update

kthohr · Sep 12, 2017 · 254076b · 254076b
1 parent c90b345
commit 254076b
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Showing 6 changed files with 19 additions and 14 deletions.
diff --git a/R/Plot.R b/R/Plot.R
@@ -46,7 +46,7 @@ plot.Rcpp_dsge_gensys <- function(x,parnames=NULL,BinDenom=40,trace_plot=FALSE,s
     .plotedsge(x,parnames,BinDenom,trace_plot,save,height,width)
 }
 
-plot.Rcpp_dsge_gensys <- function(x,parnames=NULL,BinDenom=40,MCMCplot=FALSE,save=FALSE,height=13,width=13,...)
+plot.Rcpp_dsgevar_gensys <- function(x,parnames=NULL,BinDenom=40,MCMCplot=FALSE,save=FALSE,height=13,width=13,...)
 {
     .plotdsgevar(x,parnames,BinDenom,MCMCplot,save,height,width)
 }

diff --git a/src/modules/dsge_R.hpp b/src/modules/dsge_R.hpp
@@ -74,7 +74,7 @@ class dsge_gensys_R : public bm::dsge<bm::gensys>
         void set_lrem_R(gensys_R lrem_obj_inp);
 
         SEXP estim_mode_R(const arma::vec& initial_vals);
-        void estim_mcmc_R(const arma::vec& initial_vals);
+        void estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin);
 
         SEXP IRF_R(int n_irf_periods);
 };
@@ -114,7 +114,7 @@ class dsgevar_gensys_R : public bm::dsgevar<bm::gensys>
         void set_dsge_R(dsge_gensys_R dsge_obj_inp);
 
         SEXP estim_mode_R(const arma::vec& initial_vals);
-        void estim_mcmc_R(const arma::vec& initial_vals);
+        void estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin);
 
         SEXP IRF_R(int n_irf_periods);
 };
diff --git a/src/modules/dsge_gensys_R.cpp b/src/modules/dsge_gensys_R.cpp
@@ -231,7 +231,7 @@ SEXP dsge_gensys_R::estim_mode_R(const arma::vec& initial_vals)
     return R_NilValue;
 }
 
-void dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals)
+void dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin)
 {
     try {
         mcmc::mcmc_settings settings;
@@ -243,9 +243,9 @@ void dsge_gensys_R::estim_mcmc_R(const arma::vec& initial_vals)
             settings.de_initial_ub = mcmc_initial_ub;
         }
 
-        settings.de_n_pop = 50;
-        settings.de_n_gen = 100;
-        settings.de_n_burnin = 100;
+        settings.de_n_pop = n_pop;
+        settings.de_n_gen = n_gen;
+        settings.de_n_burnin = n_burnin;
 
         this->estim_mcmc(initial_vals,&settings);
     } catch( std::exception &ex ) {

diff --git a/src/modules/dsgevar_gensys_R.cpp b/src/modules/dsgevar_gensys_R.cpp
@@ -271,7 +271,7 @@ SEXP dsgevar_gensys_R::estim_mode_R(const arma::vec& initial_vals)
     return R_NilValue;
 }
 
-void dsgevar_gensys_R::estim_mcmc_R(const arma::vec& initial_vals)
+void dsgevar_gensys_R::estim_mcmc_R(const arma::vec& initial_vals, int n_pop, int n_gen, int n_burnin)
 {
     try {
         mcmc::mcmc_settings settings;
@@ -283,9 +283,9 @@ void dsgevar_gensys_R::estim_mcmc_R(const arma::vec& initial_vals)
             settings.de_initial_ub = mcmc_initial_ub;
         }
 
-        settings.de_n_pop = 50;
-        settings.de_n_gen = 100;
-        settings.de_n_burnin = 100;
+        settings.de_n_pop = n_pop;
+        settings.de_n_gen = n_gen;
+        settings.de_n_burnin = n_burnin;
 
         this->estim_mcmc(initial_vals,&settings);
     } catch( std::exception &ex ) {

diff --git a/tests/dsge_gensys_simple.R b/tests/dsge_gensys_simple.R
@@ -132,7 +132,7 @@ obj$estim_data = sim_data;
 obj$mcmc_initial_lb <- opt_bounds[,1]
 obj$mcmc_initial_ub <- opt_bounds[,2]
 
-obj$estim_mcmc(x)
+obj$estim_mcmc(x,50,100,100)
 
 varnames <- c("Output Gap","Output","Inflation","Natural Int","Nominal Int","Labour Supply",
               "Technology","MonetaryPolicy")

diff --git a/tests/dsgevar_gensys_simple.R b/tests/dsgevar_gensys_simple.R
@@ -125,15 +125,20 @@ obj$opt_initial_ub <- opt_bounds[,2]
 
 #
 
-obj$build(sim_data,FALSE,1,1.0);
+cons_term <- FALSE
+p <- 1
+lambda <- 1.0
+
+obj$build(sim_data,cons_term,p,lambda);
 
 #obj$estim_mode(x)
 
 obj$mcmc_initial_lb <- opt_bounds[,1]
 obj$mcmc_initial_ub <- opt_bounds[,2]
 
-obj$estim_mcmc(x)
+obj$estim_mcmc(x,50,100,100)
 
+plot(obj,parnames="eta",save=FALSE)
 IRF(obj,20,varnames=colnames(dsgedata),save=FALSE)