777ec76536
method_of_moments: cosmetical changes to cleanup
2023-09-07 09:36:27 +02:00
55dc4a00d5
method_of_moments: refactor displaying of moments
2023-09-07 09:36:27 +02:00
e025d56a59
method_of_moments: refactor J-Test
2023-09-07 09:36:27 +02:00
07b62fe554
method_of_moments: refactor iterated GMM/SMM estimation
2023-09-07 09:36:27 +02:00
9dc4878f9f
method_of_moments: refactor printing of info to a utility function
2023-09-07 09:36:27 +02:00
e52c007d8b
method_of_moments: cosmetical changes to checks for objective function at initial parameters
2023-09-07 09:36:27 +02:00
fb326638f9
method_of_moments: remove redundant noconstant option check
2023-09-07 09:36:27 +02:00
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
b737d46d61
method_of_moments: cosmetical changes to smm shock series
2023-09-07 09:36:27 +02:00
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
c0cae0ebaa
method_of_moments: cosmetical changes to mom.objective function
2023-09-07 09:36:27 +02:00
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
017b4f05f6
method_of_moments: cosmetical changes on estimated params initializations
2023-09-07 09:36:27 +02:00
1ef026dc9d
method_of_moments: factorize correct bounds for stderr and corr
2023-09-07 09:36:27 +02:00
180b92cb1e
method_of_moments: refactor penalized estimation with laplace prior
2023-09-07 09:36:27 +02:00
c3327e000c
method_of_moments: refactor matched moments block transformations
2023-09-07 09:36:27 +02:00
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
f25188cf2f
method_of_moments: improved header
2023-09-07 09:36:27 +02:00
3c0f3c1c24
Factorize estimation: check steady-state (static, changes parameters)
2023-09-07 09:36:27 +02:00
23f6019cdf
Factorize estimation: check prior stderr and corr parameters
2023-09-07 09:36:27 +02:00
6941bd5516
Factorize estimation: wrapper for tune_mh_jscale
2023-09-07 09:36:27 +02:00
c356db4531
Factorize estimation: set_mcmc_jumping_covariance
2023-09-07 09:36:27 +02:00
aa99eff81d
Factorize estimation: set_mcmc_prior_bounds
2023-09-07 09:36:27 +02:00
7f22414843
Factorize estimation: checks for VAROBS
2023-09-07 09:36:27 +02:00
688d847489
Factorize estimation: check_mode_file
2023-09-07 09:36:27 +02:00
c21f75887d
Factorize estimation: check_hessian_at_the_mode
2023-09-07 09:36:27 +02:00
dd2c816df0
compute_mh_covariance_matrix: remove globals
2023-09-07 09:36:27 +02:00
d8105a3237
Cosmetical changes
2023-09-07 09:36:27 +02:00
960c075420
Replace "Estimation::mcmc::" by a variable
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This enables re-using estimation functions for other Bayesian estimation routines such as Bayesian method_of_moments and printing it nicer to the console.
2023-09-07 09:36:27 +02:00
6551b88fc8
Merge branch 'truncated_normal' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2161
2023-09-07 08:56:13 +02:00
9e2b387d0a
Merge branch 'prior_sampling' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2162
2023-09-07 08:55:18 +02:00
8f79e848f0
Remove remnants of GPU code
2023-09-07 08:00:05 +02:00
9afd75ca9b
th_autocovariances.m: rework routing to clarify approach
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Changes reflect model representation with 1 lag only
2023-09-06 22:14:19 +02:00
7283838a0f
dynare_config.m: sort added paths
2023-09-06 22:11:35 +02:00
02b4242c75
Remove MATLAB:dividebyzero identifier
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Was removed from Matlab
2023-09-06 15:09:39 +02:00
5f68504919
prior sampling: suppress loop output
2023-09-06 14:14:31 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
16f921ed62
Add Meson build system
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Mostly working. The testsuite remains to be done.
In particular, windows/deps/mkoctfile64 is modified to print its version number
on stdout instead of stderr. This is what the standard mkoctfile does, and it
allows easier capture of the output from Meson.
2023-09-04 18:04:00 +02:00
b0503ce994
macOS package: fix x13as clean rule
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[skip ci]
2023-09-01 16:28:29 +02:00
6747f2130e
Perfect foresight: fix illegal memory read with bytecode + endval_steady
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The exogenous steady state vector was passed as a row-vector to
evaluate_steady_state, thus leading to an incorrectly-sized matrix passed to
bytecode when checking the steady state on the dynamic model (when different
from the static model).
2023-09-01 14:52:57 +02:00
bd9943a695
Bytecode: fix memory leak in Evaluate class
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The newly-created FBEGINBLOCK_ and FCALL_ instances were freed using a
base-class pointer. But the latter does not have a virtual destructor.
Those class instances are now stored by value in containers, so that the
destructor of the derived class is used.
2023-09-01 14:52:57 +02:00
9e5bd75611
Manual: update Sumudu’s affiliation
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[skip ci]
2023-09-01 14:52:57 +02:00
7e92438601
Merge branch 'x13' into 'master'
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Allow x13 to deal with missing values
See merge request Dynare/dynare!2158
2023-08-31 08:43:49 +00:00
c70f2f1e4b
Allow x13 to deal with missing values
2023-08-31 09:07:51 +02:00
0d21927381
Merge branch 'mod_comp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2157
2023-08-30 11:47:22 +02:00
01011cb849
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2156
2023-08-30 11:46:47 +02:00
38f36258ed
Merge branch 'endogenous_prior' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2153
2023-08-30 11:45:54 +02:00
8888711266
Testsuite: remove workaround for glibc bug #19329
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The bug is fixed in glibc 2.34, which is included in Debian “bookworm” 12 and
Ubuntu 22.04 LTS.
2023-08-30 11:38:01 +02:00
bda2b1a1e9
Windows and macOS packages, README.md: bump to x13as 1.1-b60
2023-08-30 11:31:22 +02:00
1bbfcf426e
Windows package: bump to Octave 8.3.0
2023-08-30 11:28:20 +02:00
Willi Mutschler
Sébastien Villemot
Johannes Pfeifer