Johannes Pfeifer
6be02ef086
Add caller function info to dyn_latex_table.m
2016-06-14 11:53:38 +02:00
Johannes Pfeifer
55b2cd6f4c
Make sure underscores and backslashes are correctly handled in TeX-loaders of gsa
2016-06-14 11:53:38 +02:00
Johannes Pfeifer
7325dbe54e
Expand collect_LaTeX_Files.m to gsa redform subfolders
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
a02f7cc8f3
Correct header of DsgeSmoother.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
c3e1c01864
Enable TeX output in rmse-mapping of gsa
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
cb9095977e
Allow for underscores in TeX-output of gsa
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
59eec342d2
Allow for second header string in dyntable.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
d02f8d0377
Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
f76a353d65
Allow for underscores in first header element in dyn_latex_table.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
2c4c7558f4
Add TeX output to stab_map_2.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
11687d8c66
Expand collect_LaTeX_Files.m to gsa Output folder
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
74212ab199
Delete redundant legend input argument in filt_mc_.m that creates warning message in Matlab
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
ed1dbcac53
Fix setting of names and parameter names in stab_map_
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
cba10b0d90
Bugfix for setting tex-names in mcf_analysis.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
6f410f4cc1
Provide LaTeX output for model_comparison.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
f5c08fc0e8
Create LaTeX output for Smirnov tests
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
849505ec62
Fix display of NaN parameters in TeX-table in ident_bruteforce.m
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
f851252b25
Pass options_ to dyn_latex_table.m to make it honor noprint option
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
c6f98433d2
Reset colormap to jet in plot_identification.m
...
Necessary after Matlab changed default
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
73ec852433
Deal with required naming after allowing for correlations in identification in #1200
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
00cdc05d58
Pass title texts to ident_bruteforce.m to make sure that previous TeX output is not overwritten by advanced option
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e294266247
Increase default MaxNumberOfBytes to 100 MB
...
Closes #330
2016-06-14 11:51:14 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Johannes Pfeifer
7ff453846a
Fix passing of compflag in dyn_mex.m
...
Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
Houtan Bastani
83eeafa32c
fix mex file compilation with MSVC. Closes #1227
2016-06-14 10:34:14 +02:00
Houtan Bastani
2bbfb8762b
fix copyright notices
2016-06-14 10:30:57 +02:00
Michel Juillard
f145a50a85
extend path: removed global options_
2016-06-09 12:02:48 +02:00
Michel Juillard
4a6e14ea95
extended path: removed option for lcppath
2016-06-09 12:02:48 +02:00
Michel Juillard
8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
Stéphane Adjemian (Hermes)
335a188dac
Fixed bug in extended path.
...
Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
Marco Ratto
fbc71aa95c
Allow Screening with neighborhood_width sampling.
...
Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
Stéphane Adjemian (Charybdis)
3d16707dd9
Updated particles submodule (bug fixes).
2016-06-01 19:56:09 +02:00
Stéphane Adjemian (Charybdis)
dc1cfb4509
Updated particles submodule (bug fix).
2016-06-01 17:12:39 +02:00
Stéphane Adjemian (Charybdis)
392977d4ef
Changed default parameters for unscented transform (Particle filters).
2016-06-01 17:01:23 +02:00
Stéphane Adjemian (Charybdis)
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis)
67b808207c
Added new algorithm for the estimation of nonlinear models.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis)
272e3c96f8
Updated particles submodule.
2016-06-01 16:29:53 +02:00
Michel Juillard
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
Michel Juillard
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
Michel Juillard
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
Michel Juillard
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
Michel Juillard
76f008e4e4
PATH: remove calls to lcppath that doesn't work with perfect foresight models
2016-05-31 12:10:12 +02:00
Michel Juillard
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
Michel Juillard
ddb9c0657c
fixing linear complementarity problem
2016-05-31 12:10:12 +02:00
Michel Juillard
450d7b099a
fixing error status for PATH hook
2016-05-31 12:10:12 +02:00
Michel Juillard
11161063d4
removing debugging output
2016-05-31 12:10:12 +02:00
Michel Juillard
c49332df43
add support for PATH for steady state
2016-05-31 12:10:12 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Michel Juillard
b8132eb556
extended path: adding support for calibrated shock.
...
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
Johannes Pfeifer
96098a17d2
Cosmetic fix to set_all_parameters.m
2016-05-30 13:31:22 +02:00
Johannes Pfeifer
118b3ccb74
catstruct.m: remove call to nargchk, which will be removed in future Matlab versions
2016-05-28 19:32:11 +02:00
Stéphane Adjemian (Charybdis)
dfbad0404d
Fixed crash in sim1_linear when periods=1.
...
Closes #1176 .
2016-05-26 22:19:36 +02:00
Stéphane Adjemian (Charybdis)
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
Michel Juillard
cd55ed749c
extended_path: fixing inititalization for PATH
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(cherry picked from commit 7d29e917f77e7e20211e5be01544d86c64af8c65)
2016-05-24 18:08:33 +02:00
Michel Juillard
28c0c92ae8
fixing typos
...
