Modification of the mod-file to call the online sampler with posterior_sampling_method instead of mode_compute=11.

Frédéric Karamé authored 5 months ago and Sébastien Villemot committed 4 months ago

Make compatible the outputs of the online particle filter with the Dynare routines for presenting results + migrate the Online Particle Filter from nonlinear filters to posterior samplers + make it compatible with commit e4953523 (Efficient_drawing). Now require to create an online option for posterior_sampling_method.

This will facilitate the introduction of dates in shock sequences.

Field names used in the option structure were slightly different depending on
whether the option value was an integer or a date. This is confusing.

This commit aligns the structure field names with the option names. It also
simplifies the logic for histval_file/initval_file option handling.

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Should have been removed in b70d99d1.

Ref. #1859

Ref. #1859

Ref. #1859

– New M_.heterogeneity(i).state_var field
– Misc minor code simplifications

The legacy representation is no longer used for the estimation chain.

Note that this mechanism is not robust (in particular it does not work with the
use_dll option), but this is not new.

Ref. #1859

Ref. #1859

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Bytecode does not support conditional forecasting with block
decomposition (since the derivatives w.r.t. exogenous are no longer provided by
the preprocessor when doing block decomposition). In practice trying this would
lead to a crash.

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Make posterior sampling more efficient and enable posterior objects for SMC and DIME

See merge request Dynare/dynare!2318

It comes after a “return” statement.

Keep only the syntax with 3 arguments: plan, dataset, range.

Closes: #1899

Removes unused prior_analysis_endo_var_list option

GetAllPosteriorDraws.m: make routine more efficient by enabling to output full parameters matrix instead of column vectors

Also factorizes loading of record file to obtain MCMC info by moving it into GetAllPosteriorDraws.m

Reverts of Dynare/dynare@5424fde7

moments_varendo and prior_posterior_statistics: account for different paths of various posterior samplers