Commit Graph

38 Commits (b3ce518433c271cc8bc25b9470b5e2f86f9876a1)

Author SHA1 Message Date
Johannes Pfeifer b3ce518433 Further naming consistency improvements 2023-10-25 11:22:50 +02:00
Johannes Pfeifer cbf57b1af6
set_state_space.m: remove unused options_ input argument 2023-10-11 09:30:45 -04:00
Johannes Pfeifer 94207ab851
🐛 check_for_calibrated_covariances.m: correct logic of check
Did not properly distinguish between unset correlation and starting value of 0
2023-10-11 09:26:04 -04:00
Johannes Pfeifer f34653b0f7 mom.objective_function.m: remove unused input 2023-10-02 09:22:36 +02:00
Johannes Pfeifer fa29689b13 mom.get_data_moments.m: do not pass full oo_ structure 2023-10-02 09:19:29 +02:00
Sébastien Villemot 0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5. The present
commit updates this workaround following the move to the Meson build system.

By the way, use consistent variable naming in tests/run_mod_file.m.
2023-09-28 15:17:00 +02:00
Willi Mutschler c8be1a3274
Refactor mode_check codes 2023-09-19 13:26:33 +02:00
Johannes Pfeifer ac0ecde1d9 mom: fix incorrect options-reference 2023-09-12 19:24:32 +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
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
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 0cd65df72a
method_of_moments: add warnings for problematic prior stderr/corr and value
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
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
Sébastien Villemot 37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
This is a move towards a more functional programming style.
2023-06-07 17:58:19 +02:00
Sébastien Villemot ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).

We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.

We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Johannes Pfeifer 176baa2215 MoM: fix reading of XLS-files by assigning sheet info to base workspace
Closes https://git.dynare.org/Dynare/dynare/-/issues/1840
2022-03-30 09:59:36 +02:00
Johannes Pfeifer f3bf8fb814 MOM: add missing debug option 2022-03-24 15:28:03 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Johannes Pfeifer 4ef4b929d5 mom: fix error message if matched_moments-block is missing 2022-01-25 16:26:12 +01:00
Johannes Pfeifer d5a2015ded mom: gracefully exit if unobserved moments are matched. 2021-12-08 09:38:41 +01:00
Sébastien Villemot b74c37d5e4
One last Octave compatibility fix
Closes: #1749
2021-09-17 15:22:07 +02:00
Sébastien Villemot 55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1916
2021-08-30 16:37:55 +02:00
Johannes Pfeifer e944b783b9 method_of_moments: move to separate namespace 2021-08-16 14:08:31 +02:00