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method_of_moments: add irf_matching to print_info_on_estimation_settings

covariance-quadratic-approximation
Willi Mutschler 2023-10-09 22:35:24 +02:00
parent 20ec0a6c97
commit f210ffa3ae
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GPG Key ID: 91E724BF17A73F6D
1 changed files with 18 additions and 6 deletions
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24
matlab/+mom/print_info_on_estimation_settings.m
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@ -1,11 +1,12 @@
function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters, doBayesianEstimation)
% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters, doBayesianEstimation)
% -------------------------------------------------------------------------
% Print information on the method of moments estimation settings to the console
% -------------------------------------------------------------------------
% INPUTS
% options_mom_ [struct] options for the method of moments estimation
% number_of_estimated_parameters [integer] number of estimated parameters
% doBayesianEstimation [boolean] true if the estimation is Bayesian
% -------------------------------------------------------------------------
% OUTPUT
% No output, just displays the chosen settings
@ -35,7 +36,7 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
fprintf('\n---------------------------------------------------\n');
fprintf('\n---------------------------------------------------\n')
if strcmp(options_mom_.mom.mom_method,'SMM')
fprintf('Simulated method of moments with');
elseif strcmp(options_mom_.mom.mom_method,'GMM')
@ -51,7 +52,16 @@ if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_meth
fprintf('\n - penalized estimation using deviation from prior mean and weighted with prior precision');
end
end
if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
if doBayesianEstimation
fprintf('Bayesian Impulse Response Function Matching with');
else
fprintf('Frequentist Impulse Response Function Matching with');
end
if ~isempty(options_mom_.mom.irf_matching_file.name)
fprintf('\n - irf_matching_file: %s',[options_mom_.mom.irf_matching_file.path filesep options_mom_.mom.irf_matching_file.name '.m']);
end
end
for i = 1:length(options_mom_.optimizer_vec)
if i == 1
str = '- optimizer (mode_compute';
@ -108,10 +118,10 @@ for i = 1:length(options_mom_.optimizer_vec)
end
end
if options_mom_.order > 0
fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order);
fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order)
end
if options_mom_.order > 1 && options_mom_.pruning
fprintf(' (with pruning)');
fprintf(' (with pruning)')
end
if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_method,'SMM')
if strcmp(options_mom_.mom.mom_method,'GMM') && options_mom_.mom.analytic_standard_errors
@ -120,6 +130,8 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
fprintf('\n - standard errors: numerical derivatives');
end
fprintf('\n - number of matched moments: %d', options_mom_.mom.mom_nbr);
elseif strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
fprintf('\n - number of matched irfs: %d', options_mom_.mom.mom_nbr);
end
fprintf('\n - number of parameters: %d', number_of_estimated_parameters);
fprintf('\n\n');