69aaac1fb8
Added unitary test for @dynSeries/ydiff.
2013-03-21 16:42:11 +01:00
bb061f9f2d
Changed behaviour of @dynSeries/ydiff (name of the variables).
...
+ Prefix variable names with YDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
2c0683a4a3
Changed copyright year.
2013-03-21 16:42:10 +01:00
a975761600
Changed behaviour of @dynSeries/uminus and fixed bug.
...
+ Prefix variable names with the minus symbol.
+ Set tex member.
2013-03-21 16:42:10 +01:00
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
9a9f8ebf38
Deduce tex names from the names of the variables in dynSeries objects.
2013-03-21 16:42:10 +01:00
3850167d07
Added a routine to convert variable names with underscores into somthing readable by a tex processor.
2013-03-21 16:42:10 +01:00
7631851c98
Added @dynDates/union function.
2013-03-21 16:42:10 +01:00
f0c87fa183
Changed behaviour of @dynDates/display.
2013-03-21 16:42:10 +01:00
2673729a2d
reporting: @vspace
2013-03-20 18:17:36 +01:00
09d6d0d855
reporting: spacing cleanup
2013-03-20 16:07:06 +01:00
664f94afbc
reporting: @table, @graph: require data to be dynSeries, simplify checks
2013-03-20 15:42:56 +01:00
86296ba1f5
reporting: @table: vlines
2013-03-20 12:56:49 +01:00
74ef1aa7ed
Fixing bug introduced in ae82c284dc
2013-03-19 20:48:09 +01:00
156397ec31
Fix bug in ML forecasting if observables are not included
2013-03-19 19:04:03 +01:00
597d30d0bf
bug fix in call to priordens;
2013-03-19 17:07:14 +01:00
92e4e73765
Trap the cases where the state space matrices are not stored for memory allocation issues
...
[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
...
2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
d6993cecc4
1) trap the case where the model does not solve for any parameter values in the MC sample;
...
2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
22e0b9cc3d
1) fixed bugs when no estimated parameters are declared;
...
2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.
This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
6f2ff28d1b
reporting: @table: only print given date range
2013-03-19 14:35:05 +01:00
49586d0b54
reporting: add centering
2013-03-19 14:34:56 +01:00
e02e06b03f
reporting: @table: simplify code
2013-03-19 12:51:02 +01:00
b7969980d0
reporting: @page: allow for multiple titles, title_format, first args can be provided as strings or cellstr, multiple args as cellstr
2013-03-19 12:50:07 +01:00
40e5c61ec7
Restrict endogenous prior to stationary models and allow for measurement error
2013-03-18 23:46:15 +01:00
1883eb092b
Clarify theoretical second moments for order=2
...
Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
c85338f022
Add figure title for rplot
2013-03-18 22:51:54 +01:00
0e5acda10e
bug fix: fputs not a matlab function
2013-03-18 16:25:38 +01:00
aac25a88bd
bug fix: substr not a matlab function
2013-03-18 16:19:48 +01:00
ec9f53a23b
bug fix: single quotes
2013-03-18 16:17:29 +01:00
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
1df8bf15c2
Bugfix in rplot + typo correction
2013-03-18 10:59:32 +01:00
e76828bb9c
Bugfix in rplot
...
Make other plot types take into account that variables are in rows, not
columns
2013-03-18 08:46:25 +01:00
98ec0095df
Add warning for variance decomposition at order=2
...
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278 ). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
a090a7c35e
Add endogenous priors
...
Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
6390830b4d
Store MCMC information recorded in record in oo_
...
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
f1406487dc
Make field names consistent with different analysis steps and manual
...
still related to #316 (https://github.com/DynareTeam/dynare/pull/316 )
2013-03-17 22:47:47 +01:00
4c8f3a89cc
Make graph titles more expressive
2013-03-17 22:45:50 +01:00
3b29e69e40
Prevent spectral density plots being triggered in identification
...
