Stéphane Adjemian (Charybdis)
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
15825c9034
Changed logic in numgrad2.
...
Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
...
Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
Stéphane Adjemian (Charybdis)
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
Stéphane Adjemian (Charybdis)
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
Stéphane Adjemian (Charybdis)
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
Michel Juillard
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
...
in commit 952139b
2013-09-18 11:23:47 +02:00
Johannes Pfeifer
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
Johannes Pfeifer
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
Sébastien Villemot
e123670675
Fix bug introduced in 952139b
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The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
Stéphane Adjemian (Charybdis)
743252a571
Fixed typo.
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Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
Houtan Bastani
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis)
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
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Closes #348
(cherry picked from commit b7b4a9afdc
)
2013-09-11 17:24:12 +02:00
Stéphane Adjemian (Charybdis)
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis)
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
Johannes Pfeifer
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00
Stéphane Adjemian (Charybdis)
2e2315611c
Fixed bug (conversion of variable names in tex).
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(cherry picked from commit 80218a1b65
)
2013-09-09 12:16:19 +02:00
Stéphane Adjemian (Charybdis)
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
Stéphane Adjemian (Charybdis)
6b237eb6c2
Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
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This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define
>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;
B and F can be used as lag and lead operators and the following syntax:
>> us = ts(F^2);
is equivalent to
>> us = ts.lead(2)
or
>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
Stéphane Adjemian (Charybdis)
f14db386c6
Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log .
2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis)
e641cdd455
Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable.
2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis)
4ce2c3644a
Fixed bug (The argument of inputname must be the input argument number not the input argument itself).
2013-09-06 12:01:53 +02:00
Stéphane Adjemian (Charybdis)
23a6ad22dd
Fixed bug causing unitary tests for dynSeries::plus and dynSeries::minus to fail.
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See http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log
2013-09-06 10:33:50 +02:00
Stéphane Adjemian (Charybdis)
f4c01a43bc
Introduce new syntax for shifting backward or forward a dynSeries object.
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Suppose that ts is a dynSeries object and let
t = dynTimeIndex();
Then
us = ts.lag(); <=> us = ts(t-1);
us = ts.lag(2); <=> us = ts(t-2);
us = ts.lead(); <=> us = ts(t+1);
Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
Stéphane Adjemian (Charybdis)
fecb61421f
Added new class (dynTimeIndex).
2013-09-05 17:38:51 +02:00
Stéphane Adjemian (Charybdis)
feff44fe79
Added dynSeries::lead method.
2013-09-05 16:51:10 +02:00
Stéphane Adjemian (Charybdis)
1edb4c6d9a
Added condition on dynSeries::lag method (input must be positive).
2013-09-05 16:50:27 +02:00
Stéphane Adjemian (Charybdis)
2975350319
Fixed typo (cosmetic).
2013-09-05 16:49:44 +02:00
Stéphane Adjemian (Charybdis)
c9c0a25538
Added missing semicolon and deleted trailing whitespaces.
2013-09-05 12:31:37 +02:00
Stéphane Adjemian (Charybdis)
12fc7a4241
Cosmetic changes. Removed useless curly braces and deleted trailing white spaces.
2013-09-05 12:17:55 +02:00
Stéphane Adjemian (Charybdis)
02eb19fb49
Fixed bug. Added missing case for calls to the dynSeries::lag method.
2013-09-05 12:16:07 +02:00
Stéphane Adjemian (Charybdis)
b76b0c8add
Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed.
2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis)
61c4244410
Added unitary test.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
56be6eb463
Added new interface to dynDate. The constructor accepts a character ('Y', 'A', 'Q', 'M' or 'W') as the second input to specify the frequency instead of an integer (1, 4, 12, or 52). The following expressions are equivalent:
...
a = dynDate([1945 3],4);
a = dynDate([1945 3],'Q');
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
d44732a8ca
Fixed copy/paste typo in unitary test.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
9a5749343c
Added tests in dynDate constructor (when dynDate is called with two input arguments: time and frequency).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
a2d5873a3f
Fixed typo (useless space).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
c47131f052
Cosmetic change.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
ce400706ef
Added test for integer input (dynDate constructor with one numeric input).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
0f10880d07
Added 'Y' or 'A' for yearly data in dynDate class.