(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
Stéphane Adjemian (Charybdis)
3fa6a96bfb
Added homotopy.
...
Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
cfc6957625
Cosmetic changes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
8b5b7921f6
Improved solver for (S)EP.
...
Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
80f1baad7e
Changed solver in simul_backward_nonlinear_model.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
6c7f3f1932
Added input to pass sequence of shocks.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
7d1d860a53
Fixed ep.init option.
...
Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
dabdda0506
Fixed wrong definition of a logical variable.
...
The second outputr returned by perfect_foresight_solver_core is the
max. abs. residual, not a dummy variable indicating success or failure
of the perfect foresight solver.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
fbf2fae036
Changed option value for unscented integration nodes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
fdbd4fa7a7
Code factorization.
...
- Added routines for initializing and setting shocks in EP.
- Added a specialized routine for doing Monte Carlo around EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
3bbac629ed
Cosmetic change.
...
Removed maximum_lead and maximum_lag in extended_path routines.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
d74f315bfb
Fixed bug in (Stochastic) Extended Path algorithm.
...
Innovations were not correctly passed to the non linear solver. Closes #1128 .
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
4926b6c6ff
Added a routine the residuals of a model.
...
Takes a path for the endogenous variables and returns the residuals of
the dynamic equations. This routine is useful for solving the model with
the PEA approach.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
ea1ebfa911
Added argument to simul_backward_nonlinear_model.
...
First input argument is a vector for the initial condition of the
endogenous variables. If empty, the steady state of the model is used.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
e507a6d0a9
Fixed copyright header.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
8958b7ef98
Cosmetic changes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
3a1f74d7a7
Fixed typo.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
ee78ad2049
Improved execution speed.
...
Removed some calls to bsxfun which is not optimal on sparse matrices. I
only removed the calls where I identified bottlenecks (with a Smets and
Wouters model), more tests are needed to decide if we have to remove other
occurences of bsxfun on sparse matrices.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
be0f6230ad
Cosmetic changes.
...
- Use a switch-case block.
- Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
- Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
1815eb8e56
Code factorization.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
8a163842d0
Removed oo_ from sim1_linear routine.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
53747cb082
Fixed lmmcp option.
...
This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
e0be60710c
Removed oo_ from sim1_purely_{backward,forward} routines.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
290ce5db68
Removed oo_ from sim1_lbj routine.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
674c9ab286
Removed oo_ from sim1 routine.
2016-05-24 17:26:06 +02:00
Marco Ratto
3e8dbcfc7e
Set mode_files in such a way that it can be handled with key-value pair.
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We need a single mode file that contains variable xparams = [x1 x2 x3] all multiple modes, one per column.
Fixes #1199
2016-05-22 23:15:18 +02:00
Marco Ratto
d8fea3ff13
Correlations and measurement errors in identification:
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1) Filter out measurement errors with error message that suggests to explicitly write measurement errors in model definition
2) allow identification checks with correlations, by switching to numerical derivatives
2016-05-22 23:10:01 +02:00
Johannes Pfeifer
389f43019d
Put fields of OSR in M_ into workspace to restore compatibility with 4.4.3
2016-05-22 11:41:54 +02:00
Johannes Pfeifer
d10f8b42d7
Fix bug in convert_dyn_45_to_44.m if bayestopt_ is empty
2016-05-22 11:41:54 +02:00
Johannes Pfeifer
03563e012b
Allow for pass OSR parameter bounds to optimizer
2016-05-22 11:41:54 +02:00
Johannes Pfeifer
9774d0544d
Initialize fields of M_.osr to empty in global_initialization.m
2016-05-22 11:41:54 +02:00
Johannes Pfeifer
676182f550
Cosmetic fix to dynare_minimize_objective.m
2016-05-22 11:41:54 +02:00
MichelJuillard
3df1a1275f
Merge pull request #1185 from JohannesPfeifer/bytecode_fixes
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Bytecode fixes
2016-05-22 10:32:56 +02:00
Johannes Pfeifer
13d42e05a5
Add missing else-clause in simulated_moment_uncertainty.m
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Fixes crash in unit tests
2016-05-22 10:03:56 +02:00
Stéphane Adjemian
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
...
