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
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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
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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
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
Sébastien Villemot
37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
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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
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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
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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
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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
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Closes : #1749
2021-09-17 15:22:07 +02:00
Sébastien Villemot
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
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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