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Verified Commit f210ffa3 authored by Willi Mutschler's avatar Willi Mutschler
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method_of_moments: add irf_matching to print_info_on_estimation_settings

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1 merge request!2191IRF Matching
function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters) function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters, doBayesianEstimation)
% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters) % print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters, doBayesianEstimation)
% ------------------------------------------------------------------------- % -------------------------------------------------------------------------
% Print information on the method of moments estimation settings to the console % Print information on the method of moments estimation settings to the console
% ------------------------------------------------------------------------- % -------------------------------------------------------------------------
% INPUTS % INPUTS
% options_mom_ [struct] options for the method of moments estimation % options_mom_ [struct] options for the method of moments estimation
% number_of_estimated_parameters [integer] number of estimated parameters % number_of_estimated_parameters [integer] number of estimated parameters
% doBayesianEstimation [boolean] true if the estimation is Bayesian
% ------------------------------------------------------------------------- % -------------------------------------------------------------------------
% OUTPUT % OUTPUT
% No output, just displays the chosen settings % No output, just displays the chosen settings
...@@ -35,7 +36,7 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par ...@@ -35,7 +36,7 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par
% along with Dynare. If not, see <https://www.gnu.org/licenses/>. % along with Dynare. If not, see <https://www.gnu.org/licenses/>.
fprintf('\n---------------------------------------------------\n'); fprintf('\n---------------------------------------------------\n')
if strcmp(options_mom_.mom.mom_method,'SMM') if strcmp(options_mom_.mom.mom_method,'SMM')
fprintf('Simulated method of moments with'); fprintf('Simulated method of moments with');
elseif strcmp(options_mom_.mom.mom_method,'GMM') elseif strcmp(options_mom_.mom.mom_method,'GMM')
...@@ -51,7 +52,16 @@ if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_meth ...@@ -51,7 +52,16 @@ if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_meth
fprintf('\n - penalized estimation using deviation from prior mean and weighted with prior precision'); fprintf('\n - penalized estimation using deviation from prior mean and weighted with prior precision');
end end
end end
if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
if doBayesianEstimation
fprintf('Bayesian Impulse Response Function Matching with');
else
fprintf('Frequentist Impulse Response Function Matching with');
end
if ~isempty(options_mom_.mom.irf_matching_file.name)
fprintf('\n - irf_matching_file: %s',[options_mom_.mom.irf_matching_file.path filesep options_mom_.mom.irf_matching_file.name '.m']);
end
end
for i = 1:length(options_mom_.optimizer_vec) for i = 1:length(options_mom_.optimizer_vec)
if i == 1 if i == 1
str = '- optimizer (mode_compute'; str = '- optimizer (mode_compute';
...@@ -108,10 +118,10 @@ for i = 1:length(options_mom_.optimizer_vec) ...@@ -108,10 +118,10 @@ for i = 1:length(options_mom_.optimizer_vec)
end end
end end
if options_mom_.order > 0 if options_mom_.order > 0
fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order); fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order)
end end
if options_mom_.order > 1 && options_mom_.pruning if options_mom_.order > 1 && options_mom_.pruning
fprintf(' (with pruning)'); fprintf(' (with pruning)')
end end
if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_method,'SMM') if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_method,'SMM')
if strcmp(options_mom_.mom.mom_method,'GMM') && options_mom_.mom.analytic_standard_errors if strcmp(options_mom_.mom.mom_method,'GMM') && options_mom_.mom.analytic_standard_errors
...@@ -120,6 +130,8 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth ...@@ -120,6 +130,8 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
fprintf('\n - standard errors: numerical derivatives'); fprintf('\n - standard errors: numerical derivatives');
end end
fprintf('\n - number of matched moments: %d', options_mom_.mom.mom_nbr); fprintf('\n - number of matched moments: %d', options_mom_.mom.mom_nbr);
elseif strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
fprintf('\n - number of matched irfs: %d', options_mom_.mom.mom_nbr);
end end
fprintf('\n - number of parameters: %d', number_of_estimated_parameters); fprintf('\n - number of parameters: %d', number_of_estimated_parameters);
fprintf('\n\n'); fprintf('\n\n');
\ No newline at end of file
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