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Johannes Pfeifer
161f674dd9
Fix two TeX loaders where apostrophe was missing
2016-05-20 12:43:52 +02:00
Johannes Pfeifer
7c97d7c662
Allow displaying 0 rows in disp_dr.m
2016-05-20 12:42:43 +02:00
Johannes Pfeifer
2baf88da47
Remove adaptive_metropolis_hastings
2016-05-19 23:16:29 +02:00
Johannes Pfeifer
89fd14f026
Filter out unit root cases that lead to crashes
2016-05-19 18:57:47 +02:00
Johannes Pfeifer
1f71331e58
Fix dynareParallelGetFiles.m call to random_walk_metropolis_hastings
2016-05-19 17:43:48 +02:00
Johannes Pfeifer
12ee5b7276
Fix copyrights and references to random_walk_metropolis_hastings headers
2016-05-19 17:15:31 +02:00
Johannes Pfeifer
781ea45777
Remove old independent_metropolis_hastings routines
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
3073988ac1
Fix vector dimension for independent_metropolis_hastings
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
86fcde0879
Cosmetic changes to dynare_estimation_1.m and store_smoother_results.m
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
4898a66d2a
Allow passing of optim option for TaRB
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
90ab263587
Fix location of TaRB options
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
413a264b21
Make read_key_value_string.m compatible with sublists
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
091f94221f
Delete unused TaRB_metropolis_hastings_core.m
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
c7e8489481
Rename autocorr into dyn_autocorr.m as it does not mirror the behavior of the econometric toolbox function
2016-05-19 14:37:05 +02:00
Marco Ratto
1d6961cc4c
initialize mode field in slice sampler options
2016-05-19 14:37:05 +02:00
Marco Ratto
e5ab7ed992
fixed unknown options warning messages
2016-05-19 14:37:05 +02:00
Marco Ratto
088db78118
Document computation of Inefficiency factors
2016-05-19 14:37:05 +02:00
Marco Ratto
ebe34bc40f
Make display of inefficiency factors use existing table util [thanks to Johannes]
2016-05-19 14:37:05 +02:00
Marco Ratto
7b3c42c6e1
provisions for reworked posterior sampling options:
...
- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
Houtan Bastani
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Marco Ratto
35a1c7ac17
Commented options for slice sampler, including default values and associated restrictions/default for main options_ fields
2016-05-19 14:34:09 +02:00
Marco Ratto
9c62021d3c
Move TaRB to posterior_sampler_iteration.m [PATCH from Johannes: thanks a lot]
2016-05-19 14:34:09 +02:00
Marco Ratto
0c01565298
Allow sampler specific options via optim;
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bug fixes on options logic
2016-05-19 14:34:09 +02:00
Marco Ratto
22f51d1e75
moved autocorr to missing matlab econometrics toolbox [it is not in stats toolbox]
2016-05-19 14:34:09 +02:00
Marco Ratto
4445f17efa
Manual merge with commit history of metropolis_hastings_initialization.m and random_walk_metropolis_hastings_core.m
2016-05-19 14:34:09 +02:00
Marco Ratto
357e3c2ac7
Make posterior_sampler_initialization.m compatible with new form of prior_draw.m
2016-05-19 14:34:09 +02:00
Marco Ratto
8e751be5ee
bug fix for non integer Nc
2016-05-19 14:34:09 +02:00
Marco Ratto
e69c5f6864
Bug fix for odd Nc
2016-05-19 14:34:09 +02:00
Marco Ratto
8bd963de64
Fill in posterior_mode with info from posterior samples.
2016-05-19 14:34:09 +02:00
Marco Ratto
b830805cb6
Trap empty d [e.g. from slice sampler]
2016-05-19 14:34:09 +02:00
Marco Ratto
a96dd5b964
for slice, always initialize empty invhess unless a new chain is initialized from a mode file
2016-05-19 14:34:09 +02:00
Marco Ratto
9089fc340c
Initialize posterior_sampler_options.
2016-05-19 14:34:09 +02:00
Marco Ratto
46908d20c6
Provisions for new posterior sampler routines that factorize the individual iteration of individual samplers.
...
I contains a quick fix to adaptive_posterior_sampler.m, which cannot be embedded in the new structure.
2016-05-19 14:34:09 +02:00
Marco Ratto
c30b6f20a6
Added routines that factor out posterior samplers into the iteration routine posterior_sampler_iteration.m.
...
It generalizes the random_walk_metropolis_hastings.m structure but adds two new items:
- check_posterior_sampler_options.m which is a wrapper for method specific options (stored in options_.posterior_options)
- posterior_sampler_iteration.m which is a wrapper of the individual iteration of any posterior sampler.
It already embeds, with parallelization implementation:
- random_walk metropolis hastings
- independent metropolis hastings
- slice sampler
It also contains a quick fix for TARB, although the latter should be embedded in posterior_sampler_iteration.m as well.
Any new posterior sampler can be simply added to posterior_sampler_iteration.m, with wrapper to specific iterations in check_posterior_sampler_options.m
2016-05-19 14:34:09 +02:00
Marco Ratto
b1b901fc61
Added SLICE sampler core routines
2016-05-19 14:34:09 +02:00
Marco Ratto
951dfe8ff4
When mh_posterior_mode_estimation, trap cases where the prior mode is at the boundary.
2016-05-19 14:34:09 +02:00
Marco Ratto
a3ab6de6c8
Added function to compute of inefficiency factors, used in McMCDiagnostics.m
...
Requires missing autocorr (available in some MATLAB toolboxes).
Requires factor out CutSample in dynare_estimation_1.m
2016-05-19 14:34:09 +02:00
Johannes Pfeifer
0e2e1376c9
Fix bug in simulated moments
...
