25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +01:00
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
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Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
b4941c02d3
Cosmetic Fixes to Metropolis-Hastings routines
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- Adds comments and headers and fixes typos in previous ones
- Make naming in random_walk_metropolis_hastings_core.m more intuitive
2015-04-25 19:28:16 +02:00
d4c0726026
Fix size of filtered variables matrix
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Fixes crash occurring due to non-conformable matrices
2015-03-12 10:49:33 +01:00
45ef721d03
Fix computation of SmoothedMeasurementErrors in Bayesian smoother
2014-11-16 21:08:18 +01:00
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
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It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
c071df7f78
Clarify terminology used for filtered variables
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Closes #317
2013-04-10 10:44:24 +02:00
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
a64362f43d
* bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum)
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Manual cherry pick from 4.2 commit:fdb364e44e79473978f9ff27bba8caa36665052c
2012-01-12 17:48:29 +01:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
d0e458eb79
removing useless statement
2011-12-15 17:35:27 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
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computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
ac2687f6dd
Fixed function header
2011-12-14 14:43:17 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
55764e667f
1) eliminated use of struct2local;
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2) changes to header/comments.
2010-05-31 11:54:22 +02:00
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
c4a6c47588
1) moved waitbar instances to core
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2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
060e36da1a
parallel version.
2010-02-10 18:51:07 +01:00
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
a2cef7009d
Fixes for ticket #57
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preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"
M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
d9ea204fc5
File names should correspond to varlist and not to endo_names
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 15:21:30 +00:00
d35d790789
Bug fix. To be merged with branches/4.0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-02 14:36:42 +00:00
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
70d8a84490
added updated variables (a_t|t) and reverted the change in name for filtered_variables
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various bug corrections for posterior statistics
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:16:50 +00:00
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
26038a6df7
fixing bugs in prior_posterior_statistics.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
4f3d871b77
fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
Houtan Bastani
Johannes Pfeifer
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Marco Ratto
Sébastien Villemot
Michel Juillard
Michel Juillard
sebastien
ratto
stepan
michel
adjemian