Johannes Pfeifer
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
Johannes Pfeifer
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
Houtan Bastani
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
Sébastien Villemot
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
Michel Juillard
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
...
too (only for for case 1)
2014-03-16 18:54:52 +01:00
Michel Juillard
8f06a3134d
added unscented nodes generator
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put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
Sébastien Villemot
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
...
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
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Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
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Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Michel Juillard
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
Johannes Pfeifer
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
Johannes Pfeifer
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
Johannes Pfeifer
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
Johannes Pfeifer
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
Sébastien Villemot
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
Sébastien Villemot
b3e69da93b
Merge pull request #627 from JohannesPfeifer/master
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Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Johannes Pfeifer
13df4979d8
Make error message for insufficient simulation length more informative.
2014-03-03 19:50:25 +01:00
Johannes Pfeifer
cf4f7f362f
Fix bug where NaN in residual of steady state were not detected with steady_state_model
2014-03-03 19:37:57 +01:00
Stéphane Adjemian (Scylla)
78a015a7d2
Fixed bug introduced in commit bb18c9386d
.
2014-03-01 17:13:49 +01:00
Sébastien Villemot
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
Johannes Pfeifer
e595626259
Make check.m display error messages
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Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian
70b5cc88b2
Merge pull request #622 from rattoma/master
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Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Stéphane Adjemian (Scylla)
bb18c9386d
Fixed bug.
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MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Stéphane Adjemian (Scylla)
c57aa43ca8
Bug fix.
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<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
Marco Ratto
5ae06a211c
Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file
2014-02-25 09:34:31 +01:00
Houtan Bastani
64d3d5cdc8
reporting: upgrade minimum pgfplots version when Debian upgrades its version
2014-02-24 15:53:07 +01:00
Houtan Bastani
a9de9045a6
reporting: add baseline option to help with tikzpicture alignment
2014-02-24 15:34:48 +01:00
Houtan Bastani
759c95c163
reporting: comment out spurious whitespace
2014-02-24 15:30:39 +01:00
Houtan Bastani
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
Houtan Bastani
9f3333db58
reporting: fix xticklabels for various shading situations
2014-02-24 09:09:33 +01:00
Johannes Pfeifer
221660dfea
Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached
2014-02-21 19:19:36 +01:00
Sébastien Villemot
c09d45c44d
New smoother2histval function.
...
Ref #594
2014-02-21 18:33:51 +01:00
Sébastien Villemot
c58183b552
Fix typo in trust_region code.
2014-02-21 14:47:41 +01:00
Stéphane Adjemian (Scylla)
f8543c0a97
Fixed typo.
2014-02-21 12:23:36 +01:00
Stéphane Adjemian (Scylla)
e1308a8192
Fixed homotopy for stochastic extended path.
2014-02-21 12:12:40 +01:00
Houtan Bastani
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
Houtan Bastani
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
Houtan Bastani
fee1f9442f
reporting: change figName option to graphName; change figDirName option to graphDirName
2014-02-19 15:23:56 +01:00
Houtan Bastani
961153aeb9
reporting: change option names to camelCase
2014-02-19 15:10:04 +01:00
Houtan Bastani
5df5de9309
reporting: extract tables into individual files for easy inclusion by user in their paper
2014-02-19 10:04:57 +01:00
Houtan Bastani
b113785cab
reporting: table.write: get length only once
2014-02-19 09:51:26 +01:00
Houtan Bastani
6f159b47d4
reporting: fix name of file
2014-02-19 09:49:11 +01:00
Houtan Bastani
769df9c36a
reporting: fix bug causing directory to be ignored if figname option was passed to addGraph
2014-02-19 09:05:55 +01:00
Houtan Bastani
96d3cb96fa
reporting: rename reporting_object_display.m
2014-02-19 08:24:46 +01:00
Sébastien Villemot
86dd4a5612
Fix make_y_.m for purely forward/backward models.
...
This commit is linked to 052faa2f93
and issue #613 .