Closes #1105
2016-05-18 22:51:20 +02:00
Houtan Bastani
58eb60c95d
fix copyright dates, headers
2016-05-18 15:06:49 +02:00
Houtan Bastani
6a0de7a724
Merge pull request #1189 from rattoma/gsa
...
gsa and identification fixes
2016-05-18 15:01:19 +02:00
Johannes Pfeifer
c05c66cbaa
Filter out error code 6 in dsge_var_likelihood.m
...
Crashes otherwise
2016-05-17 20:56:25 +02:00
Marco Ratto
42170c6c13
Fixes around models with unit roots.
2016-05-17 11:47:07 +02:00
Marco Ratto
c9bc685049
Fix determination of full rank subspace of simulated moment uncertainty
2016-05-17 09:38:06 +02:00
Marco Ratto
f0b346b397
added waitbar, to monitor computations [especially useful for large models]
2016-05-17 08:41:55 +02:00
Marco Ratto
7c8878c071
Allow neighborhood_width sampling in Morris + bug fix.
2016-05-17 08:41:16 +02:00
Marco Ratto
28aeb9f308
bug fix
2016-05-17 08:40:32 +02:00
Houtan Bastani
5723e7ea58
build system: remove support for 32-bit Matlab on OS X
2016-05-13 10:53:55 +02:00
Houtan Bastani
89667ea8da
remove unused file. closes #1172
2016-05-11 15:12:27 +02:00
Michel Juillard
31f8d61586
make estimation honor steady state nocheck option
2016-05-10 15:54:11 +02:00
Houtan Bastani
ccb197e74f
fix copyright dates
2016-05-09 12:42:58 +02:00
Michel Juillard
5e5157e375
loglinear: bug correction
2016-05-06 10:12:12 +02:00
Michel Juillard
67ea280773
adding missing semi-colon
2016-05-06 10:11:53 +02:00
Michel Juillard
ef232ac436
fixed log_variable function
2016-05-05 20:53:22 +02:00
Michel Juillard
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
7e13fe5ef7
fix loglinear option with leaded or lagged exogenous variables
2016-05-05 20:41:02 +02:00
Stéphane Adjemian
e07d97a16e
Merge pull request #1186 from rattoma/gsa
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gsa and identification fixes
2016-05-05 19:19:10 +02:00
Marco Ratto
1b769d1d5f
1) fixed bug with initialization of infox
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2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
Marco Ratto
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
Marco Ratto
0e402fa7e9
Filter out cases where too few samples are available for ANOVA estimation
2016-05-05 16:11:53 +02:00
Marco Ratto
8b54354a27
Make identification compliant with calibration parameter set [bug fix]
2016-05-05 16:08:14 +02:00
Johannes Pfeifer
5f32b80a27
Fix error codes for bytecode in perfect_foresight_solver_core.m
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If it fails, 1 must indicate error, not 0
2016-05-05 10:52:17 +02:00
Johannes Pfeifer
465f55bb0e
Correct evaluation of residuals in dynare_solve.m when exitflag does not clearly indicate solution
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Otherwise, it crashes with bytecode
2016-05-05 10:46:39 +02:00
Johannes Pfeifer
c6f705a8b9
Correct setting of info in dr_block.m if eigenvalue is close to 0/0
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Must be the same as in dyn_first_order_solver.m
2016-05-05 10:08:52 +02:00
Houtan Bastani
bebcfffe04
fix license, file copyright errors
2016-05-04 16:30:16 +02:00
Houtan Bastani
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
Johannes Pfeifer
b364dd1d4c
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-04 11:12:35 +02:00
Stéphane Adjemian (Charybdis)
6593c433f3
Revert "Account for Matlab 2016a in installer and mex-folder"
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This reverts commit 6072aa0b46
.
2016-05-03 22:20:10 +02:00
Johannes Pfeifer
6072aa0b46
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-03 15:24:23 +02:00
Johannes Pfeifer
c48a2659e5
Fix warning message that confused structural shocks with measurement errors
2016-05-01 17:52:57 +02:00
MichelJuillard
6eb2e43432
Merge pull request #1171 from JohannesPfeifer/discretionary_policy
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discretionary_policy_1.m: keep state space fixed even if state variab…
2016-04-18 22:17:42 +02:00
Johannes Pfeifer
d1735e1d9e
discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
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Reverts 3b64c37cb3
2016-04-18 21:48:28 +02:00
Michel Juillard
e8c430a923
replaced transtion_matrix.m by kalman_transition_matrix.m
2016-04-16 17:21:42 +02:00
MichelJuillard
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
MichelJuillard
a047b42dd3
Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
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Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Johannes Pfeifer
c509f6d463
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:41:38 +02:00
Johannes Pfeifer
3542d086ae
Transform hard-coded bandpass filter order into option
2016-04-15 09:23:35 +02:00
Michel Juillard
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
8908d46567
Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially
2016-04-14 20:11:49 +02:00
Johannes Pfeifer
9a9b8f2a70
Account for smoother setting parameter count fields in dynare_estimation_init.m
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Otherwise, subsequent calls to the smoother will result in crashes
2016-04-14 20:11:22 +02:00
Stéphane Adjemian(Charybdis)
7c53ea1e96
Fixed unit tests.
