b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
1cd827b5ad
removed faulty test for small elements on the diagonal of ss and tt
2011-11-18 18:44:05 +01:00
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
4a33af5a80
Added missing copyright header
2011-11-16 11:13:55 +01:00
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
7af760db32
ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz
2011-11-14 21:59:39 +01:00
12003fbdab
Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216).
2011-11-14 18:30:45 +01:00
bcf7e88217
Do not plot the priors if option nograph is used.
2011-11-14 17:56:27 +01:00
30ed317d26
Cosmetic change in unitary test.
2011-11-14 12:08:21 +01:00
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
91dab8751e
ms-sbvar: adding display of Fhat
2011-11-07 15:47:16 +01:00
9d5953403e
allow tighter tolerance in htol if requested by the user.
2011-11-07 09:21:36 +01:00
3d2e55274d
bug fix + inclusion of prior derivatives in analytic computations.
2011-11-07 09:19:36 +01:00
9d2e153ef2
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
434157f611
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
4acd50bdaf
When using steady state in the old format, M_ should be updated beforehand.
2011-11-07 09:14:26 +01:00
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
9be0749e1c
small bug fix
2011-11-05 11:09:10 +01:00
9ebb86784d
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +01:00
7517b51630
Added scores and likelihood as optional output arguments
2011-11-05 11:05:10 +01:00
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
8313b158b6
Aligned with DsgeLikelihood.m,
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manual cherry-picks from
30afa5f415
2011-11-05 11:02:05 +01:00
6b2cee2017
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
6eb16f06f5
fixed bug for measurement errors returned by smoother
2011-11-04 21:15:47 +01:00
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
d6cff06535
improving data reading function to avoid name conflicts
2011-11-03 10:18:39 +01:00
f0efbee26d
adding short circuit operator
2011-11-02 18:34:53 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
b5ae8356a9
fixing bug for plots of measurement errors
2011-11-02 15:49:02 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
9d91625c10
fixing bug related to measurement errors
2011-11-02 11:10:58 +01:00
9ac3e7a582
fixing bug when estimating models with a steady state different from
...
zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
02b86795b2
corrected bug linked to new handling of datasets
2011-11-01 16:44:31 +01:00
d14d0f8b45
initialazing bayestopt_
2011-10-31 18:26:53 +01:00
5ee1b1e25d
fixing bug with missing data
2011-10-31 13:46:11 +01:00
d6ce82cda8
Considers exogenous variables with leads or lags in the evaluation of the dynamic model
2011-10-28 22:47:37 +02:00
01ef553956
Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block
2011-10-28 22:45:07 +02:00
af65943f6f
A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter
2011-10-28 22:36:40 +02:00
d16caeebf0
"M_" global variable is replaced by the "Model" input argument in block_kalman_filter call
2011-10-28 22:34:52 +02:00
5666c5b166
A purely forward block containing several non recursive equations is coded 7 (not 6)
2011-10-28 22:31:49 +02:00
1b35d574d0
minor corrections related to mf replaced by Z (index of observable variables in the transition matrix)
2011-10-28 22:29:54 +02:00
0096c7575a
In a block decomposed model the variables are not stored in the usual order
2011-10-28 22:27:15 +02:00
73de37e7e3
fixing bug in forecast HPD interval
2011-10-27 22:08:10 +02:00
d1cb9fd0a8
fixed recent bug in resid when there is no steadystate file
2011-10-27 22:08:10 +02:00
ac4f774d38
Merge remote-tracking branch 'ratto/master'
2011-10-27 18:12:38 +02:00
7a16ab15fe
No longer report momemts in stoch_simul with order>=3 if periods not specified
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Previously Dynare was reporting dummy theoretical moments
2011-10-27 18:03:42 +02:00
38827443f9
Fix simult_.m when order=3 but k_order_solver has not been specified
2011-10-27 16:45:17 +02:00
3367014970
Identification is made compatible with octave.
2011-10-27 13:09:26 +02:00
d806fdd617
New waitbar utility, that is adaptive under octave or console mode.
2011-10-27 13:08:53 +02:00
dde9d2bfee
license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session.
2011-10-26 16:27:09 +02:00
0130d6cbe4
octave fix for windows as well
2011-10-25 19:20:48 +02:00
3f43f556c8
Fixes for octave with unix
2011-10-25 19:10:45 +02:00
b4fa7ef84e
Make gsa compatible with octave;
2011-10-25 18:00:54 +02:00
a6b704543c
octave fix;
2011-10-25 17:59:00 +02:00
ca76a31b94
added console mode features for serial computations.
2011-10-25 17:58:35 +02:00
88814c9b93
Added texinfo header.
2011-10-25 12:34:05 +02:00
c2eb6f11d3
Added texinfo header. Fixed efficiency issue (missing parenthesis).
2011-10-25 12:34:05 +02:00
e60032a6f7
More typo fixes.
2011-10-25 12:34:05 +02:00
52e803f3b7
Fixed typo.
2011-10-25 12:34:05 +02:00
681a7e1df5
Added texinfo header. Fixed efficiency issue (missing parenthesis).
2011-10-25 12:34:05 +02:00
fc21af10ea
Cosmetic changes.
2011-10-25 12:34:05 +02:00
ffbb5bc765
Added texinfo header.
2011-10-25 12:34:05 +02:00
e270c29bd9
Fixed texinfo header (Z was missing in the description).
2011-10-25 12:34:05 +02:00
95c3b6396c
Added texinfo header and cosmetic changes.
