WIP fix estimation

DynareJulia · Nov 20, 2023 · 88e5a65 · 88e5a65
1 parent c885e6a
commit 88e5a65
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Showing 2 changed files with 18 additions and 11 deletions.
diff --git a/src/estimation/estimated_parameters.jl b/src/estimation/estimated_parameters.jl
@@ -53,22 +53,22 @@ end
 
 function parse_estimated_parameters!(context::Context, fields::Dict{String,Any})
     parameters = context.work.estimated_parameters
-    symbol_table = context.symboltable
+    symboltable = context.symboltable
     for p in fields["params"]
         if "param" in keys(p)
             push!(parameters.name, p["param"])
-            push!(parameters.index, symbol_table[p["param"]].orderintype)
+            push!(parameters.index, symboltable[p["param"]].orderintype)
             push!(parameters.parametertype, EstParameter)
         elseif "var" in keys(p)
             push!(parameters.name, p["var"])
-            push!(parameters.index, symbol_table[p["var"]].orderintype)
-            is_endogenous(p["var"]) && push!(parameters.parametertype, EstSDMeasurement) 
-            is_exogenous(p["var"]) && push!(parameters.parametertype, EstSDShock)
+            push!(parameters.index, symboltable[p["var"]].orderintype)
+            is_endogenous(p["var"], symboltable) && push!(parameters.parametertype, EstSDMeasurement) 
+            is_exogenous(p["var"], symboltable) && push!(parameters.parametertype, EstSDShock)
         elseif "var1" in keys(p)
             push!(parameters.name, (p["var1"] => p["var2"]))
-            push!(parameters.index, (symbol_table[p["var1"]].orderintype => symbol_table[p["var2"]].orderintype))
-            is_endogenous(p["var"]) && push!(parameters.parametertype, EstCorrMeasurement) 
-            is_exogenous(p["var"]) && push!(parameters.parametertype, EstCorrShock)
+            push!(parameters.index, (symboltable[p["var1"]].orderintype => symbol_table[p["var2"]].orderintype))
+            is_endogenous(p["var"], symboltable) && push!(parameters.parametertype, EstCorrMeasurement) 
+            is_exogenous(p["var"], symboltable) && push!(parameters.parametertype, EstCorrShock)
         else
             error("Unrecognized parameter name")
         end

diff --git a/src/estimation/estimation.jl b/src/estimation/estimation.jl
@@ -32,8 +32,8 @@ Base.@kwdef struct EstimationOptions
     diffuse_filter::Bool = false
     display::Bool = false
     fast_kalman_filter::Bool = true
-    first_obs::PeriodsSinceEpoch = Undated(1)
-    last_obs::PeriodsSinceEpoch = Undated(0)
+    first_obs::PeriodsSinceEpoch = Undated(typemin(Int))
+    last_obs::PeriodsSinceEpoch = Undated(typemin(Int))
     mcmc_chains::Int = 1
     mcmc_init_scale::Float64 = 0
     mcmc_jscale::Float64 = 0
@@ -50,7 +50,11 @@ end
 function translate_estimation_options(options)
     new_options = copy(options)
     for (k, v) in options
-        if k == "mh_jscale"
+        if k == "first_obs"
+            new_options["first_obs"] = v[1]
+        elseif k == "last_obs"
+            new_options["last_obs"] = v[1]
+        elseif k == "mh_jscale"
             new_options["mcmc_jscale"] = v
             delete!(new_options, "mh_jscale")
         elseif k == "mh_nblck"
@@ -59,6 +63,8 @@ function translate_estimation_options(options)
         elseif k == "mh_replic"
             new_options["mcmc_replic"] = v
             delete!(new_options, "mh_replic")
+        elseif k == "plot_priors"
+            v == 0 && (options["plot_priors"] = false)
         end
     end
     return new_options 
@@ -87,6 +93,7 @@ end
 
 function estimation!(context, field::Dict{String, Any})
     opt = translate_estimation_options(field["options"])
+    @show opt
     ff = NamedTuple{Tuple(Symbol.(keys(opt)))}(values(opt))
     options = EstimationOptions(; ff...)
     symboltable = context.symboltable