dc319a973c
Merge pull request #768 from JohannesPfeifer/model_diagnostics
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Improvements to model diagnostics
2014-11-21 22:09:08 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
f3f2da54ff
load_csv_file: try loading io package before error and expand error message
2014-11-21 16:15:12 +01:00
8e9cd95a89
Merge pull request #760 from JohannesPfeifer/fix_smoother
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Fix bug when calling non-Bayesian smoother after Bayesian estimation
2014-11-20 10:27:15 +01:00
974ea63b36
Merge pull request #787 from rattoma/gsa
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New compact plots for GSA and IRF/moment calibration
2014-11-20 10:20:23 +01:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
a48e053e3a
Do not number saved figure when only is saved.
2014-11-19 19:36:27 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
f3c9b39dce
Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
2014-11-19 19:32:07 +01:00
6f68ad69a8
Merge remote-tracking branch 'remotes/personal/gsa' into gsa
2014-11-18 15:44:44 +01:00
79f68a5f32
1) proper use of new nodecomposition option;
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2) bug fix on variable list;
2014-11-18 15:23:26 +01:00
3d14c1078e
Proper use of nodecomposition option in posterior estimation and identification.
2014-11-18 12:12:22 +01:00
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
8d96310436
Merge pull request #702 from rattoma/master
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Use the nodecomposition option which is available in th_autocovarianc...
2014-11-17 12:16:43 +01:00
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
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Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
c5c5caace5
Add utility to convert Dynare 4.5 results structure to 4.4
2014-11-16 21:11:06 +01:00
cb4fb6aaf1
Replace eval-command in dynare_estimation.m by direct call to fields
2014-11-16 21:11:06 +01:00
86cac40362
Harmonize field length for FilteredVariables for calibrated smoother
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Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
2014-11-16 21:11:06 +01:00
4b1e815728
Always display value of posterior/likelihood at the mode
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Also clarifies that minus the posterior/likelihood is displayed
2014-11-16 21:11:06 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
45ef721d03
Fix computation of SmoothedMeasurementErrors in Bayesian smoother
2014-11-16 21:08:18 +01:00
1cbb17f929
Make sure classical filtered variables have the same length as the Bayesian ones, i.e. nobs.
2014-11-16 21:08:18 +01:00
49abff9e4d
pm3.m: If no TeX names are provided, default to variable names provided
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Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
2014-11-16 21:08:18 +01:00
61253bcb81
Add header with info to pm3.m
2014-11-16 21:08:18 +01:00
9f20aaa8e4
Cosmetic fix to wording of error message in resol.m
2014-11-16 21:08:18 +01:00
b76bc6d79e
Make sure all computed moments in Bayesian estimation return column vectors
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The HPD were the only exemption, being row vectors.
2014-11-16 21:08:18 +01:00
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
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It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
704f8650af
Properly initialize var_yf in forcst.m
2014-11-16 21:08:17 +01:00
af9e30c658
Change display of failed solution to a warning
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Problem can be missed too easily otherwise
2014-11-16 14:35:58 +01:00
a871441896
1) Forced nodisplay to avoid proliferation of plots;
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2) added waitbar;
2014-11-14 18:00:41 +01:00
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
2014-11-14 17:59:08 +01:00
6a4f79684c
Merge remote-tracking branch 'remotes/personal/gsa' into gsa
2014-11-14 17:47:58 +01:00
06572f26a4
Use the nodecomposition option which is available in th_autocovariances.m: for large models with the HP filter option, this may spare a lot of time, if only the unconditional moments are needed on output;
2014-11-14 17:28:17 +01:00
aae7c23fe2
Added unitary test for hessian routine.
2014-11-14 16:33:34 +01:00
ff3c8e94e1
Clean up hessian.m
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Fix description of algorithm and document the function better. Also removes manual increasing of loop variable and moves computation of temporary variable not depending on loop variables outside of the loop as it needs to be computed only once.
2014-11-14 16:33:34 +01:00
83931dca66
Added legends for the figures.
2014-11-14 14:53:37 +01:00
90487c03e0
The naming of the resulting SA restrictions files (Smirnov statistics plots) changed so that the file names shows the endogenous variable and shock name of interest. E.g. If the model file name is ls2003a.mod the file name of the plot may be
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ls2003a_prior_irf_calib_y_VS_e_ys_SA_1 showing the endogenous variable name y and shock e_ys.
