diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 8d09b4f7c1fad974e03578c79251a54bea337183..401d2ce59e4fa440bfca7bbd4c3ebbc9539525a3 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -5276,6 +5276,7 @@ block decomposition of the model (see :opt:`block`). end; .. block:: estimated_params ; + estimated_params (overwrite) ; |br| This block lists all parameters to be estimated and specifies bounds and priors as necessary. @@ -5465,8 +5466,14 @@ block decomposition of the model (see :opt:`block`). end; - It is possible to have several ``estimated_params`` blocks, in which case - they will be concatenated. + It is possible to have several ``estimated_params`` blocks. By default, + subsequent blocks are concatenated with the previous ones; this can be + useful when building models in a modular fashion (see also + :bck:`estimated_params_remove` for that use case). However, if an + ``estimated_params`` block has the ``overwrite`` option, its contents + becomes the new list of estimated parameters, cancelling previous blocks; + this can be useful when doing several estimations in a single ``.mod`` + file. .. block:: estimated_params_init ; estimated_params_init (OPTIONS...); diff --git a/preprocessor b/preprocessor index 5ffbc5bad31c306f561d673cde36d460cb5906c1..7dde09169ecd4b5e32b3cd35bef88958a262ec11 160000 --- a/preprocessor +++ b/preprocessor @@ -1 +1 @@ -Subproject commit 5ffbc5bad31c306f561d673cde36d460cb5906c1 +Subproject commit 7dde09169ecd4b5e32b3cd35bef88958a262ec11 diff --git a/tests/TeX/fs2000_corr_ME.mod b/tests/TeX/fs2000_corr_ME.mod index efb79485f118850b9627a2488d4dd07f378d7e05..31aa48351d767a0a9c6d23aace8f12e6da5fc05a 100644 --- a/tests/TeX/fs2000_corr_ME.mod +++ b/tests/TeX/fs2000_corr_ME.mod @@ -158,7 +158,7 @@ estimation(order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_c -estimated_params; +estimated_params(overwrite); //alp, beta_pdf, 0.356, 0.02; gam, normal_pdf, 0.0085, 0.003; //del, beta_pdf, 0.01, 0.005; diff --git a/tests/analytic_derivatives/fs2000_analytic_derivation.mod b/tests/analytic_derivatives/fs2000_analytic_derivation.mod index 9cf36ae9f37e68abf6708bcff37d151935175b9e..05a35aaec28429627313b356d08a589fb2fd410d 100644 --- a/tests/analytic_derivatives/fs2000_analytic_derivation.mod +++ b/tests/analytic_derivatives/fs2000_analytic_derivation.mod @@ -101,7 +101,7 @@ if abs(fval_ML_1-fval_ML_2)>1e-5 || abs(fval_ML_1-fval_ML_3)>1e-5 end options_.debug=0; -estimated_params; +estimated_params(overwrite); alp, beta_pdf, 0.356, 0.02; rho, beta_pdf, 0.129, 0.100; psi, beta_pdf, 0.65, 0.05; diff --git a/tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod b/tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod index 6b680714904df1e801dae1b194fcc77a347dae6a..85427c0426cf46c3e006493b9a1144aaf1bfe4c7 100644 --- a/tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod +++ b/tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod @@ -46,10 +46,8 @@ end; @#for estimParams in [0, 1, 2] - clear estim_params_; - @#if estimParams == 0 - estimated_params; + estimated_params(overwrite); %DELTA, 0.025; %BETTA, 0.984; %B, 0.5; @@ -61,7 +59,7 @@ end; @#endif @#if estimParams == 1 - estimated_params; + estimated_params(overwrite); %DELTA, , 0, 1; %BETTA, , 0, 1; %B, , 0, 1; @@ -73,7 +71,7 @@ end; @#endif @#if estimParams == 2 - estimated_params; + estimated_params(overwrite); %DELTA, 0.025, 0, 1, normal_pdf, 0.02, 0.5; %BETTA, 0.98, 0, 1, beta_pdf, 0.90, 0.25; %B, 0.45, 0, 1, normal_pdf, 0.40, 0.5; @@ -122,4 +120,4 @@ end; @#endif @#endfor -@#endfor \ No newline at end of file +@#endfor diff --git a/tests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod b/tests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod index aaaaeec594e933a8b3899147672bc7c155affb84..a59fdce8b90e407501b6e11339aeac670b69cdff 100644 --- a/tests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod +++ b/tests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod @@ -72,9 +72,8 @@ options_.solveopt.TolXConstraint=1e-3; @#for estimParams in [0, 1, 2] - clear estim_params_; @#if estimParams == 0 - estimated_params; + estimated_params(overwrite); %DELTA, 0.025; %BETTA, 0.984; %B, 0.5; @@ -87,7 +86,7 @@ options_.solveopt.TolXConstraint=1e-3; @#endif @#if estimParams == 1 - estimated_params; + estimated_params(overwrite); %DELTA, , 0, 1; %BETTA, , 0, 1; %B, , 0, 1; @@ -100,7 +99,7 @@ options_.solveopt.TolXConstraint=1e-3; @#endif @#if estimParams == 2 - estimated_params; + estimated_params(overwrite); %DELTA, 0.025, 0, 1, normal_pdf, 0.02, 0.5; %BETTA, 0.98, 0, 1, beta_pdf, 0.90, 0.25; %B, 0.45, 0, 1, normal_pdf, 0.40, 0.5; diff --git a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod index 4adf4272131e6893472efc79baf84cba4ac4e880..16ebcedd2faee9d6669941b5cb3e9ac76befad8b 100644 --- a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod +++ b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod @@ -116,7 +116,7 @@ estimation(order=1,datafile=fsdat_simul,mode_check,smoother,filter_decomposition -estimated_params; +estimated_params(overwrite); //alp, beta_pdf, 0.356, 0.02; gam, normal_pdf, 0.0085, 0.003; //del, beta_pdf, 0.01, 0.005; diff --git a/tests/moments/fs2000_post_moments.mod b/tests/moments/fs2000_post_moments.mod index a28deb64e7b17cdd94927ccc109f75ddd5659a85..ea70e28b1a5cdd2e817f09c64fbae9d169e41a09 100644 --- a/tests/moments/fs2000_post_moments.mod +++ b/tests/moments/fs2000_post_moments.mod @@ -181,7 +181,7 @@ for var_iter_1=1:nvars end // case with measurement error -estimated_params; +estimated_params(overwrite); alp, beta_pdf, 0.356, 0.02; bet, beta_pdf, 0.993, 0.002; gam, normal_pdf, 0.0085, 0.003;