diff --git a/matlab/+mom/display_comparison_moments.m b/matlab/+mom/display_comparison_moments.m
index bcd1584edcb2e728dd8a399babaddddfef13689d..a9e703a14f6ef5794ff40478df470e16dd16b2f5 100644
--- a/matlab/+mom/display_comparison_moments.m
+++ b/matlab/+mom/display_comparison_moments.m
@@ -1,8 +1,8 @@
function display_comparison_moments(M_, options_mom_, data_moments, model_moments)
-% function display_comparison_moments(M_, options_mom_, data_moments, model_moments)
+% display_comparison_moments(M_, options_mom_, data_moments, model_moments)
% -------------------------------------------------------------------------
% Displays and saves to disk the comparison of the data moments and the model moments
-% =========================================================================
+% -------------------------------------------------------------------------
% INPUTS
% M_: [structure] model information
% options_mom_: [structure] method of moments options
@@ -19,7 +19,8 @@ function display_comparison_moments(M_, options_mom_, data_moments, model_moment
% o dyn_latex_table
% o dyntable
% o cellofchararraymaxlength
-% =========================================================================
+% -------------------------------------------------------------------------
+
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
@@ -36,7 +37,7 @@ function display_comparison_moments(M_, options_mom_, data_moments, model_moment
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% =========================================================================
+
titl = ['Comparison of matched data moments and model moments (',options_mom_.mom.mom_method,')'];
headers = {'Moment','Data','Model'};
diff --git a/matlab/+mom/get_data_moments.m b/matlab/+mom/get_data_moments.m
index aedf02f28976349dd5b5e3c2ffce1bf76da67e3b..16b128813ad414bcade16aca42b0aea8fe41b3b7 100644
--- a/matlab/+mom/get_data_moments.m
+++ b/matlab/+mom/get_data_moments.m
@@ -1,7 +1,8 @@
function [dataMoments, m_data] = get_data_moments(data, obs_var, inv_order_var, matched_moments_, options_mom_)
% [dataMoments, m_data] = get_data_moments(data, obs_var, inv_order_var, matched_moments_, options_mom_)
-% This function computes the user-selected empirical moments from data
-% =========================================================================
+% -------------------------------------------------------------------------
+% Computes the user-selected empirical moments from data
+% -------------------------------------------------------------------------
% INPUTS
% o data [T x varobs_nbr] data set
% o obs_var: [integer] index of observables
@@ -16,7 +17,8 @@ function [dataMoments, m_data] = get_data_moments(data, obs_var, inv_order_var,
% This function is called by
% o mom.run
% o mom.objective_function
-% =========================================================================
+% -------------------------------------------------------------------------
+
% Copyright © 2020-2023 Dynare Team
%
% This file is part of Dynare.
@@ -33,11 +35,7 @@ function [dataMoments, m_data] = get_data_moments(data, obs_var, inv_order_var,
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% -------------------------------------------------------------------------
-% Author(s):
-% o Willi Mutschler (willi@mutschler.eu)
-% o Johannes Pfeifer (johannes.pfeifer@unibw.de)
-% =========================================================================
+
% Initialization
T = size(data,1); % Number of observations (T)
diff --git a/matlab/+mom/matched_moments_block.m b/matlab/+mom/matched_moments_block.m
index a0b44c70b87b848001c744849b4fee29107c8760..9bdf9da739fbca66338a273a0c587d234df4b879 100644
--- a/matlab/+mom/matched_moments_block.m
+++ b/matlab/+mom/matched_moments_block.m
@@ -68,7 +68,7 @@ end
% remove duplicate elements
DuplicateMoms = setdiff(1:size(matched_moments_orig,1),UniqueMomIdx);
if ~isempty(DuplicateMoms)
- fprintf('Duplicate declared moments found and removed in ''matched_moments'' block in rows:\n %s.\n',num2str(DuplicateMoms))
+ fprintf('Duplicate declared moments found and removed in ''matched_moments'' block in rows:\n %s.\n',num2str(DuplicateMoms));
fprintf('Dynare will continue with remaining moment conditions\n');
end
if strcmp(mom_method, 'SMM')
diff --git a/matlab/+mom/mode_compute_gmm_smm.m b/matlab/+mom/mode_compute_gmm_smm.m
index c4d28f53844b91239b3637c4cf14d87492c1a6db..77d0e075d916e119dba3dad6e8a9346bb5bc019a 100644
--- a/matlab/+mom/mode_compute_gmm_smm.m
+++ b/matlab/+mom/mode_compute_gmm_smm.m
@@ -57,7 +57,7 @@ function [xparam1, weighting_info, mom_verbose] = mode_compute_gmm_smm(xparam0,
mom_verbose = [];
if size(options_mom_.mom.weighting_matrix,1)>1 && ~(any(strcmpi('diagonal',options_mom_.mom.weighting_matrix)) || any(strcmpi('optimal',options_mom_.mom.weighting_matrix)))
- fprintf('\nYou did not specify the use of an optimal or diagonal weighting matrix. There is no point in running an iterated method of moments.\n')
+ fprintf('\nYou did not specify the use of an optimal or diagonal weighting matrix. There is no point in running an iterated method of moments.\n');
end
for stage_iter = 1:size(options_mom_.mom.weighting_matrix,1)
@@ -91,17 +91,17 @@ for stage_iter = 1:size(options_mom_.mom.weighting_matrix,1)
try
load(options_mom_.mom.weighting_matrix{stage_iter},'weighting_matrix')
catch
- error(['method_of_moments: No matrix named ''weighting_matrix'' could be found in ',options_mom_.mom.weighting_matrix{stage_iter},'.mat !'])