...
Follwing expressions are equivalent:
a = dynDate('2009');
a = dynDate('2009y');
a = dynDate('2009a');
a = dynaDate(2009);
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
4dced05d1d
Fixed typo.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
d0fed77f97
Added routine for testing if a string contains letter(s).
2013-09-05 10:14:02 +02:00
Sébastien Villemot
6183679fd9
Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
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Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
Johannes Pfeifer
c2e6feeb75
Deletion of unused definition of H_is_diagonal
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Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer
e1a0fd0524
Bugfix for conditional variance decomposition
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sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
Stéphane Adjemian (Charybdis)
5d5f6257d5
Do not display all the observations if a dynSeries object has more than forty observations.
2013-09-03 17:54:18 +02:00
Stéphane Adjemian (Charybdis)
686e3322e9
Added unitary test.
2013-09-03 16:39:13 +02:00
Stéphane Adjemian (Charybdis)
7dfbb903ea
Check that size and save methods (dynSeries) come in last position.
2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis)
15df9972b6
Added argument to shiftS routine so that it can be called recursively to remove more than one element in a one dimensional cell array.
2013-09-03 16:17:35 +02:00
Stéphane Adjemian (Charybdis)
a15cf73a3e
Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries).
2013-09-03 16:07:38 +02:00
Stéphane Adjemian (Charybdis)
21b1b2f9dc
Changed the syntax so that the difference between calling a member or a method is more explicit (dynDates) and added unitary tests.
2013-09-02 23:33:13 +02:00
Stéphane Adjemian (Charybdis)
c9259140b5
Fixed bug in unitary test.
2013-09-02 23:31:23 +02:00
Stéphane Adjemian (Charybdis)
1d6ea1556d
Fixed bug (missing condition on the number of returned arguments).
2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis)
103b6cf803
Changed the syntax so that the difference between calling a member or a method is more explicit.
...
If a is a dynDate object:
a.format or a.format() are allowed because format is a method.
a.freq is allowed but a.freq() returns an error message because freq (same for time) is a member.
2013-09-02 17:47:11 +02:00
Johannes Pfeifer
f77c1f2843
Fix model_diagnostics.m for case where check1 contains NaN as second output
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Also stops execution when steady state could not be computed as Jacobian at this incorrect steady state is wrong.
2013-08-25 11:31:51 +02:00
Johannes Pfeifer
139bebd810
Fix display of residuals before displaying error message
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The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
Johannes Pfeifer
894c5e541a
Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order
2013-08-16 12:04:22 +02:00
Johannes Pfeifer
01c3724371
Deal with pathological case where nobs=1
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In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
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There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Sébastien Villemot
4a0e674029
Header fix
2013-08-15 11:46:14 +02:00
Sébastien Villemot
542533e5e7
Add missing parenthesis
2013-08-15 09:49:04 +02:00
Johannes Pfeifer
4caa4abaa3
Bugfixes for OSR
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- Adds initial check and provides error message (gets rid of cryptic error messages in OSR)
- Takes care of unaccounted errors from resol in osr_obj
- Adds function headers
2013-08-13 11:51:50 +02:00
Sébastien Villemot
b4f8532bea
Merge pull request #441 from JohannesPfeifer/mode_check
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Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Sébastien Villemot
45cc328b24
Merge pull request #460 from JohannesPfeifer/stoch_singularity_fix
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Fix bug in test for stochastic singularity
2013-08-12 03:09:42 -07:00
Sébastien Villemot
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Sébastien Villemot
139670e1d2
Merge pull request #452 from JohannesPfeifer/shock_decomp
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Bugfix and unit test for Shock decomposition
2013-08-12 02:56:29 -07:00
Sébastien Villemot
6414889ee6
Remove spurious keyboard() call
2013-08-12 11:30:28 +02:00
Sébastien Villemot
4bdad2e88b
Add missing parenthesis
2013-08-12 11:27:58 +02:00
Johannes Pfeifer
66b72e817e
Fix bug in test for stochastic singularity
2013-07-28 16:59:41 +02:00
Johannes Pfeifer
ca96013ca9
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
...
