Michel Juillard
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
Johannes Pfeifer
819dd8c899
Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed
...
The bug did not affect any computations, but only provided a wrong warning
2014-08-09 10:37:16 +02:00
Marco Ratto
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
Sébastien Villemot
6c1266f861
Merge pull request #683 from JohannesPfeifer/mh_mode
...
Add saving of parameter names to make loading of mh_mode-file compatible...
2014-07-30 18:29:03 +02:00
Houtan Bastani
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
Sébastien Villemot
9c4294d0aa
Merge pull request #700 from JohannesPfeifer/unit_test
...
Set missing argument in makedataset.m that leads to crashes with GSA
2014-07-30 12:59:45 +02:00
Stéphane Adjemian (Scylla)
0f28422e9f
This fixes #704 .
2014-07-29 18:22:10 +02:00
Houtan Bastani
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
Houtan Bastani
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
Houtan Bastani
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
Stéphane Adjemian (Scylla)
c5af1d43ed
Removed nobs and vobs members in @dseries class.
...
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
Houtan Bastani
555e2cf73b
reporting: write tableSubSectionHeader in bold
2014-07-28 17:28:20 +02:00
Houtan Bastani
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
Houtan Bastani
19134d1287
reporting: minor aesthetic changes to table and code simplifications
2014-07-28 17:28:20 +02:00
Houtan Bastani
010a87623e
reporting: ensure tableRowIndent is ge 0
2014-07-28 17:28:20 +02:00
Stéphane Adjemian (Scylla)
1e4c2e0881
Fixed bug affecting prior restictions (removed the extension in the argument of str2func).
2014-07-28 13:02:10 +02:00
Houtan Bastani
7387237a5b
reporting: option to suppress reporting output. closes #688
2014-07-25 14:38:30 +02:00
Stéphane Adjemian (Scylla)
916fe62218
Fixed bug. Test on multiple declaration of observed variables was wrong.
2014-07-24 17:53:20 +02:00
Marco Ratto
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
Johannes Pfeifer
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
...
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
Johannes Pfeifer
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
...
Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
Stéphane Adjemian (Scylla)
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
...
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
Stéphane Adjemian (Charybdis)
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
Johannes Pfeifer
36222cb40d
Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m
2014-07-18 14:05:12 +02:00
Johannes Pfeifer
27572277d0
Test the result of steady state computation for correctness
...
- 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
Johannes Pfeifer
7c09435e5e
Fix bug in dyn_ramsey_static.m with steady state file that resulted in incorrect steady state when running twice
...
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
Johannes Pfeifer
3f72f394aa
Cosmetic fixes to dyn_ramsey_static.m
...
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
Stéphane Adjemian (Scylla)
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
Johannes Pfeifer
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
...
(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
Johannes Pfeifer
fbdfaf640a
Document computation of theoretical mean at second order
...
(cherry picked from commit 7084913382dc892fa4385fb7783e5daec41449f7)
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
afbd0bd47a
Cosmetic change (added white space).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
863fe4998f
Fixed typo/bug (removed space).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
1a98943651
Fixed bug (tex names with underscores were not correctly saved in m datafile).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Scylla)
7b089ec2b3
Cosmetic change. Renamed nobs as vobs.
2014-07-17 22:05:07 +02:00
Stéphane Adjemian (Scylla)
e5a419ecaf
Removed reference to options_.nobs
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
bf674fa59f
Deal with cases where too few draws are available for posterior moments
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
b9aa971d73
Add description for conditional_forecasts
2014-07-17 22:05:07 +02:00
Sébastien Villemot
064c1bb8fc
Clarify license of LMMCP.
...
Closes #680
2014-07-10 14:24:41 +02:00
Houtan Bastani
179e8b867a
reporting: bug fix. closes #673
2014-07-09 15:46:28 +02:00
Houtan Bastani
34610ad4eb
reporting: fix bug in creating table when data option is passed to constructor
2014-07-09 15:46:28 +02:00
Stéphane Adjemian (Charybdis)
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
03975f7d01
Fixed bug (wrong definition of rawdata).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
57c583867b
Added new method @dseries/detrend.
