Matlab R2009a or Matlab R2011a, if I run the demo file in the GSA toolbox, ls2003ide.mod, I get the following error messages:
??? Attempted to access aux(:,2); index out of bounds
because size(aux)=[0,0].
Error in ==> map_ident_ at 100
k = find(aux(:,2) > npred);
Error in ==> dynare_sensitivity at 201
map_ident_(OutputDirectoryName);
Error in ==> ls2003ide at 193
dynare_sensitivity(options_gsa);
Error in ==> dynare at 132
evalin('base',fname) ;
Problem #2:
Using Dynare 4.1.3 and Matlab R2009a, if I run the demo file in the GSA toolbox, ls2003ide.mod, I get the following error:
??? Undefined function or method 'gsa_sdp' for input
arguments of type 'double'.
Error in ==> map_ident_ at 1001
gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
Error in ==> dynare_sensitivity at 189
map_ident_(OutputDirectoryName);
Error in ==> ls2003ide at 201
dynare_sensitivity(options_gsa);
Error in ==> dynare at 132
evalin('base',fname) ;
Problem #3:
Using Dynare 4.1.3 and Matlab R2009a, if I change the ls2003ide.mod file to include the command "identification;" in substitution to all those lines that refer to the global_sensitivity analysis, I get a number of error messages:
Warning: Divide by zero.
> In dynare_identification at 254
In ls2003ide_teste at 184
In dynare at 132
Parameter e_q is not identified in the model for 100% of MC runs!
Parameter e_q is not identified by J moments for 100% of MC runs!
Parameter e_A is not identified in the model for 100% of MC runs!
Parameter e_A is not identified by J moments for 100% of MC runs!
Parameter e_ys is not identified in the model for 100% of MC runs!
Parameter e_ys is not identified by J moments for 100% of MC runs!
Parameter e_pies is not identified in the model for 100% of MC runs!
Parameter e_pies is not identified by J moments for 100% of MC runs!
Parameter psi1 is not identified in the model for 100% of MC runs!
Parameter psi1 is not identified by J moments for 100% of MC runs!
Parameter psi2 is not identified in the model for 100% of MC runs!
Parameter psi2 is not identified by J moments for 100% of MC runs!
Parameter psi3 is not identified in the model for 100% of MC runs!
Parameter psi3 is not identified by J moments for 100% of MC runs!
Parameter rho_R is not identified in the model for 100% of MC runs!
Parameter rho_R is not identified by J moments for 100% of MC runs!
Parameter alpha is not identified in the model for 100% of MC runs!
Parameter alpha is not identified by J moments for 100% of MC runs!
Parameter rr is not identified in the model for 100% of MC runs!
Parameter rr is not identified by J moments for 100% of MC runs!
Parameter k is not identified in the model for 100% of MC runs!
Parameter k is not identified by J moments for 100% of MC runs!
Parameter tau is not identified in the model for 100% of MC runs!
Parameter tau is not identified by J moments for 100% of MC runs!
Parameter rho_q is not identified in the model for 100% of MC runs!
Parameter rho_q is not identified by J moments for 100% of MC runs!
Parameter rho_A is not identified in the model for 100% of MC runs!
Parameter rho_A is not identified by J moments for 100% of MC runs!
Parameter rho_ys is not identified in the model for 100% of MC runs!
Parameter rho_ys is not identified by J moments for 100% of MC runs!
Parameter rho_pies is not identified in the model for 100% of MC runs!
Parameter rho_pies is not identified by J moments for 100% of MC runs!
Multi collinearity in the model:
param min mean max
e_R 0.000000 0.000000 0.000000
Multi collinearity for moments in J:
param min mean max
e_R 0.000000 0.000000 0.000000
Warning: Divide by zero.
> In myboxplot at 102
In dynare_identification at 455
In ls2003ide_teste at 184
In dynare at 132
??? Error using ==> set
Bad property value found.
Object Name : axes
Property Name : 'YLim'
Values must be increasing and non-NaN.
Error in ==> myboxplot at 144
set(gca, 'YLim', [mm-(MM-mm)*0.05-eps,
MM+(MM-mm)*0.05+eps]);
Error in ==> dynare_identification at 455
myboxplot(squeeze(idelre.Pco(immm(2:nbox+1),j,:))'),
Error in ==> ls2003ide_teste at 184
dynare_identification(options_ident);
Error in ==> dynare at 132
evalin('base',fname) ;