2014-02-17 17:51:57 +01:00
Sébastien Villemot
2fba1902ec
Merge pull request #616 from JohannesPfeifer/more_explicit_messages
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Add more explicit messages, fix typos in manual and add more explicit documentation for endval
2014-02-17 15:57:48 +01:00
Sébastien Villemot
bf389e5024
Merge pull request #615 from JohannesPfeifer/dsge_var
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Change disp() to errors in var_sample_moments.m
2014-02-17 15:51:30 +01:00
Houtan Bastani
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
Houtan Bastani
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
Houtan Bastani
581059fedc
reporting: change default for titleFormat of page
2014-02-17 11:19:50 +01:00
Houtan Bastani
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
Michel Juillard
052faa2f93
make_y.m: replaced max_lead and max_lag by 1, as the model is now
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always transformed with leads and lags on one period only. Close issue #613
2014-02-15 22:15:42 +01:00
Johannes Pfeifer
52e5b567eb
Change disp() to errors in var_sample_moments.m
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Otherwise, the data moments that are required for estimating DSGE-VARs are set to an empty matrix instead of aborting. This will then lead to a cryptic crash in initial_estimation_checks.m due to matrix dimensions not agreeing.
2014-02-15 17:01:41 +01:00
Houtan Bastani
b3bcf37cca
reporting: remove unused package and consolidate fprintf statements
2014-02-14 17:45:04 +01:00
Houtan Bastani
3afc670794
reporting: for easier figure reference, by default save report figures as: pg%d_sec%d_row%d_col%d.tex
2014-02-14 16:18:05 +01:00
Houtan Bastani
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
Houtan Bastani
73142f3eeb
reporting: deal with nans/inf/-inf data by jumping it
2014-02-14 15:24:44 +01:00
Houtan Bastani
5cb2fd4ae6
reporting: compile with synctex option
2014-02-14 11:44:14 +01:00
Houtan Bastani
80de0f324f
add missing semicolon
2014-02-14 11:41:05 +01:00
Houtan Bastani
24df481dc7
remove matlab2tikz requirement
2014-02-13 18:20:01 +01:00
Houtan Bastani
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
Houtan Bastani
2916fc49b9
reporting: implement enlarge y limits for graph; requires a change in shading to get programmed ymin => using fill now
2014-02-13 16:47:17 +01:00
Houtan Bastani
a6043e1096
reporting: fix name of function in error messages
2014-02-13 15:25:54 +01:00
Houtan Bastani
661d900f88
reporting: set up graph shade opacity
2014-02-13 15:22:38 +01:00
Houtan Bastani
96c8d33cff
reporting: set up graph shade color
2014-02-13 15:22:31 +01:00
Houtan Bastani
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
Houtan Bastani
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
Houtan Bastani
645af86c40
reporting: change series method names for writing
2014-02-12 14:48:48 +01:00
Houtan Bastani
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
Houtan Bastani
623081cd32
reporting: new option xTickLabelAnchor
2014-02-11 17:04:06 +01:00
Houtan Bastani
cc5bff921b
fix typo
2014-02-11 17:04:06 +01:00
Houtan Bastani
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
Houtan Bastani
e64d1e0952
reporting: add custom height/width to graphs
2014-02-11 15:34:42 +01:00
Houtan Bastani
4651338a76
first pass at tikz/pgf graphs
2014-02-11 15:34:35 +01:00
Houtan Bastani
0c09a8329f
reporting: remove unused method
2014-02-11 15:21:01 +01:00
Houtan Bastani
c3a5ca78e0
reporting: remove unused methods
2014-02-11 13:02:20 +01:00
Johannes Pfeifer
dbb19b8e20
Adds explicit message if optimal policy was used with steady
2014-02-10 18:21:56 +01:00
Johannes Pfeifer
5835242982
Add message if model_diagnostics found no problems
2014-02-10 18:21:20 +01:00
Houtan Bastani
cd8707f9b9
reporting: replace num2str with sprintf
2014-02-10 18:03:05 +01:00
Houtan Bastani
95fc644ca5
reporting: simplify graph code
2014-02-10 17:10:09 +01:00
Houtan Bastani
b0171ad831
reporting: simplify section code
2014-02-10 16:21:30 +01:00
Houtan Bastani
c8b1c931fc
reporting: let subsasgn take {} ref
2014-02-10 16:19:01 +01:00
Houtan Bastani
bbce05def7
reporting: fix bug
2014-02-07 16:23:20 +01:00
Houtan Bastani
bf6f987ed7
reporting: remove unused function numVspace
2014-02-07 16:22:32 +01:00
Houtan Bastani
6412a045f0
reporting: remove all printing to screen
2014-02-07 16:22:32 +01:00
Sébastien Villemot
e299d811b1
Merge pull request #609 from JohannesPfeifer/warning_lower_bound
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Add warning if prior allows for negative variances and if negative estim...