2014-07-09 15:34:53 +02:00
Houtan Bastani
946bf4f5e2
reporting: modify depricated method of changing font (thanks to Dirk Muir for the solution)
2014-07-08 16:12:17 +02:00
Sébastien Villemot
7400c2c143
evaluate_steady_state.m: fix bugs when static and dynamic models differ.
...
Closes #661
2014-07-08 16:10:09 +02:00
Sébastien Villemot
def9ee92e5
Steady state calculation of Ramsey problem: fix bug when params are updated.
...
If the steady state file was modifying parameters, the changes were not taken
fully taken into account.
Thanks to Junior Maih for noticing and proposing the fix.
2014-07-08 15:06:26 +02:00
Stéphane Adjemian (Charybdis)
9c733de40a
Added unitary tests.
2014-07-08 14:06:55 +02:00
Michel Juillard
4613fb2bf4
Adding initialization for lmmcp options
2014-07-08 13:53:18 +02:00
Houtan Bastani
a64ded92cd
dseries: fix subtraction bug. closes #686
2014-07-08 12:06:27 +02:00
Sébastien Villemot
658151aa48
Merge pull request #682 from JohannesPfeifer/model_comparison
...
Filter out ML of model_comparison.m
2014-07-07 18:18:38 +02:00
Sébastien Villemot
24ec8e2b81
Merge pull request #685 from JohannesPfeifer/Load_Excel
...
Account for loading of only one variable when loading Excel-file
2014-07-07 18:15:04 +02:00
Houtan Bastani
ad00875cf6
reporting: graph: add option yTickLabelScaled
2014-07-07 16:49:53 +02:00
Houtan Bastani
9fc4d62264
reporting: remove unused graphSize option
2014-07-07 10:29:09 +02:00
Houtan Bastani
535168850a
reporting: add option to suppress compiler output
2014-07-07 09:49:12 +02:00
Houtan Bastani
21f9b98d6c
reporting: add option to open report at end of compilation
2014-07-07 09:45:34 +02:00
Houtan Bastani
a97197c445
reporting: rework option handling for compile.m
2014-07-07 09:45:25 +02:00
Houtan Bastani
9872fe69c0
reporting: fix bug with end tabular/end landscape
2014-07-04 16:46:09 +02:00
Johannes Pfeifer
9f793d1069
Account for loading of only one variable when loading Excel-file
...
Closes #654
2014-07-04 13:44:48 +02:00
Stéphane Adjemian (Charybdis)
779364c35d
Fixed bug and added unit tests (force the variables in mat files to be in column vectors).
2014-07-03 11:35:46 +02:00
Stéphane Adjemian (Charybdis)
0c98ba67f6
Fixed bug and added unitary tests.
2014-07-02 16:08:08 +02:00
Johannes Pfeifer
7f15295cda
Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option
2014-07-02 15:20:07 +02:00
Stéphane Adjemian (Scylla)
1b36d75947
Rewrote @dates/size and @dseries/size (compatibility fix for Octave).
2014-07-02 12:20:19 +02:00
Johannes Pfeifer
85f336496d
Filter out ML of model_comparison.m
...
Also documents that ML is not supported and adds reference for model comparison
Related to #681
2014-07-01 18:50:24 +02:00
Sébastien Villemot
6ceecd1cf6
Tighten convergence criterion of trust region.
...
Closes #666
2014-07-01 18:43:16 +02:00
Sébastien Villemot
f4f7b8d0a1
Merge pull request #660 from JohannesPfeifer/mode_file
...
Restore backward compatibility of mode_file option
2014-07-01 18:00:48 +02:00
Sébastien Villemot
40ea09644b
Merge pull request #668 from JohannesPfeifer/loglinear
...
Fix two bugs in resol that lead to crashes instead of error messages when...
2014-07-01 17:59:20 +02:00
Sébastien Villemot
939fb78624
Merge pull request #663 from JohannesPfeifer/master
...
