Johannes Pfeifer
cc96d46911
Transfer hard-coded verbosity of simplex algorithm into an option
2014-11-10 19:54:44 +01:00
Johannes Pfeifer
7c59edead2
Make simplex_optimization_routine.m usable outside of estimation
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Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
Johannes Pfeifer
c3467ddca2
Simplex: return only scalar best value instead of full vector
2014-11-10 19:41:50 +01:00
Houtan Bastani
7b90fd9c32
Merge pull request #777 from JohannesPfeifer/simul_no_varexo
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Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:32:49 +01:00
Johannes Pfeifer
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
Stéphane Adjemian (Telemachus)
2e776d544a
Merge branch 'master' of github.com:DynareTeam/dynare
2014-11-10 15:17:54 +01:00
Stéphane Adjemian (Telemachus)
1285e0090d
Do not use git protocol to connect to github.
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For submodules use https protocol (dynbot is not recognized by github).
2014-11-10 15:11:53 +01:00
Stéphane Adjemian (Sedna)
bbf6ea50b0
Added workaround for bug in some Matlab versions (wrong type).
2014-11-10 11:21:05 +01:00
Stéphane Adjemian (Telemachus)
0691b08303
Adapated internals routine (name of dynTest routine has changed).
2014-11-09 22:20:43 +01:00
Stéphane Adjemian (Telemachus)
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
Stéphane Adjemian (Telemachus)
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
Stéphane Adjemian (Telemachus)
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
Stéphane Adjemian (Telemachus)
479189ef47
Updated path in dynare_config.
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For m-unit-tests module.
2014-11-07 22:41:25 +01:00
Stéphane Adjemian (Telemachus)
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
Stéphane Adjemian
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
Houtan Bastani
e6789a3707
Merge pull request #761 from JohannesPfeifer/message_test_calibration
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Clarify message in test_for_deep_parameters_calibration.m
2014-11-07 17:27:15 +01:00
Houtan Bastani
00f6e93869
Merge pull request #759 from JohannesPfeifer/xls_range
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Provide example for xls_range option in manual
2014-11-07 17:26:34 +01:00
Houtan Bastani
1f25e7d479
Merge pull request #757 from JohannesPfeifer/fix_display
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Add missing run index to looped variable in resol.m
2014-11-07 17:25:50 +01:00
Houtan Bastani
a1a0cc098b
skipline: simplify code
2014-11-07 16:44:05 +01:00
Houtan Bastani
f98a41007e
skipline: fix function header
2014-11-07 16:44:05 +01:00
Houtan Bastani
ae52f7615c
bug fix: skipline
2014-11-07 16:44:05 +01:00
Stéphane Adjemian
6edef09aba
Added fake input argument in @dates/isequal.
2014-11-07 16:12:47 +01:00
Stéphane Adjemian
d77dec9726
Added optional tolerance parameter in @dseries/isequal method.
2014-11-06 15:43:23 +01:00
Houtan Bastani
884cbc3fbe
dseries: bug fix: add delimiter for importdata for .csv files
2014-11-06 14:46:27 +01:00
Houtan Bastani
3f4f348a0a
dseries: variable in error messages isn't set
2014-11-06 14:34:05 +01:00
Houtan Bastani
9a966151fa
fix typo
2014-11-06 13:48:53 +01:00
Johannes Pfeifer
2a67e2a306
Take care of imaginary numbers in perfect foresight simulations
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Finishing with imaginary parts now does not count as a solution and triggers a new homotopy step.
2014-11-06 09:08:50 +01:00
Johannes Pfeifer
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
Johannes Pfeifer
cb5d3df6a0
Computation of the loss function in the presence of unit root variables was incorrect
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Some elements were simply left out. This commit now mimics the computations as in th_autocovariances.m and makes sure the loss function coincides with the one that is obtained by reading out the covariance from oo_.var
2014-11-03 18:05:15 +01:00
Johannes Pfeifer
669016167e
Fix bug in osr where moments were not based on optimal parameter draw
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M_.params is global and was set by csminwel1 to the last value tested; this does not necessarily coincide with the optimal parameter vector, which may have occurred earlier. This commit explicitly sets the optimal parameter vector.
