Stéphane Adjemian (Charybdis)
cd7ffc0f5a
Added missing matlab/octave scripts.
2015-03-13 15:39:43 +01:00
Stéphane Adjemian (Charybdis)
cf5ec64012
Removed display of debug info.
2015-03-13 15:27:16 +01:00
Marco Ratto
7eeaef8472
Added documentation for optimizer 5.
2015-03-12 23:16:53 +01:00
Marco Ratto
c881cfff17
Fixed issues related to newratflag.
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This options relates to alternative numerical hessian computations:
optim=('Hessian',1) is the default dynare numeric Hessian
optim=('Hessian',0) is the outer product gradient
optim=('Hessian',2) is the 'mixed' outer product gradient, where diagonal elements using second order derivation formula,
Both 0 and 2 cases require univariate filters, to ensure using maximum number of individual densities.
2015-03-12 17:24:21 +01:00
Johannes Pfeifer
d4c0726026
Fix size of filtered variables matrix
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Fixes crash occurring due to non-conformable matrices
2015-03-12 10:49:33 +01:00
Michel Juillard
87cb00bd7d
fixing bug in calling sequence of *_dynamic function when using block option
2015-03-11 09:24:47 +01:00
Sébastien Villemot
6e0d919751
Fix issue with purely forward deterministic models with lags on exogenous.
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Ref #617
2015-03-09 18:22:01 +01:00
Houtan Bastani
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
Houtan Bastani
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
Stéphane Adjemian (Charybdis)
00d67110f2
Removed data files for tests/initval_file.
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Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Michel Juillard
86f9e53ec6
dr_block: fixing bug in solve_foward_complete
2015-03-07 10:59:53 +01:00
Michel Juillard
265970c1c9
adding global test for identification for sbvar
2015-03-07 10:59:53 +01:00
Houtan Bastani
9ab6be8995
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
Stéphane Adjemian (Charybdis)
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Stéphane Adjemian
219b4fe547
Merge pull request #813 from JohannesPfeifer/model_diag
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Add missing abs to unit root check in model_diagnostics.m
2015-03-01 16:35:31 +01:00
Stéphane Adjemian
511d621818
Merge pull request #851 from JohannesPfeifer/Estimation_Bugfixes
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Estimation bugfixes
2015-03-01 16:33:51 +01:00
Stéphane Adjemian
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Stéphane Adjemian
ba2c4db88c
Merge pull request #816 from JohannesPfeifer/loglinear_steady_error
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Integrate error from negative steady state with loglinear model into pri...
2015-03-01 16:30:29 +01:00
Johannes Pfeifer
a7f380d8c0
Condition check for changed parameters on whether parameters are estimated in the first place
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Fixes crash in master unit test
2015-03-01 13:36:21 +01:00
Johannes Pfeifer
fe938c902a
Fixed another bug related to options_.optim_opt being now initialized as an empty array
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Finalizes 392486273e
2015-03-01 13:34:39 +01:00
Stéphane Adjemian
11e0ff4818
Merge pull request #850 from JohannesPfeifer/osr_opt_algo_implementation
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Use new routine for minimizing objective function for OSR
2015-03-01 00:14:10 +01:00
Johannes Pfeifer
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
Johannes Pfeifer
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
Johannes Pfeifer
0ef7524977
Use dynare_minimize_objective for OSR computations
2015-02-28 20:37:10 +01:00
Stéphane Adjemian (Charybdis)
198a6ed7cf
Removed three unused routines.
2015-02-27 18:54:12 +01:00
Stéphane Adjemian (Charybdis)
73cdaa3091
Replaced get_prior_info routine by prior routine.
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This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
Stéphane Adjemian (Charybdis)
daaed37782
Added new routines.
2015-02-27 17:05:11 +01:00
Stéphane Adjemian (Charybdis)
eec1e77140
Removed last character if string is renurned in a variable.
2015-02-26 16:18:33 +01:00
Stéphane Adjemian (Charybdis)
4979f33f8b
Added the possibility to return the generated line in a variable.
2015-02-26 16:10:44 +01:00
Stéphane Adjemian (Charybdis)
04ae10434c
Beta prior. Do not return the prior mean of the prior density has two
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modes (return the first mode).
2015-02-26 12:07:40 +01:00
Stéphane Adjemian (Charybdis)
392486273e
Fixed bug (options_.optim_opt is now initialized as an empty array).
2015-02-26 08:43:30 +01:00
Houtan Bastani
e7bffae503
doc: add new @#include syntax
2015-02-25 09:10:45 +01:00
Houtan Bastani
03532ae3a1
macroprocessor: fix memory leak
2015-02-25 09:03:48 +01:00
Stéphane Adjemian (Charybdis)
0bb413e8fa
Merge branch 'experimental-optimizers'
2015-02-24 20:44:39 +01:00
Stéphane Adjemian (Charybdis)
83981125c9
Added missing routine and fixed licence header.
2015-02-24 20:42:19 +01:00
Stéphane Adjemian (Charybdis)
5ef340b8cf
Rewrote gmhmaxlik routine (mode_compute==6).
2015-02-24 20:34:35 +01:00
Houtan Bastani
e19f03b420
replace reporting code with submodule. closes #811
2015-02-24 16:38:36 +01:00
Houtan Bastani
2809afaa11
macroprocessor: add support for passing macro values to @#include statement, closes #848
2015-02-24 14:43:19 +01:00
Stéphane Adjemian (Charybdis)
fac1d206ab
Use new wrapper for optimization algorithms when maximizing the prior density.
2015-02-23 18:26:34 +01:00
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
Houtan Bastani
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +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