If options_.SpectralDensity.trigger is specified, identification would
otherwise plot graphs in every MC step
2013-03-17 15:30:49 +01:00
c58aebd2ef
Fix dyn_saveas for Octave
2013-03-16 14:21:16 +01:00
c0029bc109
Merge pull request #316 from JohannesPfeifer/master
...
Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
cd26c3cebd
Bugfix in dyn_saveas
...
Fixed a bug for the non-Octave version where only the last active figure
was printed instead of the figure with the actual handle. Octave
eps-version still needs to be taken care of.
2013-03-16 11:47:56 +01:00
36ea30346c
Add missing legend to plot
...
Add missing legend to sensitivity plot
2013-03-16 11:41:03 +01:00
8185ee9729
reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange
2013-03-15 18:56:03 +01:00
b9e61f13ce
dynDates: bug fix
2013-03-15 18:56:03 +01:00
1d70daa3d9
reporting: @graph: support multiple data sets in one graph
2013-03-15 18:56:03 +01:00
d8ae22cebd
reporting: cosmetic changes
2013-03-15 18:56:03 +01:00
ed5f2a8bf0
reporting: @section: check user input
2013-03-15 18:56:02 +01:00
5715dea155
reporting: @page: check user input
2013-03-15 18:56:02 +01:00
5aabe16a03
reporting: @report: check user input
2013-03-15 18:56:02 +01:00
e8e9b2416a
reporting: @graph: check user input
2013-03-15 18:56:02 +01:00
6b9107c1b1
reporting: @table: user input bug fix
2013-03-15 17:23:21 +01:00
8591e7b4b7
fix typo
2013-03-15 16:43:56 +01:00
e18dc65871
Merge remote-tracking branch 'upstream/master'
2013-03-15 15:38:37 +01:00
fe882dfe3d
Added @dynDates/minus method.
2013-03-14 23:08:35 +01:00
8664a12ed1
Fixed bug.
2013-03-14 23:08:35 +01:00
f72c45787c
Cosmetic change.
2013-03-14 23:08:35 +01:00
b51ba4ae6f
Added @dynDates/intersect function.
2013-03-14 23:08:35 +01:00
9b16ee5f88
Added @dynDates/isempty function.
2013-03-14 23:08:35 +01:00
e51cc1dac2
Added @dynDates/plus method.
2013-03-14 23:08:35 +01:00
4514a410dc
Added dynDates/eq method.
2013-03-14 23:08:35 +01:00
ca5bf548a2
Changed the behaviour of @dynDate/eq.
...
Return zero if A and B have no common frequencies (previously an error was returned).
2013-03-14 23:08:35 +01:00
81f7f8a4d4
reporting: check user input for table class
2013-03-14 19:15:00 +01:00
12b2b96ab0
reporting: allow selection of series in table
2013-03-14 18:45:10 +01:00
2116ab0f4c
reporting: xrange & yrange
2013-03-14 18:37:31 +01:00
1d3dc37781
Allow declaration of dates with lowercase frequencies.
2013-03-14 18:35:35 +01:00
f3f985dd37
Removed useless addpath command from unitary test.
2013-03-14 18:35:35 +01:00
8328be5b8d
Fixed bug (missing time member).
2013-03-14 18:35:35 +01:00
862b4e1b6c
Removed isint function in @dynSeries/private.
2013-03-14 18:35:35 +01:00
4e67db9339
Added missing header license.
2013-03-14 18:35:35 +01:00
5bdce2db3e
Changed unitary test.
2013-03-14 18:35:35 +01:00
87e7bc042d
Cosmetic change.
2013-03-14 18:35:35 +01:00
ae789516c1
Added unitary test.
2013-03-14 18:35:35 +01:00
7e057d1711
Changed unitary test.
2013-03-14 18:35:35 +01:00
846aff99fd
Removed useless addpath command from unitary tests.
