Stéphane Adjemian (Charybdis)
bd39ff34f6
Fixed bug in get_prior_info routine.
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lb and ub (lower and upper bounds for the priors) are no more fields of
bayestopt_ structure.
2015-02-23 18:24:57 +01:00
Stéphane Adjemian (Charybdis)
0ffb9dd6e2
Changed order of the input arguments in dynare_mimimize_objective.
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It is more standard to have the name of the routine (defining the
objective to be minimized) as a first argument.
2015-02-23 14:35:41 +01:00
Stéphane Adjemian (Charybdis)
beb7826376
Moved optimization related routines in a common subfolder.
2015-02-23 14:26:07 +01:00
Stéphane Adjemian (Charybdis)
5865d46a74
Fixed bug. Wrong number of returned arguments when calling
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dynare_minimize_objective (missing options_).
2015-02-21 18:14:15 +01:00
Stéphane Adjemian
32c29fece5
Merge pull request #842 from JohannesPfeifer/cosmetics
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Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
Stéphane Adjemian (Charybdis)
7df3856cbf
Fixed homotopy with bytecode for perfect foresight models.
2015-02-21 13:59:53 +01:00
Stéphane Adjemian (Charybdis)
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
Stéphane Adjemian (Charybdis)
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
Stéphane Adjemian (Charybdis)
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
Stéphane Adjemian (Charybdis)
402a826300
Updated dates submodule.
2015-02-20 15:16:20 +01:00
Stéphane Adjemian (Charybdis)
38b548c4d0
Fixed licence header.
2015-02-20 14:48:25 +01:00
Stéphane Adjemian (Charybdis)
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
Sébastien Villemot
1faf755d56
Oops, fixing dseries branch.
2015-02-19 18:26:49 +01:00
Sébastien Villemot
e2d7b8ad25
Update dseries.
2015-02-19 18:23:39 +01:00
Stéphane Adjemian (Charybdis)
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
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With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
Stéphane Adjemian (Charybdis)
fd0a172637
Remove small imaginary parts in the solution path for perfect foresight
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models obtained with stack_solve_algo=7.
Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
Stéphane Adjemian (Charybdis)
0851d277c4
Use correct tolerance parameter when solving perfect foresight model
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with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
Stéphane Adjemian (Charybdis)
01b83d767a
Added a matlab routine that prints a line by replicating a symbol.
2015-02-18 18:31:39 +01:00
Stéphane Adjemian (Charybdis)
51a277424d
Cosmetic changes.
2015-02-18 18:21:45 +01:00
Houtan Bastani
6f0584fe38
fix copyright dates
2015-02-18 03:06:33 +01:00
Stéphane Adjemian (Charybdis)
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis)
cc94ed63b0
Revert "Temporary fix for perfect foresight model simulation with block option."
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This reverts commit 8875dbdaa5
.
2015-02-17 13:01:01 +01:00
Stéphane Adjemian (Charybdis)
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Michel Juillard
83c68c0477
Allowing for models without exogenous variable
2015-02-16 21:30:34 +01:00
Stéphane Adjemian (Charybdis)
8875dbdaa5
Temporary fix for perfect foresight model simulation with block option.
2015-02-16 17:05:37 +01:00
Stéphane Adjemian (Charybdis)
d3275db830
Removed options_ and oo_ globals from generated dynamic model
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routines (with block option).
2015-02-16 16:56:17 +01:00
Houtan Bastani
333f87ced2
fix headers
2015-02-16 09:08:26 +01:00
Houtan Bastani
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
Michel Juillard
dfc89df6a8
added make_ex_ to fix bug in dyn_forecast and fixed length of output
2015-02-15 17:49:01 +01:00
Stéphane Adjemian (Charybdis)
b3ed7901cf
Fixed bug in homotopy for perfect foresight models.
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Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
Stéphane Adjemian (Charybdis)
3b41aa0e60
Fixed bug related to the type of initial_period.
2015-02-13 15:59:49 +01:00
Stéphane Adjemian (Charybdis)
ec896d8ca7
Cosmetic changes.
