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
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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.
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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.
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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
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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
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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
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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.
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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.
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*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.
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*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.
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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
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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.
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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