2013-03-14 18:35:35 +01:00
a18766d676
Cosmetic change.
2013-03-14 18:35:35 +01:00
2152453c7d
Added unitary test.
2013-03-14 18:35:35 +01:00
e4cad0762a
Cosmetic change.
2013-03-14 18:35:35 +01:00
1e4fd736ee
Added unitary test. Removed useless addpath commands from unitary test.
2013-03-14 18:35:35 +01:00
2ee2f0df93
Removed commented lines of code.
2013-03-14 18:35:35 +01:00
c023fdd71c
Rewrote @dynSeries/subsref recursively. Improved error messages. Fixed bugs (missing time member).
2013-03-14 18:35:35 +01:00
52b0f6db00
Added missing header (license).
2013-03-14 18:29:42 +01:00
0b2fd4c8da
Fixed header.
2013-03-14 18:29:42 +01:00
4dfd6bfbdf
dynSeries bug fix: add time to date slice
2013-03-14 15:05:09 +01:00
b1abf17050
reporting: change way to create temporary file
2013-03-14 14:46:32 +01:00
6541ce2325
Fixed bug in @dynSeries/extract method (missing time member).
2013-03-14 14:48:36 +01:00
59f436dc44
Fixed unitary tests for @dynDate/subsref method.
2013-03-14 14:48:36 +01:00
2ca26ca89a
Rewrote @dynDate/subsref method recursively. Improved error messages.
2013-03-14 14:48:36 +01:00
46e965f3ec
reporting: code cleanup
2013-03-14 11:26:33 +01:00
41efff0d7b
reporting: simplified commands
2013-03-14 11:26:33 +01:00
6b397e1dd8
Fixed unitary tests. @dynDates/sort and @dynDates/unique methods have to be called without (empty) parenthesis.
2013-03-14 11:08:34 +01:00
d3ba208e8d
Rewrote @dynDates/subsref method recursively. Improved error messages.
2013-03-14 11:08:34 +01:00
919ee41c23
Completed header.
2013-03-14 11:08:34 +01:00
551971dc50
Moved shiftS function.
2013-03-14 11:08:34 +01:00
6d86ed7c3e
Added the possibility to create a sub dynDates object. Added unitary test.
...
*Example* Let dd be a dynDate object:
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2:5) is also dynDates object for the dates 1967Q1, 1967Q2, 1967Q3 and 1967Q5.
2013-03-14 11:08:34 +01:00
4444075530
Fixed bug.
2013-03-14 11:08:34 +01:00
ca0168e254
Added the possibility to extract a dynDate object from a dynDates object.
...
*Example* If a dynDates object is built as follows
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2) is a dynDate object (should be equal to dynDate('1967Q1')).
2013-03-14 11:08:34 +01:00
2dad114eec
Added a new interface to instantiate dynDate objects.
...
Call dynDate constructor with two arguments: teh first one is a 2*1 vector of integers (for time), the second one is a scalar integer (for freq).
2013-03-14 11:08:34 +01:00
96f8716be6
Removed useless addpath commands in unitary tests.
2013-03-14 11:08:34 +01:00
5492f88bee
Added the possibility to return a subsample from a dynSeries.
...
If ts is a dynSeries object, then the following syntax is valid:
t0 = dynDate('1950Q1') ;
t1 = dynDate('2000Q3') ;
range = t0:t1 ;
ds = ts(range);
Note that the dates in range do not need to be contiguous or sorted in increasing order.
2013-03-14 11:08:34 +01:00
64ddca513d
dynSeries: making possible to concatanate empty series; fixing bugs
2013-03-13 12:58:40 +01:00
ebf93d672f
stochastic extended path: additional changes
2013-03-12 09:36:58 +01:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
...
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
195ed8baac
Make storage of moments consistent with manual
...