Also adds additional debugging info
2013-07-28 12:09:59 +02:00
Johannes Pfeifer
53db31dfd3
Add debugging info to steady state for linear models
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Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Sébastien Villemot
9837523943
Merge pull request #451 from JohannesPfeifer/simul_debug_info
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Add debugging option to simul that allows for checking problems with exo...
2013-07-27 10:11:08 -07:00
Sébastien Villemot
d392f97485
Merge pull request #449 from JohannesPfeifer/linesearch_info
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Provide additional debugging info before lnsrch1 crashes with error
2013-07-27 10:09:29 -07:00
Sébastien Villemot
3335a2bdb4
Merge pull request #450 from JohannesPfeifer/display_fix
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Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
Johannes Pfeifer
18664da6fe
Fix for theoretical autocovariances for purely forward looking models
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In this case, Ex will by empty, leading to non-conformable empty matrices. Solution: compute correction term without using non-existent states.
2013-07-24 23:38:37 +02:00
Johannes Pfeifer
3e2a75d33a
Fix bug in simult_ for purely forward looking models
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simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
Houtan Bastani
5515a8a64a
reporting: @series: add zerotol option
2013-07-24 10:40:01 -04:00
Houtan Bastani
7d1899df20
dynSeries: fix scalar subtraction for octave
2013-07-22 17:02:13 -04:00
Johannes Pfeifer
1b425520c5
Set options_.smoother=1 if run on calibrated model.
...
Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
Houtan Bastani
82e45f67aa
reporting: @graph: new option xTickLabels
2013-07-22 13:17:26 -04:00
Houtan Bastani
a961069a66
reporting: @graph: add new option graphSize
2013-07-22 12:41:41 -04:00
Johannes Pfeifer
9ddf10830f
Add debugging option to simul that allows for checking problems with exogenous variables
2013-07-21 00:05:04 +02:00
Houtan Bastani
2955232780
dynSeries: add scalar addition
2013-07-18 14:50:32 -04:00
Houtan Bastani
10672ff9a3
fix typo
2013-07-18 14:29:47 -04:00
Houtan Bastani
1853d20daf
dynSeries: add scalar subtraction
2013-07-18 14:27:09 -04:00
Johannes Pfeifer
6404d3da45
Provide additional debugging info before lnsrch1 crashes with error
2013-07-18 15:04:00 +02:00
Johannes Pfeifer
aa59a4e173
Cosmetic fix to displaying steady state error
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Gets rid of white space
2013-07-18 15:00:41 +02:00
Sébastien Villemot
5b6e3bdb7a
Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1
2013-07-11 11:53:15 -07:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis)
184c403375
Replaced disp(' ') by skipline().
2013-07-10 16:16:32 +02:00
Stéphane Adjemian (Charybdis)
964b7580d8
Cosmetic change.
2013-07-10 16:15:28 +02:00
Stéphane Adjemian (Charybdis)
dfc51d097a
Cosmetic change. Replaced warning(...) by disp(...).
2013-07-10 16:09:31 +02:00
Stéphane Adjemian (Charybdis)
ab00257c3b
Merge branch 'master' into particle_mode_compute
2013-07-10 16:04:19 +02:00
Stéphane Adjemian (Charybdis)
2fae989131
Rewrote the portion of code requesting a user input when non linear filters are used with a gradient based optimization routine.