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(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
2016-04-14 17:21:37 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
MichelJuillard
8f1eb47a5e
Merge pull request #1104 from JohannesPfeifer/solve_algo_0
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Only accept steady state when fsolve retuns with normal return code 1
2016-04-12 13:05:28 +02:00
MichelJuillard
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
MichelJuillard
d7e4469a28
Merge pull request #1153 from JohannesPfeifer/steady_check_flag
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Make evaluate_steady_state.m honor nocheck flag
2016-04-12 12:04:57 +02:00
Johannes Pfeifer
6ad876cc18
Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
2016-04-12 11:37:12 +02:00
Johannes Pfeifer
f5bd4c6b3a
Fix bug where smoother selected wrong observables with selected_variables_only option
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Closes #1161
2016-04-12 11:36:43 +02:00
Johannes Pfeifer
df20a394fc
Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order
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Also fixes wrong output when selected_variables_only was used
2016-04-12 11:30:14 +02:00
Johannes Pfeifer
be2221286c
Add note on setting of bayestopt_.mf to DsgeSmoother.m
2016-04-12 10:52:40 +02:00
Johannes Pfeifer
98384eb6f2
Document variable ordering in various headers
2016-04-12 10:52:37 +02:00
Johannes Pfeifer
00bfa2a0a9
Fix header of dynare_resolve.m
2016-04-12 10:52:36 +02:00
Johannes Pfeifer
b749a3ce75
Improve header and variable naming in write_smoother_results.m
2016-04-12 10:52:07 +02:00
Johannes Pfeifer
a78ebbce72
Document setting of element of restricted state space
2016-04-12 10:51:33 +02:00
Johannes Pfeifer
6d35dad894
Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820
2016-04-12 10:46:44 +02:00
MichelJuillard
1def8a409b
Merge pull request #1158 from JohannesPfeifer/higher_moments
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Save skewness and kurtosis when simulated moments are requested
2016-04-12 10:46:40 +02:00
Johannes Pfeifer
efee7b1a47
Remove duplication of restrict_var_list in bayestopt_
2016-04-12 10:43:28 +02:00
Johannes Pfeifer
80086ff4ab
Clarify naming of var_obs_index to indicate it refers to decision rule order
2016-04-12 10:42:44 +02:00
Johannes Pfeifer
6dddd7a8d4
Add corr.m to missing/stats
2016-04-09 15:22:40 +02:00
Johannes Pfeifer
f85d2ef970
Make shock_decomposition.m rely on smoothed deviations from mean
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Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
d737c7d1d8
Allow corner solution as starting point for MCMC
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Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
7e56302a04
Assure that log-file is closed when aborting metropolis_hastings_initialization.m
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
352a4fd3ae
Port bugfix b8c6c87908
to area graphs of conditional_forecast
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
1d13a5dd02
Make imcforecast.m account for presence of trends
2016-04-09 09:45:21 +02:00
Stéphane Adjemian
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Johannes Pfeifer
358ba0181c
Save skewness and kurtosis when simulated moments are requested
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Closes #1157
2016-04-06 09:23:54 +02:00
Michel Juillard
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
Michel Juillard
70bcef4933
analytic derivation: cleaning up
2016-04-01 18:45:19 +02:00
Michel Juillard
e446aaddb1
analytic derivation: use <fname>_static_params_deriv where needed
2016-04-01 18:45:19 +02:00
Michel Juillard
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
Johannes Pfeifer
bf5a3ab6da
Add headers to identification routines
2016-03-31 11:20:01 +02:00
Johannes Pfeifer
a93d68fb35
Make evaluate_steady_state.m honor nocheck flag
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Closes #1054
2016-03-25 22:12:52 +01:00
Johannes Pfeifer
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
Johannes Pfeifer
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
Johannes Pfeifer
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis)
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
Stéphane Adjemian (Lupi)
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +01:00
Stéphane Adjemian(Charybdis)
d3f702f47b
Fixed bug (wrong number of arguments count).
2016-03-23 13:59:10 +01:00
Stéphane Adjemian(Charybdis)
109b57c35c
Fixed typo (misplaced underscore).
2016-03-23 12:24:19 +01:00
Stéphane Adjemian (Lupi)
703cc97421
Merge branch 'master' into johannes-prefiltering_rebased
2016-03-23 11:32:20 +01:00
Johannes Pfeifer
b4f06dd2d6
Account for options_.nk potentially being empty
2016-03-23 10:48:28 +01:00
Johannes Pfeifer
94fe1de08a
Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m
2016-03-23 10:48:27 +01:00
Johannes Pfeifer
f597709228
Condition setting of nobs and first_obs on existence of dataset
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Required in identification.