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
2013-03-10 19:46:31 +01:00
18ed9daafe
reporting: make errors more clear
2013-03-08 19:25:24 +01:00
8d36cc802c
reporting: table
2013-03-08 18:59:26 +01:00
22caa866b7
Allows syntax like db = A.data(:,3:15), where A is a dynSeries object.
2013-03-08 17:50:04 +01:00
1c29970c6d
Call merge method, added unitary tests.
2013-03-08 17:50:04 +01:00
cefbf45a9c
Fixed bug + Cosmetic changes.
2013-03-08 17:50:04 +01:00
be57a4b0be
Added merge method to dynSeries class.
2013-03-08 17:50:04 +01:00
5c8efaae6c
More explicit error message when posterior mode file is outdated
2013-03-08 14:31:15 +01:00
578368954e
reporting (WIP)
2013-03-07 16:40:12 +01:00
8d941931a0
Fix bug introduced in ae82c28
2013-03-05 10:31:39 +01:00
ae82c284dc
Deleting redundant line and initializing arrays
...
Deleted redundant global statement and initialized arrays used
2013-03-01 11:52:11 -05:00
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
46a59423f2
Revert "Remove unused options_.verbosity"
...
This reverts commit cacb0470f8#295 .
2013-02-28 12:20:21 +01:00
0219301e23
reporting (WIP)
2013-02-27 13:18:53 +01:00
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
cacb0470f8
Remove unused options_.verbosity
2013-02-26 15:14:33 +01:00
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
...
cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
78f8f04598
reporting (WIP)
2013-02-18 18:16:44 +01:00
4fa141762d
fix copyright dates
2013-02-15 11:58:30 +01:00
3c69ee04eb
new file that returns only the index for resampling particles
2013-02-15 10:35:32 +01:00
22a29ab068
modification of the resampling procedure: only one call for all methods
2013-02-15 10:35:32 +01:00
155f6f3bf7
modification in the call of resampling: only one call now
2013-02-15 10:35:32 +01:00
9df3857966
Huge modification of the file: uses now the PCA to orthogonalize the state variables to resample
...
in order to use independent smooth resampling; modification of the input of the procedure since
now no partition is required
2013-02-15 10:32:58 +01:00
d440767b03
minor modification in the call of the smooth resampling procedure
2013-02-15 10:32:58 +01:00
fefb3528c4
modification to make it comformable with the changes in resample.m
2013-02-15 10:32:58 +01:00
51c5363850
modification of the output to make it conformable with the modification in resample.m
2013-02-15 10:32:58 +01:00
920d2af8d3
modification of the resampling procedure: only one call for all
2013-02-15 10:32:58 +01:00
1d1137bf4f
reporting (WIP)
2013-02-14 18:14:44 +01:00
fe5f61db61
reporting (WIP)
2013-02-12 14:53:36 +01:00
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
012c1743dd
bug fixes for when run_smoother==0
2013-02-08 14:30:40 +01:00
931b22cb26
option kalman_algo was not properly managed by gsa toolbox
2013-02-08 14:29:52 +01:00
fac7319284
@dynDate.display(): simplify the code by reusing format()
2013-02-07 15:28:43 +01:00
cfa28a58d3
Add display method for dynDate and dynDates classes
2013-02-05 14:49:30 +01:00
3a599aee84
Add subsasgn methods to dynDate and dynDates
...
The rationale is that, in the absence of a subsasgn method, MATLAB and Octave
behave differently. The former refuses any data member update, while the latter
allows all. Providing an implementation is therefore required to have uniform
behavior.
