Sébastien Villemot
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
Sébastien Villemot
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
Michel Juillard
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
Sébastien Villemot
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Johannes Pfeifer
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
Sébastien Villemot
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
Houtan Bastani
7849707843
fix typo
2014-03-28 15:25:22 +01:00
Johannes Pfeifer
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
Johannes Pfeifer
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
Sébastien Villemot
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db
.
2014-03-27 18:25:46 +01:00
Sébastien Villemot
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla)
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla)
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
Stéphane Adjemian (Scylla)
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
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=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
Sébastien Villemot
adae298d95
Improvements to smoother2histval.
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- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
Sébastien Villemot
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
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Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
Stéphane Adjemian (Scylla)
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
Johannes Pfeifer
2c9c585d6e
Fix invalid check for size of interval in Geweke
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Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla)
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
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Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
Stéphane Adjemian (Scylla)
20041ac70c
New syntax for populating an empty dseries object.
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If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
Stéphane Adjemian (Scylla)
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
Sébastien Villemot
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
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Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
Stéphane Adjemian (Scylla)
db24d02694
Removed useless line.
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(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
Stéphane Adjemian (Scylla)
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
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(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
Johannes Pfeifer
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
Johannes Pfeifer
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
Houtan Bastani
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
Sébastien Villemot
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
Sébastien Villemot
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
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Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
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Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
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Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Michel Juillard
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
Johannes Pfeifer
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
Johannes Pfeifer
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
Johannes Pfeifer
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
Johannes Pfeifer
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
Sébastien Villemot
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
Sébastien Villemot
b3e69da93b
Merge pull request #627 from JohannesPfeifer/master
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Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Johannes Pfeifer
13df4979d8
Make error message for insufficient simulation length more informative.
2014-03-03 19:50:25 +01:00
Johannes Pfeifer
cf4f7f362f
Fix bug where NaN in residual of steady state were not detected with steady_state_model
2014-03-03 19:37:57 +01:00
Stéphane Adjemian (Scylla)
78a015a7d2
Fixed bug introduced in commit bb18c9386d
.
2014-03-01 17:13:49 +01:00
Sébastien Villemot
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
Johannes Pfeifer
e595626259
Make check.m display error messages
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Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian
70b5cc88b2
Merge pull request #622 from rattoma/master
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Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Stéphane Adjemian (Scylla)
bb18c9386d
Fixed bug.
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MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Stéphane Adjemian (Scylla)
c57aa43ca8
Bug fix.
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<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00