...
Closes issues #442 and #443 .
2013-07-10 16:03:49 +02:00
Johannes Pfeifer
aeda8d17ff
Add warning if gradient-based optimizer is used with particle-filtering and offer user choice to change mode-finder
2013-07-10 12:08:59 +02:00
Stéphane Adjemian (Charybdis)
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
Stéphane Adjemian
0dfd7fc8eb
Merge pull request #445 from JohannesPfeifer/simplex_fix
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Fixed bugs and typos in dynare's implementation of the simplex algorithm.
2013-07-09 04:04:39 -07:00
Johannes Pfeifer
83b96814f2
Bugfix mode_compute=8
...
Corrects typo in first line and adds missing argument to subfunction
2013-07-09 09:48:23 +02:00
Stéphane Adjemian (Charybdis)
e0ce89ec8c
Fixed bug (print_info wrong calling sequence).
2013-07-08 18:05:37 +02:00
Stéphane Adjemian (Charybdis)
305869f5e1
Cosmetic change.
2013-07-08 16:43:38 +02:00
Stéphane Adjemian (Charybdis)
3fd2a9845a
Added routine.
2013-07-08 16:43:17 +02:00
Johannes Pfeifer
41f6c2ff66
Display source of non-positive definite Hessian if parameters at prior bound
2013-07-06 00:26:23 +02:00
Johannes Pfeifer
d9579418fd
Bugfix for correct display of names of parameters outside of bounds
2013-07-06 00:20:07 +02:00
Johannes Pfeifer
ea5d2e90b2
Take care of parameter estimates at prior bounds in check plots
...
Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
2013-07-05 23:46:05 +02:00
Stéphane Adjemian (Charybdis)
44961e3408
Cosmetic change. Display the cell report in the log file.
2013-07-05 18:07:28 +02:00
Stéphane Adjemian (Charybdis)
6d440fbe56
Added a human readable version of the report (log file).
2013-07-05 18:02:39 +02:00
Stéphane Adjemian (Charybdis)
cafbab4392
Added cycle reduction routine (and logarithmic reduction routine) in the unitary tests suite.
2013-07-05 17:28:19 +02:00
Stéphane Adjemian (Charybdis)
b997febc92
Added matlab version and system name in the generated report.
2013-07-05 16:11:46 +02:00
Stéphane Adjemian (Charybdis)
dc57706b55
Cosmetic change.
2013-07-05 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f48674771
Added name2tex to the unitary tests suite.
2013-07-05 15:33:46 +02:00
Stéphane Adjemian (Charybdis)
f2d0da4d80
Merge branch 'master' into experimental-unitary-tests
2013-07-05 14:28:56 +02:00
Stéphane Adjemian (Charybdis)
a80ed38f5b
Moved name2tex in matlab/utilities/general
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
67ee48cddc
Added unitary tests.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
141d720b77
Fixed error in copyright.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
e9dca040a6
Added missing routine in commit c19905725fd91e91a7fb42437ff8155921a5b8bd.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
e75df484e9
Code factorization.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
c93f972ee5
Fixed bug introduced in 72a02846a810c3968040fd900e9f2b5a5fe9b432 and other bugs.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
38cc6add5f
Added a loop in name2tex so that the first argument can be a cell of string.
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
35c4debfc5
Cosmetic change.
2013-07-05 00:30:01 +02:00
Stéphane Adjemian (Charybdis)
f8e5cc7b49
Cosmetic change.
2013-07-05 00:24:17 +02:00
Stéphane Adjemian (Charybdis)
1b35bfb211
Fixed bug (wrong syntax for scp).
2013-07-05 00:02:15 +02:00
Stéphane Adjemian (Charybdis)
d428124ac9
Send the report on the web.
2013-07-04 22:12:04 +02:00
Stéphane Adjemian (Charybdis)
89474d5e44
Reorganization of the code with respect to the production of the summary report.
