0303b1c02b
fixed bug at order 2, when a variable is absent at the current period;
...
cleaned code that is useless since we transform leads and lags on
period > 1
2011-11-26 19:29:57 +01:00
244e0ffb14
Corrects a minor bug related to a matrix transposition
2011-11-25 13:07:50 +01:00
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
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are not strictly positive.
2011-11-20 15:13:05 +01:00
074515bfc2
fixed bug in drawing of prior densities (It must always return
...
'steps' values)
2011-11-19 21:14:43 +01:00
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
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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
...
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.
...
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
...
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
...
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
...
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
Michel Juillard
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Michel Juillard
Houtan Bastani