From dccfd0cf3dfd8570c9fec95f95b0bf8f8d1d3808 Mon Sep 17 00:00:00 2001
From: Michael Creel <michael.creel@uab.es>
Date: Fri, 5 Jan 2024 12:23:18 +0100
Subject: [PATCH] cleanup DSGE with SNM example

---
 Examples/DSGE/SimulatedNeuralMoments/Estimate.jl  | 12 ++++++------
 Examples/DSGE/SimulatedNeuralMoments/Project.toml | 14 --------------
 Manifest.toml                                     |  2 +-
 Project.toml                                      |  1 +
 4 files changed, 8 insertions(+), 21 deletions(-)
 delete mode 100644 Examples/DSGE/SimulatedNeuralMoments/Project.toml

diff --git a/Examples/DSGE/SimulatedNeuralMoments/Estimate.jl b/Examples/DSGE/SimulatedNeuralMoments/Estimate.jl
index ac3ac5b..69c4d60 100644
--- a/Examples/DSGE/SimulatedNeuralMoments/Estimate.jl
+++ b/Examples/DSGE/SimulatedNeuralMoments/Estimate.jl
@@ -2,7 +2,7 @@
 
 This is written to be used interactively, with VScode, to explain the
 methods, step by step. For good performance, it is better to wrap 
-everything into a function. See the example in the JD directory of
+everything into a function. See the example in the DSGE directory of
 https://github.com/mcreel/SNM  for how to do that.
 
 Start julia as "julia --proj -t auto" to use threads
@@ -10,8 +10,8 @@ Start julia as "julia --proj -t auto" to use threads
 =#
 using Pkg
 cd(@__DIR__)
-Pkg.activate(".")
-using SimulatedNeuralMoments, Flux, SolveDSGE, MCMCChains
+#Pkg.activate(".")
+using Econometrics, SimulatedNeuralMoments, Flux, SolveDSGE, MCMCChains
 using Distributions, StatsPlots, DelimitedFiles, PrettyTables
 using BSON:@save
 using BSON:@load
@@ -87,7 +87,7 @@ lnL = θ -> snmobj(θ, θnn, S, model, nnmodel, nninfo)
 ## run a short chain to improve proposal
 # tuning the chain and creating a good proposal may
 # need care - this is just an example!
-chain = mcmc(θnn, tuninglength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
+chain = SimulatedNeuralMoments.mcmc(θnn, tuninglength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
 acceptance = mean(chain[:,end])
 start = 0.
 
@@ -98,13 +98,13 @@ while acceptance < 0.2 || acceptance > 0.3
     acceptance > 0.3 ? tuning *= 1.5 : nothing
     proposal(θ) = rand(MvNormal(θ, tuning*Σp))
     start = mean(chain[:,1:end-2], dims=1)[:]
-    chain = mcmc(start, tuninglength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
+    chain = SimulatedNeuralMoments.mcmc(start, tuninglength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
     acceptance = mean(chain[:,end])
 end
 
 ## final long chain
 start = mean(chain[:,1:end-2], dims=1)[:]
-chain = mcmc(start, finallength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
+chain = SimulatedNeuralMoments.mcmc(start, finallength, lnL, model, nnmodel, nninfo, proposal, burnin, verbosity)
 
 ## visualize results
 chn = Chains(chain[:,1:end-2], ["β", "γ", "ρ₁", "σ₁", "ρ₂", "σ₂", "nss"])
diff --git a/Examples/DSGE/SimulatedNeuralMoments/Project.toml b/Examples/DSGE/SimulatedNeuralMoments/Project.toml
deleted file mode 100644
index 796726f..0000000
--- a/Examples/DSGE/SimulatedNeuralMoments/Project.toml
+++ /dev/null
@@ -1,14 +0,0 @@
-[deps]
-BSON = "fbb218c0-5317-5bc6-957e-2ee96dd4b1f0"
-DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
-Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
-Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
-MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
-MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195"
-OhMyREPL = "5fb14364-9ced-5910-84b2-373655c76a03"
-Optim = "429524aa-4258-5aef-a3af-852621145aeb"
-PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
-SimulatedNeuralMoments = "43b7c8c0-5622-45b8-90a3-338fc50d2232"
-SolveDSGE = "00bf1f32-23ad-54cc-bf6e-3216db8a43a2"
-StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
-StatsPlots = "f3b207a7-027a-5e70-b257-86293d7955fd"
diff --git a/Manifest.toml b/Manifest.toml
index 99ad43d..4bb226b 100644
--- a/Manifest.toml
+++ b/Manifest.toml
@@ -2,7 +2,7 @@
 
 julia_version = "1.10.0"
 manifest_format = "2.0"
-project_hash = "3ab1017fb3045fd22a82c1f9b060b3dad9f601ec"
+project_hash = "150b3fc4e28bf6bf93002dcaa0fe70333e69579e"
 
 [[deps.ADTypes]]
 git-tree-sha1 = "41c37aa88889c171f1300ceac1313c06e891d245"
diff --git a/Project.toml b/Project.toml
index 058d0a2..29dbace 100644
--- a/Project.toml
+++ b/Project.toml
@@ -5,6 +5,7 @@ version = "1.0.0"
 
 [deps]
 AdvancedMH = "5b7e9947-ddc0-4b3f-9b55-0d8042f74170"
+BSON = "fbb218c0-5317-5bc6-957e-2ee96dd4b1f0"
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"