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
Stéphane Adjemian (Charybdis)
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
Stéphane Adjemian (Charybdis)
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
Stéphane Adjemian (Charybdis)
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
Stéphane Adjemian (Charybdis)
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
Stéphane Adjemian (Scylla)
20e64aa88c
Fix for empty and nan fields.
2014-06-27 18:41:04 +02:00
Stéphane Adjemian (Scylla)
d5e873f01f
Fixed bug (missing argument).
2014-06-27 18:40:09 +02:00
Stéphane Adjemian (Scylla)
684b6b8c04
Fixed bug in osr.
2014-06-27 18:39:39 +02:00
Stéphane Adjemian (Scylla)
81541ac058
Fixed unitary test.
2014-06-27 18:39:18 +02:00
Houtan Bastani
87b4254ce5
reporting: remove checks on colors that are passed to graphs/series to allow for all color combinations supported by TikZ
2014-06-27 17:06:45 +02:00
Houtan Bastani
56d861787b
fix typo
2014-06-27 16:26:34 +02:00
Houtan Bastani
638297f4b8
add missing semicolon
2014-06-27 16:18:05 +02:00
Houtan Bastani
0ef65bc296
reporting: graph: add option tickFontSize
2014-06-27 15:56:06 +02:00
Stéphane Adjemian (Scylla)
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
Stéphane Adjemian (Scylla)
4359eb6dad
Adapted ms sbvar codes (options_.varobs is a row cell array of strings).
2014-06-26 16:07:45 +02:00
Stéphane Adjemian (Scylla)
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
Houtan Bastani
c23bb31252
reporting: add graph option to change title font size
2014-06-25 16:30:04 +02:00
Stéphane Adjemian (Scylla)
03395a7425
Fixed bug. Wrong test on the number of input arguments (because of the new input argument dataset_info in dsge_likelihood).
2014-06-25 14:57:20 +02:00
Stéphane Adjemian (Scylla)
38df13bb92
Fixed bug (options_.varobs is a row cell array of strings).
2014-06-25 14:49:49 +02:00
Stéphane Adjemian (Scylla)
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
Stéphane Adjemian (Scylla)
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
Stéphane Adjemian (Scylla)
904b8025f3
Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings).
2014-06-25 11:27:12 +02:00
Houtan Bastani
f2b4de1d8a
reporting: support a different shape for the axis in a graph
2014-06-24 15:51:29 +02:00
Houtan Bastani
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
Stéphane Adjemian (Scylla)
b7cf6338db
Adapted evaluate_likelihood routine.
2014-06-23 17:11:01 +02:00
Stéphane Adjemian (Scylla)
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
Stéphane Adjemian (Scylla)
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
Stéphane Adjemian (Scylla)
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
Stéphane Adjemian (Scylla)
40a60e92fa
Fixed bug when loaded m file data is not in the current folder or a subfoler.
2014-06-23 13:54:52 +02:00
Stéphane Adjemian (Scylla)
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
Stéphane Adjemian (Scylla)
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
Stéphane Adjemian (Scylla)
d727ba7246
Fixed bug (missing input).
2014-06-23 12:24:36 +02:00
Stéphane Adjemian (Scylla)
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
Stéphane Adjemian (Scylla)
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
Stéphane Adjemian (Scylla)
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
Michel Juillard
21d40f6123
fixed minor bug in stochastic extended path
2014-06-21 10:06:01 +02:00
Houtan Bastani
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla)
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
Stéphane Adjemian (Scylla)
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
Stéphane Adjemian (Scylla)
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
Stéphane Adjemian (Scylla)
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
Stéphane Adjemian (Scylla)
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +02:00
Stéphane Adjemian (Scylla)
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
Stéphane Adjemian (Scylla)
c4dac88ed2
Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile.
