341aca25ad
Liu West: Remove redundant option
2021-08-16 12:34:10 +02:00
Stéphane Adjemian (Charybdis)
c46f661669
Cosmetic changes (remove trailing spaces).
2021-08-16 12:26:20 +02:00
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
564855af4a
Occbin: add example
2021-08-16 11:37:53 +02:00
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
35b2a24cc5
dr.tex: update footnote
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Related to https://git.dynare.org/Dynare/dynare/-/issues/7
2021-08-16 11:25:39 +02:00
3ba57f497f
Documentation: various LaTeX modernizations
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- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible
2021-08-16 11:25:39 +02:00
Stéphane Adjemian (Charybdis)
c00307c8cc
Fix encoding.
2021-08-16 11:23:13 +02:00
Stéphane Adjemian (Charybdis)
1c54eb21d2
Cosmetic change (remove trailing spaces).
2021-08-16 11:19:28 +02:00
a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
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lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
2021-08-16 10:58:35 +02:00
0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad
2021-08-16 10:58:35 +02:00
f5ec70a06d
MoM: Refactor AnScho test case
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Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
2021-08-16 10:58:35 +02:00
31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
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//wip
2021-08-16 10:58:35 +02:00
fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results
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As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.
As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.
Signed-off-by: Willi Mutschler <willi@mutschler.eu>
2021-08-16 10:58:35 +02:00
Stéphane Adjemian (Charybdis)
4d590f8a87
Cosmetic change (remvove trailing spaces).
2021-08-16 10:55:33 +02:00
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
4c0f8ec6be
📖 Added documentation for method of moments
2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis)
8d0241171b
Cosmetic change (remove trailing space).
2021-08-16 10:36:38 +02:00
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
Stéphane Adjemian (Ryûk)
ebfa72740f
Changed default for initial step bound factor.
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Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.
2021-07-24 12:20:29 +02:00
Stéphane Adjemian (Ryûk)
873a9b1a38
Fix call to solve1 routine.
2021-07-23 22:16:43 +02:00
Stéphane Adjemian (Ryûk)
993872d5af
Update dseries submodule (track master branch).
2021-07-23 20:39:00 +02:00
Stéphane Adjemian (Ryûk)
bdc95dd1d0
Add unit tests (trust_region algorithm).
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Using mex implementation (block_trust_region).
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
e8cc23d3af
Bug fixes (typos).
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
a905539f60
Add test functions for nonlinear solvers.
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine.
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
e72dde69d3
Add option for trust region algorithm (mex).
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trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
2021-07-23 19:44:16 +02:00
b34be496c5
Merge branch 'evaluate_planner' into 'master'
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evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
See merge request Dynare/dynare!1890
2021-07-23 14:01:22 +00:00
5d5fefca25
Bump version numbers
2021-07-23 15:57:19 +02:00
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
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Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
263e97dabe
Merge branch 'check_model' into 'master'
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check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks
Closes #1792
See merge request Dynare/dynare!1885
2021-07-23 10:49:05 +00:00
3d5601caec
check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1792
2021-07-23 11:25:43 +02:00
41814becf1
Merge branch 'moments_varendo' into 'master'
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dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...
Closes #1769
See merge request Dynare/dynare!1888
2021-07-22 16:25:01 +00:00
baa0fb6e70
Preprocessor update: cosmetic change
2021-07-22 17:58:19 +02:00
4d43e1850d
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1769
2021-07-22 17:03:27 +02:00
3206ea9684
Merge branch 'evaluate_planner_objective' into 'master'
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Streamline evaluate planner objective
See merge request Dynare/dynare!1887
2021-07-22 14:42:22 +00:00
a517c1f1de
neo_growth_ramsey_k_order.mod: call evaluate_planner_objective
2021-07-22 15:20:30 +02:00
66dcef2754
k_order_welfare.cc: remove gratuitous screen output
2021-07-22 15:12:59 +02:00
11c75592fb
evaluate_planner_objective.m: compute required moments directly
2021-07-22 15:01:15 +02:00
8b8f919a0f
Merge branch 'smoother2histval' into 'master'
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Improvements for smoother2histval
See merge request Dynare/dynare!1886
2021-07-22 12:03:59 +00:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
a04c348d73
smoother2histval.m: provide warning when smoothed variables are missing
2021-07-22 12:22:18 +02:00
0e793faeb2
Merge branch 'pf_options' into 'master'
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Particle filter: enable passing of option values and prepare for other samplers
Closes preprocessor#59
See merge request Dynare/dynare!1884
2021-07-22 09:50:10 +00:00
80cad32068
Particle filter: enable passing of option values and prepare for other samplers
2021-07-21 23:00:32 +02:00
dc45ac6361
Merge branch 'master' into 'master'
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occbin fixes and two small new features
See merge request Dynare/dynare!1883
2021-07-21 18:21:16 +00:00
8881f0ecf9
Windows package: bump dependencies
2021-07-21 20:18:36 +02:00
4caebd76c9
added 2 new occbin.simul options (defaults preserve current behavior):
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1) algo_truncation: sets the number of iterations for a truncated guess-verify algorithm (i.e. if max_iter<=algo_truncation, no error is triggered on output, but the user is happy with the last regime in the algorithm)
2) reset_regime_in_new_period: is set to true, it resets the guess regimes to unconstrained when a new shock arrives, instead of starting with a guess regime consistent with the one identified in previous time periods. this sometimes allows more robust convergence/identification of the regimes
2021-07-21 18:03:23 +02:00
Johannes Pfeifer
Willi Mutschler
Sébastien Villemot
Marco Ratto