4dd462e2bb
fix bug introduced in 4caa36232b
2014-02-03 15:53:16 +01:00
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
6d1ee23437
Fix test for availability of xlswrite.
2014-02-03 15:52:54 +01:00
4caa36232b
reporting: fix assertion
2014-02-03 15:49:29 +01:00
21e9b22d7c
Merge branch 'get-prior-info-fixes'
2014-02-03 14:25:53 +01:00
6962bc8171
Convert use of unique to be compatible with older Matlab version
2014-02-03 13:19:11 +01:00
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
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
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
c6cd5b40d9
Consider only unique members of varlist in estimation
2014-02-03 10:03:17 +01:00
e0ed06e608
Consider only unique variables in stoch_simul
2014-02-03 09:54:27 +01:00
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
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
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
9d36a326f1
Merge pull request #603 from rattoma/master
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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
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
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
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
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
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
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
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
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
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
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
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
9d4adbcf72
Merge branch 'master' of https://github.com/DynareTeam/dynare
2014-01-28 18:46:27 +01:00
16b7a9ed98
Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code
2014-01-28 18:45:40 +01:00
c2345fd23b
Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances
2014-01-28 18:42:47 +01:00
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
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
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
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
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
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
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
d1fe0e78cb
reporting: support data of all frequencies in table
2014-01-03 17:20:17 +01:00
7e6eb2fbab
reporting: support monthly data in table
2014-01-03 16:04:39 +01:00
21a22cb670
reporting: simplify code
2014-01-03 16:01:26 +01:00
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
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
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
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
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
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
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
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
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
79f35961ed
clean up file
...
* 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
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
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
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
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
732c463d27
Merge pull request #565 from JohannesPfeifer/master
...
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00
b9df616c18
Fix treatment of error conditions in bytecode.
2013-12-13 16:49:08 +01:00
6e8b35c7f3
Fix bug in method disp of dseries.
2013-12-13 16:49:08 +01:00
8e6df85604
Fixed bug.
2013-12-13 15:53:06 +01:00
fd5742a399
Add a second output argument to CheckPath nonzero iff the routine creates a new directory.
2013-12-13 15:53:06 +01:00
08199dc881
reporting: fix if statement for changes in dynDates/dates class
2013-12-13 15:36:04 +01:00
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
832f8ee82f
Bug fixes (related to the loading of the mcmc files) + Cosmetic changes.
2013-12-13 12:49:19 +01:00
58c40fdca9
ramsey_policy: correcting the computation of the value of the
...
objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
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
3990707e36
reporting: fix typo
2013-12-12 16:05:57 +01:00
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
85905cbb1d
reporting: for windows filenames escape underscore
2013-12-12 16:05:57 +01:00
7cc259ea46
fix permissions
2013-12-12 16:05:57 +01:00
1ddd00b502
ms-sbvar: corrected bug in initialization/computation of final
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subperiod
2013-12-12 10:02:31 +01:00
ed15f0bcac
ms-sbvar: corrected bug in initialization/computation of final subperiod
2013-12-12 09:10:09 +01:00
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
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
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
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
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
4afcf8fdaf
Fixed typo.
2013-12-11 10:01:22 +01:00
cf1bd26f84
Removed old version of homotopic_steps (extended path).
2013-12-11 10:01:22 +01:00
1a8e50dd7a
Same as commit #52a5262b7bbeb0a47961be42d8fba4845ead31cc for the simul command.
2013-12-11 10:01:22 +01:00
3790ab1dc7
Cosmetic changes. Removed useless spaces and semicolons.