2014-06-19 17:59:19 +02:00
Stéphane Adjemian (Scylla)
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
Stéphane Adjemian (Scylla)
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
Stéphane Adjemian (Charybdis)
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
Stéphane Adjemian (Charybdis)
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
Stéphane Adjemian (Charybdis)
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Michel Juillard
499967f9a1
adding an option to extended path to control homotopic steps and
...
continue in case of failed case
2014-06-16 14:25:23 +02:00
Michel Juillard
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
Stéphane Adjemian (Charybdis)
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +02:00
Stéphane Adjemian (Charybdis)
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
Stéphane Adjemian (Charybdis)
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
Stéphane Adjemian (Charybdis)
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis)
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
Stéphane Adjemian (Charybdis)
955dcab449
Removed init and freq members from dseries class (redundant informations).
...
The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
3606cbc8ed
Added new syntax to remove variables from a dseries object.
...
If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
2e280ecdcd
Added dseries/end method.
...
Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
...
If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
d60565bfc4
Fixed bug in @dates/colon (last years were wrong if r>0).
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
7a96533339
Allow empty dseries objects in @dseries/horzcat method. Added unitary test.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
ba726db417
Fixed bug in @dates/colon methood (wrong offset if r>0).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
35645540e5
Bug fix. Wrong number of lines for time member if n<freq.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
adda8b6b09
Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
cf86c8f721
Improve speed of comparison methods (lt, gt, le and ge) for @dates class.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Charybdis)
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
Houtan Bastani
1958a7b5df
reporting: fix shading on Linux
2014-06-10 15:48:49 +02:00
Johannes Pfeifer
39bfc1dd04
Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative
2014-06-10 10:58:19 +02:00
Houtan Bastani
f755a32745
reporting: align graphs based on axis not axis labels
2014-06-10 10:15:24 +02:00
Houtan Bastani
9258aecba0
reporting: add options to control y axis label
2014-06-10 10:15:15 +02:00
Houtan Bastani
f101009d0d
reporting: change default multiplication operator for graph precision
2014-06-09 11:47:23 +02:00
Sébastien Villemot
1a4df2fedf
Merge pull request #659 from JohannesPfeifer/steady_fix
...
Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
Stéphane Adjemian (Charybdis)
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
Johannes Pfeifer
ca6803b531
Add forgotten case to likelihood functions
...
Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
Johannes Pfeifer
2caa9eb9d4
Restore backward compatibility of mode_file option
...
Displays warning and then assumes the user provided a correct mode-file. Closes #658
2014-06-01 15:08:09 +02:00
Michel Juillard
381b0426e3
adding missing file for perfect foresight
2014-05-28 09:32:44 +02:00
Michel Juillard
979c1af53b
perfect foresight with lmmcp: removed display of iterations
2014-05-28 09:23:10 +02:00
Johannes Pfeifer
616dad634a
Fix size of NaN vector returned so that resid.m does not crash
2014-05-26 16:16:22 +02:00
Stéphane Adjemian (Charybdis)
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis)
78e5fafb07
Updated header.
2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis)
bc7f834241
Added missing flag for unitary test.
2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis)
56de3979c2
Removed compute_corr routine.
2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis)
2ee4d62570
Added routine to compute centered marginal moments of order n (possibly with missing observations).
2014-05-23 18:10:59 +02:00
Houtan Bastani
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
Stéphane Adjemian (Charybdis)
b2c28530ea
Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis)
bdd7b8aacc
Rewrote compute_acov and renamed it as nanautocovariance.