2014-02-07 16:17:04 +01:00
Houtan Bastani
9babcbac5b
reporting: fix display
2014-02-06 18:56:01 +01:00
Houtan Bastani
374cc5a8b5
reporting: simplify table code
2014-02-06 18:49:59 +01:00
Houtan Bastani
55bcf4356d
reporting: mute spurrious output
2014-02-06 18:12:23 +01:00
Houtan Bastani
4c5419893e
reporting: simplify code (remove sections object)
2014-02-06 18:11:31 +01:00
Houtan Bastani
0a0c3af3bc
reporting: simplify code
2014-02-06 17:29:24 +01:00
Houtan Bastani
d469c3590d
reporting, dates: make shiftS calls more efficient
2014-02-06 15:30:19 +01:00
Johannes Pfeifer
a9292c5086
Add warning if prior allows for negative variances and if negative estimated variances are encountered. Closes #522
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Due to the use of variances for Sigma_e and subsequently backing out the standard deviation from these variances, the sign of the standard deviation does not matter and no bound needs to be imposed.
2014-02-04 18:59:28 +01:00
Sébastien Villemot
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
Sébastien Villemot
3fe5a728c6
Remove bad_cond_flag argument from solve1.
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This flag was not grounded on any solid theoretical foundation.
This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
Sébastien Villemot
0bcc628ba3
Add missing semicolon.
2014-02-04 17:56:27 +01:00
Houtan Bastani
150e265cd2
reporting: check passed values
2014-02-04 17:03:25 +01:00
Sébastien Villemot
3348481104
Add new options consider_all_endogenous and consider_only_observed.
...
Closes #336
2014-02-04 14:49:06 +01:00
Sébastien Villemot
0df2ba7d12
Fix typo.
2014-02-04 14:38:11 +01:00
Sébastien Villemot
5862099416
Merge pull request #607 from JohannesPfeifer/unique_varlist
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Unique varlist and choosing endogenous variables for estimation
2014-02-04 05:14:05 -08:00
Houtan Bastani
4dd462e2bb
fix bug introduced in 4caa36232b
2014-02-03 15:53:16 +01:00
Sébastien Villemot
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
Sébastien Villemot
6d1ee23437
Fix test for availability of xlswrite.
2014-02-03 15:52:54 +01:00
Houtan Bastani
4caa36232b
reporting: fix assertion
2014-02-03 15:49:29 +01:00
Stéphane Adjemian (Scylla)
21e9b22d7c
Merge branch 'get-prior-info-fixes'
2014-02-03 14:25:53 +01:00
Johannes Pfeifer
6962bc8171
Convert use of unique to be compatible with older Matlab version
2014-02-03 13:19:11 +01:00
Johannes Pfeifer
85815ca651
Adds new option to select which variables to consider for estimation
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First step for ticket #336
2014-02-03 13:10:31 +01:00
Stéphane Adjemian (Scylla)
2ee11fa860
Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605 .
2014-02-03 12:25:29 +01:00
Stéphane Adjemian (Scylla)
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
Johannes Pfeifer
c6cd5b40d9
Consider only unique members of varlist in estimation
2014-02-03 10:03:17 +01:00
Johannes Pfeifer
e0ed06e608
Consider only unique variables in stoch_simul
2014-02-03 09:54:27 +01:00
Michel Juillard
c1e0d68351
removed useless test with exist() that is very expensive in
...
Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
Stéphane Adjemian (Scylla)
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
Stéphane Adjemian (Scylla)
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
Sébastien Villemot
9d36a326f1
Merge pull request #603 from rattoma/master
...
HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
Stéphane Adjemian (Scylla)
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805
).
