diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m index 14e98e375f01c96f736d59e37e5ea1c60cbf3f7f..ce3ce20cb34bf386b81a52c59612beb001817b77 100644 --- a/matlab/+mom/run.m +++ b/matlab/+mom/run.m @@ -96,11 +96,6 @@ function [oo_, options_mom_, M_] = run(bayestopt_, options_, oo_, estim_params_, % o test_for_deep_parameters_calibration % o transform_prior_to_laplace_prior % o warning_config -% ------------------------------------------------------------------------- -% Maintaining Author(s): -% o Willi Mutschler (willi@mutschler.eu) -% o Johannes Pfeifer (johannes.pfeifer@unibw.de) -% ------------------------------------------------------------------------- % Copyright © 2020-2023 Dynare Team % @@ -119,47 +114,6 @@ function [oo_, options_mom_, M_] = run(bayestopt_, options_, oo_, estim_params_, % You should have received a copy of the GNU General Public License % along with Dynare. If not, see <https://www.gnu.org/licenses/>. - -% ------------------------------------------------------------------------- -% TO DO LISTS AND IDEAS -% ------------------------------------------------------------------------- -% GENERAL -% - PREPROCESSOR CHANGE CALL TO FUNCTION (SEE ABOVE) -% - document all options in manual -% - document analytic_jacobian better -% - do endogenous_prior_restrictions work?, create test for prior restrictions file -% - implement penalty objective function for optimization -% - test optimizers (what about analytic Jacobians? Also check if mode compute is a string and additional optimizers also a string) -% - factorize mode_compute codes -% - analytic_jacobian with mode_compute 5 -% - decide on default mode_compute -% - use same names for variables (e.g. for weighting matrix) -% - mom.objective_function: check the info values and make use of meaningful penalties (which numbers do we use??) -% - add Approximate Bayesian Computation (ABC) option -% - merge mode_compute functions for GMM/SMM and IRF_MATCHING -% GMM/SMM -% - do true Bayesian MCMC sampling and not just penalized -% - speed up pruned_state_space_system (by using doubling with old initial values, hardcoding zeros, other "tricks" used in e.g. nlma) -% - add option to use autocorrelations (we have useautocorr in identification toolbox already) -% - deal with measurement errors (once @wmutschl has implemented this in identification toolbox) -% - display scaled moments -% - enable to use first moments even if prefilter option is set -% IRF_MATCHING/SMM -% - add option to do simulations with extended path -% - add option to do simulations with perfect_foresight and perfect_foresight_with_expectation_errors -% - add option to do simulations with occbin -% - factorize stoch_simul irf codes that are the same as in mom.objective_function -% IRF_MATCHING -% - add analytic_standard_errors and analytic_jacobian (at least for order=1) -% - What about iterating over mode_compute and updating the weighting matrix? Is that also useful for IRF_MATCHING? -% Can we also use optimal_weighting_matrix for IRF_MATCHING or is this done outside of our codes? -% - check all mode compute options (and also optim options) -% - use_penalized_objective_for_hessian -% - do we need bayesian_irf? If not remove as option -% - check order > 1 -% - print more info to console - - fprintf('\n==== Method of Moments Estimation (%s) ====\n\n',options_mom_.mom.mom_method);