2014-11-14 14:51:54 +01:00
f999f960f8
bug fix: add missing comment
2014-11-14 12:27:20 +01:00
b14c10c1a2
Merge pull request #775 from JohannesPfeifer/sim1_imaginary
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Take care of imaginary numbers in perfect foresight simulations
2014-11-14 12:24:27 +01:00
2300464cae
Merge branch 'simplex'
2014-11-14 11:07:58 +01:00
9fa92b0d02
fixing error message
2014-11-14 07:15:24 +01:00
a8e7c30e6a
Added @dseries/exist method.
2014-11-13 16:53:06 +01:00
cc96d46911
Transfer hard-coded verbosity of simplex algorithm into an option
2014-11-10 19:54:44 +01:00
7c59edead2
Make simplex_optimization_routine.m usable outside of estimation
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Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
c3467ddca2
Simplex: return only scalar best value instead of full vector
2014-11-10 19:41:50 +01:00
bbf6ea50b0
Added workaround for bug in some Matlab versions (wrong type).
2014-11-10 11:21:05 +01:00
0691b08303
Adapated internals routine (name of dynTest routine has changed).
2014-11-09 22:20:43 +01:00
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
479189ef47
Updated path in dynare_config.
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For m-unit-tests module.
2014-11-07 22:41:25 +01:00
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
e6789a3707
Merge pull request #761 from JohannesPfeifer/message_test_calibration
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Clarify message in test_for_deep_parameters_calibration.m
2014-11-07 17:27:15 +01:00
1f25e7d479
Merge pull request #757 from JohannesPfeifer/fix_display
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Add missing run index to looped variable in resol.m
2014-11-07 17:25:50 +01:00
a1a0cc098b
skipline: simplify code
2014-11-07 16:44:05 +01:00
f98a41007e
skipline: fix function header
2014-11-07 16:44:05 +01:00
ae52f7615c
bug fix: skipline
2014-11-07 16:44:05 +01:00
6edef09aba
Added fake input argument in @dates/isequal.
2014-11-07 16:12:47 +01:00
d77dec9726
Added optional tolerance parameter in @dseries/isequal method.
2014-11-06 15:43:23 +01:00
884cbc3fbe
dseries: bug fix: add delimiter for importdata for .csv files
2014-11-06 14:46:27 +01:00
3f4f348a0a
dseries: variable in error messages isn't set
2014-11-06 14:34:05 +01:00
9a966151fa
fix typo
2014-11-06 13:48:53 +01:00
2a67e2a306
Take care of imaginary numbers in perfect foresight simulations
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Finishing with imaginary parts now does not count as a solution and triggers a new homotopy step.
2014-11-06 09:08:50 +01:00
cb5d3df6a0
Computation of the loss function in the presence of unit root variables was incorrect
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Some elements were simply left out. This commit now mimics the computations as in th_autocovariances.m and makes sure the loss function coincides with the one that is obtained by reading out the covariance from oo_.var
2014-11-03 18:05:15 +01:00
669016167e
Fix bug in osr where moments were not based on optimal parameter draw
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M_.params is global and was set by csminwel1 to the last value tested; this does not necessarily coincide with the optimal parameter vector, which may have occurred earlier. This commit explicitly sets the optimal parameter vector.
2014-11-03 18:01:04 +01:00
7b1663281b
Transform objective function in osr to full matrix
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If the objective function only has one element, the scalar product of a sparse matrix and a full matrix is sparse (in contrast to two or more elements). This crashes the osr code subsequently.
2014-11-03 15:29:21 +01:00
6bc9b88401
Add reordering of second order derivatives to stochastic_solvers.m
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It was erroneously completely moved to dyn_second_order_solver.m in the 4.3 branch when cleaning up dr1.m. Without this reordering, decision rules for exogenous deterministic variables at second order are wrong
2014-11-02 19:34:55 +01:00
283912be53
Merge pull request #770 from JohannesPfeifer/Ramsey_aux_vars
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Ramsey aux vars
2014-11-02 15:16:44 +01:00
ecbe428bd7
Fix computation of objective function in OSR if covariances are specified
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Due to the preprocessor adding entries for all variable combination into i_var, variables contained in covariances obtained a wrong weighting. By only selecting the unique entries, this cannot happen anymore. Moreover, the computation intensity of the objective does not increase quadratically in the objective anymore.
