diff --git a/tests/estimation/method_of_moments/CET/cet_imh.mod b/tests/estimation/method_of_moments/CET/cet_imh.mod index 31897499c50d2ec204869b7eb88237bc64f11b4f..44d91a7ee3df862e0a6f806a43b694a83fdaa004 100644 --- a/tests/estimation/method_of_moments/CET/cet_imh.mod +++ b/tests/estimation/method_of_moments/CET/cet_imh.mod @@ -1,7 +1,7 @@ % ------------------------------------------------------------------------- % Functionality testing of Bayesian IRF matching with % - independent Metropolis-Hastings -% - >1 MCMC chains +% - more than one MCMC chains % ------------------------------------------------------------------------- % Copyright © 2023 Dynare Team diff --git a/tests/estimation/method_of_moments/CET/cet_model.inc b/tests/estimation/method_of_moments/CET/cet_model.inc index 07dacf507e21522b9970cf421e3e3b126ebc9b66..678d6fe0708d99baa0bb2f98d03a5127bd10ae11 100644 --- a/tests/estimation/method_of_moments/CET/cet_model.inc +++ b/tests/estimation/method_of_moments/CET/cet_model.inc @@ -726,6 +726,7 @@ ry , 0.01, , , gamma_pdf , 0.10, 0.050; b , , , , beta_pdf , 0.50, 0.150; sigmaa , , , , gamma_pdf , 0.50, 0.300; Spp , , , , gamma_pdf , 8.00, 2.000; +@#ifndef LESSPARAMS alfa , , , , beta_pdf , 0.33, 0.025; thetaG , 0.10, , , beta_pdf , 0.50, 0.200; deltapercent , , , , gamma_pdf , 0.50, 0.400; @@ -737,6 +738,7 @@ sig_epsR , , , , gamma_pdf , 0.65, 0.050; sig_muz , , , , gamma_pdf , 0.10, 0.050; sig_mupsi , , , , gamma_pdf , 0.10, 0.050; rhomupsi , , , , beta_pdf , 0.75, 0.100; +@#endif end; @#endif diff --git a/tests/estimation/method_of_moments/CET/cet_rwmh.mod b/tests/estimation/method_of_moments/CET/cet_rwmh.mod index 785be680088d2d1184d7f2a6e2e5ce90990e3755..870d12b628bd51167e0452fdf4c09ad006ef096e 100644 --- a/tests/estimation/method_of_moments/CET/cet_rwmh.mod +++ b/tests/estimation/method_of_moments/CET/cet_rwmh.mod @@ -22,7 +22,7 @@ % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see <https://www.gnu.org/licenses/>. - +@#define LESSPARAMS=1 @#include "cet_model.inc" options_.prior_interval= 0.95; @@ -93,10 +93,10 @@ method_of_moments(mom_method = irf_matching , mode_file = cet_original_mode %, nobs %, no_posterior_kernel_density -%, nodiagnostic -%, nodisplay -%, nograph -%, noprint +, nodiagnostic +, nodisplay +, nograph +, noprint %, optim %, order %, penalized_estimator @@ -178,7 +178,7 @@ method_of_moments(mom_method = irf_matching , mh_drop = 0.5 , mh_jscale = 0.5 , mh_nblocks = 1 -, mh_replic=2000 +, mh_replic=200 , mode_compute = 0 , mode_file = 'cet_rwmh_results_1/method_of_moments/cet_rwmh_mode' , plot_priors = 0 @@ -207,7 +207,7 @@ method_of_moments(mom_method = irf_matching , mh_drop = 0.5 , mh_jscale = 0.5 , mh_nblocks = 1 -, mh_replic=600 +, mh_replic=60 , mode_compute = 0 , plot_priors = 0 , posterior_sampling_method = 'random_walk_metropolis_hastings' diff --git a/tests/estimation/method_of_moments/CET/cet_slice.mod b/tests/estimation/method_of_moments/CET/cet_slice.mod index db8d71cae841730779ccee8f24c4de73a1f35e9d..27a5652fce0cf2c30b53ef6f8433e7ada24cbb51 100644 --- a/tests/estimation/method_of_moments/CET/cet_slice.mod +++ b/tests/estimation/method_of_moments/CET/cet_slice.mod @@ -22,7 +22,7 @@ % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see <https://www.gnu.org/licenses/>. - +@#define LESSPARAMS=1 @#include "cet_model.inc" options_.prior_interval= 0.95; @@ -79,7 +79,7 @@ method_of_moments(mom_method = irf_matching , mh_nblocks = 1 %, mh_posterior_mode_estimation %, mh_recover -, mh_replic=80 +, mh_replic=40 % too few draws yield error due to non positive definite covariance in the following estimations %, mh_tune_guess = 0.5 %, mh_tune_jscale = 0.33 %, mom_burnin @@ -95,7 +95,7 @@ method_of_moments(mom_method = irf_matching %, no_posterior_kernel_density %, nodiagnostic %, nodisplay -%, nograph +, nograph %, noprint %, optim %, order @@ -173,8 +173,9 @@ close all; method_of_moments(mom_method = irf_matching , irf_matching_file = cet_irf_matching_file , mh_nblocks = 1 -, mh_replic=20 +, mh_replic=10 , plot_priors = 0 +, nograph , load_mh_file , posterior_sampling_method = 'slice' , posterior_sampler_options = ('rotated',1 @@ -194,8 +195,9 @@ close all; method_of_moments(mom_method = irf_matching , irf_matching_file = cet_irf_matching_file , mh_nblocks = 1 -, mh_replic=20 +, mh_replic=10 , plot_priors = 0 +, nograph , mode_compute = 1 , posterior_sampling_method = 'slice' , posterior_sampler_options = ('rotated',1 diff --git a/tests/estimation/method_of_moments/CET/cet_tarb.mod b/tests/estimation/method_of_moments/CET/cet_tarb.mod index ff5023ba925a5b10951ae030d82bafa813dbc9fb..f7af30dee1652e03451459dc382e9e7c779fb6e0 100644 --- a/tests/estimation/method_of_moments/CET/cet_tarb.mod +++ b/tests/estimation/method_of_moments/CET/cet_tarb.mod @@ -20,7 +20,7 @@ % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see <https://www.gnu.org/licenses/>. - +@#define LESSPARAMS=1 @#include "cet_model.inc" options_.prior_interval= 0.95; @@ -74,7 +74,7 @@ method_of_moments(mom_method = irf_matching , mh_nblocks = 1 %, mh_posterior_mode_estimation %, mh_recover -, mh_replic=25 +, mh_replic=5 %, mh_tune_guess = 0.5 %, mh_tune_jscale = 0.33 %, mom_burnin @@ -84,13 +84,13 @@ method_of_moments(mom_method = irf_matching %, mode_check_neighbourhood_size %, mode_check_number_of_points %, mode_check_symmetric_plots = 0 -, mode_compute = 1 +, mode_compute = 0 , mode_file = cet_original_mode %, nobs %, no_posterior_kernel_density %, nodiagnostic %, nodisplay -%, nograph +, nograph %, noprint %, optim %, order @@ -172,6 +172,7 @@ method_of_moments(mom_method = irf_matching , mode_compute = 4 , mode_file = 'cet_tarb_results/method_of_moments/cet_tarb_mh_mode' , plot_priors = 0 +, nograph ); %%%%%%%%%%%