2016-03-23 10:48:26 +01:00
Johannes Pfeifer
c17de9f6b8
Fix accounting for third input argument in dyn_forecast.m
2016-03-23 10:48:25 +01:00
Johannes Pfeifer
14a15ec68b
Make sure options_-field logged_steady_state is correctly set in stoch_simul.m
2016-03-23 10:48:24 +01:00
Johannes Pfeifer
ee6b81284a
Correct header of DsgeSmoother.m and write_smoother_results.m
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Definition of updated variables was incorrect
2016-03-23 10:47:26 +01:00
Johannes Pfeifer
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
Johannes Pfeifer
a534b63383
Add constant to filtered and updated ML variables
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Harmonizes treatment across ML and Bayesian estimation
2016-03-23 10:46:29 +01:00
Johannes Pfeifer
f3d7e946e3
Make simult_.m account for logged steady state
2016-03-23 10:36:00 +01:00
Johannes Pfeifer
de4d90f88e
Make sure oo_.logged_steady_state is always correctly set
2016-03-23 10:35:59 +01:00
Johannes Pfeifer
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +01:00
Johannes Pfeifer
6f8ca74490
Factorize saving of smoother results
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Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
2016-03-23 10:31:11 +01:00
Johannes Pfeifer
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
Johannes Pfeifer
6a3c2b7b44
Cosmetic changes to forcst2.m and forcst2a.m
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Cleans and documents files
2016-03-23 10:19:42 +01:00
Johannes Pfeifer
dcf0d75d55
Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values
2016-03-23 10:19:41 +01:00
Johannes Pfeifer
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
Johannes Pfeifer
d1bbe8f852
Restore backward compatibility with old data interface
2016-03-23 10:10:42 +01:00
Johannes Pfeifer
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
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Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
Johannes Pfeifer
b235040ae1
Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
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Setting was based on unlogged steady states
2016-03-23 10:09:17 +01:00
Johannes Pfeifer
e37448faaf
Fix exceptions when prefiltering was requested with loglinear option
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The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
2016-03-23 10:09:15 +01:00
Johannes Pfeifer
b8377b8de5
Fix constant part of forecasts with loglinear option
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Erroneously, the unlogged steady state was added
2016-03-23 10:09:14 +01:00
Johannes Pfeifer
babcd8b180
Fix merge conflict introduced in a55f00073b
and make naming consistent with changes introduced in that commit
2016-03-22 22:23:27 +01:00
Johannes Pfeifer
5d8bc7188c
Allow detailed exitcode as output of trust_region.m
2016-03-22 21:55:55 +01:00
Johannes Pfeifer
9c8da869f7
Delete redundant computation from trust_region.m
2016-03-22 21:55:54 +01:00
Johannes Pfeifer
300ebd02b0
solve1: Move condition that could never be reached into if-clause
2016-03-22 21:55:52 +01:00
Johannes Pfeifer
1457666221
Only accept steady state when fsolve retuns with normal return code 1
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Otherwise, termination due to tolerance criteria will be accepted as correct steady state
2016-03-22 21:55:51 +01:00
Stéphane Adjemian(Charybdis)
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
Stéphane Adjemian
692acc66a7
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
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Reset seed before drawing starting points of MCMC chains
2016-03-22 16:48:27 +01:00
Stéphane Adjemian
01e5b0943b
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
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Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
2016-03-22 16:33:15 +01:00
Stéphane Adjemian
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
Johannes Pfeifer
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
Johannes Pfeifer
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
2016-03-16 20:09:24 +01:00
Johannes Pfeifer
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
Houtan Bastani
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
Stéphane Adjemian
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
Johannes Pfeifer
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
Michel Juillard
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
Johannes Pfeifer
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
Houtan Bastani
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
Johannes Pfeifer
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
Stéphane Adjemian
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
Johannes Pfeifer
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
Michel Juillard
42ecfa382f
fxing bug in diffuse smoother with missing values
2016-03-06 21:07:50 +01:00
Stéphane Adjemian (Hermes)
f471105a21
Fixed bug (wrong first input argument when calling create_TeX_loader).
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Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
Stéphane Adjemian (Hermes)
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
Stéphane Adjemian (Lupi)
08375e7ba6
Fixed wrong ordering of the hyperparameters when walling the routine for drawing random deviates from the Weibull distribution.
2016-03-04 16:45:06 +01:00
Stéphane Adjemian (Hermes)
472f6c4a1c
Fixed typo.
2016-02-29 15:46:40 +01:00
Stéphane Adjemian (Hermes)
837c812c17
Efficiency changes.
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+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).
Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
Stéphane Adjemian (Hermes)
87955c61d0
Fixed bug in the routine simulating backward looking non linear stochastic models.
2016-02-26 21:31:50 +01:00
Stéphane Adjemian (Hermes)
a88c7aac34
Updated dseries submodule (Allows regular expressions in subsasgn method).
