7c91adadd5
Changed density (1200dpi->300dpi) for pdf, png and jpg outputs.
2013-11-12 18:19:37 +01:00
14f306a0cf
Fixed typos.
2013-11-12 17:19:33 +01:00
1046089cef
Rewrote @dseries/extract method.
2013-11-12 16:52:51 +01:00
63eec83efe
ms-sbvar: add load_flat_file.m. closes #505
2013-11-12 15:48:15 +01:00
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
ecdbc42319
Fix error message when initial values of estimation are not suitable.
...
Ref #512
2013-11-08 16:09:16 +01:00
9a72beceed
Removed some restrictions in @dseries/eq overload operator: the variables in the compared dseries object need not to have the same names.
2013-11-08 15:19:13 +01:00
179af0e4ab
Octave compatibility fix: catch does not accept an argument
2013-11-08 15:02:30 +01:00
1d939bf685
Fixed typo.
2013-11-08 14:21:05 +01:00
0333629cb9
Changed x-labels in plot (with dates). Added commands for saving the generated plot in the unitary test of @dseries/baxter_king_filter.
2013-11-08 14:20:43 +01:00
bcb6b5293a
Fixed error messages in @dseries/align.
2013-11-08 09:45:10 +01:00
69525be77f
Fixed bug in @dseries/align (update dates member of the second input argument).
2013-11-08 09:44:34 +01:00
f2b75aa3b3
Fix typo in model_diagnostics.m
2013-11-08 08:27:29 +01:00
b9af2f31fb
Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__.
2013-11-07 15:03:18 +01:00
a0da47758f
Filters out error due to model being purely static.
...
First step in #526
2013-11-07 10:22:24 +01:00
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +01:00
34e5f48752
Use isdseries and fixed bug introduced in commit fbb38d5576.
2013-11-06 22:43:43 +01:00
fbb38d5576
Renamed time member as dates (in dseries class) to avoid confusion with dates class' time member.
2013-11-06 17:41:11 +01:00
805d4dda67
Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise.
2013-11-06 17:15:19 +01:00
92679a463f
Check that the second input is a dseries object in @dseries/merge.
2013-11-06 16:59:32 +01:00
4a2a9af021
Removed useless condition.
2013-11-06 16:56:21 +01:00
cecd56e457
Renamed getDatesCellStringArray routine as strings. Factorized code.
2013-11-06 14:53:36 +01:00
0fdc18e7fb
Merge branch 'ifc'
...
Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
7e779ed506
Removed debugging info in unitary test.
2013-11-06 10:58:59 +01:00
e6a18c8209
Added checks for octave and matlab version.
...
Behaviour of unique has changed after R2012b. We force the old behaviour to keep compatibility with Octave's implementation of the unique function.
Also removed useless condition.
2013-11-06 10:47:24 +01:00
1f80af75c1
Rewrote header.
2013-11-06 10:01:47 +01:00
71045299a4
Rewrote @dates/union more compactly (code factorization).
2013-11-06 09:42:18 +01:00
1ac115ac2b
Fixed typo in header.
2013-11-06 09:16:40 +01:00
e4ae889886
Cosmetic change.
2013-11-06 08:39:55 +01:00
f98ef6b3fb
Rewrote header and removed useless condition.
2013-11-06 08:39:06 +01:00
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
d6a6c42054
Removed useless condition (first argument has to be a dates object).
2013-11-05 17:00:02 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
...
Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
7e70af88a9
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:28:23 +01:00
9795edd892
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:27:16 +01:00
e8be29e97c
Removed comments.
2013-11-05 16:26:16 +01:00
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
fddee8e1db
Bugfixes for correlated shocks
...
Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
...
Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa).
2013-11-05 14:46:00 +01:00
ac8303ed59
dynSeries: add possibility to merge with an empty series
...
adding comments
2013-11-05 12:46:30 +01:00
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
8568292fcd
Fixed bug that pops up when adding an empty dates object with a non empty dates object.
2013-11-04 19:13:53 +01:00
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
...
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
...
Closes #507
2013-11-04 15:42:59 +01:00
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
7518a46de0
Fixed bug. Function isdates should not be located in @dates folder, otherwise the function is not found if the input argument is not a dates object (which makes the function useless).