2013-02-05 14:32:08 +01:00
53f7ab33f3
Remove obsolete dynTime class
2013-02-05 14:30:49 +01:00
597b850890
Fix typo
2013-02-05 12:49:41 +01:00
68dff500ca
bug fix: typo
2013-02-05 11:18:43 +01:00
f0ef6c930a
Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
2013-02-05 10:37:11 +01:00
aa9bbf8f06
Add missing semicolons
2013-01-30 16:58:15 +01:00
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
af6bc73695
Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status
2013-01-18 17:05:10 +01:00
fb6762a972
Considers a pathological case where a static model is dynamically simulated
2013-01-18 17:03:12 +01:00
47022b12c3
Considers a pathological case where the dynamic model is simulated on one period
2013-01-18 17:02:15 +01:00
fb127d010e
Correction of a bug in controlled exogenous variables indexation
2013-01-18 17:00:04 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
9334d762e1
* matlab/@dynSeries/private/horzcat2.m: added missing update of 'time' member
2013-01-13 11:01:32 +01:00
a74069c91d
* matlab/@dynDates/append.m: added the possibility to append a
...
dynDates object. Duplicate dates are permitted and not checked for.
2013-01-13 10:53:23 +01:00
842b8875f2
* matlab/@dynDates/subsref.m: adding sub_sample subsref to dynDates
2013-01-13 10:24:16 +01:00
e6541dabcc
* matlab/@dynSeries/subsref.m: removed spurious code introduced in
...
previous commit
2013-01-13 09:14:57 +01:00
4f7606f5a1
* matlab/@dynDate: started changing references to dynTime by
...
dynDates; dynDate can be initialized with a single dynDate
2013-01-12 21:39:54 +01:00
15fa7fc840
* matlab/@dynDate/colon.m: fixed bug when there is only one series
2013-01-12 21:36:01 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
a4681b5092
Don't fail when all values are NaN/Inf
2013-01-07 17:03:47 +01:00
5c88338965
Fix mode_compute=3 under Octave
2013-01-07 15:40:48 +01:00
8c7e3d46ed
Document when mode_compute={1,3,7} are available, and error with an informative message if not
2013-01-07 15:40:45 +01:00
ad8b615771
Use maximum_endo_lag instead of maximum_lag
...
Closes : #292
2013-01-07 10:40:49 +01:00
323f455a38
Merge remote-tracking branch 'ratto/master'
2012-12-19 17:50:41 +01:00
9dfe2c908f
Added methods to compute yearly and quaterly growth rates and differences (dynSeries).
2012-12-19 17:13:52 +01:00
037eca4b9c
Fixed bug with ML estimation with analytic derivatives
2012-12-19 13:16:15 +01:00
e0018f8bca
Added overload subsasgn method in dynSeries class.
...
Following syntax:
ts{'GDP_US'} = ts.{'GDP_US'}.log
applies the log function to the variable GDP_US in the dynSeries object ts. Note that this works on an arbitrary number of variables and that regular expressions can be used (see previous commits).
2012-12-12 16:16:11 +01:00
732d321606
Added the possibility to get the name of the i-th variable in a dynSeries object.
...
The following syntax
A.name{i}
where A is a dynSeries object, returns the name of the i-th variable in A.
2012-12-12 16:16:11 +01:00
1f48a2bffe
Added overloaded mrdivide method in dynSeries class.
2012-12-12 16:16:11 +01:00
b48e0a8d75
Added set_names method in dynSeries class.
2012-12-12 16:16:11 +01:00
65bc1f2980
Fixed texinfo header.
2012-12-12 16:16:11 +01:00
96dea568b1
Added overload mtimes method in dynSeries class.
2012-12-12 16:16:11 +01:00
7878b806d6
Cosmetic changes.
2012-12-12 16:16:11 +01:00
2b6915cf8f
Added missing init and tex member in overload plus method (dynSerie class).
2012-12-12 16:16:10 +01:00
ad68019a06
Added overload minus method in dynSeries class.
2012-12-12 16:16:10 +01:00
f1a4ac5fff
Added overloaded uminus method in the dynSeries class.
2012-12-12 16:16:10 +01:00
1de31adf34
Added overload plus method for dynSeries class.
2012-12-12 16:16:10 +01:00
e27dd38c7f
Added overloaded isempty function for dynSeries class.
