Sébastien Villemot
97a86b5b35
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-15169'
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Ref. !1912
Closes : #1114
2021-08-30 16:15:30 +02:00
Sébastien Villemot
d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1903
2021-08-30 16:13:29 +02:00
Sébastien Villemot
85c37636dd
Preprocessor update
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— 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
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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).
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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
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Stéphane Adjemian
8228a32d5c
Merge branch 'block_fixes' into 'master'
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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'
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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
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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
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(@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
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(@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
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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
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(@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
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(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
Johannes Pfeifer
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
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(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
Johannes Pfeifer
cc04ef6ebf
Particle filter: document remaining options
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(@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
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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
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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
Willi Mutschler
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
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
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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
Willi Mutschler
31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
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//wip
2021-08-16 10:58:35 +02:00
Willi Mutschler
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
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