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Verified Commit 1c54eb21 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Cosmetic change (remove trailing spaces).

parent a5995aec
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matlab/method_of_moments/method_of_moments.m
View file @ 1c54eb21
......@@ -416,7 +416,7 @@ for jm=1:size(M_.matched_moments,1)
% sort such that t=0 variable comes first
[M_.matched_moments{jm,2},idx_sort] = sort(M_.matched_moments{jm,2},'descend');
M_.matched_moments{jm,1} = M_.matched_moments{jm,1}(idx_sort);
M_.matched_moments{jm,3} = M_.matched_moments{jm,3}(idx_sort);
M_.matched_moments{jm,3} = M_.matched_moments{jm,3}(idx_sort);
end
% find duplicate rows in cell array by making groups according to powers as we can then use cell2mat for the unique function
......@@ -430,14 +430,14 @@ end
% remove duplicate elements
DuplicateMoms = setdiff(1:size(M_.matched_moments_orig,1),UniqueMomIdx);
if ~isempty(DuplicateMoms)
if ~isempty(DuplicateMoms)
fprintf('Found and removed duplicate declared moments in ''matched_moments'' block in rows:\n %s.\n',num2str(DuplicateMoms))
fprintf('Dynare will continue with remaining moment conditions\n');
end
if strcmp(options_mom_.mom.mom_method, 'SMM')
% for SMM we can keep the original structure but get rid of duplicate moments
M_.matched_moments = M_.matched_moments_orig(sort(UniqueMomIdx),:);
M_.matched_moments = M_.matched_moments_orig(sort(UniqueMomIdx),:);
elseif strcmp(options_mom_.mom.mom_method, 'GMM')
% for GMM we use the transformed matched_moments structure
M_.matched_moments = M_.matched_moments(sort(UniqueMomIdx),:);
......@@ -447,7 +447,7 @@ end
first_moment_indicator = find(cellfun(@(x) sum(abs(x))==1,M_.matched_moments(:,3)))';
if options_mom_.prefilter && ~isempty(first_moment_indicator)
fprintf('Centered moments requested (prefilter option is set); therefore, ignore declared first moments in ''matched_moments'' block.\n');
M_.matched_moments(first_moment_indicator,:)=[]; %remove first moments entries
M_.matched_moments(first_moment_indicator,:)=[]; %remove first moments entries
end
options_mom_.mom.mom_nbr = size(M_.matched_moments,1);
......@@ -987,7 +987,7 @@ for jm = 1:size(M_.matched_moments,1)
end
data_mat=[oo_.mom.data_moments oo_.mom.model_moments ];
dyntable(options_mom_, title, headers, labels, data_mat, cellofchararraymaxlength(labels)+2, 10, 7);
if options_mom_.TeX
if options_mom_.TeX
dyn_latex_table(M_, options_mom_, title, ['comparison_moments_', options_mom_.mom.mom_method], headers, labels_TeX, data_mat, cellofchararraymaxlength(labels)+2, 10, 7);
end
......
matlab/method_of_moments/method_of_moments_objective_function.m
View file @ 1c54eb21
......@@ -184,7 +184,7 @@ if strcmp(options_mom_.mom.mom_method,'GMM')
oo_.mom.model_moments_params_derivs(jm,jp) = pruned_state_space.dVar_y(idx1,idx2,jp) + pruned_state_space.dE_y(idx1,jp)*pruned_state_space.E_y(idx2)' + pruned_state_space.E_y(idx1)*pruned_state_space.dE_y(idx2,jp)';
end
end
end
end
else
% Autocovariance
lag = -M_.matched_moments{jm,2}(2); %note that leads/lags in matched_moments are transformed such that first entry is always 0 and the second is a lag
......@@ -200,12 +200,12 @@ if strcmp(options_mom_.mom.mom_method,'GMM')
oo_.mom.model_moments_params_derivs(jm,jp) = vec( pruned_state_space.dVar_yi(idx1,idx2,lag,jp) + pruned_state_space.dE_y(idx1,jp)*pruned_state_space.E_y(idx2)' + pruned_state_space.E_y(idx1)*pruned_state_space.dE_y(idx2,jp)');
end
end
end
end
end
end
end
end
elseif strcmp(options_mom_.mom.mom_method,'SMM')
%------------------------------------------------------------------------------
% 3. Compute Moments of the model solution for normal innovations
......
