How to save dynare results in loop into a specified matrix

Stochastic simulations
1

I do a loop in which dynare run 100 times, at the same time I want save the same name series into a specified matrix. forexample,
for i=1:100
dynare <filename.mod>
k(i,:slight_smile: = y %y is series generated by dynare
end
I found it cannot work because dynare refreshs the workspace in matlab everytime, so result show k is not definded and cannot store the y.
who can help me to save dynare results very run into a fixed name matrix?

best regards
lizeze

2

not quite clear what u want to do.
i usually run loops within the mod file.
then matrices appear in the workspace, and those can be easily saved into our own arrays or matrices.

3

you can simply define a vector/matrix/structure with length N in the mod-file which stores the underlying results in each step n and (important) SAVES the object for each step as a mat-file so that you can obtain your object after the loop is done.

greets, tomi

4

Hi tomi,

It is not clear to me how to write loops within the mod file. Could you please post an example where you do this. I am particularly interested in running a loop in which dynare uses the parameter values from the posterior distribution saved in the matrix _mh_blck*.mat to calculate the policy and transition function under each new draw.

Thanks.
abhishek.

5

I am writing a mode file
PPsd.mod (11.6 KB)
with a for Loop statements:

ii=0:0.1:2;
save_results =zeros(length(ii));
for ii=1:length(ii)
dynare PPsd noclearall;
save_results(ii,1) = oo_.osr.objective_function;
end
save save_results;
However ,the output is different from what I calculate.For example,when ii=2,objective_function is 0.00196616(BUT is 0.0013 for LOOP).
Is there something wrong with my for Loop statements?

6

Try
PPsd.mod (11.6 KB)

7

Sorry, jpfeifer! I am trying to plot this kind of figure:

7f6e5a7e8851c95be2042f46696ec0a
7f6e5a7e8851c95be2042f46696ec0a1140×694 114 KB

So,I think I should change optim_weights for y.

8

The problem is :I am trying to loop ii from 0 to 2,but my code can only run a loop from 1 to 21.

9

I solved the problem.It should be:
iis=[0:0.1:2];
save_results =zeros(length(iis));
for i=1:length(iis)
ii=iis(i);
dynare PPsd noclearall;
save_results(i) = oo_.osr.objective_function;
end
save save_results;