Johannes Pfeifer
f7a232061a
Remove unused options_-output
...
Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Selma Malmberg
9c6cc04b0d
Use of the compute_decision_rules function to factorize code (Ref.#1173)
2021-05-20 11:36:29 +02:00
Sébastien Villemot
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
Johannes Pfeifer
1245d41a6a
moments_varendo: store var_list in files
...
Allows identifying changes in var_list in the future
2021-01-25 15:56:44 +01:00
Sébastien Villemot
c160d24074
Octave 6 implements intersect(…, 'stable')
...
[skip ci]
2020-11-30 18:26:50 +01:00
Johannes Pfeifer
6e06acc7f4
Fix moment computation with Measurement errors
...
- check logic for M_.H was faulty
- M_.H was not updated in posterior sampling
2020-06-29 13:20:02 +02:00
Sébastien Villemot
6e0f104d7e
Bump minimal MATLAB version to R2014a
...
Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot
e93c7b6b25
Reorder files generated by “moments_varendo” option of “estimation”
...
If there were more than 10 files of Metropolis parameter draws, the ordering
the files containing the posterior moments could be different from that of the
parameter draws. This is because the “dir()” command was used to order the
files containing the parameter draws, and because the command uses alphabetic
ordering, file #10 would come before #2 .
This commit enforces the numerical ordering of files.
2020-03-12 15:56:55 +01:00
Sébastien Villemot
49dc997073
Global reindentation of MATLAB code (excluding submodules)
...
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Sébastien Villemot
e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a
...
Re-use the existing Octave replacement by making it MATLAB-compatible.
2019-03-26 18:53:51 +01:00
Sébastien Villemot
0b1c465b38
Octave compatibility fix: intersect(..., 'stable')
...
The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
2019-02-15 18:43:19 +01:00
Johannes Pfeifer
b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws
2018-12-15 19:23:05 +01:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
...
Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
...
When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
MichelJuillard
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
...
Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
Johannes Pfeifer
fa1f7794d5
Delete stale files from previous MCMC runs
...
Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Johannes Pfeifer
fb17e0da36
Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationary variables only
...
If all variables contain unit roots, dsge_simulated_theoretical_variance_decomposition.m crashes because tmp is NaN. Instead, the first draw is now checked for a unit root and a warning is displayed.
2014-07-16 16:52:02 +02:00
Michel Juillard
bb6d3f539e
fixing bug in writing variance decomposition files
2012-10-21 10:14:38 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
a50e65fb6c
Rename set_stationary_variables_list to get_variables_list
...
This function has nothing to do with stationary variables now that
unit_root_vars has been removed.
Closes : #218
2012-06-06 12:27:46 +02:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
...
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Scylla)
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
...
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
stepan
d6fe54dc18
+ Bug fixes related to the computation of prior (and posterior) moments.
...
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
stepan
f039875f60
+ Various bug fixes related to prior sampling.
...
+ Removed globals in set_stationary_variables_list.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 14:36:30 +00:00
stepan
e3043c4107
+ Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
...
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
stepan
b04e65196f
Changed names of four functions (these functions will be used for posterior *and* prior sampling).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00