2013-07-04 21:28:08 +02:00
Stéphane Adjemian (Charybdis)
71e8cb569d
Added one output argument (return the output of clock).
2013-07-04 21:21:45 +02:00
Stéphane Adjemian (Charybdis)
11bda09860
Fixed typo.
2013-07-04 21:17:54 +02:00
Stéphane Adjemian (Charybdis)
fb5c5d4ea6
Added a routine to produce and send a summary report about unitary tests.
2013-07-04 18:06:12 +02:00
Stéphane Adjemian (Charybdis)
42ed03048b
Added option for saving the produced detailed report about unitary tests.
2013-07-04 15:57:31 +02:00
Stéphane Adjemian (Charybdis)
6bfda327b3
Fixed bug related to the presence of temporary files (begining with .#) in a folder.
2013-07-04 15:35:55 +02:00
Stéphane Adjemian (Charybdis)
4913413896
Fixed bug. Set elapsed time to NaN if the unitary test fails.
2013-07-04 15:34:50 +02:00
Stéphane Adjemian (Charybdis)
bbfe68a09d
Fixed bug + Cosmetic change.
2013-07-04 15:06:05 +02:00
Stéphane Adjemian (Charybdis)
1657111fa8
Added tags for unitary tests.
2013-07-04 15:00:24 +02:00
Stéphane Adjemian (Charybdis)
45d7568712
Fixed typo.
2013-07-04 14:38:22 +02:00
Stéphane Adjemian (Charybdis)
479cf5bf8b
Added routines to run matlab's unitary tests.
2013-07-04 14:36:31 +02:00
Stéphane Adjemian (Charybdis)
fcef6e83b5
Fixed bug related to the name of the tested matlab routine.
2013-07-04 14:10:17 +02:00
Sébastien Villemot
02820b7151
Merge pull request #440 from JohannesPfeifer/shock_decomp
...
Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
Stéphane Adjemian (Charybdis)
c83b047aa0
If mtest is called with one input then it must return two arguments (with detailed information about unitary tests).
2013-07-04 11:54:27 +02:00
Stéphane Adjemian (Charybdis)
b4a8155f5b
Adapted mtest routine so that it can be used in the matlab routines test suite.
...
mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
Stéphane Adjemian (Charybdis)
a6043ee628
Fixed typo.
2013-07-03 18:14:11 +02:00
Stéphane Adjemian (Charybdis)
71e9081d24
Added a routine that tests if unitary tests are available in a matlab routine.
2013-07-03 17:04:29 +02:00
Stéphane Adjemian (Charybdis)
c7f688249d
Added new routine that returns all the files available in a folder and its subfolders.
2013-07-03 17:03:00 +02:00
Stéphane Adjemian (Charybdis)
e69c7a68f4
Changed unitary tests (check also the number of observations).
2013-07-03 16:30:17 +02:00
Stéphane Adjemian (Charybdis)
0d366ea2cf
Added overloaded vertcat method in dynSeries class.
...
*Exemple*
Suppose ts1, ts2, and ts3 are three dynSeries objects with the same variables. Then
ts4 = [ts1; ts2; ts3]
is a dynSeries object with the observations contained in ts1, ts2 and ts3 (in that order).
2013-07-03 16:25:33 +02:00
Stéphane Adjemian (Charybdis)
6db5ba51cb
Added unitary tests.
2013-07-03 15:24:32 +02:00
Stéphane Adjemian (Charybdis)
1fce665e31
Cosmetic change.
2013-07-03 15:16:11 +02:00
Stéphane Adjemian (Charybdis)
0a544809b2
Fixed bug related to broadcasting in dynSeries objects.
2013-07-03 15:16:00 +02:00
Stéphane Adjemian (Charybdis)
55ea513f74
Added broadcasting when assigning new data to a dynSeries object.
...