2014-01-30 17:57:36 +01:00
Stéphane Adjemian (Scylla)
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
Stéphane Adjemian (Scylla)
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
Stéphane Adjemian (Scylla)
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
Stéphane Adjemian (Scylla)
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
Stéphane Adjemian (Scylla)
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
Stéphane Adjemian (Scylla)
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
Stéphane Adjemian (Scylla)
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
Marco Ratto
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
Johannes Pfeifer
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
Johannes Pfeifer
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
Johannes Pfeifer
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
Johannes Pfeifer
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
Johannes Pfeifer
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
Johannes Pfeifer
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
Stéphane Adjemian (Scylla)
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
Stéphane Adjemian (Scylla)
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
Stéphane Adjemian (Scylla)
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
Stéphane Adjemian (Scylla)
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
Stéphane Adjemian (Scylla)
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
Johannes Pfeifer
9d4adbcf72
Merge branch 'master' of https://github.com/DynareTeam/dynare
2014-01-28 18:46:27 +01:00
Johannes Pfeifer
16b7a9ed98
Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code
2014-01-28 18:45:40 +01:00
Johannes Pfeifer
c2345fd23b
Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances
2014-01-28 18:42:47 +01:00
Johannes Pfeifer
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
Johannes Pfeifer
0ec62c6360
Fix Latex Bug in display_estimation_results_table.m
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Missing line break resulted in compilation errors
2014-01-28 18:39:51 +01:00
Sébastien Villemot
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
...
This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Houtan Bastani
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Stéphane Adjemian (Scylla)
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
Houtan Bastani
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
Houtan Bastani
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
ferhat
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
ferhat
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
Houtan Bastani
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
Stéphane Adjemian (Charybdis)
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
ferhat
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
ferhat
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
Houtan Bastani
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
Houtan Bastani
d1fe0e78cb
reporting: support data of all frequencies in table
2014-01-03 17:20:17 +01:00
Houtan Bastani
7e6eb2fbab
reporting: support monthly data in table
2014-01-03 16:04:39 +01:00
Houtan Bastani
21a22cb670
reporting: simplify code
2014-01-03 16:01:26 +01:00
Sébastien Villemot
c391876196
Workaround for a strange bug with Octave.
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If there is any call to exist(fname) before the call to the preprocessor, then
Octave will use the old copy of the .m instead of the newly generated one.
Deleting the .m beforehand fixes the problem.
2014-01-03 14:29:09 +01:00
Sébastien Villemot
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Sébastien Villemot
66d48f5917
Compatibility fixes for Octave 3.8.
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- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Sébastien Villemot
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
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Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
ferhat
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00
Houtan Bastani
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
Houtan Bastani
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
Houtan Bastani
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
Stéphane Adjemian (Charybdis)
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
Stéphane Adjemian (Charybdis)
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
Johannes Pfeifer
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
Johannes Pfeifer
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
Johannes Pfeifer
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
Stéphane Adjemian (Charybdis)
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
Stéphane Adjemian (Charybdis)
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla)
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
Houtan Bastani
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
Houtan Bastani
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
Houtan Bastani
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
Stéphane Adjemian (Charybdis)
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
Sébastien Villemot
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
Stéphane Adjemian (Scylla)
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
Sébastien Villemot
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
Stéphane Adjemian (Scylla)
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
Stéphane Adjemian (Scylla)
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
Johannes Pfeifer
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
Houtan Bastani
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
Houtan Bastani
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00
Sébastien Villemot
b9df616c18
Fix treatment of error conditions in bytecode.
2013-12-13 16:49:08 +01:00
Sébastien Villemot
6e8b35c7f3
Fix bug in method disp of dseries.
2013-12-13 16:49:08 +01:00
Stéphane Adjemian (Scylla)
8e6df85604
Fixed bug.
2013-12-13 15:53:06 +01:00
Stéphane Adjemian (Scylla)
fd5742a399
Add a second output argument to CheckPath nonzero iff the routine creates a new directory.
2013-12-13 15:53:06 +01:00
Houtan Bastani
08199dc881
reporting: fix if statement for changes in dynDates/dates class
2013-12-13 15:36:04 +01:00
Houtan Bastani
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
Stéphane Adjemian (Scylla)
832f8ee82f
Bug fixes (related to the loading of the mcmc files) + Cosmetic changes.
2013-12-13 12:49:19 +01:00
Michel Juillard
58c40fdca9
ramsey_policy: correcting the computation of the value of the
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objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
Michel Juillard
77fdd3bfda
ms-sbvar: corrected bug with final_subperiod default value and
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clarified in the manual.