+ error(['method_of_moments: No matrix named ''weighting_matrix'' could be found in ',options_mom_.mom.weighting_matrix{stage_iter},'.mat !']);
end
[nrow, ncol] = size(weighting_matrix);
if ~isequal(nrow,ncol) || ~isequal(nrow,length(data_moments)) %check if square and right size
- error(['method_of_moments: ''weighting_matrix'' must be square and have ',num2str(length(data_moments)),' rows and columns!'])
+ error(['method_of_moments: ''weighting_matrix'' must be square and have ',num2str(length(data_moments)),' rows and columns!']);
end
end
try % check for positive definiteness of weighting_matrix
weighting_info.Sw = chol(weighting_matrix);
catch
- error('method_of_moments: Specified ''weighting_matrix'' is not positive definite. Check whether your model implies stochastic singularity!')
+ error('method_of_moments: Specified ''weighting_matrix'' is not positive definite. Check whether your model implies stochastic singularity!');
end
for optim_iter = 1:length(options_mom_.optimizer_vec)
@@ -126,9 +126,9 @@ for stage_iter = 1:size(options_mom_.mom.weighting_matrix,1)
fval = fval'*fval;
end
end
- fprintf('\nStage %d Iteration %d: Value of minimized moment distance objective function: %12.10f.\n',stage_iter,optim_iter,fval)
+ fprintf('\nStage %d Iteration %d: Value of minimized moment distance objective function: %12.10f.\n',stage_iter,optim_iter,fval);
if options_mom_.mom.verbose
- fprintf('\n''verbose'' option: ')
+ fprintf('\n''verbose'' option: ');
std_via_invhessian_xparam1_iter = NaN(size(xparam1));
tbl_title_iter = sprintf('FREQUENTIST %s (STAGE %d ITERATION %d) VERBOSE',options_mom_.mom.mom_method,stage_iter,optim_iter);
field_name_iter = sprintf('%s_stage_%d_iter_%d',lower(options_mom_.mom.mom_method),stage_iter,optim_iter);
diff --git a/matlab/+mom/objective_function.m b/matlab/+mom/objective_function.m
index 2514a295603f851fd00b568549c7371e5d117809..6562f96628eab12bd9f6060ff7606018f2808314 100644
--- a/matlab/+mom/objective_function.m
+++ b/matlab/+mom/objective_function.m
@@ -145,7 +145,7 @@ if strcmp(options_mom_.mom.mom_method,'GMM')
indpcorr = estim_params_.corrx(:,1:2); % values correspond to varexo declaration order, row number corresponds to order in estimated_params
end
if estim_params_.nvn || estim_params_.ncn % nvn is number of stderr parameters and ncn is number of corr parameters of measurement innovations as declared in estimated_params
- error('Analytic computation of standard errrors does not (yet) support measurement errors.\nInstead, define them explicitly as varexo and provide measurement equations in the model definition.\nAlternatively, use numerical standard errors.')