*Examples*
* ts.A(qq(1950,1):qq(1950,4)) = 1 will put ones for variable A in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = 1 will put ones for variables A and B in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(4,1) will put ones(4,1) for variables A and B and sub-periods 1950Q1-1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(1,2) will put ones(1,2) for variables A and B and each period between 1950Q1 and 1950Q4
2013-07-03 14:54:05 +02:00
Stéphane Adjemian (Charybdis)
84522ce87f
Fixed bug in @dynSeries/subsasgn that pops up when length(S) is equal to two and S(1).type is a dot.
...
Allows Syntax like:
ts.A1(rg) = B
where ts is a dynSeries object, A1 is a variable in the database, rg is a dynDates object and B an array of doubles.
2013-07-03 11:59:52 +02:00
Stéphane Adjemian (Charybdis)
627dda5fc0
Added error message if @dynSeries/dynSeries is called with an empty string.
2013-07-03 10:59:50 +02:00
Johannes Pfeifer
4ba1b3feb4
Move axis command after plot in graph_decomp for not overriding it
2013-07-03 09:20:48 +02:00
Johannes Pfeifer
f56ae63f56
Bugfix for calls to evaluate smoother in shock_decomposition
...
In shock_decomposition, oo_ is local. Thus, if requested, make evaluate_smoother return oo_
2013-07-03 09:18:44 +02:00
Stéphane Adjemian (Charybdis)
53ce4205e2
Modified behaviour of disp overload method in @dynDate and @dynDates classes.
2013-07-01 18:21:21 +02:00
Stéphane Adjemian (Charybdis)
f042fcdd7b
Fixed display issues for dynDate and dynDates empty objects.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
7459a5dcbb
Changed the behaviour of @dynSeries/save method when the chosen file name corresponds to an existing file in the same folder.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
cb5cb03750
Added @dynDate/horzcat method.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
375d7aae8e
Fixed typo and added unitary test.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
5ededa8848
Rewrote @dynSeries/subsasgn.
...
The following syntaxes are now allowed:
ts{'VARIABLE_NAME'}(range) = data;
where range is a dynDates object and data is an array of doubles, or
ts{'VARIABLE_NAME'}(range) = TS{'OTHER_VARIABLE_NAME'}(range)
where ts and TS are dynSeries objects.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
b5c3ef2ade
Added new unitary test in @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
c3da506760
Added provisions for recursive call to @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
0fea61a551
Fixed typo (wrong numbering of the last unitary tests).
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
603aeeccb6
Added provisions for date(s) selection.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
e7b22213de
Added comments.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis)
06ef8fce30
Fixed typo.
2013-06-28 22:02:24 +02:00
Stéphane Adjemian (Charybdis)
c5b79f55e5
Fixed bug.
2013-06-28 17:18:13 +02:00
Stéphane Adjemian (Charybdis)
0b8202bae3
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 17:00:16 +02:00
Stéphane Adjemian (Charybdis)
e60d438e86
Fixed bug.
2013-06-28 16:59:47 +02:00
Stéphane Adjemian (Charybdis)
c3ec2704a7
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 16:27:40 +02:00
Stéphane Adjemian (Charybdis)
b281830983
Added new initialization mode ofr the Kalman filter and smoother.
2013-06-28 16:26:53 +02:00
Stéphane Adjemian (Charybdis)
14462b772d
Removed commented lines of code.
2013-06-28 13:41:17 +02:00
Stéphane Adjemian (Charybdis)
56e3d70618
Merge branch 'master' into experimental-smoother-on-calibrated-model
2013-06-28 12:09:41 +02:00
Stéphane Adjemian (Charybdis)
fde998ca4a
Removed leading wihite spaces in variable names.
2013-06-28 12:06:48 +02:00
Stéphane Adjemian (Charybdis)
ddc57885c5
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-28 12:06:48 +02:00
Stéphane Adjemian (Charybdis)
61b3262d2c
Removed output argument.
