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method_of_moments: cosmetical changes to comments and messages

covariance-quadratic-approximation
Willi Mutschler 2023-12-13 20:30:59 +01:00
parent 7f60674dae
commit 37efafe475
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5 changed files with 11 additions and 11 deletions
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2
matlab/+mom/default_option_mom_values.m
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@ -470,6 +470,6 @@ if options_mom_.mom.analytic_jacobian && ~strcmp(mom_method,'GMM')
end
if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
if any(cellfun(@(x) isnumeric(x) && any(x == 13), options_mom_.optimizer_vec))
error('method_of_moments: lsqnonlin (mode_compute=13) is not yet supported for IRF Matching!');
error('method_of_moments: lsqnonlin (mode_compute=13) is not yet supported for IRF matching!');
end
end

2
matlab/+mom/display_comparison_moments_irfs.m
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@ -41,7 +41,7 @@ function display_comparison_moments_irfs(M_, options_mom_, data_moments, model_m
if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
titl = upper('Comparison of matched data irfs and model irfs');
headers = {'Irf','Data','Model'};
headers = {'IRF','Data','Model'};
for jm = 1:size(M_.matched_irfs,1)
labels{jm,1} = [M_.endo_names{M_.matched_irfs{jm,1}(1)} ' ' M_.exo_names{M_.matched_irfs{jm,1}(2)} ' (' num2str(M_.matched_irfs{jm,1}(3)) ')'];
labels_TeX{jm,1} = [M_.endo_names_tex{M_.matched_irfs{jm,1}(1)} ' ' M_.exo_names_tex{M_.matched_irfs{jm,1}(2)} ' (' num2str(M_.matched_irfs{jm,1}(3)) ')'];

2
matlab/+mom/graph_comparison_irfs.m
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@ -70,7 +70,7 @@ for jexo = unique_shock_entries'
for jvar = 1:length(unique_variables)
if jvar==1 || ~( (fig-1)*nstar<jvar && jvar<=fig*nstar )
fig = fig+1;
fig_irf = dyn_figure(nodisplay,'Name',['Irf matching shock to ' exo_names{jexo} ' figure ' int2str(fig)]);
fig_irf = dyn_figure(nodisplay,'Name',['IRF matching shock to ' exo_names{jexo} ' figure ' int2str(fig)]);
end
plt = jvar-(fig-1)*nstar;
data_irf_rows = find(cellfun(@(x) x(1) == unique_variables(jvar) && x(2) == jexo, matched_irfs(:, 1)));

14
matlab/+mom/matched_irfs_blocks.m
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@ -15,8 +15,8 @@ function [data_irfs, weight_mat, irf_index, max_irf_horizon] = matched_irfs_bloc
% OUTPUT
% data_irfs: [matrix] irfs for VAROBS as declared in matched_irfs block
% weight_mat: [matrix] weighting matrix for irfs as declared in matched_irfs_weight block
% irf_index: [vector] index for selecting specific irfs from full irf matrix of observables
% max_irf_horizon: [scalar] maximum irf horizon as declared in matched_irfs block
% irf_index: [vector] index for selecting specific irfs from full IRF matrix of observables
% max_irf_horizon: [scalar] maximum IRF horizon as declared in matched_irfs block
% -------------------------------------------------------------------------
% This function is called by
% o mom.run
@ -40,8 +40,8 @@ function [data_irfs, weight_mat, irf_index, max_irf_horizon] = matched_irfs_bloc
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
max_irf_horizon = max(cellfun(@(x) x(end), matched_irfs(:,1))); % get maximum irf horizon
% create full matrix where 1st dimension are irf periods, 2nd dimension are variables as declared in VAROBS, 3rd dimension are shocks.
max_irf_horizon = max(cellfun(@(x) x(end), matched_irfs(:,1))); % get maximum IRF horizon
% create full matrix where 1st dimension are IRF periods, 2nd dimension are variables as declared in VAROBS, 3rd dimension are shocks.
data_irfs = nan(max_irf_horizon,obs_nbr,exo_nbr);
% overwrite nan values if they are declared in matched_irfs block; remaining nan values will be later ignored in the matching
for jj = 1:size(matched_irfs,1)
@ -52,7 +52,7 @@ for jj = 1:size(matched_irfs,1)
irf_value = matched_irfs{jj,2};
if isempty(id_varobs)
skipline;
error('method_of_moments: You specified an irf matching involving variable %s, but it is not declared as a varobs!',endo_names{id_var})
error('method_of_moments: You specified an IRF matching involving variable %s, but it is not declared as a varobs!',endo_names{id_var})
end
data_irfs(id_irf_period,id_varobs,id_shock) = irf_value;
end
@ -64,11 +64,11 @@ for jj = 1:size(matched_irfs_weight,1)
weight_mat_value = matched_irfs_weight{jj,3};
if isempty(id_varobs1)
skipline;
error('method_of_moments: You specified a weight for an irf matching involving variable %s, but it is not a varobs!',endo_names{id_var1})
error('method_of_moments: You specified a weight for an IRF matching involving variable %s, but it is not a varobs!',endo_names{id_var1})
end
if isempty(id_varobs2)
skipline;
error('method_of_moments: You specified a weight for an irf matching involving variable %s, but it is not a varobs!',endo_names{id_var2})
error('method_of_moments: You specified a weight for an IRF matching involving variable %s, but it is not a varobs!',endo_names{id_var2})
end
idweight_mat1 = sub2ind(size(data_irfs),id_irf_period1,id_varobs1,id_shock1);
idweight_mat2 = sub2ind(size(data_irfs),id_irf_period2,id_varobs2,id_shock2);

2
matlab/+mom/objective_function.m
View File

@ -302,7 +302,7 @@ if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING') && strcmp(options_mom_.mom
end
end
irf_model_varobs = model_irf(:,options_mom_.varobs_id,:); % focus only on observables (this will be used later for plotting)
model_moments = irf_model_varobs(options_mom_.mom.irfIndex); % focus only on selected irf periods
model_moments = irf_model_varobs(options_mom_.mom.irfIndex); % focus only on selected IRF periods
end