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14472 Commits (45aad05670f17efc2e103649e86e51ecabd66ca9)

Author SHA1 Message Date
Sébastien Villemot d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1903
 2021-08-30 16:13:29 +02:00
Sébastien Villemot 85c37636dd
Preprocessor update 
— method_of_moments: move to namespace
— add updated_covariance option
 2021-08-30 16:12:42 +02:00
Johannes Pfeifer 83ea804fcc estimation: remove invalid check for presence of constant 
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
 2021-08-20 13:31:48 +02:00
Johannes Pfeifer 459fce927b mode_check.m: take care of almost binding bounds 2021-08-20 13:29:37 +02:00
Johannes Pfeifer 58b336b263 mode_check.m: fix logical condition that may otherwise lead to 0 size of interval 2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis) d3678edbbe
Add try/catch block (cherry-picking failures). 
Close and delete generated file if cherry picking fails for any reason.
 2021-08-19 13:03:44 +02:00
Johannes Pfeifer f273c09e71 lyapunov_solver.m: make baseline compatible with sparse matrices 2021-08-19 11:16:24 +02:00
Stéphane Adjemian (Charybdis) ec3127a0ba
Updated preprocessor (missing option in occbin_setup). 2021-08-18 15:20:35 +02:00
Johannes Pfeifer 7037940124 Update CONTRIBUTING.md 2021-08-18 12:36:14 +00:00
Johannes Pfeifer b605846d7d Update CONTRIBUTING.md 2021-08-18 12:29:44 +00:00
Johannes Pfeifer cf6621187e
Add example for system prior 
(@stepan removed trailing spaces)
 2021-08-17 19:39:02 +02:00
Stéphane Adjemian 8228a32d5c Merge branch 'block_fixes' into 'master' 
Fix two bugs for block decomposed models

See merge request Dynare/dynare!1911
 2021-08-17 17:18:18 +00:00
Stéphane Adjemian 8ae7b23843 Merge branch 'occbin_output' into 'master' 
Occbin: remove redundant output

See merge request Dynare/dynare!1910
 2021-08-17 17:15:07 +00:00
Johannes Pfeifer b8c76a96e3 block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
Johannes Pfeifer 5e29a6082f dr_block.m: make sure zx has correct dimensions if no initval is present 
Also do earlier check for loglinear option
 2021-08-17 14:26:28 +02:00
Johannes Pfeifer 60bf0fd387 block_kalman_filter: request missing output argument 2021-08-17 14:25:31 +02:00
Johannes Pfeifer c809e1c0a1
Further set of documentation fixes 2021-08-17 11:13:24 +02:00
Johannes Pfeifer 41b3146273
occbin: add description of filter_use_relaxation 
(@stepan removed trailing space)
 2021-08-17 11:10:08 +02:00
Johannes Pfeifer a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning 2021-08-17 11:06:01 +02:00
Johannes Pfeifer 0b491b3b09
Estimation: fix header column widths in display of results 2021-08-17 10:57:53 +02:00
Johannes Pfeifer 948e4e7540
Manual: correct default for optimizer following a5995aec03 
(@stepan removed trailing space)
 2021-08-17 10:51:24 +02:00
Johannes Pfeifer e944b783b9 method_of_moments: move to separate namespace 2021-08-16 14:08:31 +02:00
Johannes Pfeifer f6efb4ddb2
dynare_lex.py: add keywords 2021-08-16 13:14:25 +02:00
Johannes Pfeifer 21f3e120dd
Manual: update link to equation tag wiki 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
 2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis) a0685c6693
Fix sphinx warning (title underline too short). 2021-08-16 13:01:17 +02:00
Johannes Pfeifer cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context 
(@stepan removed trailing whitespaces)
 2021-08-16 12:58:09 +02:00
Johannes Pfeifer 64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done 
(@stepan removed trailing whitepaces)
 2021-08-16 12:51:37 +02:00
Johannes Pfeifer 89b6ecf900
Manual: add warnings regarding the use of auxiliary variables 
(@stepan removed trailing spaces)
 2021-08-16 12:47:54 +02:00
Johannes Pfeifer cc04ef6ebf
Particle filter: document remaining options 
(@stepan removed trailing spaces)
 2021-08-16 12:41:42 +02:00
Johannes Pfeifer 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
Johannes Pfeifer 12cd217edf
Occbin: add documentation 2021-08-16 11:41:07 +02:00
Johannes Pfeifer 564855af4a
Occbin: add example 2021-08-16 11:37:53 +02:00
Johannes Pfeifer bfd92e79a7
Occbin: udpate options 2021-08-16 11:37:53 +02:00
Johannes Pfeifer 35b2a24cc5
dr.tex: update footnote 
Related to https://git.dynare.org/Dynare/dynare/-/issues/7
 2021-08-16 11:25:39 +02:00
Johannes Pfeifer 3ba57f497f
Documentation: various LaTeX modernizations 
- 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
Willi Mutschler a5995aec03
MoM: Check availability of optim toolbox for default mode_compute 
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
Willi Mutschler 0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad 2021-08-16 10:58:35 +02:00
Willi Mutschler f5ec70a06d
MoM: Refactor AnScho test case 
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
Willi Mutschler 31f3bfa3d0
MoM: Changed some defaults and cosmetical changes 
//wip
 2021-08-16 10:58:35 +02:00
Willi Mutschler fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results 
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
Willi Mutschler 49cba34358
📖 Fix references in documentation 2021-08-16 10:41:07 +02:00
Willi Mutschler c24445e8e4
📖 Added @Johannes review of MoM documentation 2021-08-16 10:41:07 +02:00
Willi Mutschler 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
Johannes Pfeifer 3c02d0c5b0 Occbin: remove redundant output 2021-08-10 13:54:59 +02:00
Johannes Pfeifer 862b6d1387 manual: correct description of how to change HPI 2021-08-08 11:00:57 +02:00