2013-11-04 08:18:18 +01:00
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
(cherry picked from commit 8ce11bc848
2013-10-28 18:58:40 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
2013-10-27 10:56:11 +01:00
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
...
Calls hozcat method.
2013-10-24 09:47:59 +02:00
901ab2758c
Fixed bug (dates constructor of the form dates(FREQ, YEAR, SUBPERIOD) when FREQ is given by a character).
2013-10-24 09:42:15 +02:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
...
Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
6128338a15
Added missing tag for triggering the unitary tests in @dates/double.
2013-10-21 11:53:33 +02:00
d31a2674e8
Renamed dynDates2decimal as double, added doc/header and unitary tests.
...
The advantage of this change is that we can put dates in an array of
doubles. For instance, assuming that A is a 2*1 vector, the following
syntax is allowed:
A(1) = dates('1945Q3');
A(2) = dates('1938Q4');
Matlab/Octave calls the overload double function to convert the dates as
a double.
2013-10-21 11:50:21 +02:00
9a07e5c49d
Fixed unitary test.
2013-10-18 22:55:53 +02:00
d86d713cf4
Renamed dynSeries class as dseries.
2013-10-18 17:38:43 +02:00
0056751215
Fixed bug relatated with tex names.
2013-10-18 16:44:18 +02:00
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
14640275d8
Cosmetic change.
2013-10-18 15:06:36 +02:00
ca04453e81
Fixed unitary test in @dynSeries/pop (bug caused by the change of behaviour of the eq method introduced in commit 5b59ff42b1).
2013-10-17 17:31:17 +02:00
8f3e10ea1b
Merge branch 'master' into remove-dynDate-class
2013-10-17 16:33:19 +02:00
b77d37d83b
Fixed typo in unitary tests numbering.
2013-10-17 16:30:35 +02:00
29cbe5dfb4
Added overloaded cumsum function for dynSeries objects.
2013-10-17 15:59:29 +02:00
1cf174bdb4
Fixed typo in error and warning messages.
2013-10-17 14:26:12 +02:00
f3a54ed79b
Added overloaded method @dynSeries/ne (~=) and @dynSeries/isequal function (reproduce old behaviour of the eq operator, changed in commit 5b59ff42b1).
2013-10-17 11:38:44 +02:00
5b59ff42b1
Changed behaviour of the overload eq (==) method for dynSeries objects (see header).
2013-10-17 11:37:15 +02:00
69f7e2468c
Fixed bug in display of the dynSeries objects.
2013-10-17 11:36:22 +02:00
bf733d50c4
Added missing semicolon.
2013-10-17 11:36:03 +02:00
a8a9ec1957
Fixed bug in the definition of init when extracting a subsample with a vector of integers.
2013-10-16 16:17:43 +02:00
66143e4749
dynDate -> dates in dynSeries.
2013-10-16 16:16:26 +02:00
529a94e329
Rewrote @dynSeries/horzcat method.
2013-10-16 15:51:07 +02:00
7de84a4767
Fixed typo.
2013-10-16 15:47:56 +02:00
08f693dffd
Added @dates/horzcat and @dates/vertcat methods. Added a function to test if an object is a dates object.
2013-10-16 15:24:42 +02:00
306d8d6f88
Fixed bug (wrong use of inputname function).
2013-10-16 14:56:23 +02:00
46db51b479
Updated @dynSeries/extract method.
2013-10-16 13:16:07 +02:00
2bb66c38f0
Updated dynSeries class' constructor.
2013-10-16 13:09:11 +02:00
eb25a54ee9
Added unitary tests for the dates class' constructor.
2013-10-16 13:07:41 +02:00
2f7e9959f0
Changed dates constructor so that an object can be instantiated by passing the freq and time member or the freq member, the first column of the time member and the second column of the time member (mandatory only for non annual frequency).
2013-10-16 13:04:48 +02:00
f28bc166f6
dynDate --> dates in load_xls_file_data.
2013-10-16 12:30:14 +02:00
73df682eb8
Added consistency test between INIT__ and FREQ__.
2013-10-16 12:05:39 +02:00
fb08f5c133
dynDate --> dates in load_mat_file_data routine. Fixed unitary test.
2013-10-16 12:03:39 +02:00
d0220e8685
Rewrote headers.