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oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
Stéphane Adjemian (Charybdis)
59d1c18960
Added routines missing in previous commit.
2015-02-13 10:10:41 +01:00
Stéphane Adjemian (Charybdis)
67be25d1a8
Rewrote homotopy for perfect foresight models.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
f40fcb9724
Do not print anything if homotopy (perfect forsight models solver).
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
bcc68ff15c
Updated dseries submodule and dynare_config().
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Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
a44e240153
Removed routines for loading data (dynare/matlab folder).
2015-02-12 15:30:27 +01:00
Houtan Bastani
a2bd920d6f
Workaround for #755
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(cherry picked from commit 9a3cca2a55d57c3148fbcfd892a67a1d9731e9b1)
Conflicts:
matlab/load_csv_file_data.m
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
93966f2087
Set verbosity to 0 if homotopy is used to solve the perfect foresight model.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
892e6818ed
Put argument checks in another routine.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
6f7fed2046
Moved sim1* routines in subfolder.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
1b55975231
Moved det_cond_forecast routine in subfolder.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
e4f4a03798
Removed useless routine.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
Johannes Pfeifer
8320a39e61
Add check whether steady state file during estimation overwrittes parameters to be estimated.
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This might lead to wrong results and should be checked for.
2015-02-11 12:58:36 +01:00
Houtan Bastani
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
Houtan Bastani
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
Houtan Bastani
8673bcf558
reporting: add titleTruncate option
2015-01-27 09:54:37 +01:00
Johannes Pfeifer
1eabb1f6da
Change headers to reflect availability of third order approximation
2015-01-27 08:05:57 +01:00
ferhat
5d9b25d2be
In dr_block, debugging information printed out should not be handled with options_.verbosity. Adding an additional optional argument to handle the debugging information
2015-01-21 13:48:25 +01:00
Michel Juillard
73e292df2a
merged recent changes to submodule dseries
2015-01-17 12:05:12 +01:00
Michel Juillard
8a52ef599b
added a local variable for maximum_lag
2015-01-15 13:55:48 +01:00
Michel Juillard
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
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by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Michel Juillard
5ff129e52d
simplified extended_path.m.
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homotopy and variable sample length should be handled in the solvers.
2015-01-11 21:12:32 +01:00
Michel Juillard
da8f702429
removed parfor used for building the Jacobian
2015-01-11 21:12:32 +01:00
Michel Juillard
1b38dc6422
fixing crash in computation of Ramsey steady state
2015-01-11 21:12:32 +01:00
Michel Juillard
4179e25e11
fixing bug when lags are greater than one period
2015-01-11 21:12:32 +01:00
Houtan Bastani
060288a777
reporting: run compilation in batchmode to speed it up slightly
2015-01-08 18:37:44 +01:00
Houtan Bastani
14cedf576a
reporting: add option to stop LaTeX compilation when an error is encountered (instead of prompting the user for input)
2015-01-08 18:35:10 +01:00
Houtan Bastani
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
Houtan Bastani
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
Houtan Bastani
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
Houtan Bastani
1b8a58fe5b
reporting: fix error message
2014-12-23 17:52:17 +01:00
ferhat
823477519c
Corrects the extended path when bytecode option is used
2014-12-19 14:53:23 +01:00
Stéphane Adjemian
077654fda2
Merge pull request #818 from JohannesPfeifer/smoother_only
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Various fixes when running only smoother on a model
2014-12-17 11:29:05 +01:00
Houtan Bastani
deba05ccc2
Merge pull request #826 from JohannesPfeifer/oo_recursive_
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Make dynare_estimation.m return oo_recursive_
2014-12-17 11:02:54 +01:00
ferhat
24b2993f50
Solves issues in deterministic simulation:
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- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Johannes Pfeifer
ff8eaf57ad
Make dynare_estimation.m return oo_recursive_
2014-12-15 22:50:38 +01:00
Johannes Pfeifer
ed8b47bbf4
Add info to header about additional output argument
2014-12-11 20:59:31 +01:00
Johannes Pfeifer
c7153ba2ea
Add initialization of bounds if estim_params is empty
2014-12-08 11:29:15 +01:00
Johannes Pfeifer
dc7cfd3f0d
Adjust smoother to data now being a column vector
2014-12-08 11:28:46 +01:00
Johannes Pfeifer
bda19832cd
Integrate error from negative steady state with loglinear model into print_info.m
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Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
Johannes Pfeifer
dd6f8c182c
Move call to optimizers in mode-computing to separate file to allow other function to access all integrated optimizers
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- also moves several options to subfields of options structure
- allows setting options of newrat
- requires newrat to have compatible kalman_algo specified in order for it to not change options_
- explicitly disallows using analytical derivation with numerical gradient (before the numerical gradient request was overwritten)
- always outputs hessian returned by optimizer (empty matrix if not computed) and deletes subsequent overwriting if cova_compute=0
2014-12-04 19:36:12 +01:00
Stéphane Adjemian (Charybdis)
811877aa6c
Switched back on old-oop-style branch and updated submodules dseries and dates.