2012-12-12 16:16:10 +01:00
9ec22085b0
Fix wrong count of forward looking vars in check with block option
...
Bug introduced in c121aa14b1
2012-12-11 18:10:01 +01:00
bcb59e373d
fixed bug in conditional forecasts whith constraints on only one period
2012-12-10 21:14:00 +01:00
2098beb089
Added save method (m, mat, csv formats) in dynSeries class.
2012-12-07 16:43:06 +01:00
73c96097bd
Append 'Y' to yearly dates.
2012-12-07 16:43:06 +01:00
c858b366f9
Added dot access to format method (dynDate).
2012-12-07 16:43:06 +01:00
96321a8afd
Added the possibility to select variables in a dynSeries object. It is possible to use regular expressions. Examples are given in unitary test #6 of subsref overloaded method.
2012-12-07 16:43:06 +01:00
e9458a8954
Removed useless functions (dynSeries).
2012-12-07 16:43:06 +01:00
78e9194fb4
Fixed horzcat overloaded method (dynSeries).
2012-12-07 16:43:06 +01:00
325b06de24
Updated texinfo headers.
2012-12-07 16:43:06 +01:00
454638d778
removed useless calls to set_default_options (already set in global_initialization.m)
2012-12-06 15:42:18 +01:00
38bc29ff05
clean up resol
2012-12-06 14:58:58 +01:00
0ab2c28fd5
-) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
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-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
2012-12-05 09:46:12 +01:00
967eb63bbb
fix typo
2012-12-04 11:31:41 +01:00
e1527b215e
Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
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For instance, the following syntax is allowed:
dbload = dynSeries();
mydata = dbload('data_file.csv');
2012-12-03 16:15:37 +01:00
9783060575
Removed useless path instructions.
2012-12-03 16:15:37 +01:00
f89b5cfe38
Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
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For instance, the follwing syntax is allowed:
data = dynSeries('mydata.csv');
assuming that the csv file is in the matlab's path.
2012-12-03 16:15:36 +01:00
16cba161ac
Fixed bug (removed first row of data).
2012-12-03 16:15:36 +01:00
7f10bccf4a
Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes.
2012-12-03 16:15:36 +01:00
d4595a85a0
Moved get_cells_id routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
c100a04505
Moved check_file_extension routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
ce6f57a5cb
Fixed bug. Removed file extension.
2012-12-03 16:15:36 +01:00
118a823310
fixed bug in stochastic extended path for orders > 1
2012-12-02 14:28:38 +01:00
c06bd0ae75
Support nograph option for posterior distribution plots
2012-11-29 14:52:33 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
8eb6284b3c
Fixed bug (the name of the covariance matrix changed in previous commit).
2012-11-29 12:56:01 +01:00
2ff996d077
Do not build the tree for future shocks if options_.ep.stochastic.order = 0.
2012-11-29 12:56:01 +01:00
e84b8de476
Fixed typos.
2012-11-29 12:56:01 +01:00
f42446033c
Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
2012-11-29 12:56:01 +01:00
c9469a3626
Buikd the tree of future shocks in setup_stochastic_perfect_foresight_model_solver routine.
2012-11-29 12:56:01 +01:00
74c856b727
Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights.
2012-11-29 12:56:01 +01:00
5c0d387c4f
Cosmetic change. Changed the organization of options for (stochastic) extended path
2012-11-29 12:56:01 +01:00
63157949ca
Removed useless routine.
2012-11-29 12:56:00 +01:00
e9c552c436
Initialize pfm structure in a new routine (setup_stochastic_perfect_foresight_model_solver).
2012-11-29 12:56:00 +01:00
13ea421137
Added routine computing Gaussian cubature weights and nodes (implementation of algorithms described in Stroud 1971).
2012-11-29 12:56:00 +01:00
7e47128212
Added new routines to load data from m, mat or csv files. Used by dynSeries class.
2012-11-29 12:56:00 +01:00
f01b97da18
Check that freq property is also empty.