2013-10-16 11:56:36 +02:00
97580b84bb
dynDate --> dates in load_m_file_data routine. Fixed unitary test.
2013-10-16 11:40:55 +02:00
c4667fedbb
Replaced instantiation of dynDate objects by instantiation of dates objects in load/csv_file_data (initial date of the dataset).
2013-10-16 11:34:45 +02:00
c8d4949c52
Rewrote header.
2013-10-16 11:33:23 +02:00
f30b88f50c
Changed default options_.initial_period (has to be a dates object).
2013-10-15 16:18:46 +02:00
d588fce95d
Fixed unitary test #4 in @dates/dates (constructor).
2013-10-15 15:53:16 +02:00
667e895a26
Fixed unitary test in @dates/colon.
2013-10-15 15:51:33 +02:00
786ad2b6eb
Fixed typo in comments (unitary testof @dates/isempty).
2013-10-15 15:50:17 +02:00
24d68dceab
Fixed unitary test in @dates/union.
2013-10-15 15:48:02 +02:00
abdf266608
Fixed unitary test in @dates/intersect.
2013-10-15 15:45:55 +02:00
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
e681fff99f
Oups! Rename the constructor also...
2013-10-15 15:39:14 +02:00
868c3c6a5e
Renamed dynDates class as dates.
2013-10-15 15:36:21 +02:00
aec191c825
Removed @dynDate class.
2013-10-15 15:13:43 +02:00
f836e485f9
Rewrote @dynDates/subsref method. Added unitary tests.
2013-10-15 15:06:32 +02:00
f813702b32
Added a routine to test if an integer (a vector of integers) can be interpreted as a subperiod (a vector of subperiods).
2013-10-15 15:03:43 +02:00
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
ff292fa67b
Use new version of isdate routine.
2013-10-14 22:43:11 +02:00
068564628d
Added condition (input must be a string) in isyearly, isquaterly, ismonthly and isweekly functions.
2013-10-14 18:17:32 +02:00
941d7b7c5d
Use isfreq function in constructor.
2013-10-14 18:13:21 +02:00
db7f431010
Added routine.
2013-10-14 18:12:50 +02:00
264e0851ae
Rewrote @dynDates/append and @dynDates/pop (without dynDate objects).
2013-10-13 09:39:27 +02:00
7e6fbb1752
Code factorization.
2013-10-12 23:52:21 +02:00
04c206a9b6
Routine string2freq should not be case sensitive. Character 'A' is allowed for yearly (annual) dates.
2013-10-12 23:47:51 +02:00
49a6e265e3
Changed methods used to display dynDates objects (do not use dynDate objects).
2013-10-12 23:44:06 +02:00
5ba5556004
Removed @dynDate/format function.
2013-10-12 23:43:12 +02:00
586aa13e41
Added routines for manipulating dates.
2013-10-12 23:42:12 +02:00
ff53b55603
Removed @dynDate/max and @dynDate/min methods.
2013-10-12 17:38:38 +02:00
4001918210
Added @dynDates/min and @dynDates/max methods.
2013-10-12 17:36:33 +02:00
9e282140fb
Removed dynDate/colon method.
2013-10-12 16:15:11 +02:00
a20740d1de
Added @dynDates/colon method, overloads the colon operator (:) for dynDates objects.
2013-10-12 16:13:50 +02:00
91a69e7905
Merged @dynDates/minus and @dynDate/minus. Removed dynDate/minus.
...
This commit changes the behaviour of @dynDates/minus that was
previously returning the relative complement of B in A. I will
implement a setdiff function for dynDates objects later...
2013-10-12 13:15:15 +02:00
cce8b1adc6
Fixed bug (returned argument not assigned).
2013-10-12 13:07:41 +02:00
5c8d335b0e
Added @dynDates/mtimes method, overload the * operator. Acts like the repmat matlab's function for matrices.
2013-10-12 13:01:26 +02:00
8eded4251a
Added @dynDates/isequal function. Returns 1 if dynDates A and B (the inputs) are equal, 0 otherwise.
2013-10-12 12:33:07 +02:00
6ebc967197
Changed the behaviour of @dynDates/eq overloaded method. The size of the returned argument must be consistent with the size of the inputs. If the inputs have more than one element, then the boolean output must also have more than one element.
2013-10-12 12:32:08 +02:00
87c8083b16
Fixed bug (return wrong type when one of the argument is an integer).
