diff --git a/matlab/estimation/check_bounds_and_definiteness_estimation.m b/matlab/estimation/check_bounds_and_definiteness_estimation.m index 54410b1d4a1b26c23b3ae88935f9c7a5aaa03c70..a25478026cd33fd4bb795034c7a0ae21bd3a0fc4 100644 --- a/matlab/estimation/check_bounds_and_definiteness_estimation.m +++ b/matlab/estimation/check_bounds_and_definiteness_estimation.m @@ -12,7 +12,7 @@ function [fval,info,exit_flag,Q,H]=check_bounds_and_definiteness_estimation(xpar % OUTPUTS % - fval [double] scalar, value of the likelihood or posterior kernel. % - info [integer] 4 by 1 vector, informations resolution of the model and evaluation of the likelihood. -% - exit_flag [integer] scalar, equal to 1 (no issues when evaluating the likelihood) or 0 (not able to evaluate the likelihood). +% - exit_flag [logical] scalar, equal to 1 (no issues when evaluating the likelihood) or 0 (not able to evaluate the likelihood). % - Q [matrix] Covariance matrix of structural shocks % - H [matrix] Covariance matrix of measurement errors diff --git a/matlab/estimation/dsge_likelihood.m b/matlab/estimation/dsge_likelihood.m index 6a72e9e38a4b97c9e3325e36d49582a01e56713a..265373e1a94aa97bd77a4fc8b84694bb3687394c 100644 --- a/matlab/estimation/dsge_likelihood.m +++ b/matlab/estimation/dsge_likelihood.m @@ -21,17 +21,17 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,M_,options_,baye % - derivatives_info [structure] derivative info for identification % % OUTPUTS -% - fval [double] scalar, value of minus the likelihood or posterior kernel. -% - info [integer] 4×1 vector, informations resolution of the model and evaluation of the likelihood. -% - exit_flag [integer] scalar, equal to 1 (no issues when evaluating the likelihood) or 0 (not able to evaluate the likelihood). -% - DLIK [double] Vector with score of the likelihood -% - Hess [double] asymptotic hessian matrix. -% - SteadyState [double] steady state level for the endogenous variables -% - trend_coeff [double] Matrix of doubles, coefficients of the deterministic trend in the measurement equation. -% - M_ [struct] Updated M_ structure described in INPUTS section. -% - options_ [struct] Updated options_ structure described in INPUTS section. -% - bayestopt_ [struct] See INPUTS section. -% - dr [structure] Reduced form model. +% - fval [double] scalar, value of minus the likelihood or posterior kernel. +% - info [integer] 4×1 vector, informations resolution of the model and evaluation of the likelihood. +% - exit_flag [logical] scalar, equal to 1 (no issues when evaluating the likelihood) or 0 (not able to evaluate the likelihood). +% - DLIK [double] Vector with score of the likelihood +% - Hess [double] asymptotic hessian matrix. +% - SteadyState [double] steady state level for the endogenous variables +% - trend_coeff [double] Matrix of doubles, coefficients of the deterministic trend in the measurement equation. +% - M_ [struct] Updated M_ structure described in INPUTS section. +% - options_ [struct] Updated options_ structure described in INPUTS section. +% - bayestopt_ [struct] See INPUTS section. +% - dr [struct] Reduced form model. % % This function is called by: dynare_estimation_1, mode_check % This function calls: dynare_resolve, lyapunov_symm, lyapunov_solver, compute_Pinf_Pstar, kalman_filter_d, missing_observations_kalman_filter_d, diff --git a/matlab/estimation/dynare_estimation_init.m b/matlab/estimation/dynare_estimation_init.m index ffa982c0c29a434a867a655288db6e00f0d217b1..2e7165a387d5a3ab3ab9038d11a0d687c4e39cd9 100644 --- a/matlab/estimation/dynare_estimation_init.m +++ b/matlab/estimation/dynare_estimation_init.m @@ -3,32 +3,30 @@ function [dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, % Performs initialization tasks before estimation or global sensitivity analysis % % INPUTS -% var_list_: selected endogenous variables vector -% dname: alternative directory name -% gsa_flag: flag for GSA operation (optional) -% M_: structure storing the model information -% options_: structure storing the options -% oo_: structure storing the results -% estim_params_: structure storing information about estimated -% parameters -% bayestopt_: structure storing information about priors +% - var_list_ [cell] selected endogenous variables +% - dname [char] row array, alternative directory name +% - gsa_flag [logical] flag for GSA operation +% - M_ [struct] +% - options_ [struct] +% - oo_ [struct] +% - estim_params_ [struct] +% - bayestopt_ [struct] % OUTPUTS -% dataset_: the dataset after required transformation -% dataset_info: Various informations about the dataset (descriptive statistics and missing observations). -% xparam1: initial value of estimated parameters as returned by -% set_prior() or loaded from mode-file -% hh: hessian matrix at the loaded mode (or empty matrix) -% M_: structure storing the model information -% options_: structure