2012-11-29 12:56:00 +01:00
7c9ce9152d
fixing bug in error message for failed homotopy (steady)
2012-11-28 21:32:15 +01:00
892df90629
1) Make the occurrence of sequences of univariate steps more likely;
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2) also impose a sequence of univariate steps in the first iteration;
2012-11-26 08:25:12 +01:00
c9a2dbcb72
Bug fix for when a parameter is orthogonal to any other one in the model.
2012-11-26 08:22:42 +01:00
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
bb0993973a
Fixed output argument ordering in non_linear_dsge_likelihood.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-21 10:07:30 +01:00
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
db2615a4c7
Use economy-size decomposition option of qr2 routine.
2012-11-20 14:39:45 +01:00
af23d72cb1
Allow economy-size decomposition with qr2 routine.
2012-11-19 17:43:59 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
93e6b41df5
Added routines that will be used to import data (csv file) in a dynSeries object.
2012-11-19 16:17:00 +01:00
c3ff5d92d3
Cosmetic change.
2012-11-19 16:17:00 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
92727ed75c
Remove obsolete stoch_simul_sparse.m
2012-11-16 18:55:42 +01:00
ddbeb8ceaa
Remove unused oo_.dr.kae, oo_.dr.kad
2012-11-16 17:51:25 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
6139af89d5
add pruning in the auxiliary particle filter.
2012-11-16 17:27:54 +01:00
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
35c77c2e46
typo fixed.
2012-11-16 13:25:41 +01:00
915a203add
bug fixed.
2012-11-16 13:12:21 +01:00
919bd97682
add minor modifications.
2012-11-16 12:35:11 +01:00
202d8a2bd2
minor modifications
2012-11-16 12:35:11 +01:00
c8c7b9faf6
minor modifications.
2012-11-16 12:35:11 +01:00
eb9bc512d7
fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling
2012-11-16 12:35:11 +01:00
3a9eed00df
fixed bugs for estimating a gaussian-mixture distribution.
2012-11-16 12:25:46 +01:00
186de044f4
fix bugs for sampling in a gaussian-mixture distributions.
2012-11-16 12:25:46 +01:00
f7e3ad7b25
fix bugs in k-means code.
2012-11-16 12:25:45 +01:00
f41e969dbe
computes the weights and the nodes for approximating gaussian distributions using the scaled unscented approach.
2012-11-16 12:25:45 +01:00
a184e80a89
computes the nodes and weights for approximating a gaussian distribution.
2012-11-16 12:25:45 +01:00
d5666529af
computes the density of particles in a gaussian-mixture distribution.
2012-11-16 12:25:45 +01:00
2fb1065b4f
computes the density of particles in a gaussian distribution.
2012-11-16 12:25:45 +01:00
56e723c08e
Computes the density of observables as a function of states.
2012-11-16 12:25:45 +01:00
eb72df7bc6
computes the proposal distribution during the importance sampling step for gaussian-mixture filters. Fix many bugs.
2012-11-16 12:25:45 +01:00
ab2ae38e8f
computes incremental weights for gaussian-mixture filters.
2012-11-16 12:25:45 +01:00
7dcdd20f6e
gaussian mixture nonlinear filters: uses gaussian-mixture approximations for particles. Fix bugs and normalize the way likelihood is calculated.
2012-11-16 12:25:45 +01:00
b0788fae50
computes the proposal distribution during the importance sampling step in gaussian nonlinear filters. Uses a nonlinear Kalman filter and several gaussian approximations.
2012-11-16 12:25:45 +01:00
553c26e0b3
gaussian nonlinear filter : uses a gaussian approximation for particles.
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fix bugs and normalize the way we write the likelihood.
2012-11-16 12:25:45 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Marco Ratto
Sébastien Villemot
Sébastien Villemot
Michel Juillard
Frédéric Karamé
Ferhat Mihoubi
Michel Juillard