2013-12-11 10:01:22 +01:00
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
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
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
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
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
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
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
b3c4f9427f
Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title)
2013-12-10 11:22:15 +01:00
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
2d6e513738
Bug fix with irf restriction on period larger than 1
2013-12-10 10:54:47 +01:00
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
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
10652be09a
write_latex_definitions: use texttt for variable names, #478
2013-12-09 17:24:50 +01:00
3539dc7153
write_latex_definitions: use longtable, #478
2013-12-09 17:04:32 +01:00
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
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
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
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
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
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
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
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
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
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
22949820be
bug fix: close unclosed file id, #438
2013-12-02 12:34:09 +01:00
d8d0f2b8cc
Revert cosmetic change of 4fa2d5b
2013-11-29 23:09:51 +01:00
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
a6a10055da
Fixed bug (problem with dates selection in @dseries::subsref).
2013-11-29 19:02:40 +01:00
e1bff2c885
Adapted unitary tests for octave.
2013-11-29 19:02:40 +01:00
59f1967347
Adapted unitary test for octave.
2013-11-29 19:02:40 +01:00
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00
e615f00bec
Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan).
2013-11-29 19:02:40 +01:00
ee506c4ebe
Added new routine to test if a global variable exist in the base workspace.
2013-11-29 19:02:40 +01:00
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
121aa5038c
Bug fix. Input must be numeric in the first place.
2013-11-29 19:02:40 +01:00
0419aa00e2
Cosmetic change (use isdates routine).
2013-11-29 19:02:40 +01:00
8eb45edb92
Fix for Octave (need to add extension of the m script).
2013-11-29 19:02:40 +01:00
c1c656f4d9
Fix config of warnings in @dseries/cumsum tests
2013-11-29 17:16:17 +01:00
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
ec9c32d2b7
Correct name of output folder in writing TeX-Code
2013-11-29 10:25:25 +01:00
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
1ff556ada2
Give more informations if the mod file is not found in the current directory.
2013-11-28 14:49:42 +01:00
baa596f9be
Give more details if the mod file is not found in the current directory.
2013-11-28 11:07:14 +01:00
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00
ee91c7654f
Return a human readable message error if order=0 (stoch_simul).
2013-11-28 10:51:20 +01:00
edb4398e28
Merge branch 'master' into fix-mcmc-algorithm
2013-11-27 17:57:36 +01:00
130125c5da
Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc).
2013-11-27 12:27:51 +01:00
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
4e4fc2ffdb
Use load_xls_file_data in read_variables (for consistency with CSV)
2013-11-26 18:19:48 +01:00
36ec2561bf
load_xls_file_data: under Octave, fail gracefully if io is not present
2013-11-26 18:19:48 +01:00
93416a93da
Improvements in load_csv_file_data
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* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
eb75397e0f
fix try / catch statement in tests for octave
2013-11-26 17:35:27 +01:00
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
10150a081d
Bug fix (internals command with --load-mh-history option).
2013-11-26 14:03:11 +01:00
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
80a853944a
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
2013-11-26 12:37:14 +01:00
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
f2f072bce1
Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
...
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:
>> internals --display-mh-history fs2000a
produces the following output in the Matlab/Octave's command window:
================================
MCMC set-up for fs2000a mod file
================================
MCMC chain number 1:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 35.28%
o Last value of the posterior kernel is: 1221.81656
o State of the chain:
|| Initial | Current
++++++++++++++++++++++++
e_a || 0.01570 | 0.01608
e_m || 0.00528 | 0.00512
alp || 0.35026 | 0.36909
bet || 0.99300 | 0.99308
gam || 0.00086 | 0.00038
mst || 1.00088 | 1.00147
rho || 0.65926 | 0.71132
psi || 0.66428 | 0.60611
del || 0.00977 | 0.00198
MCMC chain number 2:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 33.38%
o Last value of the posterior kernel is: 1220.39229
o State of the chain:
|| Initial | Current
+++++++++++++++++++++++++
e_a || 0.01664 | 0.01576
e_m || 0.00489 | 0.00504
alp || 0.39701 | 0.36630
bet || 0.99305 | 0.99219
gam || 0.00067 | -0.00025
mst || 1.00186 | 1.00218
rho || 0.70060 | 0.63847
psi || 0.65623 | 0.74668
del || 0.00666 | 0.00842
while the command:
>> internals --load-mh-history
loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
27181a26d5
load_csv_file_data: fix isdate test
2013-11-25 06:15:35 +01:00
7af47e1e9f
dseries: change default to not use sub operator on latex
2013-11-22 17:55:57 +01:00
69caa7ec03
reporting: replace format with date2string
2013-11-22 17:45:15 +01:00
afacf27268
reporting: replace getDatesCellStringArray with strings
2013-11-22 17:21:53 +01:00
938751fa60
reporting: replace .time with .dates
2013-11-22 17:14:29 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
43f11de27b
Merge branch 'master' into fix-mcmc-algorithm
2013-11-22 16:56:23 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
d02171080c
Rewrote name2tex routine and fixed bug.