2011-10-25 12:34:05 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
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Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
29a12f0ce3
make evaluate_likelihood.m compatible with dataset_
2011-10-22 15:30:23 +02:00
7593afff22
fixed issue with dataset_
2011-10-22 15:29:55 +02:00
ac4ae0b6d2
make sure that dataset_.missing.aindex always exist, even when there
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are no missing observations
2011-10-22 15:28:41 +02:00
deccd16ed5
fixed path problem for GSA under Linux: GSA must be in upper case
2011-10-22 15:27:29 +02:00
30afa5f415
fixed handling of correlation in covariance of measurement errors
2011-10-22 15:26:07 +02:00
bd00dc11d8
removing 8th output argument of dynare_estimation_init and
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corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
7dde591992
plot_conditional_forecast: add an error message under Octave <= 3.2
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The bug in the graphics code is fixed in Octave 3.4.
Closes : #212
2011-10-21 18:15:35 +02:00
6bdb220e0d
mr_gstep, mr_hessian: fix Octave compatibility issue
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These functions were saving the whole workspace (with a "save" command). This
workspace includes a function handle which Octave does not know how to save.
The quick fix was to remove these "save", since they also harm performance and
are only useful for debugging purposes.
2011-10-21 16:56:19 +02:00
7e3225680f
fixing logic flaw in setting lik_init as a function of diffuse filter or kalman_algo
2011-10-21 14:21:40 +02:00
6f56eafdfa
Changed unitary test.
2011-10-21 11:38:46 +02:00
633256a7f7
Added sort method in dynDates class.
2011-10-21 11:38:45 +02:00
3b471c854e
Fixed constructor for dynDates, added subsref overloaded method.
2011-10-21 11:38:45 +02:00
8c66d4b86a
Added new class for unordered dates (not ready).
2011-10-21 11:38:45 +02:00
01bfd371d2
Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates.
2011-10-21 11:38:45 +02:00
ead128eec8
Added max function for dynDates class.
2011-10-21 11:38:45 +02:00
7304d63282
Added min function for dynDates class.
2011-10-21 11:38:45 +02:00
ba245c32b5
MS-SBVAR: bug fix - rename error_band_percintiles as percentiles
2011-10-21 10:43:24 +02:00
130d9fca76
removed useless set_option() statement
2011-10-20 20:40:15 +02:00
36d5462328
options_.jacobian_flag is now set in global_initialization.m
2011-10-20 20:40:15 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
ddc029394c
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
e7a983797c
fixed call to prior_posterior_statistics
2011-10-14 15:48:39 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
19a5ccb6f1
permits analysis of incomplete Metropolis run
2011-10-13 17:12:54 +02:00
5e5efc816a
modify addpath statements for precompiled Mac binaries
2011-10-13 11:18:44 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
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generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
8f350dc744
conditional forecasts: remove random seed reinitialization
2011-10-12 21:47:59 +02:00
721a872343
Fix crash of check(solve_algo=0) under Octave
...
dynare_solve.m calls str2func on the function name, so it crashes if it is
passed a function handle. It needs to be passed a string.
2011-10-12 18:48:57 +02:00
99da257ec3
Merge remote-tracking branch 'houtanb/master'
2011-10-12 17:47:18 +02:00
2a8425d9bc
GSA: remove useless addpath (already done in dynare_config.m)
2011-10-12 17:46:48 +02:00
13875c1373
The computation of autocovariances is now compatible with blocks decomposed models
2011-10-12 14:54:28 +02:00
57029ca39e
Correct a comment in dr_block
2011-10-12 14:51:13 +02:00
843495ebdf
get rid of a useless m-file
2011-10-12 14:49:31 +02:00
d837d20dd7
Correct a bug in the printout of the decision rule
2011-10-12 14:48:28 +02:00
1782d73ccd
Corrects bugs in dr_block
2011-10-12 14:43:04 +02:00
7c07f192dc
MS-SBVAR: add missing copyright/license
2011-10-12 12:08:07 +02:00
7764a6a14d
MS-SBVAR: normalize comments in headers
2011-10-11 17:10:23 +02:00
742ed02718
MS-SBVAR: rework set_ms_estimation to match different meanings of file_tag
2011-10-07 11:57:53 +02:00
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
f4f46dd82b
MS-SBVAR: update copyrights
2011-10-06 15:17:41 +02:00
bb0e3d80c8
MS-SBVAR: add copyrights/licensing
2011-10-06 11:49:57 +02:00
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
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Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
f51a8edf50
fixing bug for computation of expectation auxiliary variables
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steadystate value when *_steadystate.m is provided without setting
auxiliary variables
2011-09-29 21:22:27 +02:00
b4d773d593
First fix for gsa.
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prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
f9ecc164ce
Move 'nanmean' under 'matlab/missing' and add the necessary logic
2011-09-27 16:59:21 +02:00
f250f029af
Fix bug related to the renaming of options_ in DynareOptions within DsgeLikelihood.m
2011-09-27 16:39:10 +02:00
2060059945
Update header for AIM files
2011-09-27 16:15:49 +02:00
19c4cc2534
MS-SBVAR: Octave compatibility fix (add missing filename extensions, not added automatically under Octave)
2011-09-27 15:47:05 +02:00
42d71c7b86
Added header.
2011-09-26 16:06:58 +02:00
cc2c70d801
Cosmetic changes.
2011-09-26 15:46:59 +02:00
7cf2aace3e
Allow to declare yearly data with a string. Changed test conformably. Fixed bug in texinfo header.
2011-09-26 15:12:45 +02:00
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
16e9c36eb4
Merge ferhat's branch
2011-09-23 18:09:06 +02:00
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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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
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
...
keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
...
keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
...
Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Michel Juillard
Ferhat Mihoubi
Houtan Bastani