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
View file @ 1c54eb21
......@@ -253,7 +253,7 @@ method_of_moments(
,'MaxFunEvals' , 1D6 % maximum number of function evaluations allowed, a positive integer
% ,'UseParallel' , 1 % when true (and supported by optimizer) solver estimates gradients in parallel (using Matlab/Octave's parallel toolbox)
% ,'Jacobian' , 'off' % when 'off' gradient-based solvers approximate Jacobian using finite differences; for GMM we can also pass the analytical Jacobian to gradient-based solvers by setting this 'on'
)
)
%, silent_optimizer % run minimization of moments distance silently without displaying results or saving files in between
% Numerical algorithms options
......
tests/estimation/method_of_moments/AnScho/AnScho_matched_moments.mod
View file @ 1c54eb21
......@@ -17,7 +17,7 @@ iINT = strmatch('INT', M_.endo_names,'exact');
% - third entry: power
matched_moments_orig = {
%first-order product moments
[iYGR ] [0 ], [1];
[iYGR ] [-1], [1];
......@@ -27,7 +27,7 @@ matched_moments_orig = {
[iINFL ] [2 ], [1];
[iINT ] [-2], [1];
[iINT ] [2 ], [1];
%second-order contemporenous product moments
[iYGR ] [0 ], [2 ];
[iYGR ] [-1 ], [2 ];
......@@ -54,7 +54,7 @@ matched_moments_orig = {
[iYGR iINFL] [5 -3], [1 1];
[iYGR iINFL] [5 -3], [1 1];
[iINT iINFL] [2 3], [1 1];
[iYGR ] [0 ], [3 ];
[iYGR iYGR ] [-3 -3 ], [1 2 ];
[iYGR iYGR ] [-3 -3 ], [1 2 ];
......@@ -64,12 +64,12 @@ matched_moments_orig = {
[iINFL iINT ] [1 0 ], [4 2 ];
[iYGR iINFL iINT] [0 -3 5], [2 4 6];
[iINFL iYGR iINT] [-3 0 5], [4 2 6];
[iINFL iYGR iINT] [-3 0 5], [4 2 6];
[iINFL iYGR iINT] [-3 0 5], [4 2 6];
};
% Removed duplicate moment conditions
matched_moments_no_duplicate= {
%first-order product moments
[iYGR ] [0 ], [1];
% [iYGR ] [-1], [1];
......@@ -79,7 +79,7 @@ matched_moments_no_duplicate= {
[iINFL ] [2 ], [1];
[iINT ] [-2], [1];
% [iINT ] [2 ], [1];
%second-order contemporenous product moments
[iYGR ] [0 ], [2 ];
% [iYGR ] [-1 ], [2 ];
......@@ -106,7 +106,7 @@ matched_moments_no_duplicate= {
[iYGR iINFL] [5 -3], [1 1];
% [iYGR iINFL] [5 -3], [1 1];
[iINT iINFL] [2 3], [1 1];
[iYGR ] [0 ], [3 ];
% [iYGR iYGR ] [-3 -3 ], [1 2 ];
% [iYGR iYGR ] [-3 -3 ], [1 2 ];
......@@ -116,7 +116,7 @@ matched_moments_no_duplicate= {
% [iINFL iINT ] [1 0 ], [4 2 ];
[iYGR iINFL iINT] [0 -3 5], [2 4 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
};
......@@ -131,4 +131,4 @@ if ~isequal(M_.matched_moments,matched_moments_no_duplicate)
error('Removal of duplicate moment conditions failed!')
else
fprintf('Removal of duplicate moment conditions was successful!\n\n')
end
\ No newline at end of file
end
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