2013-11-22 16:53:02 +01:00
1fe3e4bc77
Cosmetic change.
2013-11-22 16:53:02 +01:00
da6e0fd096
Make sure that index is an integer in GetPosteriorMeanVariance.m
2013-11-22 14:53:50 +01:00
f14aed8f6a
Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes.
2013-11-22 11:28:24 +01:00
a65197f273
Fixed bug (missing output argument).
2013-11-22 11:13:49 +01:00
29850cf2c5
Merge pull request #541 from JohannesPfeifer/typo_use_calibration
...
Fix typo in use_calibration
2013-11-21 14:23:32 -08:00
ebe816e0ca
Merge pull request #540 from JohannesPfeifer/fix_parameter_updating
...
Fixed typo that prevented correct updating of parameters when using resi...
2013-11-21 14:22:35 -08:00
d935751c18
Fix typo in use_calibration
2013-11-21 21:19:29 +01:00
23bd54ce72
Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block
2013-11-21 19:39:50 +01:00
c0aaabc329
Merge branch 'master' into fix-mcmc-algorithm
2013-11-21 15:42:58 +01:00
1393564701
Fixed bug of unknown origin...
2013-11-21 15:24:35 +01:00
1ef53c1d6a
Solve backward compatibility issues for mh-history files. Fixes #537 .
2013-11-21 12:41:25 +01:00
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
4f87313ed6
fix comment
2013-11-19 13:47:28 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
f908d64d9e
Removed unused variable.
2013-11-17 16:37:53 +01:00
450c785b6c
Added explicit error message for case 52 in print_info (DSGE-VAR models).
2013-11-16 23:35:10 +01:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
9238523c26
If a DSGE-VAR is estimated, check that the user do not try to estimate/calibrate correlations between structural innovations and that there is no measurement errors. Closes #521 .
2013-11-16 23:26:19 +01:00
0a4427af27
Fixed bug in simplex_optimization_routine (simplex -> options).
...
Closes #536 .
2013-11-16 20:22:37 +01:00
c8d77b204c
Rewrote the header documentation of simplex_optimization_routine.
2013-11-16 20:13:08 +01:00
49def96bed
Removed bayestopt_ as a global from simplex_optimization_routine.
2013-11-16 20:12:39 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
b99db45707
Fixed bug (dynare path has to be defined sooner, otherwise isoctave is unknown in warning_config).
2013-11-15 17:03:58 +01:00
ddf90fb769
Merge pull request #533 from JohannesPfeifer/master
...
Fix bug when datafile was changed and nobs resulting from old dataset wa...
2013-11-15 07:52:51 -08:00
530ad8e2d8
Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset
2013-11-15 16:47:25 +01:00
2009d7bc66
Added overloaded plot function for dseries objects.
2013-11-15 15:28:19 +01:00
7cef9c4dfa
Fixed unitary tests in @dseries/ydiff.
2013-11-14 18:02:42 +01:00
683861396c
Fixed unitary test in @dseries/subsref.
2013-11-14 17:58:09 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
e36516f766
Same as commit #92adc85d04217c05af1288bb77806ed9c73fd85f for ygrowth and ydiff methods.
