estimated_params: fixes for new semantics
The change implemented in 21a8a5794a
broke the
testsuite and was incomplete.
– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
checks that paramateres are not declared twice across blocks.
pac-components
parent
4dc60e69b2
commit
4db2899868
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@ -5276,6 +5276,7 @@ block decomposition of the model (see :opt:`block`).
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end;
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.. block:: estimated_params ;
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estimated_params (overwrite) ;
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|br| This block lists all parameters to be estimated and specifies
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bounds and priors as necessary.
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@ -5465,8 +5466,14 @@ block decomposition of the model (see :opt:`block`).
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end;
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It is possible to have several ``estimated_params`` blocks, in which case
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they will be concatenated.
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It is possible to have several ``estimated_params`` blocks. By default,
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subsequent blocks are concatenated with the previous ones; this can be
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useful when building models in a modular fashion (see also
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:bck:`estimated_params_remove` for that use case). However, if an
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``estimated_params`` block has the ``overwrite`` option, its contents
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becomes the new list of estimated parameters, cancelling previous blocks;
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this can be useful when doing several estimations in a single ``.mod``
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file.
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.. block:: estimated_params_init ;
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estimated_params_init (OPTIONS...);
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@ -1 +1 @@
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Subproject commit 5ffbc5bad31c306f561d673cde36d460cb5906c1
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Subproject commit 7dde09169ecd4b5e32b3cd35bef88958a262ec11
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@ -158,7 +158,7 @@ estimation(order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_c
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estimated_params;
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estimated_params(overwrite);
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//alp, beta_pdf, 0.356, 0.02;
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gam, normal_pdf, 0.0085, 0.003;
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//del, beta_pdf, 0.01, 0.005;
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@ -101,7 +101,7 @@ if abs(fval_ML_1-fval_ML_2)>1e-5 || abs(fval_ML_1-fval_ML_3)>1e-5
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end
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options_.debug=0;
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estimated_params;
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estimated_params(overwrite);
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alp, beta_pdf, 0.356, 0.02;
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rho, beta_pdf, 0.129, 0.100;
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psi, beta_pdf, 0.65, 0.05;
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@ -46,10 +46,8 @@ end;
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@#for estimParams in [0, 1, 2]
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clear estim_params_;
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@#if estimParams == 0
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estimated_params;
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estimated_params(overwrite);
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%DELTA, 0.025;
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%BETTA, 0.984;
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%B, 0.5;
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@ -61,7 +59,7 @@ end;
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@#endif
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@#if estimParams == 1
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estimated_params;
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estimated_params(overwrite);
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%DELTA, , 0, 1;
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%BETTA, , 0, 1;
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%B, , 0, 1;
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@ -73,7 +71,7 @@ end;
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@#endif
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@#if estimParams == 2
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estimated_params;
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estimated_params(overwrite);
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%DELTA, 0.025, 0, 1, normal_pdf, 0.02, 0.5;
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%BETTA, 0.98, 0, 1, beta_pdf, 0.90, 0.25;
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%B, 0.45, 0, 1, normal_pdf, 0.40, 0.5;
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@ -122,4 +120,4 @@ end;
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@#endif
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@#endfor
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@#endfor
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@#endfor
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@ -72,9 +72,8 @@ options_.solveopt.TolXConstraint=1e-3;
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@#for estimParams in [0, 1, 2]
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clear estim_params_;
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@#if estimParams == 0
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estimated_params;
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estimated_params(overwrite);
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%DELTA, 0.025;
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%BETTA, 0.984;
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%B, 0.5;
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@ -87,7 +86,7 @@ options_.solveopt.TolXConstraint=1e-3;
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@#endif
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@#if estimParams == 1
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estimated_params;
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estimated_params(overwrite);
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%DELTA, , 0, 1;
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%BETTA, , 0, 1;
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%B, , 0, 1;
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@ -100,7 +99,7 @@ options_.solveopt.TolXConstraint=1e-3;
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@#endif
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@#if estimParams == 2
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estimated_params;
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estimated_params(overwrite);
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%DELTA, 0.025, 0, 1, normal_pdf, 0.02, 0.5;
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%BETTA, 0.98, 0, 1, beta_pdf, 0.90, 0.25;
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%B, 0.45, 0, 1, normal_pdf, 0.40, 0.5;
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@ -116,7 +116,7 @@ estimation(order=1,datafile=fsdat_simul,mode_check,smoother,filter_decomposition
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estimated_params;
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estimated_params(overwrite);
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//alp, beta_pdf, 0.356, 0.02;
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gam, normal_pdf, 0.0085, 0.003;
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//del, beta_pdf, 0.01, 0.005;
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@ -181,7 +181,7 @@ for var_iter_1=1:nvars
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end
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// case with measurement error
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estimated_params;
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estimated_params(overwrite);
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alp, beta_pdf, 0.356, 0.02;
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bet, beta_pdf, 0.993, 0.002;
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gam, normal_pdf, 0.0085, 0.003;
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