2013-10-12 11:42:13 +02:00
fe24f80066
Add debugging information for not displayed IRFs due to size
2013-10-12 10:42:16 +02:00
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
...
- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
f9315f1409
Added missing commented string (first line) for triggering the unitary tests.
2013-10-11 23:36:29 +02:00
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
ffe6b792da
Rewrote header of dynDates/plus.
2013-10-11 18:47:20 +02:00
d17ed416dc
Merged @dynDate/plus and @dynDates/plus methods (overload the plus operator). Removed @dynDate/plus.
2013-10-11 18:41:26 +02:00
d6ddc61281
Added @dynDates/length to overload length function for dynDates objects.
2013-10-11 18:39:56 +02:00
fe28887409
Added new (low level) routine to add periods to a date or vector of dates (using the internal representation of dates).
2013-10-11 17:49:42 +02:00
45ec7c6953
Added unitary tests in @dynDates/uplus and @dynDates/uminus methods.
2013-10-11 14:15:56 +02:00
31af73f4e3
Added @dynDates/uminus method to overload the unary minus operator. Removed @dynDate/minus method.
2013-10-11 14:08:12 +02:00
d8e03ff805
Added @dynDates/uplus to overload unary addition. Removed @dynDate/uplus.
2013-10-11 13:59:19 +02:00
6280f35842
Added @dynDates/ge method to overload >= operator. Removed @dynDate/ge method.
2013-10-11 13:42:16 +02:00
1543a380c6
Expanded unitary test in compare_vectors routine to cover more cases.
2013-10-11 13:39:16 +02:00
af4005f836
Fixed bugs.
2013-10-11 13:38:19 +02:00
6fff2fe75b
Changed logic in the routine performing lexicographic comparison of vectors.
2013-10-11 12:09:31 +02:00
be32e645af
Fixed typo.
2013-10-11 10:58:35 +02:00
f431e6ac90
Added @dynDates/le method to overload the <= operator. Removed the @dynDate/le method.
2013-10-11 10:56:32 +02:00
563ffdcd15
Deactivated unitary tests #2 and #3 in @dynDates/subsref, changed unitary test #1 (do not use colon operator to instantiate a dynDates object) and added a new unitary test (to test the selection of one element in a dynDates object).
2013-10-11 10:20:08 +02:00
049ba8d527
Changed @dynDates/subsref so that the selection of a single element in a dynDates object returns a dynDates object with one element (not a dynDate object).
2013-10-11 10:17:48 +02:00
153fe1ca82
Changed unitary test for @dynDates/eq (do not use the colon operator to instantiate the dynDates object). Added unitary test for the case where dynDates objects have only one element.
2013-10-11 09:59:02 +02:00
4118165b88
Removed @dynDate/isempty.
2013-10-11 09:51:26 +02:00
b98c390ed8
Only test the value of ndat member in @dynDates/isempty function.
2013-10-11 09:48:55 +02:00
18a19f3200
Added @dynDates/gt method to overload the > operator. Deleted @dynDate/gt method.
2013-10-11 09:44:42 +02:00
a2534c5bbc
Added unitary test.
2013-10-11 09:37:20 +02:00
b957545c73
Removed @dynDate/lt method.
2013-10-11 09:37:05 +02:00
c3e06c70bc
Added dynDates::lt method. Overloads < opterator.
2013-10-10 18:28:26 +02:00
c37c34a102
Fixed typo.
2013-10-10 18:27:31 +02:00
a22852afad
Added routine to compare vectors of common length by lexicographical order.
2013-10-10 16:56:42 +02:00
55cf9ebde1
Replaced texinfo header by a plain text header.
2013-10-10 16:01:37 +02:00
21fa2b949d
Rewrote @dynDates::eq method so that it handles correctly objects with only one element.
2013-10-10 15:52:50 +02:00
74d7bcbc71
Changed dynDates constructor.
2013-10-10 15:13:50 +02:00
294356db22
Fixed unitary test #3 in dynDates constructor.
2013-10-10 15:13:12 +02:00
e9bb2ba77f
Deactivated unitary test #4 in dynDates constructor.
2013-10-10 14:58:15 +02:00
22144ef359
Added a routine for converting a string into a date structure.
...
