stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

moment_function: remove unused function

silicon
Sébastien Villemot 2023-03-01 16:47:42 +01:00
parent a2591c474e
commit f02d66ce7c
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 1 additions and 140 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
matlab/list_of_functions_to_be_cleared.m
View File

@ -1,2 +1,2 @@
list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', 'prior_draw_gsa', 'identification_analysis', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'moment_function', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'pruned_state_space_system', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'prior_draw', 'priordens',...
list_of_functions = {'discretionary_policy_1', 'dsge_var_likelihood', 'dyn_first_order_solver', 'dyn_waitbar', 'ep_residuals', 'evaluate_likelihood', 'prior_draw_gsa', 'identification_analysis', 'computeDLIK', 'univariate_computeDLIK', 'metropolis_draw', 'flag_implicit_skip_nan', 'mr_hessian', 'masterParallel', 'auxiliary_initialization', 'auxiliary_particle_filter', 'conditional_filter_proposal', 'conditional_particle_filter', 'gaussian_filter', 'gaussian_filter_bank', 'gaussian_mixture_filter', 'gaussian_mixture_filter_bank', 'Kalman_filter', 'online_auxiliary_filter', 'pruned_state_space_system', 'sequential_importance_particle_filter', 'solve_model_for_online_filter', 'prior_draw', 'priordens',...
'+occbin/solver.m','+occbin/mkdatap_anticipated_dyn.m','+occbin/mkdatap_anticipated_2constraints_dyn.m','+occbin/match_function.m','+occbin/solve_one_constraint.m','+occbin/solve_two_constraint.m','+occbin/plot/shock_decomposition.m'};

139
matlab/moment_function.m
View File

@ -1,139 +0,0 @@
function [g,grad,hess,flag] = moment_function(xparams,sample_moments,dataset,options,parallel)
% Evaluates the moment function of the Simulated Moments Method (discrepancy between sample and
% ).
%
% INPUTS:
% xparams [double] p*1 vector of estimated parameters.
% sample_moments [double] n*1 vector of sample moments (n>=p).
% options [ ] Structure defining options for SMM.
% parallel [ ] Structure defining the parallel mode settings (optional).
%
% OUTPUTS:
% g [double] n*1 vector, the gap between simulated and sample moments.
% flag [intger] empty matrix.
%
% SPECIAL REQUIREMENTS
% The user has to provide a file where the moment conditions are defined.
% Copyright © 2010-2019 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
global M_ options_
persistent mainStream mainState
persistent priorObjectiveValue
flag = 1;
grad=[];
hess=[];
if nargin<5
if isempty(mainStream)
mainStream = RandStream.getDefaultStream;
mainState = mainStream.State;
else
mainStream.State = mainState;
end
end
penalty = 0;
for i=1:options.estimated_parameters.nb
if ~isnan(options.estimated_parameters.upper_bound(i)) && xparams(i)>options.estimated_parameters.upper_bound(i)
penalty = penalty + (xparams(i)-options.estimated_parameters.upper_bound(i))^2;
end
if ~isnan(options.estimated_parameters.lower_bound(i)) && xparams(i)<options.estimated_parameters.lower_bound(i)
penalty = penalty + (xparams(i)-options.estimated_parameters.lower_bound(i))^2;
end
end
if penalty>0
flag = 0;
return
end
save('estimated_parameters.mat','xparams');
% Check for local determinacy of the deterministic steady state.
noprint = options_.noprint; options_.noprint = 1;
[local_determinacy_and_stability,info] = check; options_.noprint = noprint;
if ~local_determinacy_and_stability
flag = 0;
return
end
simulated_moments = zeros(size(sample_moments));
if nargin<5
for s = 1:options.number_of_simulated_sample
time_series = extended_path([],options.simulated_sample_size,1);
data = time_series(dataset.observed_variables_idx,options.burn_in_periods+1:options.simulated_sample_size);
eval(['tmp = ' options.moments_file_name '(data);'])
simulated_moments = simulated_moments + tmp;
simulated_moments = simulated_moments / options.number_of_simulated_sample;
end
else% parallel mode.
if ~isunix
error('The parallel version of SMM estimation is not implemented for non unix platforms!')
end
job_number = 1;% Remark. First job is for the master.
[~,hostname] = unix('hostname --fqdn');
hostname = deblank(hostname);
for i=1:length(parallel)
machine = deblank(parallel(i).machine);
if ~strcmpi(hostname,machine)
% For the slaves on a remote computer.
unix(['scp estimated_parameters.mat ' , parallel(i).login , '@' , machine , ':' parallel(i).folder ' > /dev/null']);
else
if ~strcmpi(pwd,parallel(i).folder)
% For the slaves on this computer but not in the same directory as the master.
unix(['cp estimated_parameters.mat ' , parallel(i).folder]);
end
end
for j=1:parallel(i).number_of_jobs
if (strcmpi(hostname,machine) && j>1) || ~strcmpi(hostname,machine)
job_number = job_number + 1;
unix(['ssh -A ' parallel(i).login '@' machine ' ./call_matlab_session.sh job' int2str(job_number) '.m &']);
end
end
end
% Finally the Master do its job
tStartMasterJob = clock;
eval('job1;')
tElapsedMasterJob = etime(clock, tStartMasterJob);
TimeLimit = tElapsedMasterJob*1.2;
% Master waits for the slaves' output...
tStart = clock;
tElapsed = 0;
while tElapsed<TimeLimit
if ( length(dir('./intermediary_results_from_master_and_slaves/simulated_moments_slave_*.dat'))==job_number )
break
end
tElapsed = etime(clock, tStart);
end
try
tmp = zeros(length(sample_moments),1);
for i=1:job_number
simulated_moments = load(['./intermediary_results_from_master_and_slaves/simulated_moments_slave_' int2str(i) '.dat'],'-ascii');
tmp = tmp + simulated_moments;
end
simulated_moments = tmp / job_number;
catch
flag = 0;
return
end
end
g = simulated_moments-sample_moments;