2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis)
dd223e41f5
Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
2014-05-22 19:27:14 +02:00
Houtan Bastani
0f61ae941a
reporting: make zerotol work for both graphs and reports
2014-05-22 19:03:25 +02:00
Houtan Bastani
bc2274e08a
reporting: fix display
2014-05-22 19:03:25 +02:00
Houtan Bastani
1282f12bdc
reporting: add new option graphShowInLegend to addSeries
2014-05-22 19:03:20 +02:00
Houtan Bastani
529e779b68
reporting: bug fix for graphHline
2014-05-22 17:03:52 +02:00
Houtan Bastani
4731ee4a89
reporting: bug fix for when a series doesn’t have a data option passed to it
2014-05-22 16:41:43 +02:00
Stéphane Adjemian (Charybdis)
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
Houtan Bastani
41548df963
reporting: replace isa(*,’dseries’) with isdseries()
2014-05-20 14:51:46 +02:00
Houtan Bastani
1435cc5096
reporting: replace isa(*,’dates’) with isdates()
2014-05-20 14:51:41 +02:00
Houtan Bastani
afe925cd30
reporting: clean up writeSeriesForGraph.m
2014-05-20 14:39:50 +02:00
Houtan Bastani
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
Houtan Bastani
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
Houtan Bastani
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
Houtan Bastani
106879c46e
reporting: add new background layer
2014-05-20 14:16:52 +02:00
Houtan Bastani
7ef1efcd58
reporting: add missing semicolon
2014-05-19 17:52:24 +02:00
Houtan Bastani
2569a0e259
reporting: remove instances of deprecated function strmatch
2014-05-19 17:49:52 +02:00
Houtan Bastani
2434bfa097
reporting: remove unused variable
2014-05-19 17:27:47 +02:00
Houtan Bastani
c9a26263d4
reporting: allow vspaces when section is not complete (implies that section is over)
2014-05-19 17:22:29 +02:00
Stéphane Adjemian (Charybdis)
9586f1e516
Fixed bug.Variable available_extensions is a cell array.
2014-05-19 16:42:50 +02:00
Houtan Bastani
0f34cf2029
add missing semicolon
2014-05-19 16:31:37 +02:00
Houtan Bastani
264110835d
reporting: add miscTikzAxisOptions option to addGraph
2014-05-19 15:57:43 +02:00
Houtan Bastani
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
Houtan Bastani
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
Houtan Bastani
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
Michel Juillard
214610be1e
updating lmmcp.m from RECS
2014-05-18 21:49:52 +02:00
Michel Juillard
1d9aee20f2
perfect_foresight_solver: fixing bugs
2014-05-18 21:49:52 +02:00
Michel Juillard
2c5eb9814b
made lmmcp compatible with Octave
2014-05-18 21:49:52 +02:00
Michel Juillard
f65b563e2d
lmmcp: removed ineffective changes
2014-05-18 21:49:52 +02:00
Michel Juillard
385485c314
adding mixed complementarity conditions in perfect foresight solver
2014-05-18 21:49:52 +02:00
Michel Juillard
2f84a4809c
using a substitute for strsplit()
2014-05-18 21:49:52 +02:00
Michel Juillard
653e275de3
updating dynare_config
2014-05-18 21:49:52 +02:00
Michel Juillard
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
Michel Juillard
a39d94409f
adding lmmcp as solver for extended path
2014-05-18 21:49:52 +02:00
Michel Juillard
5425245ec1
adding lmmcp
2014-05-18 21:49:52 +02:00
Stéphane Adjemian (Charybdis)
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
Houtan Bastani
e6b7a5b74a
reporting: fix spacing between sections
2014-05-16 16:59:56 +02:00
Houtan Bastani
3af8ab90bb
reporting: bug fix
2014-05-16 16:43:45 +02:00
Houtan Bastani
3516dd5989
reporting: simplify check
2014-05-16 16:35:18 +02:00
Houtan Bastani
35e56bad72
Add back function that was erroneously removed
2014-05-16 15:29:54 +02:00
Houtan Bastani
d4972e988f
reporting: fix bug when data option is passed to addGraph
2014-05-16 15:00:43 +02:00
Michel Juillard
23134353e3
extended_path: update tests models; correct bugs introduced in
...
previous commit
2014-05-12 14:17:19 +02:00
Sébastien Villemot
979101fa55
sim1: when there are NaNs/Infs, raise a warning rather than an error.
...
Otherwise the homotopy procedure can fail prematurely.
Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
Michel Juillard
26f2b301b0
make extended path algorithm 1 as a self contained problem usable by dynare_solve
2014-05-12 10:18:43 +02:00
Michel Juillard
c3efb214ef
Merge changes to extended path
2014-05-12 09:43:49 +02:00
Michel Juillard
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
Michel Juillard
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
Michel Juillard
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
Michel Juillard
1de2c67e76
Merge branch 'master' into ep
2014-05-10 10:15:39 +02:00
Sébastien Villemot
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
Michel Juillard
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
Michel Juillard
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
Michel Juillard
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
Michel Juillard
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
Michel Juillard
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
Sébastien Villemot
c3544553ab
Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
...