2013-12-13 09:56:11 +01:00
Houtan Bastani
3990707e36
reporting: fix typo
2013-12-12 16:05:57 +01:00
Houtan Bastani
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
Houtan Bastani
85905cbb1d
reporting: for windows filenames escape underscore
2013-12-12 16:05:57 +01:00
Houtan Bastani
7cc259ea46
fix permissions
2013-12-12 16:05:57 +01:00
Michel Juillard
1ddd00b502
ms-sbvar: corrected bug in initialization/computation of final
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subperiod
2013-12-12 10:02:31 +01:00
Michel Juillard
ed15f0bcac
ms-sbvar: corrected bug in initialization/computation of final subperiod
2013-12-12 09:10:09 +01:00
Michel Juillard
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Stéphane Adjemian (Scylla)
6cb18b34fb
Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block.
2013-12-11 16:43:15 +01:00
Johannes Pfeifer
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
Sébastien Villemot
1dc3f2119a
Merge pull request #561 from rattoma/master
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Fixed bugs and continue GSA plots harmonization
2013-12-11 01:51:50 -08:00
Stéphane Adjemian (Scylla)
f16689e76f
Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters.
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If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
4afcf8fdaf
Fixed typo.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
cf1bd26f84
Removed old version of homotopic_steps (extended path).
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
1a8e50dd7a
Same as commit #52a5262b7bbeb0a47961be42d8fba4845ead31cc for the simul command.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
3790ab1dc7
Cosmetic changes. Removed useless spaces and semicolons.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
cf567dd5c0
Bug fix. Force axis tight in @dseries/plot method (otherwise the method crashes if Matlab/octave considers a too large x-abscissa).
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
a51db32145
Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).
2013-12-11 10:01:22 +01:00
Marco Ratto
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
Marco Ratto
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
Marco Ratto
db9b61df78
Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.
2013-12-10 17:10:04 +01:00
Marco Ratto
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
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2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
Marco Ratto
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
Marco Ratto
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
Marco Ratto
b3c4f9427f
Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title)
2013-12-10 11:22:15 +01:00
Marco Ratto
67d7ba75f0
1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
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2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
2013-12-10 11:05:54 +01:00
Marco Ratto
2d6e513738
Bug fix with irf restriction on period larger than 1
2013-12-10 10:54:47 +01:00
Sébastien Villemot
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
Houtan Bastani
2d966208c4
write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc
2013-12-09 17:36:08 +01:00
Houtan Bastani
10652be09a
write_latex_definitions: use texttt for variable names, #478
2013-12-09 17:24:50 +01:00
Houtan Bastani
3539dc7153
write_latex_definitions: use longtable, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
07bea735de
Merge pull request #557 from rattoma/master
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Fixes to mode_compute=5. (1) force univariate steps at every iteration: ...
2013-12-09 05:29:47 -08:00
Stéphane Adjemian (Scylla)
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Houtan Bastani
ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
Houtan Bastani
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
Marco Ratto
e5854cb201
Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary.
2013-12-07 10:52:27 +01:00
Houtan Bastani
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
Houtan Bastani
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
Sébastien Villemot
c06a8df8a4
Merge pull request #553 from rattoma/master
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Trap the case where only one parameter is estimated and only one non-con...
2013-12-06 06:16:50 -08:00
Marco Ratto
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
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(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
Johannes Pfeifer
c9ebe21faf
Harmonize plotting of IRFS
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In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
Stéphane Adjemian (Charybdis)
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
Sébastien Villemot
d9c3073fd9
Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
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Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
Johannes Pfeifer
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
Johannes Pfeifer
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
Houtan Bastani
22949820be
bug fix: close unclosed file id, #438
2013-12-02 12:34:09 +01:00
Sébastien Villemot
d8d0f2b8cc
Revert cosmetic change of 4fa2d5b
2013-11-29 23:09:51 +01:00
Stéphane Adjemian (Scylla)
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
Stéphane Adjemian (Scylla)
a6a10055da
Fixed bug (problem with dates selection in @dseries::subsref).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
e1bff2c885
Adapted unitary tests for octave.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
59f1967347
Adapted unitary test for octave.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00