+ error('Analytic computation of standard errrors does not (yet) support measurement errors.\nInstead, define them explicitly as varexo and provide measurement equations in the model definition.\nAlternatively, use numerical standard errors.');
end
modparam_nbr = estim_params_.np; % number of model parameters as declared in estimated_params
stderrparam_nbr = estim_params_.nvx; % number of stderr parameters
diff --git a/matlab/+mom/optimal_weighting_matrix.m b/matlab/+mom/optimal_weighting_matrix.m
index c09e56fd37789831a79a1654ba71dc907be54c29..11459f08c9f26b1dc64edf973d14294c9d415645 100644
--- a/matlab/+mom/optimal_weighting_matrix.m
+++ b/matlab/+mom/optimal_weighting_matrix.m
@@ -2,9 +2,10 @@ function W_opt = optimal_weighting_matrix(m_data, moments, q_lag)
% W_opt = optimal_weighting_matrix(m_data, moments, q_lag)
% -------------------------------------------------------------------------
% This function computes the optimal weigthing matrix by a Bartlett kernel with maximum lag q_lag
-% Adapted from replication codes of
-% o Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018): "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications", Review of Economic Studies, 85(1):1-49.
-% =========================================================================
+% Adapted from replication codes of Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018):
+% "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications",
+% Review of Economic Studies, 85(1):1-49.
+% -------------------------------------------------------------------------
% INPUTS
% o m_data [T x numMom] selected data moments at each point in time
% o moments [numMom x 1] selected estimated moments (either data_moments or estimated model_moments)
@@ -18,8 +19,9 @@ function W_opt = optimal_weighting_matrix(m_data, moments, q_lag)
% -------------------------------------------------------------------------
% This function calls:
% o CorrMatrix (embedded)
-% =========================================================================
-% Copyright © 2020-2021 Dynare Team
+% -------------------------------------------------------------------------
+
+% Copyright © 2020-2023 Dynare Team
%
% This file is part of Dynare.
%
@@ -35,19 +37,15 @@ function W_opt = optimal_weighting_matrix(m_data, moments, q_lag)
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% -------------------------------------------------------------------------
-% Author(s):
-% o Willi Mutschler (willi@mutschler.eu)
-% o Johannes Pfeifer (johannes.pfeifer@unibw.de)
-% =========================================================================
-% Initialize
-[T,num_Mom] = size(m_data); %note that in m_data NaN values (due to leads or lags in matched_moments and missing data) were replaced by the mean
+
+% initialize
+[T,num_Mom] = size(m_data); % note that in m_data NaN values (due to leads or lags in matched_moments and missing data) were replaced by the mean
% center around moments (could be either data_moments or model_moments)
h_Func = m_data - repmat(moments',T,1);
-% The required correlation matrices
+% the required correlation matrices
GAMA_array = zeros(num_Mom,num_Mom,q_lag);
GAMA0 = Corr_Matrix(h_Func,T,num_Mom,0);
if q_lag > 0
@@ -56,7 +54,7 @@ if q_lag > 0
end
end
-% The estimate of S
+% the estimate of S
S = GAMA0;
if q_lag > 0
for ii=1:q_lag
@@ -64,11 +62,11 @@ if q_lag > 0
end
end
-% The estimate of W
+% the estimate of W
W_opt = S\eye(size(S,1));
-W_opt=(W_opt+W_opt')/2; %assure symmetry
-end
+W_opt=(W_opt+W_opt')/2; % ensure symmetry
+end % main function end
% The correlation matrix
function GAMA_corr = Corr_Matrix(h_Func,T,num_Mom,v)
@@ -77,4 +75,4 @@ function GAMA_corr = Corr_Matrix(h_Func,T,num_Mom,v)
GAMA_corr = GAMA_corr + h_Func(t-v,:)'*h_Func(t,:);
end
GAMA_corr = GAMA_corr/T;
-end
+end % Corr_Matrix end
\ No newline at end of file
diff --git a/matlab/+mom/print_info_on_estimation_settings.m b/matlab/+mom/print_info_on_estimation_settings.m
index 45dfe832a551db8189f5b3fe7082b742a5a6e57d..69da168b318488130e1289c7835d9f95da47b5e8 100644
--- a/matlab/+mom/print_info_on_estimation_settings.m
+++ b/matlab/+mom/print_info_on_estimation_settings.m
@@ -1,11 +1,11 @@
function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
-% function print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
+% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
% -------------------------------------------------------------------------
% Print information on the method of moments estimation settings to the console
-% =========================================================================