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
Johannes Pfeifer
d44825723b
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 10:49:50 +02:00
Stéphane Adjemian (Scylla)
6ca649c4bf
Added char method for @dates objects.
2014-05-02 12:15:58 +02:00
Stéphane Adjemian (Scylla)
211f05ac31
Added checks for the extension of the declared datafile.
2014-05-02 12:09:00 +02:00
Stéphane Adjemian (Scylla)
16194cedd9
Removed calls/references to @dynDate (replaces by @dates).
2014-04-30 15:44:30 +02:00
Stéphane Adjemian (Scylla)
faf216d9d5
Fixed error message.
2014-04-30 15:43:51 +02:00
Stéphane Adjemian (Scylla)
ad0802005b
Replaced dynSeries by dseries.
2014-04-30 15:38:18 +02:00
Stéphane Adjemian (Scylla)
0f62d74ee4
Fixed bug. Global options_.dataset.file must be initialized as an empty array.
2014-04-30 15:35:43 +02:00
Stéphane Adjemian (Scylla)
f03dd893a8
Allow the syntax o.disp() for @dates and @dseries objects.
2014-04-30 11:11:45 +02:00
Stéphane Adjemian (Scylla)
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla)
b907844152
Test the existence of the files and folder before deletion.
2014-04-29 15:50:37 +02:00
Stéphane Adjemian (Scylla)
2b8e6fba9c
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-29 15:50:37 +02:00
Sébastien Villemot
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
...
Ref #220
2014-04-23 16:45:09 +02:00
Sébastien Villemot
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
Sébastien Villemot
cfb69064d9
More detailed progress information in perfect foresight homotopy.
...
Ref #220
2014-04-23 15:04:59 +02:00
Sébastien Villemot
7b882b2f60
Fix bug introduced in 0e204673
.
2014-04-10 16:46:30 +02:00
Sébastien Villemot
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
...
This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
Sébastien Villemot
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
...
Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
82b3115696
Store deterministic shocks information in M_.
...
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
Johannes Pfeifer
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
...
Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
Johannes Pfeifer
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
Michel Juillard
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
Sébastien Villemot
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
...
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
...
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Johannes Pfeifer
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
Sébastien Villemot
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
...
Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
Houtan Bastani
7849707843
fix typo
2014-03-28 15:25:22 +01:00
Johannes Pfeifer
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
Johannes Pfeifer
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
Sébastien Villemot
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db
.
2014-03-27 18:25:46 +01:00
Sébastien Villemot
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
...
The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla)
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla)
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
Stéphane Adjemian (Scylla)
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
...
=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
Sébastien Villemot
adae298d95
Improvements to smoother2histval.
...
- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
Sébastien Villemot
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
...
Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
Stéphane Adjemian (Scylla)
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
Johannes Pfeifer
2c9c585d6e
Fix invalid check for size of interval in Geweke
...
Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla)
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
...
Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
Stéphane Adjemian (Scylla)
20041ac70c
New syntax for populating an empty dseries object.
...
If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
Stéphane Adjemian (Scylla)
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
Sébastien Villemot
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
...
Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
Stéphane Adjemian (Scylla)
db24d02694
Removed useless line.
...
(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
Stéphane Adjemian (Scylla)
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
...
(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
Johannes Pfeifer
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
Johannes Pfeifer
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
Houtan Bastani
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
Sébastien Villemot
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
Michel Juillard
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
...
too (only for for case 1)
2014-03-16 18:54:52 +01:00
Michel Juillard
8f06a3134d
added unscented nodes generator
...
put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
Sébastien Villemot
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
...
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
...
Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
...
Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Michel Juillard
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
Johannes Pfeifer
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
Johannes Pfeifer
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
Johannes Pfeifer
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
Johannes Pfeifer
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
Sébastien Villemot
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
Sébastien Villemot
b3e69da93b
Merge pull request #627 from JohannesPfeifer/master
...
Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Johannes Pfeifer
13df4979d8
Make error message for insufficient simulation length more informative.
2014-03-03 19:50:25 +01:00
Johannes Pfeifer
cf4f7f362f
Fix bug where NaN in residual of steady state were not detected with steady_state_model
2014-03-03 19:37:57 +01:00
Stéphane Adjemian (Scylla)
78a015a7d2
Fixed bug introduced in commit bb18c9386d
.
2014-03-01 17:13:49 +01:00
Sébastien Villemot
9e332ef305
Forbid MOD file names that are too long.
...
And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
Johannes Pfeifer
e595626259
Make check.m display error messages
...
Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian
70b5cc88b2
Merge pull request #622 from rattoma/master
...
Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Stéphane Adjemian (Scylla)
bb18c9386d
Fixed bug.
...
MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Stéphane Adjemian (Scylla)
c57aa43ca8
Bug fix.
...
<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
Marco Ratto
5ae06a211c
Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file
2014-02-25 09:34:31 +01:00
Houtan Bastani
64d3d5cdc8
reporting: upgrade minimum pgfplots version when Debian upgrades its version
2014-02-24 15:53:07 +01:00
Houtan Bastani
a9de9045a6
reporting: add baseline option to help with tikzpicture alignment
2014-02-24 15:34:48 +01:00
Houtan Bastani
759c95c163
reporting: comment out spurious whitespace
2014-02-24 15:30:39 +01:00
Houtan Bastani
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
Houtan Bastani
9f3333db58
reporting: fix xticklabels for various shading situations
2014-02-24 09:09:33 +01:00
Johannes Pfeifer
221660dfea
Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached
2014-02-21 19:19:36 +01:00
Sébastien Villemot
c09d45c44d
New smoother2histval function.
...
Ref #594
2014-02-21 18:33:51 +01:00
Sébastien Villemot
c58183b552
Fix typo in trust_region code.
2014-02-21 14:47:41 +01:00
Stéphane Adjemian (Scylla)
f8543c0a97
Fixed typo.
2014-02-21 12:23:36 +01:00
Stéphane Adjemian (Scylla)
e1308a8192
Fixed homotopy for stochastic extended path.
2014-02-21 12:12:40 +01:00
Houtan Bastani
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
Houtan Bastani
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
Houtan Bastani
fee1f9442f
reporting: change figName option to graphName; change figDirName option to graphDirName
2014-02-19 15:23:56 +01:00
Houtan Bastani
961153aeb9
reporting: change option names to camelCase
2014-02-19 15:10:04 +01:00
Houtan Bastani
5df5de9309
reporting: extract tables into individual files for easy inclusion by user in their paper
2014-02-19 10:04:57 +01:00
Houtan Bastani
b113785cab
reporting: table.write: get length only once
2014-02-19 09:51:26 +01:00
Houtan Bastani
6f159b47d4
reporting: fix name of file
2014-02-19 09:49:11 +01:00
Houtan Bastani
769df9c36a
reporting: fix bug causing directory to be ignored if figname option was passed to addGraph
2014-02-19 09:05:55 +01:00
Houtan Bastani
96d3cb96fa
reporting: rename reporting_object_display.m
2014-02-19 08:24:46 +01:00
Sébastien Villemot
86dd4a5612
Fix make_y_.m for purely forward/backward models.
...
This commit is linked to 052faa2f93
and issue #613 .
2014-02-17 17:51:57 +01:00
Sébastien Villemot
2fba1902ec
Merge pull request #616 from JohannesPfeifer/more_explicit_messages
...
Add more explicit messages, fix typos in manual and add more explicit documentation for endval
2014-02-17 15:57:48 +01:00
Sébastien Villemot
bf389e5024
Merge pull request #615 from JohannesPfeifer/dsge_var
...
Change disp() to errors in var_sample_moments.m
2014-02-17 15:51:30 +01:00
Houtan Bastani
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
Houtan Bastani
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
Houtan Bastani
581059fedc
reporting: change default for titleFormat of page
2014-02-17 11:19:50 +01:00