2013-11-14 14:30:19 +01:00
61cf9899e1
Fixed bug (dates member was not updated).
2013-11-14 14:29:29 +01:00
98dde877ab
Cosmetic changes.
2013-11-14 13:43:31 +01:00
18749508e4
Fixed bug in @dseries/save.
...
The default value of the file name (without extension) was wrong when the method was called with the dot notation.
2013-11-14 12:55:11 +01:00
92adc85d04
Change renaming of the variables to be more consistent (qgrowth(X) instead of QGROWTH_X).
2013-11-14 10:04:10 +01:00
400a4da434
Access the @dseries/pop method with dot notation. Fixed bug.
2013-11-14 00:13:31 +01:00
824d1ed74d
Cosmetic changes in unitary tests for @dseries/mtimes (initialize t in the try/catch block).
2013-11-14 00:03:34 +01:00
844936cdc4
Fixed bug (wrong calling sequence to isdseries function).
2013-11-14 00:02:17 +01:00
d56ae08ccc
Changed behaviour of @dseries/pop method. If only one argument is provided, remove the last variable.
2013-11-13 22:10:50 +01:00
80a2a6b712
Merge remote-tracking branch 'jpfeifer/irf_debug_feedback'
2013-11-13 14:26:58 +01:00
0d97252570
Fixed bug in @dseries/insert method when more than one variable has to be inserted.
2013-11-13 12:16:37 +01:00
b38082c558
Fixed header.
2013-11-13 12:15:02 +01:00
e0c4c937f3
Fixed bug (vobs member was not updated).
2013-11-13 11:24:27 +01:00
b43bfec85f
Fixed typos.
2013-11-13 11:24:01 +01:00
280825a3ca
Access the @dseries/insert method with dot notation.
2013-11-13 11:00:22 +01:00
6d4b6f6e67
Added missing unitary tests in the testsuite.
2013-11-13 10:59:44 +01:00
9dd03751e2
Changed generated plots in unitary tests.
2013-11-12 18:42:07 +01:00
7c91adadd5
Changed density (1200dpi->300dpi) for pdf, png and jpg outputs.
2013-11-12 18:19:37 +01:00
14f306a0cf
Fixed typos.
2013-11-12 17:19:33 +01:00
1046089cef
Rewrote @dseries/extract method.
2013-11-12 16:52:51 +01:00
63eec83efe
ms-sbvar: add load_flat_file.m. closes #505
2013-11-12 15:48:15 +01:00
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
ecdbc42319
Fix error message when initial values of estimation are not suitable.
...
Ref #512
2013-11-08 16:09:16 +01:00
9a72beceed
Removed some restrictions in @dseries/eq overload operator: the variables in the compared dseries object need not to have the same names.
2013-11-08 15:19:13 +01:00
179af0e4ab
Octave compatibility fix: catch does not accept an argument
2013-11-08 15:02:30 +01:00
1d939bf685
Fixed typo.
2013-11-08 14:21:05 +01:00
0333629cb9
Changed x-labels in plot (with dates). Added commands for saving the generated plot in the unitary test of @dseries/baxter_king_filter.
2013-11-08 14:20:43 +01:00
bcb6b5293a
Fixed error messages in @dseries/align.
2013-11-08 09:45:10 +01:00
69525be77f
Fixed bug in @dseries/align (update dates member of the second input argument).
2013-11-08 09:44:34 +01:00
f2b75aa3b3
Fix typo in model_diagnostics.m
2013-11-08 08:27:29 +01:00
b9af2f31fb
Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__.
2013-11-07 15:03:18 +01:00
a0da47758f
Filters out error due to model being purely static.
...
First step in #526
2013-11-07 10:22:24 +01:00
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +01:00
34e5f48752
Use isdseries and fixed bug introduced in commit fbb38d5576.
2013-11-06 22:43:43 +01:00
fbb38d5576
Renamed time member as dates (in dseries class) to avoid confusion with dates class' time member.