storing the options -% oo_: structure storing the results -% estim_params_: structure storing information about estimated -% parameters -% bayestopt_: structure storing information about priors -% bounds: structure containing prior bounds +% - dataset_: [struct] the dataset after required transformation +% - dataset_info: [struct] Various informations about the dataset (descriptive statistics and missing observations). +% - xparam1: [double] initial value of estimated parameters as returned by set_prior() or loaded from mode-file +% - hh: [double] hessian matrix at the loaded mode (or empty matrix) +% - M_: [struct] model information +% - options_: [struct] storing the options +% - oo_: [struct] results +% - Prior [dprior] Description of the prior beliefs +% - estim_params_: [struct] Information about estimated parameters +% - bayestopt_: [struct] Information about priors +% - bounds: [struct] prior bounds % % SPECIAL REQUIREMENTS -% none +% none % Copyright © 2003-2024 Dynare Team % diff --git a/matlab/estimation/initial_estimation_checks.m b/matlab/estimation/initial_estimation_checks.m index 03596d646e0ae361b0770b4244e8a600e8e9f253..bab50ffecdd480eee4f7e8099a6a3b9953989f25 100644 --- a/matlab/estimation/initial_estimation_checks.m +++ b/matlab/estimation/initial_estimation_checks.m @@ -1,26 +1,27 @@ -function oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,dataset_info,M_,estim_params_,options_,bayestopt_,BoundsInfo,oo_) -% function oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,dataset_info,M_,estim_params_,options_,bayestopt_,BoundsInfo,oo_) +function oo_ = initial_estimation_checks(objective_function, xparam1, dataset_, dataset_info, M_, Prior, estim_params_, options_, bayestopt_, BoundsInfo, oo_) + % Checks data (complex values, ML evaluation, initial values, BK conditions,..) % % INPUTS -% objective_function [function handle] of the objective function -% xparam1 [vector] of parameters to be estimated -% dataset_ [dseries] object storing the dataset -% dataset_info [structure] storing informations about the sample. -% M_ [structure] describing the model -% estim_params_ [structure] characterizing parameters to be estimated -% options_ [structure] describing the options -% bayestopt_ [structure] describing the priors -% BoundsInfo [structure] containing prior bounds -% oo_ [structure] storing the results +% - objective_function [function handle] objective function +% - xparam1 [double] vector of parameters to be estimated +% - dataset_ [dseries] object storing the dataset +% - dataset_info [struct] storing informations about the sample. +% - M_ [struct] describing the model +% - Prior [dprior] prior distribution +% - estim_params_ [struct] characterizing parameters to be estimated +% - options_ [struct] describing the options +% - bayestopt_ [struct] describing the priors +% - BoundsInfo [struct] containing prior bounds +% - oo_ [struct] storing the results % % OUTPUTS -% oo_ [structure] storing the results +% - oo_ [struct] storing the results % % SPECIAL REQUIREMENTS % none -% Copyright © 2003-2023 Dynare Team +% Copyright © 2003-2024 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/utilities/estimation/check_prior_stderr_corr.m b/matlab/utilities/estimation/check_prior_stderr_corr.m index 867e0ba7cd4876dc1c53f4ae5f72b01dda6305a0..c724390cf2e41a93f06f943fb5ad0a2b51a98601 100644 --- a/matlab/utilities/estimation/check_prior_stderr_corr.m +++ b/matlab/utilities/estimation/check_prior_stderr_corr.m @@ -1,21 +1,15 @@ -function check_prior_stderr_corr(estim_params_,bayestopt_) -% function check_prior_stderr_corr(estim_params_,bayestopt_) -% ------------------------------------------------------------------------- -% Check if the prior allows for negative standard deviations and -% correlations larger than +-1. If so, issue a warning. -% ------------------------------------------------------------------------- +function check_prior_stderr_corr(estim_params_, Prior) + +% Check if the prior allows for negative standard deviations and correlations larger than +-1. If so, issue a warning. +% % INPUTS -% o estim_params_: [struct] information on estimated parameters -% o bayestopt_: [struct] information on priors -% ------------------------------------------------------------------------- +% - estim_params_ [struct] Information on estimated parameters +% - Prior [dprior] Prior distribution +% % OUTPUTS -% none, but issues a warning if the prior allows for negative standard -% ------------------------------------------------------------------------- -% This function is called by -% o initial_estimation_checks.m -% ------------------------------------------------------------------------- +% none, but issues a warning if the prior allows for negative standard -% Copyright © 2023 Dynare Team +% Copyright © 2023-2024 Dynare Team % % This file is part of Dynare. %