+% -------------------------------------------------------------------------
% INPUTS
-% options_mom_ [struct] Options for the method of moments estimation
-% number_of_estimated_parameters [integer] Number of estimated parameters
+% options_mom_ [struct] options for the method of moments estimation
+% number_of_estimated_parameters [integer] number of estimated parameters
% -------------------------------------------------------------------------
% OUTPUT
% No output, just displays the chosen settings
@@ -15,7 +15,8 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par
% -------------------------------------------------------------------------
% This function calls
% o skipline
-% =========================================================================
+% -------------------------------------------------------------------------
+
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
@@ -32,8 +33,9 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% =========================================================================
-fprintf('\n---------------------------------------------------\n')
+
+
+fprintf('\n---------------------------------------------------\n');
if strcmp(options_mom_.mom.mom_method,'SMM')
fprintf('Simulated method of moments with');
elseif strcmp(options_mom_.mom.mom_method,'GMM')
@@ -106,10 +108,10 @@ for i = 1:length(options_mom_.optimizer_vec)
end
end
if options_mom_.order > 0
- fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order)
+ fprintf('\n - stochastic simulations with perturbation order: %d', options_mom_.order);
end
if options_mom_.order > 1 && options_mom_.pruning
- fprintf(' (with pruning)')
+ fprintf(' (with pruning)');
end
if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_method,'SMM')
if strcmp(options_mom_.mom.mom_method,'GMM') && options_mom_.mom.analytic_standard_errors
diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m
index 3109e7d720ee695aa700deed0b1eae5afa30ddbd..182011c0b4af9c7dc787f5a69f285f5c4fbce6a6 100644
--- a/matlab/+mom/run.m
+++ b/matlab/+mom/run.m
@@ -122,7 +122,7 @@ function [oo_, options_mom_, M_] = run(bayestopt_, options_, oo_, estim_params_,
% - enable first moments despite prefilter
% - do "true" Bayesian GMM and SMM not only penalized
-fprintf('\n==== Method of Moments Estimation (%s) ====\n\n',options_mom_.mom.mom_method)
+fprintf('\n==== Method of Moments Estimation (%s) ====\n\n',options_mom_.mom.mom_method);
% -------------------------------------------------------------------------
@@ -130,18 +130,18 @@ fprintf('\n==== Method of Moments Estimation (%s) ====\n\n',options_mom_.mom.mom
% -------------------------------------------------------------------------
if isempty(estim_params_) % structure storing the info about estimated parameters in the estimated_params block
if ~(isfield(estim_params_,'nvx') && (size(estim_params_.var_exo,1)+size(estim_params_.var_endo,1)+size(estim_params_.corrx,1)+size(estim_params_.corrn,1)+size(estim_params_.param_vals,1))==0)
- error('method_of_moments: You need to provide an ''estimated_params'' block!')
+ error('method_of_moments: You need to provide an ''estimated_params'' block!');
else
- error('method_of_moments: The ''estimated_params'' block must not be empty!')
+ error('method_of_moments: The ''estimated_params'' block must not be empty!');
end
end
if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_method,'SMM')
if ~isfield(M_,'matched_moments') || isempty(M_.matched_moments) % structure storing the moments used for GMM and SMM estimation
- error('method_of_moments: You need to provide a ''matched_moments'' block for ''mom_method=%s''!',options_mom_.mom.mom_method)
+ error('method_of_moments: You need to provide a ''matched_moments'' block for ''mom_method=%s''!',options_mom_.mom.mom_method);
end
end
if (~isempty(estim_params_.var_endo) || ~isempty(estim_params_.corrn)) && strcmp(options_mom_.mom.mom_method, 'GMM')
- error('method_of_moments: GMM estimation does not support measurement error(s) yet. Please specify them as a structural shock!')
+ error('method_of_moments: GMM estimation does not support measurement error(s) yet. Please specify them as a structural shock!');
end
doBayesianEstimation = [estim_params_.var_exo(:,5); estim_params_.var_endo(:,5); estim_params_.corrx(:,6); estim_params_.corrn(:,6); estim_params_.param_vals(:,5)];
if all(doBayesianEstimation~=0)
@@ -149,10 +149,10 @@ if all(doBayesianEstimation~=0)
elseif all(doBayesianEstimation==0)
doBayesianEstimation = false;
else
- error('method_of_moments: Estimation must be either fully Frequentist or fully Bayesian. Maybe you forgot to specify a prior distribution!')
