Sébastien Villemot
8d29d7b8d3
license.txt: adapt for move of allVL1.m
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Implemented in commit 825763b18f
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2023-09-11 15:36:11 +02:00
Sébastien Villemot
4a0b87fdaf
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2165
2023-09-11 15:34:52 +02:00
Sébastien Villemot
dee66e8351
Merge branch 'cleanup' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2164
2023-09-11 15:33:09 +02:00
Johannes Pfeifer
91dd4d9a83
dyn_first_order_solver.m: remove reference to kstate
2023-09-09 09:23:07 +02:00
Johannes Pfeifer
7eaa974484
Remove unused disp_model_summary.m
2023-09-09 09:22:41 +02:00
Johannes Pfeifer
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
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Closes #1904
2023-09-08 22:04:25 +02:00
Johannes Pfeifer
825763b18f
Move pruned_state_space functions to subfolder
2023-09-08 15:45:41 +02:00
Sébastien Villemot
d601ca4a2e
Merge branch 'var_decomp' into 'master'
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Add variance decomposition for pruned state space
Closes #1836
See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
Johannes Pfeifer
af274aec3f
Remove unused dsample.m and mcompare.m
2023-09-08 14:43:02 +02:00
Johannes Pfeifer
3a851dd8f3
disp_dr.m: remove globals
2023-09-08 14:42:38 +02:00
Johannes Pfeifer
c72763501e
Delete unused dcompare.m
2023-09-08 14:22:09 +02:00
Johannes Pfeifer
290f19c705
resol + stoch_simul.m: header fixes
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Also makes global naming consistent
2023-09-08 11:59:37 +02:00
Johannes Pfeifer
74399f0728
🐛 fix check for Metropolis folder
2023-09-08 10:31:09 +02:00
Johannes Pfeifer
5ac11449ce
slice: move saved files to subfolder
2023-09-08 10:27:35 +02:00
Johannes Pfeifer
bd905360e0
Slice: provide convergence diagnostics even for low number of draws
2023-09-08 10:26:21 +02:00
Johannes Pfeifer
842bf3d687
csminwel1.m: clean up file
2023-09-08 10:02:14 +02:00
Sébastien Villemot
cb0f0e6701
Merge branch 'dynare-irf_matching'
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Ref. !2159
2023-09-08 09:45:51 +02:00
Willi Mutschler
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
Johannes Pfeifer
cd05bfb8a2
Remove unused ghx2transition.m
2023-09-08 08:09:20 +02:00
Johannes Pfeifer
c43308a07b
forcst.m: remove redundant call to make_ex_
2023-09-08 08:08:35 +02:00
Johannes Pfeifer
2fa6c437f7
solve_model_for_online_filter.m: remove redundant call to Lyapunov solver
2023-09-08 08:05:48 +02:00
Johannes Pfeifer
420cbc8202
kalman_transition_matrix.m: remove redundant input argument
2023-09-08 08:03:18 +02:00
Johannes Pfeifer
4e58e22bdd
Variance decomposition with pruning: add unit test
2023-09-08 07:02:43 +02:00
Johannes Pfeifer
c063d53646
th_autocovariances.m: fix matrix dimension
2023-09-07 18:09:28 +02:00
Johannes Pfeifer
f2f1c48baf
compute_moments_varendo.m: cosmetic fixes
2023-09-07 17:52:31 +02:00
Johannes Pfeifer
3dd1ffb8fe
pruned_state_space_system.m: gracefully exit in case of unit roots
2023-09-07 17:52:18 +02:00
Johannes Pfeifer
41ac891f80
Factorize variance decomposition code
2023-09-07 17:13:09 +02:00
Willi Mutschler
a0b443b9f8
Cosmetical changes to headers and message strings
2023-09-07 09:36:27 +02:00
Willi Mutschler
777ec76536
method_of_moments: cosmetical changes to cleanup
2023-09-07 09:36:27 +02:00
Willi Mutschler
55dc4a00d5
method_of_moments: refactor displaying of moments
2023-09-07 09:36:27 +02:00
Willi Mutschler
e025d56a59
method_of_moments: refactor J-Test
2023-09-07 09:36:27 +02:00
Willi Mutschler
07b62fe554
method_of_moments: refactor iterated GMM/SMM estimation
2023-09-07 09:36:27 +02:00
Willi Mutschler
9dc4878f9f
method_of_moments: refactor printing of info to a utility function
2023-09-07 09:36:27 +02:00
Willi Mutschler
e52c007d8b
method_of_moments: cosmetical changes to checks for objective function at initial parameters
2023-09-07 09:36:27 +02:00
Willi Mutschler
fb326638f9
method_of_moments: remove redundant noconstant option check
2023-09-07 09:36:27 +02:00
Willi Mutschler
e170b64713
method_of_moments: refactor steady-state check utility functions
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Reuse same functions from full-information estimation command
2023-09-07 09:36:27 +02:00
Willi Mutschler
b737d46d61
method_of_moments: cosmetical changes to smm shock series
2023-09-07 09:36:27 +02:00
Willi Mutschler
9914d764c2
method_of_moments: refactor data moments computation
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Also rename function to not confuse this with the variable stored in oo_.mom.datamoments.
2023-09-07 09:36:27 +02:00
Willi Mutschler
c0cae0ebaa
method_of_moments: cosmetical changes to mom.objective function
2023-09-07 09:36:27 +02:00
Willi Mutschler
0cd65df72a
method_of_moments: add warnings for problematic prior stderr/corr and value
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Also moved oo_.prior to oo_.mom.prior
2023-09-07 09:36:27 +02:00
Willi Mutschler
017b4f05f6
method_of_moments: cosmetical changes on estimated params initializations
2023-09-07 09:36:27 +02:00
Willi Mutschler
1ef026dc9d
method_of_moments: factorize correct bounds for stderr and corr
2023-09-07 09:36:27 +02:00
Willi Mutschler
180b92cb1e
method_of_moments: refactor penalized estimation with laplace prior
2023-09-07 09:36:27 +02:00
Willi Mutschler
c3327e000c
method_of_moments: refactor matched moments block transformations
2023-09-07 09:36:27 +02:00
Willi Mutschler
0487dd4a77
method_of_moments: refactor and function for default options & initializations
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Also changed:
- options_mom_.vector_output to options_mom_.mom.vector_output
- optimizer_vec to options_mom_.optimizer_vec
- oo_.dr.obs_var to oo_.mom.obs_var
2023-09-07 09:36:27 +02:00
Willi Mutschler
f25188cf2f
method_of_moments: improved header
2023-09-07 09:36:27 +02:00
Willi Mutschler
3c0f3c1c24
Factorize estimation: check steady-state (static, changes parameters)
2023-09-07 09:36:27 +02:00
Willi Mutschler
23f6019cdf
Factorize estimation: check prior stderr and corr parameters
2023-09-07 09:36:27 +02:00
Willi Mutschler
6941bd5516
Factorize estimation: wrapper for tune_mh_jscale
2023-09-07 09:36:27 +02:00
Willi Mutschler
c356db4531
Factorize estimation: set_mcmc_jumping_covariance
2023-09-07 09:36:27 +02:00