Commit Graph

56 Commits (10af04c6d88070d61a0b8d6521364947413d2866)

Author SHA1 Message Date
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Johannes Pfeifer f7a232061a
Remove unused options_-output
Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer d54b45cbac PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases 2020-06-12 17:53:46 +02:00
Johannes Pfeifer 8b4fa7c2d6 Factorize call to solver routines under optimal policy and without
Related to https://git.dynare.org/Dynare/dynare/issues/1173
2020-02-12 13:19:46 +01:00
Johannes Pfeifer 30bfa16211 Fixes related to estimation under discretion 2020-02-06 13:30:00 +01:00
Houtan Bastani e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
Houtan Bastani 42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf())) 2019-09-12 11:55:05 +02:00
Houtan Bastani f118970736
remove unnecessary eval statements 2019-09-12 11:55:05 +02:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer 818a07a4ef Fix get_posterior_parameters
Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Johannes Pfeifer 329b91d717 Harmonize output of objective functions
Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
Johannes Pfeifer 12ee5b7276 Fix copyrights and references to random_walk_metropolis_hastings headers 2016-05-19 17:15:31 +02:00
Stéphane Adjemian (Charybdis) a1aa2bcd6e Changed second input of prior_bounds routine.
Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
Michel Juillard 295eed6118 Revert "adapted dsge-var code for new handling of penalties"
This reverts commit 3966296aca.
2015-10-09 14:23:31 +02:00
Michel Juillard 1a9aa17c9e Revert "More fixings around objective_function"
This reverts commit 05cd51111c.
2015-10-09 14:23:31 +02:00
Michel Juillard 05cd51111c More fixings around objective_function 2015-10-08 20:57:00 +02:00
Michel Juillard 3966296aca adapted dsge-var code for new handling of penalties 2015-10-08 20:57:00 +02:00
Johannes Pfeifer ccbb5fa7fb Fix relative_irf option for higher order
Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
Stéphane Adjemian (Karaba) f48566aeae Fixed prior bounds (according to the doc in master branch).
* Second  and  third  positional  arguments  after the  name  of  the
   estimated  parameter   in  the  estimated_params   block  are  only
   considered in the optimization stage (not in the MCMC)

 * Do not  store bounds  in bayestopt_, because  bounds do  not always
   reflect restrictions implied by prior shapes.

 * prior_bounds routine  returns a structure  (with fields lb  and ub)
   instead of a matrix.
2014-10-20 16:18:54 +02:00
Stéphane Adjemian (Scylla) f6ce89260a Adapted posterior IRFs routines. 2014-06-23 11:08:48 +02:00
Stéphane Adjemian (Charybdis) ad0c29262b Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Johannes Pfeifer 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
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer 69b385ccd4 Bugfix in PosteriorIRFs
Fixed ancient copy and paste mistake from stoch_simul for relative IRFs
in Posterior IRFs
2013-02-28 12:00:40 -05:00
Marco Ratto 99c35e22f1 - Added trap to avoid infinite loops when type is not 'prior';
- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
2012-07-02 10:55:02 +02:00
Marco Ratto cb2526ba52 Fixed bug introduced in commit a070f5cb26.
The name npar was already used for the subsample loop.
To keep notation more in line with dynare options_ the old npar is renamed to B.
2012-06-21 17:13:00 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto a070f5cb26 Fixed initialization of matrices for posterior irfs. 2012-05-30 11:24:35 +02:00
Michel Juillard d601f173d8 fixing bugs related to recent changes for analytic derivatives
in estimation
2012-04-30 13:35:36 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header.
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
Marco Ratto 8b44731ef0 Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5 2011-04-06 14:24:04 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Marco Ratto b7133ebeb5 Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Marco Ratto bed32115d2 Fixes with screen output for parallel/octave + cosmethics 2011-02-02 14:13:11 +01:00
Sébastien Villemot 67c28ea5f3 PosteriorIRF: added missing ".mat" extension (necessary for Octave) 2010-10-28 10:39:53 +02:00
Marco Ratto d8121365dd 1) Renamed options according ti WiKi table;
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Marco Ratto 25230060e5 Cosmetic changes plus small bug fixes. 2010-10-08 16:19:03 +02:00