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Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
Sébastien Villemot
22d1c45dad
Update dseries submodule.
2014-12-04 14:46:39 +01:00
Sébastien Villemot
fa4e50499d
Update dates and dseries submodules.
2014-12-04 14:19:50 +01:00
Johannes Pfeifer
e4745cbc65
Add missing abs to unit root check in model_diagnostics.m
2014-12-03 13:35:06 +01:00
Stéphane Adjemian (Charybdis)
7764d07343
Updated date submodule.
2014-12-01 17:35:09 +01:00
Stéphane Adjemian (Charybdis)
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
Stéphane Adjemian (Charybdis)
a3c139cb38
Updated dynare_config routine.
2014-11-28 18:35:19 +01:00
Stéphane Adjemian (Charybdis)
d1966dbc76
Added dseries class as a submodule.
2014-11-28 18:34:01 +01:00
Stéphane Adjemian (Charybdis)
686289cd01
Updated dynare_config routine.
2014-11-28 18:26:42 +01:00
Stéphane Adjemian (Charybdis)
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
Stéphane Adjemian (Charybdis)
bc90d1d6da
Merge branch 'remove-@dates'
2014-11-28 18:13:46 +01:00
Stéphane Adjemian (Charybdis)
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Stéphane Adjemian (Charybdis)
593adcd5e9
Updated dynare_config routine (new path for the dates class and related routines).
2014-11-27 23:19:53 +01:00
Stéphane Adjemian (Charybdis)
6d30ac71d8
Added dates class as a submodule.
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The submodule dates is in matlab/modules/ subfolder.
2014-11-27 23:15:18 +01:00
Stéphane Adjemian (Charybdis)
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
Marco Ratto
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
Marco Ratto
1b615b4f70
Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011).
2014-11-27 11:30:10 +01:00
Johannes Pfeifer
da691bb21c
Fix reading in of initval files from Excel
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series_-indicator was not set
2014-11-27 10:44:21 +01:00
Johannes Pfeifer
566835bba6
Check size of initval-file provided values and issue more explicit error message
2014-11-27 09:09:30 +01:00
Johannes Pfeifer
6d7c8ef963
Allow reading in of row vectors in initval file
2014-11-27 09:08:57 +01:00
Stéphane Adjemian
6aa7c038ef
Merge pull request #799 from JohannesPfeifer/simplex
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Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00
Houtan Bastani
97e93941c5
gsa: corrcoef: add missing function from octave forge nan package, #796
2014-11-25 11:25:45 +01:00
Johannes Pfeifer
3d6316bc5e
Fix handling of some options in simplex_optimization_routine.m
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One was unset, leading to crashes, and the other one was ignored due to naming conflicts
2014-11-25 09:56:14 +01:00
Johannes Pfeifer
268e8627f0
Add missing simple option to global_initialization.m
2014-11-25 09:54:41 +01:00
Houtan Bastani
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
MichelJuillard
6d12f2141f
Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
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Fix message in dynare_estimation_init.m
2014-11-21 22:10:30 +01:00