2014-11-02 12:49:11 +01:00
491301c67b
th_autocovariances.m creates Gamma_y{nar+2} (variance decomposition)
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even if there is a single shock. In that case variance decomposition
is one. It is better if Gamma_y has always the expected
size. disp_th_moments.m only displays variance decomposition if there
is more than one shock.
2014-11-02 11:17:27 +01:00
fbbe98815b
fixing bug introduced in commit 6eb3a3d when displaying theoretical
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moments for a model with a single exogenous variable
2014-11-01 09:15:48 +01:00
c2da796153
Fix distinction between initial values provided to dyn_ramsey_static.m and stale unchanged initial values in oo_.steady_state
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In case of no steady state file, they are identical, but with a steady state file, they are not. Moreover, this fixes a problem with the dimension of the input to the steady state file. ys was not initialized and had wrong dimensions
Also adds comments to file.
2014-10-30 13:31:57 +01:00
3a9c273535
Allow for check of Hessian at order>2 in model_diagnostics.m
2014-10-29 19:37:03 +01:00
c1999443ce
Condition singularity warning on unit root check
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When singularity is detected, try to compute eigenvalues to see if unit root is present and issue warning according to this check
2014-10-29 19:33:33 +01:00
a159442935
Fix message in dynare_estimation_init.m
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If some parameters are NaN after computing the steady state, the message erroneously said that parameters had been changed. In a check for equality, NaN is not equal to NaN. Thus, NaNs are now taken care of separately.
2014-10-29 09:02:29 +01:00
9300a061aa
Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory.
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If the m data file is in the current directory, the first output of
fileparts(options_.datafile) is an empty string. In Matlab the command
cd('') fails, but Octave does not fail in this case (and does nothing).
Added a test on the first output of fileparts, if this output is empty
we do not try to change the current directory.
2014-10-23 11:08:26 +02:00
5ab08ed8d3
Added missing semi colon.
2014-10-21 16:37:57 +02:00
ca28a2b778
Fixed load_m_file_data_legacy.m.
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An m file data was not loading if outside the current directory.
2014-10-21 16:05:34 +02:00
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
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Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
fb14d24036
Do not truncate the plotted prior densities with the truncation
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parameters used for optimization (second and third positional
arguments after the name of the estimated parameter in the
estimated_params block).
2014-10-16 15:27:40 +02:00
2d61c39276
Cosmetic changes.
2014-10-16 15:25:51 +02:00
db2ba6d887
Clarify message in test_for_deep_parameters_calibration.m
2014-10-15 13:42:47 +02:00
2c01113e8c
Fix bug when calling non-Bayesian smoother after Bayesian estimation
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Because xparam1 is used by the smoother, but xparam was set to the posterior mean, the non-Bayesian smoother results were based on the parameters at the mode, which are stored in xparam1.
2014-10-15 09:49:07 +02:00
d423ae63a8
Set default value for last input argument of lyapunov_symm routine (debug flag).
2014-10-15 09:02:42 +02:00
590c0985f8
Add missing run index to looped variable in resol.m
2014-10-13 20:10:57 +02:00
935f74883d
Added unit tests for lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
55808060cf
Removed useless input (complete commit 438a671c3873e5c4e1bb02a54080e930fbc11886).
2014-10-13 17:42:52 +02:00
b90f3deed2
Bugfixes and improvements related to method 3 of lyapunov_symm.m
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- the function was called with the wrong input argument for this case (Q instead of R*Q*R'), crashing with incompatible matrix dimensions
- the persistent variable X was not updated when the size of it changed, leading to crashes when estimation is followed by calls to DsgeSmoother.m where the state-space is different
- Also eliminates the printed output in lyapunov_symm.m that could not be turned off and clutters estimation
2014-10-13 17:42:52 +02:00
573d276f1a
Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
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Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
78621c03ee
Merge pull request #742 from JohannesPfeifer/second_order_hessian_problems
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Deal with NaN and Inf in Hessian of dynamic model
2014-10-13 12:49:38 +02:00
de5875a75b
Fix bug still present in CutSample.m
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#733 was faulty because it did not account for changes in the first line when more than 1 MH file was present. Now, FirstDraw really denotes the first draw (as opposed to the last draw as before). The subsequent computation of FirstMhFile is then also correct.