A date structure has two fields:
o freq, an integer scalar (=1, 4, 12, 52) specifying the frequency.
o time, a 1*2 matrix of integers, time(1) is the year and time(2) the subperiod number.
2013-10-10 14:33:31 +02:00
adcc218a0d
Added new routine to test if a string can be interpreted as a date.
2013-10-10 14:30:38 +02:00
5a1b5aaf73
Fixed bug (month number 10 was missing).
2013-10-10 14:05:12 +02:00
f4e32dbd6f
Efficiency improvements. Rewrote some routines using regular expressions.
2013-10-10 12:52:27 +02:00
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
99b6326540
Same as 38712d987c.
2013-10-09 15:31:48 +02:00
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
...
Probably needs another option name...
2013-10-09 15:21:32 +02:00
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
...
where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
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Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
2967328bb0
Changed behaviour of dynSeries objects.
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Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
5f483c7d2c
the field 'time' was not updated when adding two time series
2013-10-07 17:17:05 +02:00
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
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Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00
05946cd684
Changed names of some options for csminwel (mode_compute=4).
2013-10-04 11:59:35 +02:00
b2db159cdd
Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
2013-10-03 12:35:06 +02:00
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
62cad6ff44
Cosmetic changes.
2013-10-03 11:01:11 +02:00
d9e6985e5b
Fix license info for simpsa
2013-10-02 18:42:36 +02:00
979a55a334
Added missing semicolon.
2013-10-02 18:26:57 +02:00
5d07145411
Merge branch 'master' into add-simpsa-optimization-routine
2013-10-02 17:48:46 +02:00
581f97bada
Linked simpsa's tolerance options to dynare's defaults.
2013-10-02 17:09:05 +02:00
1ff6b2de7b
Fixed bug caused by the size of the vector of parameters (transposition needed).
2013-10-02 17:08:04 +02:00
ab7f0ddedc
Removed the seed set on clock. Changed default values for the options.
2013-10-02 17:07:00 +02:00
fb0ccdd5d2
Provide more sensible lower and upper bounds for simpsa algorithm.
2013-10-02 16:45:16 +02:00
3f16129e49
mode_compute = 10 calls simpsa algorithm.
2013-10-02 15:30:55 +02:00
9428007bcb
Added simpsa routines (new optimization algorithm)
2013-10-02 15:29:56 +02:00
4b060c47d2
Add more information when IRFs are not displayed due to explosive simulations
2013-10-02 09:50:31 +02:00
45942b244c
stop dynare.m if onlymacro is passed, closes #487
2013-10-01 15:13:18 +02:00
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
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Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
ad73d1fd93
Fixes bug in display of parameters at prior bound
2013-09-30 17:10:39 +02:00
7e7cadb878
Check initial values for violation of inverse gamma prior
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The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
48c428d748
reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true
2013-09-27 11:14:00 +02:00
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
79d62d85d0
reporting: fix hline for table
2013-09-26 16:08:13 +02:00
ff3774a4a2
reporting: table: remove unused variable
2013-09-26 15:21:08 +02:00
34b3b94c5f
reporting: series: tableRowColor add missing check
2013-09-26 14:48:59 +02:00
a9eb95ff2a
reporting: series: fix spacing of table cell separators and eol's
2013-09-26 14:45:46 +02:00
79f03773d7
reporting: add new series option tableSubSectionHeader
2013-09-26 14:43:13 +02:00
90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00
b3d835bd48
Provisions for MATLAB 8.2 (R2013b)
2013-09-25 16:00:07 +02:00
6a9e9dfdea
reporting: new table option vlineAfterEndOfPeriod
2013-09-25 15:28:34 +02:00
4522c011d6
reporting: default value bug fix
2013-09-25 15:28:34 +02:00
cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
db485235b5
data, name and tex of the dynSeries class are also private members that cannot be overwritten.
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(cherry picked from commit 609f94881f
2013-09-24 16:47:52 +02:00
3dee1674d5
Added unitary tests.
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(cherry picked from commit 667e308585
2013-09-24 16:47:52 +02:00
2ae0812012
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
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(cherry picked from commit b0d6e2b7b6
2013-09-24 16:47:52 +02:00
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
15825c9034
Changed logic in numgrad2.
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Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
Stéphane Adjemian (Scylla)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Michel Juillard