2014-11-03 18:01:04 +01:00
Houtan Bastani
3e3a0ff06d
fix typo
2014-11-03 15:48:21 +01:00
Houtan Bastani
a033251140
fix typo
2014-11-03 15:46:58 +01:00
Houtan Bastani
844349c887
update installation instructions for OS X
2014-11-03 15:45:14 +01:00
Johannes Pfeifer
7b1663281b
Transform objective function in osr to full matrix
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If the objective function only has one element, the scalar product of a sparse matrix and a full matrix is sparse (in contrast to two or more elements). This crashes the osr code subsequently.
2014-11-03 15:29:21 +01:00
Johannes Pfeifer
6bc9b88401
Add reordering of second order derivatives to stochastic_solvers.m
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It was erroneously completely moved to dyn_second_order_solver.m in the 4.3 branch when cleaning up dr1.m. Without this reordering, decision rules for exogenous deterministic variables at second order are wrong
2014-11-02 19:34:55 +01:00
Johannes Pfeifer
52935c82dc
Fix typo in manual
2014-11-02 19:31:59 +01:00
MichelJuillard
283912be53
Merge pull request #770 from JohannesPfeifer/Ramsey_aux_vars
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Ramsey aux vars
2014-11-02 15:16:44 +01:00
Johannes Pfeifer
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
Johannes Pfeifer
ecbe428bd7
Fix computation of objective function in OSR if covariances are specified
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Due to the preprocessor adding entries for all variable combination into i_var, variables contained in covariances obtained a wrong weighting. By only selecting the unique entries, this cannot happen anymore. Moreover, the computation intensity of the objective does not increase quadratically in the objective anymore.
2014-11-02 12:49:11 +01:00
Michel Juillard
491301c67b
th_autocovariances.m creates Gamma_y{nar+2} (variance decomposition)
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even if there is a single shock. In that case variance decomposition
is one. It is better if Gamma_y has always the expected
size. disp_th_moments.m only displays variance decomposition if there
is more than one shock.
2014-11-02 11:17:27 +01:00
Michel Juillard
fbbe98815b
fixing bug introduced in commit 6eb3a3d
when displaying theoretical
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moments for a model with a single exogenous variable
2014-11-01 09:15:48 +01:00
Houtan Bastani
d602c0217a
update instructions for compilation on os x
2014-10-31 10:48:46 +01:00
Houtan Bastani
0dbff4fa52
build system: modify blas check for os x 10.10
2014-10-30 16:25:01 +01:00
Johannes Pfeifer
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
Johannes Pfeifer
38a0941d69
Add unit test file Ramsey with auxiliary variables
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TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
Johannes Pfeifer
c2da796153
Fix distinction between initial values provided to dyn_ramsey_static.m and stale unchanged initial values in oo_.steady_state
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In case of no steady state file, they are identical, but with a steady state file, they are not. Moreover, this fixes a problem with the dimension of the input to the steady state file. ys was not initialized and had wrong dimensions
Also adds comments to file.
2014-10-30 13:31:57 +01:00
Johannes Pfeifer
3a9c273535
Allow for check of Hessian at order>2 in model_diagnostics.m
2014-10-29 19:37:03 +01:00
Johannes Pfeifer
c1999443ce
Condition singularity warning on unit root check
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When singularity is detected, try to compute eigenvalues to see if unit root is present and issue warning according to this check
2014-10-29 19:33:33 +01:00
Johannes Pfeifer
a159442935
Fix message in dynare_estimation_init.m
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If some parameters are NaN after computing the steady state, the message erroneously said that parameters had been changed. In a check for equality, NaN is not equal to NaN. Thus, NaNs are now taken care of separately.
2014-10-29 09:02:29 +01:00
Stéphane Adjemian (Charybdis)
9300a061aa
Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory.
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If the m data file is in the current directory, the first output of
fileparts(options_.datafile) is an empty string. In Matlab the command
cd('') fails, but Octave does not fail in this case (and does nothing).
Added a test on the first output of fileparts, if this output is empty
we do not try to change the current directory.
2014-10-23 11:08:26 +02:00