2014-10-12 11:33:55 +02:00
6c112a2701
Merge pull request #743 from JohannesPfeifer/debug_info_estimation
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Add check for NaN parameters to initial_estimation_checks.m
2014-10-10 22:30:12 +02:00
06fbf2b2c5
Merge pull request #746 from JohannesPfeifer/rplot
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Filter out empty oo_.endo_simul in rplot.m
2014-10-10 22:25:07 +02:00
df1e734106
Merge branch 'steady_debug'
2014-10-10 21:47:24 +02:00
f4922a8a27
Cosmetic changes.
2014-10-10 21:46:50 +02:00
9e3edd6673
Merge pull request #748 from JohannesPfeifer/maxit
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Change maxit default value and correct manual
2014-10-10 19:03:56 +02:00
37d4cf7e35
Merge pull request #753 from JohannesPfeifer/MCMC_diag
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Improve tractability of McMCDiagnostics_core.m by adding header and comm...
2014-10-10 18:46:30 +02:00
f4f7a02fd7
Provisions for MATLAB 8.4 (R2014b)
2014-10-10 10:41:04 +02:00
1d68ed8da6
Improve tractability of McMCDiagnostics_core.m by adding header and comments. Also uses more intuitive variable names
2014-10-09 10:57:28 +02:00
3187c70b97
Add debugging info on initial values for steady state computation
2014-09-30 15:05:12 +02:00
a9bb341b0a
Increase default maxit for steady and deterministic simulations
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Judging from forum reports, the default fails too often. Closes #747
2014-09-30 11:47:58 +02:00
6bbfa2fa6d
removed 1e6 in expression forcing a non-singular Jacobian
2014-09-30 08:13:31 +02:00
6a8c968411
Filter out empty oo_.endo_simul in rplot.m
2014-09-29 15:00:45 +02:00
fa3e77d163
fixing bug in handling options for lmmcp
2014-09-28 10:07:08 +02:00
127b7b0221
Add check for NaN parameters to initial_estimation_checks.m
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Provides important info to debug cryptic crashes in later routines. Mostly applies to cases where people run estimation without stoch_simul
2014-09-25 09:02:36 +02:00
b43d52278d
Deal with NaN and Inf in Hessian of dynamic model
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Checks for these cases in stochastic_solvers.m to prevent cryptic crashes in dll-files later on
2014-09-25 08:49:19 +02:00
2d39fc62e2
Make sure the output arguments of dsge_likelihood.m are actually set
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Before, trend_coeff and ys were sometimes returned as empty
2014-09-21 11:54:43 +02:00
3e427020d6
Cosmetic changes in headers
2014-09-21 11:51:46 +02:00
e2fd82d403
Merge branch 'cut_sample'
2014-09-20 11:18:16 +02:00
cc80c8662c
Fixes ambiguity in the output of CutSample routine (second part of PR #733 ).
2014-09-20 11:17:57 +02:00
bfc9719f05
Fix bug in in CutSample.m that led to wrong number of draws for moment computation (first part of PR #733 )
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FirstLine actually defined the last line. One needs to 1. Otherwise,
Draws in GetAllPosteriorDraws.m will be (NumberOfDraws+1)*nblck.
2014-09-20 11:16:50 +02:00
2e08025cac
Fixed typo (wrong condition for defining the integration weights and nodes).
2014-09-19 22:05:42 +02:00
79c5e18bfe
Cosmetic changes
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- Suppresses spurious output from dynare_estimation_1.m
- Removes unset output argument from dynare_estimation_init.m (which seems to be totally unused as it was not set at all and nobody reported any crashes)
- Corrects header of dynare_estimation_init.m
2014-09-19 16:20:43 +02:00
08b598609e
Clarify ambiguous printout in internals function
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"Overall acceptance rate" could be read as over all chains.
Also capitalizes the name Matlab
2014-09-16 20:44:18 +02:00
79d0e269a7
cosmetic change
2014-09-12 15:40:47 +02:00
4729459970
Properly handle case when post_metropolis=0: here steady_state must be added to smoothed variables.
