c4bf6d079f
Add documentation for irf matching
2023-12-21 02:40:27 +01:00
c46eef685d
irf_matching: add test for interface
2023-12-21 01:49:40 +01:00
2f07fa2921
irf_matching: adaptations for new interface
2023-12-21 01:49:40 +01:00
f14bbc73b1
preprocessor: add new matched_irfs and matched_irfs_weights blocks
2023-12-21 01:49:40 +01:00
329f0d2d54
method_of_moments: Remove unused output from IRF Matching for GMM/SMM
2023-12-21 01:48:28 +01:00
68b92a1ab9
method_of_moments: fixes required by changes introduced with SMC
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60c0ed0180
2023-12-21 01:48:28 +01:00
8987576ff5
irf_matching: make test files finish faster
2023-12-21 01:48:28 +01:00
9148b5b210
irf_matching: add message for explosive irfs to get_error_message
2023-12-21 01:48:28 +01:00
0b839467e6
method_of_moments: consistently use uppercases for NaN, Inf, IRFs
2023-12-21 01:48:28 +01:00
547bdcc99b
irf_matching: fixed CET (2016) test and some cosmetical changes
2023-12-21 01:48:28 +01:00
0787589479
method_of_moments: use / instead of filesep for latex filenames
2023-12-21 01:48:28 +01:00
37efafe475
method_of_moments: cosmetical changes to comments and messages
2023-12-21 01:48:28 +01:00
7f60674dae
irf_matching: Add CET (2016, Econometrica) test
2023-12-21 01:48:28 +01:00
bd3ca58727
method_of_moments: remove spurious diag(diag(x))
2023-12-21 01:48:28 +01:00
65f8b56fb0
irf_matching: add checks for inverse and logdet of weighting matrix
2023-12-21 01:48:28 +01:00
2521314c39
irf_matching: make comparison graph prettier
2023-12-21 01:48:28 +01:00
378e38c8c2
method_of_moments: remove to do list and maintaining authors
2023-12-21 01:48:28 +01:00
c59daa6139
method_of_moments: use underscore instead of camel case for variables
2023-12-21 01:48:28 +01:00
937ee0ef77
irf_matching: add steady-state as input to irf_matching_file
2023-12-21 01:48:28 +01:00
8515a195ab
method_of_moments: add irf_matching to run script
2023-12-21 01:48:28 +01:00
8a29933c6e
method_of_moments: adapt comparison and display scripts for irf_matching
2023-12-21 01:48:28 +01:00
f210ffa3ae
method_of_moments: add irf_matching to print_info_on_estimation_settings
2023-12-21 01:48:28 +01:00
20ec0a6c97
method_of_moments: add irf_matching to objective_function
2023-12-21 01:48:28 +01:00
e9871d7d47
method_of_moments: cosmetical changes
2023-12-21 01:48:28 +01:00
459842e4f6
irfmatching: add mode_compute_irf_matching function
2023-12-21 01:48:28 +01:00
2d8bcd6918
irfmatching: add function to translate irf_matching blocks into useful structures
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This needs to be adapted once we implement an interface in the preprocessor
2023-12-21 01:48:28 +01:00
c45c0efeba
irfmatching: add options and checks to options_mom_
2023-12-21 01:48:28 +01:00
613b3869e1
irfmatching: add function to check for existence of irf_matching_file
2023-12-21 01:48:28 +01:00
95bfb84014
method_of_moments: cosmetical changes to headers, comments, semicolons
2023-12-21 01:48:28 +01:00
37c7ca2d97
method_of_moments: don't use oo_ as input
2023-12-21 01:48:28 +01:00
dedbb3be57
method_of_moments: rename Bounds to BoundsInfo
2023-12-21 01:48:28 +01:00
d7850a2bbe
Merge branch 'bugfixes' into 'master'
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Bugfixes for parallel and estimation
See merge request Dynare/dynare!2244
2023-12-20 19:24:39 +00:00
b435aa7f27
Cosmetical change for use_mh_covariance_matrix
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With use_mh_covariance_matrix we do not load previous simulations, but only base the proposal density on a previous run; so skip the display.
2023-12-20 18:22:41 +01:00
f8a6020d2b
🐛 Fix bug in 4a6783
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options_ is missing as an input argument for compute_posterior_covariance_matrix
2023-12-20 18:22:41 +01:00
5f1ae3bb19
🐛 Fix bugs in parallel toolbox introduced in 47af0c
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1. 'fGlobalVar' was misspelled
2. Removing the eval crashes the parallel option as global variables are not passed correctly. Because it originally was an assignment where the variable named options_ was assigned to fGlobalVar.options_, but after 47af0cdewe only assign the string 'options_' stored in GlobalNames{j}.
2023-12-20 18:22:41 +01:00
bc69f6a102
Initial scripts for packaging Dynare for MATLAB Online
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[skip ci]
2023-12-20 17:24:19 +01:00
8b9d1d1346
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2245
2023-12-20 14:04:32 +01:00
38d1c0538a
Merge branch 'posterior_moments' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2242
2023-12-20 14:03:18 +01:00
774cb18aac
posterior_moments.m: do not request density if output is not used
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removes indicator and replaces it by nargout-check
2023-12-20 09:14:03 +01:00
b215eedb4b
NK_baseline.mod: set up shocks block in a way that standard deviation parameters can be estimated
2023-12-20 08:39:21 +01:00
fb18777e58
Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2243
2023-12-19 18:34:37 +01:00
311808db0a
Merge branch 'header_fix' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2241
2023-12-19 18:32:46 +01:00
52b92ce64d
Merge branch 'parallel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2240
2023-12-19 18:32:24 +01:00
ba52789020
_mc_analysis: move all files to estimation folder for consistency
2023-12-19 14:45:29 +01:00
c52c21ca24
posterior moments: explicitly load required variables
2023-12-19 14:45:29 +01:00
e649fa5494
Merge branch 'ep' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2239
2023-12-19 09:55:23 +01:00
346d2acbdf
Merge branch 'outputs' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2238
2023-12-19 09:54:38 +01:00
278e767ea1
closeSlave.m: remove duplicated condition and restore warning
2023-12-19 09:04:27 +01:00
90ced5ca47
slaveParallel.m: minor cleanup
2023-12-19 09:03:30 +01:00
c9db9809d0
Drop unused options_.minimal_workspace
2023-12-18 20:42:16 +01:00
Willi Mutschler
Sébastien Villemot
Johannes Pfeifer