2016-02-25 16:58:54 +01:00
Houtan Bastani
c386be3fb7
submodule update: reporting (remove strjoin)
2016-02-24 14:41:22 +01:00
Houtan Bastani
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
Houtan Bastani
710e8ef3a5
fix copyright dates for 2016
2016-02-23 14:04:04 +01:00
Houtan Bastani
6e5f0edd06
Merge pull request #1123 from JohannesPfeifer/Matlab2015b
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Make Dynare compatible with Matlab2015b
2016-02-22 11:27:56 +01:00
Houtan Bastani
10b3a57c7f
reporting: submodule update
2016-02-22 11:03:09 +01:00
Stéphane Adjemian (Hermes)
c3ce3105d8
Updated dseries submodule.
2016-02-19 15:28:22 +01:00
Stéphane Adjemian (Hermes)
01ec055ebd
Updated dseries submodule (bug fixes + new methods).
2016-02-18 10:51:08 +01:00
Stéphane Adjemian (Hermes)
0459d1bcd4
Fixed bug in Weibull prior.
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Fixed inconsistencies in the ordering of the hyperparameters (shape and scale).
2016-02-11 21:35:29 +01:00
Stéphane Adjemian (Hermes)
3c7e60b744
Bug related to the steady state of aux. variables.
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Appears in CMR's model where the steady state of the auxiliary variables
is not correct if set_auxiliary_variables routine is only called once.
Added a debug mode (false by default) to check that the mapping defined
by set_auxiliary_variables routine is invariant.
2016-02-05 00:13:20 +01:00
Stéphane Adjemian (Hermes)
34bc1ab9de
Do not call set_auxiliary_variables routine before evaluating the steady state file.
2016-02-05 00:13:20 +01:00
Johannes Pfeifer
7d051d1161
Make Dynare compatible with Matlab2015b
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Closes #1058
2016-01-29 18:44:05 +01:00
Stéphane Adjemian (Hermes)
c969edcd63
Updated dseries submodule (Allow objects with NaNs in cumsum and cumprod overloaded methods).
2015-12-23 19:42:31 +01:00
Houtan Bastani
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
Houtan Bastani
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
Houtan Bastani
aec2159ea7
submodule update: reporting
2015-12-17 14:17:04 +01:00
Stéphane Adjemian (Charybdis)
846a391eb1
Fixed bug.
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Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
Johannes Pfeifer
f28a7a62bb
Only test non-zero measurement error covariance entries for positive definiteness
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Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
Stéphane Adjemian
313ffb5f32
Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics
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Various improvements to LaTeX output
2015-12-15 17:22:00 +01:00
Stéphane Adjemian (Charybdis)
74283c45d2
Added unit test for priordens routine.
2015-12-15 09:14:50 +01:00
Stéphane Adjemian (Charybdis)
adb5a2359d
Cosmetic change.
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Replaced 1/0 by booleans in priordens routine.
2015-12-15 08:45:13 +01:00
Stéphane Adjemian (Charybdis)
944ed4b42b
Fixed bug.
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Forgot to change the name of the routine for the inverse CDF of the
Weibull distribution.
2015-12-14 23:51:50 +01:00
Stéphane Adjemian (Charybdis)
e53f3a67fa
Fixed unit test for prior_draw routine.
2015-12-14 23:50:56 +01:00
Stéphane Adjemian (Charybdis)
29a0765a48
Removed globals from prior_draw routine.
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When initializing the persistent variables, bayestopt_ and
options_.prior_trunc need to be passed as input arguments.
2015-12-14 23:50:56 +01:00
Johannes Pfeifer
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
Johannes Pfeifer
877b2cbb80
Use longtable for collinearity pattern table
2015-12-14 11:27:00 +01:00
Johannes Pfeifer
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
Johannes Pfeifer
9cea813249
Add missing packages to collect_LaTeX_Files.m and manual
2015-12-13 16:57:25 +01:00
Johannes Pfeifer
246ea146d1
Use booktabs package for neater table output
2015-12-13 16:43:25 +01:00
Johannes Pfeifer
aafa3e15b9
Modularize display_estimation_results_table.m
2015-12-13 16:42:52 +01:00
Johannes Pfeifer
df4bc5c5c8
Use TeX-name for caption in shock decomposition graphs
2015-12-13 16:42:20 +01:00
Johannes Pfeifer
482f2bdd2c
Add LaTeX output to Geweke convergence diagnostics
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Also allows for custom header part in dyn_latex_table.m
2015-12-13 16:41:41 +01:00
Johannes Pfeifer
837916f45b
Add LaTeX-capacities for trace_plot.m
2015-12-13 16:40:20 +01:00
Stéphane Adjemian (Charybdis)
88858a1fde
Cosmetic change.
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Use logicals instead of 0/1.
2015-12-11 19:11:47 +01:00
Stéphane Adjemian (Charybdis)
dc1df09519
Fixed bug.
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Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
f185d15c36
Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
4670ecb9d6
Cosmetic changes.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
d1020e6170
Fixed GSA for Weibull prior.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
5834ed4446
Added checks for the input arguments of wblinv routine.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
d676c67f03
Added CDF for the Weibull distribution.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
d9cb5da148
Added unit test.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
32475c90b0
Fixed typo in unit test.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
1a07f95218
Fixed bug in the unit test for the mode of beta density.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
0a4b9bfb3d
Added missing semicolon.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
09498d30eb
Updated header doc.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
3c42f7e362
Added try-catch blocks in unit tests.