2014-09-12 15:35:00 +02:00
55b6d0eb93
1) check for restricted or extened var list
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2) allow proper working will all GSA type of sample: prior, MC, posterior
2014-09-12 14:49:25 +02:00
8655df67a9
Clean up use of verbosity option
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- in dr_block.m and ep_residuals.m the option was hardcoded and disabled
- for csminwel1.m, no verbosity option exists anymore, thus definitions preceeding calls to it were redundant as was the options_.osr.verbose
2014-09-12 10:33:37 +02:00
beee1d2f82
Correct the test on the number of eigenvalues outside the unit circle: do the test on each block instead of at the global level
2014-09-11 18:19:31 +02:00
576ed55dda
Merge branch optimizer_number_5.
2014-09-11 17:38:03 +02:00
89fa0ae9b6
Fixed typo.
2014-09-11 17:33:42 +02:00
7e3114847d
Fix crash in Ramsey with more than 1 instrument and steady state file.
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Vector ys is undefined.
2014-09-11 15:33:55 +02:00
ce97a27c9d
Cosmetic changes.
2014-09-10 17:49:33 +02:00
308ce25031
Make sure that solve_algo=0 inherits options from options_.steady
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Otherwise, MaxIter is hard-coded
(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
2014-09-10 17:49:33 +02:00
caa6d5d93e
Fix display of MH-history if parameter names do not have same length
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In this case, cell2mat fails, because the dimensions are not consistent. Using char() instead padds with spaces
(cherry picked from commit 47b1a2df74cf1f643ca913ab4ff6c2057e8b58cf)
2014-09-10 17:49:33 +02:00
41d1533086
Add check that prevents datafile from having same name as mod-file
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Otherwise, the generated m-file might be called as the datafile, leading to infinite loops. The check cannot be moved to makedataset because M_.fname is not available there.
2014-09-10 17:49:33 +02:00
27d54758be
Fixed typo.
2014-09-10 17:49:33 +02:00
6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
4c9be8a56a
Removed useless option.
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
77a29e95c1
Fixed bugs:
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(1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
(2) The removal of the trend was missing.
2014-09-08 22:36:40 +02:00
06f4926553
Do not consider variables that are not column vectors.
2014-09-08 22:36:40 +02:00
b972c34417
Changed local variable name (index of the main loop).
2014-09-08 22:36:40 +02:00
f6a1df8549
Increased default number of particles.
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
07d321c159
Merge pull request #705 from JohannesPfeifer/get_posterior_bug
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Fixes bug where number of posterior draws was computed incorrectly and w...
2014-08-14 12:44:58 +02:00
6d42861e19
extended-path: fixing bug when options_.initial_period is NaN
2014-08-12 18:59:56 +02:00
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
819dd8c899
Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed
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The bug did not affect any computations, but only provided a wrong warning
2014-08-09 10:37:16 +02:00
f346b734d9
when flag==0 (or options_.hess==0), we force to use the hessian from outer product gradient computed in optimizer == 5.
2014-08-07 17:49:04 +02:00
6c1266f861
Merge pull request #683 from JohannesPfeifer/mh_mode
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Add saving of parameter names to make loading of mh_mode-file compatible...
2014-07-30 18:29:03 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
9c4294d0aa
Merge pull request #700 from JohannesPfeifer/unit_test
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Set missing argument in makedataset.m that leads to crashes with GSA
2014-07-30 12:59:45 +02:00
0f28422e9f
This fixes #704 .
2014-07-29 18:22:10 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
5b7b8da7fa
reporting: table fix bug where the table would not be saved in the directory specified by tableDirName if the tableName option was provided
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
c5af1d43ed
Removed nobs and vobs members in @dseries class.
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The syntax to get the number of observations and the number of
variables remains unaffected by this commit. If ts a @dseries object,
ts.nobs and ts.vobs are respectively the number of observations and
the number of variables.
2014-07-28 17:50:15 +02:00
555e2cf73b
reporting: write tableSubSectionHeader in bold
2014-07-28 17:28:20 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
19134d1287
reporting: minor aesthetic changes to table and code simplifications
2014-07-28 17:28:20 +02:00
010a87623e
reporting: ensure tableRowIndent is ge 0
2014-07-28 17:28:20 +02:00
1e4c2e0881
Fixed bug affecting prior restictions (removed the extension in the argument of str2func).
