c7153ba2ea
Add initialization of bounds if estim_params is empty
2014-12-08 11:29:15 +01:00
dc7cfd3f0d
Adjust smoother to data now being a column vector
2014-12-08 11:28:46 +01:00
811877aa6c
Switched back on old-oop-style branch and updated submodules dseries and dates.
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Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
22d1c45dad
Update dseries submodule.
2014-12-04 14:46:39 +01:00
fa4e50499d
Update dates and dseries submodules.
2014-12-04 14:19:50 +01:00
7764d07343
Updated date submodule.
2014-12-01 17:35:09 +01:00
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
a3c139cb38
Updated dynare_config routine.
2014-11-28 18:35:19 +01:00
d1966dbc76
Added dseries class as a submodule.
2014-11-28 18:34:01 +01:00
686289cd01
Updated dynare_config routine.
2014-11-28 18:26:42 +01:00
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
bc90d1d6da
Merge branch 'remove-@dates'
2014-11-28 18:13:46 +01:00
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
593adcd5e9
Updated dynare_config routine (new path for the dates class and related routines).
2014-11-27 23:19:53 +01:00
6d30ac71d8
Added dates class as a submodule.
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The submodule dates is in matlab/modules/ subfolder.
2014-11-27 23:15:18 +01:00
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
1b615b4f70
Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011).
2014-11-27 11:30:10 +01:00
6aa7c038ef
Merge pull request #799 from JohannesPfeifer/simplex
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Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00
97e93941c5
gsa: corrcoef: add missing function from octave forge nan package, #796
2014-11-25 11:25:45 +01:00
3d6316bc5e
Fix handling of some options in simplex_optimization_routine.m
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One was unset, leading to crashes, and the other one was ignored due to naming conflicts
2014-11-25 09:56:14 +01:00
268e8627f0
Add missing simple option to global_initialization.m
2014-11-25 09:54:41 +01:00
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
6d12f2141f
Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
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Fix message in dynare_estimation_init.m
2014-11-21 22:10:30 +01:00
dc319a973c
Merge pull request #768 from JohannesPfeifer/model_diagnostics
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Improvements to model diagnostics
2014-11-21 22:09:08 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
f3f2da54ff
load_csv_file: try loading io package before error and expand error message
2014-11-21 16:15:12 +01:00
8e9cd95a89
Merge pull request #760 from JohannesPfeifer/fix_smoother
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Fix bug when calling non-Bayesian smoother after Bayesian estimation
2014-11-20 10:27:15 +01:00
974ea63b36
Merge pull request #787 from rattoma/gsa
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New compact plots for GSA and IRF/moment calibration
2014-11-20 10:20:23 +01:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
a48e053e3a
Do not number saved figure when only is saved.
2014-11-19 19:36:27 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
f3c9b39dce
Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
2014-11-19 19:32:07 +01:00
6f68ad69a8
Merge remote-tracking branch 'remotes/personal/gsa' into gsa
2014-11-18 15:44:44 +01:00
79f68a5f32
1) proper use of new nodecomposition option;
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2) bug fix on variable list;
2014-11-18 15:23:26 +01:00
3d14c1078e
Proper use of nodecomposition option in posterior estimation and identification.
2014-11-18 12:12:22 +01:00
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
8d96310436
Merge pull request #702 from rattoma/master
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Use the nodecomposition option which is available in th_autocovarianc...
2014-11-17 12:16:43 +01:00
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
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Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
c5c5caace5
Add utility to convert Dynare 4.5 results structure to 4.4
2014-11-16 21:11:06 +01:00
cb4fb6aaf1
Replace eval-command in dynare_estimation.m by direct call to fields
2014-11-16 21:11:06 +01:00
86cac40362
Harmonize field length for FilteredVariables for calibrated smoother
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Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
2014-11-16 21:11:06 +01:00
4b1e815728
Always display value of posterior/likelihood at the mode
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Also clarifies that minus the posterior/likelihood is displayed
2014-11-16 21:11:06 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
45ef721d03
Fix computation of SmoothedMeasurementErrors in Bayesian smoother
2014-11-16 21:08:18 +01:00
1cbb17f929
Make sure classical filtered variables have the same length as the Bayesian ones, i.e. nobs.
2014-11-16 21:08:18 +01:00
49abff9e4d
pm3.m: If no TeX names are provided, default to variable names provided
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Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
2014-11-16 21:08:18 +01:00
61253bcb81
Add header with info to pm3.m
2014-11-16 21:08:18 +01:00
9f20aaa8e4
Cosmetic fix to wording of error message in resol.m
2014-11-16 21:08:18 +01:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Houtan Bastani
MichelJuillard