2015-12-11 18:50:54 +01:00
Johannes Pfeifer
8c9736f93f
Add unit tests for compute_prior_mode.m
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(cherry picked from commit 7d9c3ee365aba25c131b423596a1446eafd9c6ec)
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
09b4928ca8
Added lower bound as an argument.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
cfefa6951c
Changed inputs of inverse_gamma_specification routine and added unit tests.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
887e44f2b0
Cosmetic change. Removed loop.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
85a4a082ad
Added a routine for computing the hyperparameters of the Beta distribution from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
24848a2ba4
Added a routine for computing the hyperparameters of the Gamma density from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
02d53b5d1d
Use statistics toolbox if available for the Weibull inverse CDF.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
a859861e19
Fixed Bug.
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Forgot to rename calls to the routine generating Weibull deviates.
2015-12-04 18:42:26 +01:00
Stéphane Adjemian (Charybdis)
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis)
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
Houtan Bastani
954e57c421
reporting: submodule update
2015-12-02 12:39:51 +01:00
Houtan Bastani
b7e7d73177
reporting: submodule update
2015-12-01 14:34:26 +01:00
Michel Juillard
9c42ebaa56
fix bug introduced in commit 105100c7fe
2015-11-30 21:31:25 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Michel Juillard
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
Michel Juillard
eb3d0cd20e
fix problem with nobs
2015-11-28 17:38:00 +01:00
Johannes Pfeifer
09e03e7a6f
Move closing of file in mode_check.m out of the loop
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Code will otherwise crash with more than one figure to plot.
2015-11-28 14:07:36 +01:00
Johannes Pfeifer
2f010aa5de
Set Filter order for BK-filter in disp_moments.m to more reasonable value
2015-11-28 14:06:56 +01:00
Johannes Pfeifer
0eba93dd71
Add missing input argument in newrat.m to prevent crashes
2015-11-28 14:06:10 +01:00
ferhat
231cf19438
Fix a typo in basic_plan.m
2015-11-27 12:11:42 +01:00
Stéphane Adjemian (Charybdis)
83a6963286
Rewrote get_file_extension.
2015-11-26 20:53:13 +01:00
Houtan Bastani
73313dc5b7
Merge pull request #1107 from FerhatMihoubi/Branch_bytecode_display_and_exogenous_in_extended_path
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Branch bytecode display and exogenous in extended path
2015-11-19 17:09:09 +01:00
ferhat
e555c8181d
Corrections in the way to handle the exogenous
2015-11-19 17:04:56 +01:00
Stéphane Adjemian (Charybdis)
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
Stéphane Adjemian (Charybdis)
dd2cf673d2
Updated the dates submodule.
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The setdiff method can return a second output argument (vector of indices). If A and B are two dates objects, and if setdiff is called with two output argument:
[C, IA] = setdiff(A, B)
then we have:
C = A(IA)
2015-11-11 22:51:25 +01:00
Houtan Bastani
edd275bfcc
Merge pull request #1103 from FerhatMihoubi/Branch_fix_bug_det_cond_forecast
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Fix bugs in det_cond_forecast.m
2015-11-11 18:37:55 +01:00
ferhat
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
Houtan Bastani
6ee212331f
submodule update: reporting
2015-11-11 15:11:31 +01:00
Michel Juillard
f3ee32690e
fixed bug introduced in commit 660fc6
2015-11-10 09:27:36 +01:00
Michel Juillard
53e9307fe2
modified too big message in evaluate_planner_objective
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Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Michel Juillard
953ac851c0
& into &&
2015-11-09 09:03:55 +01:00
Michel Juillard
660fc64471
adding check for model size before computing value of planner objective.
2015-11-09 09:03:55 +01:00
Stéphane Adjemian (Charybdis)
5bccacaaa5
Fixed lik_init=5.
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Missing initialization for the vector of state variables (a) and Zflag.
2015-11-04 22:33:15 +01:00
Stéphane Adjemian
4222269324
Merge pull request #1100 from JohannesPfeifer/initial_check_par_names
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Fix display of parameter names changed during estimation
2015-11-04 14:40:43 +01:00
Stéphane Adjemian
cbfe1e77ce
Merge pull request #1098 from JohannesPfeifer/particle_filter_missing_check
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Filter out datasets with missing values before particle filtering
2015-11-04 14:39:56 +01:00
Johannes Pfeifer
1def4f357a
Fix display of parameter names changed during estimation
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Relied on the wrong ordering
2015-10-28 15:34:14 +01:00
Johannes Pfeifer
1f18a2468b
Deblank field names to prevent crashes during computation of posterior moments
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Necessary after switching to indirect indexing of structure fields
2015-10-23 08:53:23 +02:00
Stéphane Adjemian (Charybdis)
4d573e600d
Cosmetic change.
2015-10-22 16:10:34 +02:00