2013-11-06 17:41:11 +01:00
805d4dda67
Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise.
2013-11-06 17:15:19 +01:00
92679a463f
Check that the second input is a dseries object in @dseries/merge.
2013-11-06 16:59:32 +01:00
4a2a9af021
Removed useless condition.
2013-11-06 16:56:21 +01:00
cecd56e457
Renamed getDatesCellStringArray routine as strings. Factorized code.
2013-11-06 14:53:36 +01:00
0fdc18e7fb
Merge branch 'ifc'
...
Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
7e779ed506
Removed debugging info in unitary test.
2013-11-06 10:58:59 +01:00
e6a18c8209
Added checks for octave and matlab version.
...
Behaviour of unique has changed after R2012b. We force the old behaviour to keep compatibility with Octave's implementation of the unique function.
Also removed useless condition.
2013-11-06 10:47:24 +01:00
1f80af75c1
Rewrote header.
2013-11-06 10:01:47 +01:00
71045299a4
Rewrote @dates/union more compactly (code factorization).
2013-11-06 09:42:18 +01:00
1ac115ac2b
Fixed typo in header.
2013-11-06 09:16:40 +01:00
e4ae889886
Cosmetic change.
2013-11-06 08:39:55 +01:00
f98ef6b3fb
Rewrote header and removed useless condition.
2013-11-06 08:39:06 +01:00
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
d6a6c42054
Removed useless condition (first argument has to be a dates object).
2013-11-05 17:00:02 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
...
Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
7e70af88a9
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:28:23 +01:00
9795edd892
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:27:16 +01:00
e8be29e97c
Removed comments.
2013-11-05 16:26:16 +01:00
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
...
Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa).
2013-11-05 14:46:00 +01:00
ac8303ed59
dynSeries: add possibility to merge with an empty series
...
adding comments
2013-11-05 12:46:30 +01:00
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
8568292fcd
Fixed bug that pops up when adding an empty dates object with a non empty dates object.
2013-11-04 19:13:53 +01:00
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
...
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
...
Closes #507
2013-11-04 15:42:59 +01:00
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
7518a46de0
Fixed bug. Function isdates should not be located in @dates folder, otherwise the function is not found if the input argument is not a dates object (which makes the function useless).
2013-11-04 08:18:18 +01:00
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
(cherry picked from commit 8ce11bc848
2013-10-28 18:58:40 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
2013-10-27 10:56:11 +01:00
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
...
Calls hozcat method.
2013-10-24 09:47:59 +02:00
901ab2758c
Fixed bug (dates constructor of the form dates(FREQ, YEAR, SUBPERIOD) when FREQ is given by a character).
2013-10-24 09:42:15 +02:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
6128338a15
Added missing tag for triggering the unitary tests in @dates/double.
2013-10-21 11:53:33 +02:00
d31a2674e8
Renamed dynDates2decimal as double, added doc/header and unitary tests.
...
The advantage of this change is that we can put dates in an array of
doubles. For instance, assuming that A is a 2*1 vector, the following
syntax is allowed:
A(1) = dates('1945Q3');
A(2) = dates('1938Q4');
Matlab/Octave calls the overload double function to convert the dates as
a double.
2013-10-21 11:50:21 +02:00
9a07e5c49d
Fixed unitary test.
2013-10-18 22:55:53 +02:00
d86d713cf4
Renamed dynSeries class as dseries.
2013-10-18 17:38:43 +02:00
0056751215
Fixed bug relatated with tex names.
2013-10-18 16:44:18 +02:00
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
14640275d8
Cosmetic change.
2013-10-18 15:06:36 +02:00
ca04453e81
Fixed unitary test in @dynSeries/pop (bug caused by the change of behaviour of the eq method introduced in commit 5b59ff42b1).
2013-10-17 17:31:17 +02:00
8f3e10ea1b
Merge branch 'master' into remove-dynDate-class
2013-10-17 16:33:19 +02:00
b77d37d83b
Fixed typo in unitary tests numbering.