+ error('method_of_moments: Estimation must be either fully Frequentist or fully Bayesian. Maybe you forgot to specify a prior distribution!');
end
if ~isfield(options_,'varobs')
- error('method_of_moments: VAROBS statement is missing!')
+ error('method_of_moments: VAROBS statement is missing!');
end
check_varobs_are_endo_and_declared_once(options_.varobs,M_.endo_names);
@@ -258,7 +258,7 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
not_observed_variables=setdiff(oo_.dr.inv_order_var([M_.matched_moments{:,1}]),options_mom_.mom.obs_var);
if ~isempty(not_observed_variables)
skipline;
- error('method_of_moments: You specified moments involving %s, but it is not a varobs!',M_.endo_names{oo_.dr.order_var(not_observed_variables)})
+ error('method_of_moments: You specified moments involving %s, but it is not a varobs!',M_.endo_names{oo_.dr.order_var(not_observed_variables)});
end
end
@@ -342,7 +342,7 @@ else
BoundsInfo.lb = lb;
BoundsInfo.ub = ub;
if options_mom_.mom.penalized_estimator
- fprintf('Penalized estimation turned off as you did not declare priors\n')
+ fprintf('Penalized estimation turned off as you did not declare priors\n');
options_mom_.mom.penalized_estimator = 0;
end
end
@@ -355,7 +355,7 @@ if options_mom_.use_calibration_initialization
try
check_prior_bounds(xparam0,BoundsInfo,M_,estim_params_,options_mom_,bayestopt_);
catch last_error
- fprintf('Cannot use parameter values from calibration as they violate the prior bounds.')
+ fprintf('Cannot use parameter values from calibration as they violate the prior bounds.');
rethrow(last_error);
end
else
@@ -391,8 +391,8 @@ if doBayesianEstimation
% check value of prior density
[~,~,~,info]= priordens(xparam0,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
if any(info)
- fprintf('The prior density evaluated at the initial values is Inf for the following parameters: %s\n',bayestopt_.name{info,1})
- error('The initial value of the prior is -Inf!')
+ fprintf('The prior density evaluated at the initial values is Inf for the following parameters: %s\n',bayestopt_.name{info,1});
+ error('The initial value of the prior is -Inf!');
end
end
@@ -405,7 +405,7 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
% Check if datafile has same name as mod file
[~,name] = fileparts(options_mom_.datafile);
if strcmp(name,M_.fname)
- error('method_of_moments: ''datafile'' and mod file are not allowed to have the same name; change the name of the ''datafile''!')
+ error('method_of_moments: ''datafile'' and mod file are not allowed to have the same name; change the name of the ''datafile''!');
end
dataset_ = makedataset(options_mom_);
% set options for old interface from the ones for new interface
@@ -421,7 +421,7 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
% Get data moments for the method of moments
[oo_.mom.data_moments, oo_.mom.m_data] = mom.get_data_moments(dataset_.data, options_mom_.mom.obs_var, oo_.dr.inv_order_var, M_.matched_moments, options_mom_);
if ~isreal(dataset_.data)
- error('method_of_moments: The data moments contain complex values!')
+ error('method_of_moments: The data moments contain complex values!');
end
end
@@ -470,7 +470,7 @@ else
end
[oo_.steady_state, info, steady_state_changes_parameters] = check_steady_state_changes_parameters(M_, estim_params_, oo_, options_mom_, steadystate_check_flag_vec);
if info(1)
- fprintf('\nThe steady state at the initial parameters cannot be computed.\n')
+ fprintf('\nThe steady state at the initial parameters cannot be computed.\n');
print_info(info, 0, options_mom_);
end
if steady_state_changes_parameters && strcmp(options_mom_.mom.mom_method,'GMM') && options_mom_.mom.analytic_standard_errors
@@ -496,9 +496,9 @@ try
[fval, info] = feval(objective_function, xparam0, oo_.mom.data_moments, weighting_info, options_mom_, M_, estim_params_, bayestopt_, BoundsInfo, oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
elapsed_time = toc(tic_id);
if isnan(fval)
- error('method_of_moments: The initial value of the objective function with identity weighting matrix is NaN!')
+ error('method_of_moments: The initial value of the objective function with identity weighting matrix is NaN!');
elseif imag(fval)
- error('method_of_moments: The initial value of the objective function with identity weighting matrix is complex!')
