Michael Creel
Michael Creel
This PR makes SAMIN report function and parameter convergence messages so that they are correctly reported to Optim, and convergence is correctly displayed. The code ``` using Optim rosenbrock(x, p)...
The convergence message for SAMIN is misleading. An example is ``` using Optim rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2 function main() x0 = zeros(2)...
It would be nice to add an option to include cumulative frequencies. I can hack it by taking a table `t` and doing `t.array=cumsum(t.array); display(t)` I guess that a keyword...
The results display does not include the name of the dependent variable. For a series of regressions, or looking at results after time has gone by, it can be confusing...
adds a few type annotations
I would like to do plain ML estimation, which is not yet supported as of v0.9.12. I'm attaching example code. The file mle.txt is the mod file, but github doesn't...
As a low priority feature request, it would be nice to have functions to access estimation results: posterior mode and quantiles, raw MCMC chains, acceptance rate, etc.
On dynare.jl v0.9.12 and Julia 1.11.0beta1, mh_nblocks appears not to have any effect: Using mh_nblocks=4, as follows: ``` estimation(order=1, datafile='dsgedata.csv', mh_replic=20000, mh_nblocks=4, mh_jscale=2.) ; ``` The results appear to be...
With version 0.9.16, I encounter the problem LoadError: type EstimatedParameters has no field symbols when doing This is using a .mod file which previously worked with v.0.7.x, I just recently...