2013-06-28 11:19:46 +02:00
Stéphane Adjemian (Charybdis)
6d6d92fe5b
Replaced oo by oo_ (otherwise the results are not returned in the global structure).
2013-06-28 11:19:18 +02:00
Stéphane Adjemian (Charybdis)
3f2a77b25d
Removed useless copy of options_ global structure.
2013-06-28 11:18:39 +02:00
Stéphane Adjemian (Charybdis)
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Houtan Bastani
62af90efd4
error when bad value passed to graph_format
2013-06-27 16:45:08 +02:00
Stéphane Adjemian (Charybdis)
664997eec8
Removed leading wihite spaces in variable names.
2013-06-27 10:38:49 +02:00
Stéphane Adjemian (Charybdis)
0e5819ee38
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-26 16:10:56 +02:00
Sébastien Villemot
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
...
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
Houtan Bastani
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
Stéphane Adjemian (Charybdis)
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
Johannes Pfeifer
c4998f93d3
Transfer hardcoded osr options to options structure
...
Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
Houtan Bastani
8c9a8657ef
reporting: bug fix in echo for octave
2013-06-24 17:00:59 +02:00
Stéphane Adjemian (Charybdis)
51fc443e39
Fixed bug.
2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis)
f258ffbfbc
Check the name of the data file in @dynSeries/save method (do not erase the original data file).
2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis)
28f3ca1d07
Added overloaded disp and display methods for dynSeries objects.
2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis)
51c4eb6cb3
Fixed bug.
2013-06-24 15:40:39 +02:00
Sébastien Villemot
fa4ad71185
Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice
2013-06-24 12:23:46 +02:00
Houtan Bastani
bd90e73854
reporting: fix typo
2013-06-24 12:12:26 +02:00
Houtan Bastani
0b50587f9c
matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir
2013-06-24 12:07:11 +02:00
Stéphane Adjemian (Charybdis)
55edb3c12e
Stop the simplex algorithm (mode_compute=8) if improving too slowly.
2013-06-24 10:24:56 +02:00
Stéphane Adjemian (Charybdis)
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis)
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis)
08feada8b0
Fixed bug.
2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis)
120db8f1ea
Cosmetic changes.
2013-06-24 10:24:55 +02:00
Johannes Pfeifer
2eb43cf2f6
Add check for purely backwards model to k_order_pert
...
The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
Johannes Pfeifer
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
...
Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
Stéphane Adjemian (Charybdis)
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
Stéphane Adjemian (Charybdis)
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis)
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
Stéphane Adjemian (Charybdis)
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
Stéphane Adjemian (Charybdis)
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
Stéphane Adjemian (Charybdis)
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
Stéphane Adjemian (Charybdis)
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
Stéphane Adjemian (Charybdis)
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
Stéphane Adjemian (Charybdis)
39ef86f118
Partially reverted commit 06237375db
.
2013-06-18 22:30:49 +02:00
Frédéric Karamé
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
Frédéric Karamé
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
Frédéric Karamé
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
Stéphane Adjemian (Charybdis)
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis)
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67
.
2013-06-13 16:39:12 +02:00
Johannes Pfeifer
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis)
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis)
9d3a1d242a
Added fake argument to matlab's implementation of mjdgges.
...
Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
Stéphane Adjemian (Charybdis)
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis)
a71b770fec
Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6).
2013-06-12 09:53:18 +02:00
Houtan Bastani
1a6f8753d1
reporting: in windows, replace native filesep with forward slash for inclusion in tex file
2013-06-11 17:12:16 +02:00
Houtan Bastani
dec9c3a315
reporting: search for pdflatex.exe on windows
2013-06-11 17:11:48 +02:00
Houtan Bastani
58a583c248
reporting: fix echo command in system searches for pdflatex
2013-06-11 17:11:15 +02:00