2013-10-17 16:30:35 +02:00
29cbe5dfb4
Added overloaded cumsum function for dynSeries objects.
2013-10-17 15:59:29 +02:00
1cf174bdb4
Fixed typo in error and warning messages.
2013-10-17 14:26:12 +02:00
f3a54ed79b
Added overloaded method @dynSeries/ne (~=) and @dynSeries/isequal function (reproduce old behaviour of the eq operator, changed in commit 5b59ff42b1).
2013-10-17 11:38:44 +02:00
5b59ff42b1
Changed behaviour of the overload eq (==) method for dynSeries objects (see header).
2013-10-17 11:37:15 +02:00
69f7e2468c
Fixed bug in display of the dynSeries objects.
2013-10-17 11:36:22 +02:00
bf733d50c4
Added missing semicolon.
2013-10-17 11:36:03 +02:00
a8a9ec1957
Fixed bug in the definition of init when extracting a subsample with a vector of integers.
2013-10-16 16:17:43 +02:00
66143e4749
dynDate -> dates in dynSeries.
2013-10-16 16:16:26 +02:00
529a94e329
Rewrote @dynSeries/horzcat method.
2013-10-16 15:51:07 +02:00
7de84a4767
Fixed typo.
2013-10-16 15:47:56 +02:00
08f693dffd
Added @dates/horzcat and @dates/vertcat methods. Added a function to test if an object is a dates object.
2013-10-16 15:24:42 +02:00
306d8d6f88
Fixed bug (wrong use of inputname function).
2013-10-16 14:56:23 +02:00
46db51b479
Updated @dynSeries/extract method.
2013-10-16 13:16:07 +02:00
2bb66c38f0
Updated dynSeries class' constructor.
2013-10-16 13:09:11 +02:00
eb25a54ee9
Added unitary tests for the dates class' constructor.
2013-10-16 13:07:41 +02:00
2f7e9959f0
Changed dates constructor so that an object can be instantiated by passing the freq and time member or the freq member, the first column of the time member and the second column of the time member (mandatory only for non annual frequency).
2013-10-16 13:04:48 +02:00
f28bc166f6
dynDate --> dates in load_xls_file_data.
2013-10-16 12:30:14 +02:00
73df682eb8
Added consistency test between INIT__ and FREQ__.
2013-10-16 12:05:39 +02:00
fb08f5c133
dynDate --> dates in load_mat_file_data routine. Fixed unitary test.
2013-10-16 12:03:39 +02:00
d0220e8685
Rewrote headers.
2013-10-16 11:56:36 +02:00
97580b84bb
dynDate --> dates in load_m_file_data routine. Fixed unitary test.
2013-10-16 11:40:55 +02:00
c4667fedbb
Replaced instantiation of dynDate objects by instantiation of dates objects in load/csv_file_data (initial date of the dataset).
2013-10-16 11:34:45 +02:00
c8d4949c52
Rewrote header.
2013-10-16 11:33:23 +02:00
f30b88f50c
Changed default options_.initial_period (has to be a dates object).
2013-10-15 16:18:46 +02:00
d588fce95d
Fixed unitary test #4 in @dates/dates (constructor).
2013-10-15 15:53:16 +02:00
667e895a26
Fixed unitary test in @dates/colon.
2013-10-15 15:51:33 +02:00
786ad2b6eb
Fixed typo in comments (unitary testof @dates/isempty).
2013-10-15 15:50:17 +02:00
24d68dceab
Fixed unitary test in @dates/union.
2013-10-15 15:48:02 +02:00
abdf266608
Fixed unitary test in @dates/intersect.
2013-10-15 15:45:55 +02:00
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
e681fff99f
Oups! Rename the constructor also...
2013-10-15 15:39:14 +02:00
868c3c6a5e
Renamed dynDates class as dates.
2013-10-15 15:36:21 +02:00
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Marco Ratto
ferhat