2014-07-28 13:02:10 +02:00
7387237a5b
reporting: option to suppress reporting output. closes #688
2014-07-25 14:38:30 +02:00
916fe62218
Fixed bug. Test on multiple declaration of observed variables was wrong.
2014-07-24 17:53:20 +02:00
a6bddb2d57
Improve computation of outer product gradient for univariate Kalman algorithms, by exploiting the larger number of individual densities computed during recursions (used in optimizer number 5).
2014-07-23 16:33:39 +02:00
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
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If the initial parameters did not solve, the code for displaying results and saving was not reached. The also led to later crashes with saving as the -append option was used and no file existed. If no valid draw can be found, the function exits in any case, so no additional check is needed.
2014-07-23 12:10:00 +02:00
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
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Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
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If a file <MOD_FILE_NAME>_prior_restrictions.m exists in current folder, the value returned by this routine is
substracted to fval (likelihood-lnprior) at the end of dsge_likelihood. The arguments of this routine are: M_,
oo_, options_, dataset_ and dataset_info. Routines for writing <MOD_FILE_NAME>_prior_restrictions.m will be
provided later.
2014-07-21 12:45:49 +02:00
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
36222cb40d
Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m
2014-07-18 14:05:12 +02:00
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
7c09435e5e
Fix bug in dyn_ramsey_static.m with steady state file that resulted in incorrect steady state when running twice
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The x returned by a steady state file includes Lagrange multipliers. When starting with 0 multipliers, the steady state of the multipliers is computed correctly. But when running it a second time like in a subsequent call to stoch_simul, the algorithm thinks that elements of xx are 0 which they aren't. As a result, it finds minus the multiplier as the solution, resulting in an output of 0 for all multipliers.
2014-07-18 12:35:52 +02:00
3f72f394aa
Cosmetic fixes to dyn_ramsey_static.m
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Also makes sure that the check flag is returned and the steady state file always called if it exists. Otherwise, parameters might not be updated and NaN not detected.
2014-07-18 08:53:51 +02:00
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
fbdfaf640a
Document computation of theoretical mean at second order
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(cherry picked from commit 7084913382dc892fa4385fb7783e5daec41449f7)
2014-07-17 22:05:08 +02:00
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
afbd0bd47a
Cosmetic change (added white space).
2014-07-17 22:05:08 +02:00
863fe4998f
Fixed typo/bug (removed space).
2014-07-17 22:05:08 +02:00
1a98943651
Fixed bug (tex names with underscores were not correctly saved in m datafile).
2014-07-17 22:05:08 +02:00
a261c3bbce
Fixed bug. The instantiation of a dseries object with a file name (for the datafile) and a string (for the initial period) was not working correctly.
2014-07-17 22:05:08 +02:00
7b089ec2b3
Cosmetic change. Renamed nobs as vobs.
2014-07-17 22:05:07 +02:00
e5a419ecaf
Removed reference to options_.nobs
2014-07-17 22:05:07 +02:00
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
bf674fa59f
Deal with cases where too few draws are available for posterior moments
2014-07-17 22:05:07 +02:00
b9aa971d73
Add description for conditional_forecasts
2014-07-17 22:05:07 +02:00
064c1bb8fc
Clarify license of LMMCP.
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Closes #680
2014-07-10 14:24:41 +02:00
179e8b867a
reporting: bug fix. closes #673
2014-07-09 15:46:28 +02:00
34610ad4eb
reporting: fix bug in creating table when data option is passed to constructor
2014-07-09 15:46:28 +02:00
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
03975f7d01
Fixed bug (wrong definition of rawdata).
2014-07-09 15:34:53 +02:00
57c583867b
Added new method @dseries/detrend.
2014-07-09 15:34:53 +02:00
946bf4f5e2
reporting: modify depricated method of changing font (thanks to Dirk Muir for the solution)
2014-07-08 16:12:17 +02:00
MichelJuillard
Houtan Bastani
Marco Ratto
Johannes Pfeifer
Stéphane Adjemian (Telemachus)
Jukka Heikkonen
Stéphane Adjemian
ferhat
Frédéric Karamé
Sébastien Villemot
Sébastien Villemot