+ error('method_of_moments: The initial value of the objective function with identity weighting matrix is complex!');
end
if info(1) > 0
disp('method_of_moments: Error in computing the objective function for initial parameter values')
@@ -513,10 +513,10 @@ try
catch last_error % if check fails, provide info on using calibration if present
if estim_params_.full_calibration_detected %calibrated model present and no explicit starting values
skipline(1);
- fprintf('There was an error in computing the moments for initial parameter values.\n')
- fprintf('If this is not a problem with the setting of options (check the error message below),\n')
- fprintf('you should try using the calibrated version of the model as starting values. To do\n')
- fprintf('this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation\n')
+ fprintf('There was an error in computing the moments for initial parameter values.\n');
+ fprintf('If this is not a problem with the setting of options (check the error message below),\n');
+ fprintf('you should try using the calibrated version of the model as starting values. To do\n');
+ fprintf('this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation\n');
fprintf('command (and after the estimated_params-block so that it does not get overwritten):\n');
skipline(2);
end
@@ -569,16 +569,12 @@ if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_meth
% display comparison of model moments and data moments
mom.display_comparison_moments(M_, options_mom_, oo_.mom.data_moments, oo_.mom.model_moments);
end
-
+fprintf('\n==== Method of Moments Estimation (%s) Completed ====\n\n',options_mom_.mom.mom_method);
% -------------------------------------------------------------------------
% clean up
% -------------------------------------------------------------------------
-fprintf('\n==== Method of Moments Estimation (%s) Completed ====\n\n',options_mom_.mom.mom_method)
-
-%reset warning state
-warning_config;
-
+warning_config; %reset warning state
if isoctave && isfield(options_mom_, 'prior_restrictions') && ...
isfield(options_mom_.prior_restrictions, 'routine')
% Octave crashes if it tries to save function handles (to the _results.mat file)
diff --git a/matlab/+mom/set_correct_bounds_for_stderr_corr.m b/matlab/+mom/set_correct_bounds_for_stderr_corr.m
index 1bfac50a8bfa3c95a4e215c97ed7ac09b84ef7ef..c8299c3cf70b9bf5b6af40b5ad65c139b283c178 100644
--- a/matlab/+mom/set_correct_bounds_for_stderr_corr.m
+++ b/matlab/+mom/set_correct_bounds_for_stderr_corr.m
@@ -1,18 +1,19 @@
function BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInfo)
-% function BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInfo)
+% BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInfo)
% -------------------------------------------------------------------------
% Set correct bounds for standard deviation and corrrelation parameters
-% =========================================================================
+% -------------------------------------------------------------------------
% INPUTS
% o estim_params_ [struct] information on estimated parameters
% o BoundsInfo [struct] information on bounds
% -------------------------------------------------------------------------
% OUTPUT
-% o BoundsInfo [struct] updated bounds
+% o BoundsInfo [struct] updated information on bounds
% -------------------------------------------------------------------------
% This function is called by
% o mom.run
-% =========================================================================
+% -------------------------------------------------------------------------
+
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
@@ -29,7 +30,7 @@ function BoundsInfo = set_correct_bounds_for_stderr_corr(estim_params_,BoundsInf
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% =========================================================================
+
number_of_estimated_parameters = estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.np;
% set correct bounds for standard deviations and corrrelations
diff --git a/matlab/+mom/transform_prior_to_laplace_prior.m b/matlab/+mom/transform_prior_to_laplace_prior.m
index f2cdf7cd20b644c1f4f56848f0f9f047f41fe41c..db6be256aa79204be81a66580d07965307cc9611 100644
--- a/matlab/+mom/transform_prior_to_laplace_prior.m
+++ b/matlab/+mom/transform_prior_to_laplace_prior.m
@@ -13,7 +13,8 @@ function bayestopt_ = transform_prior_to_laplace_prior(bayestopt_)
% -------------------------------------------------------------------------
% This function is called by
% o mom.run
-% =========================================================================
+% -------------------------------------------------------------------------
+
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
@@ -30,7 +31,8 @@ function bayestopt_ = transform_prior_to_laplace_prior(bayestopt_)
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-% =========================================================================
+
+
if any(setdiff([0;bayestopt_.pshape],[0,3]))
fprintf('\nNon-normal priors specified. Penalized estimation uses a Laplace type of approximation:');
fprintf('\nOnly the prior mean and standard deviation are relevant, all other shape information, except for the parameter bounds, is ignored.\n\n');