Johannes Pfeifer
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
Willi Mutschler
a41fbdefbc
estimation: more flexible handling of displayed string in command window
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Also removed estim_params_ as unused input argutment to CutSample
2023-09-19 13:26:33 +02:00
Willi Mutschler
960c075420
Replace "Estimation::mcmc::" by a variable
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This enables re-using estimation functions for other Bayesian estimation routines such as Bayesian method_of_moments and printing it nicer to the console.
2023-09-07 09:36:27 +02:00
Johannes Pfeifer
ed7fe89bfa
Remove unused exo_names_orig_ord
2023-06-23 08:41:12 -04:00
Johannes Pfeifer
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
Sébastien Villemot
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Johannes Pfeifer
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Johannes Pfeifer
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
Houtan Bastani
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +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
Marco Ratto
2b28ba70d9
Make remote parallel computation compatible with new steadystate and auxiliary variable files
2017-03-18 17:28:44 +01:00
Johannes Pfeifer
d8b0495c77
Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option
2016-12-26 13:11:01 +01:00
Johannes Pfeifer
0c3065b39b
Posterior IRFs: only plot HPDIs when sufficient draws were generated
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Otherwise a crash during plotting will happen
2016-10-30 18:31:11 +01:00
Johannes Pfeifer
0d7d63fe9b
Fix duplicate TeX-label for IRFs
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
46450c6f1f
Change textwidth depending on number of subplots
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Prevents overblown figures
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
73afe7d02f
Change fixed LaTeX figure width into \textwidth scaling
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Improves readability
2016-08-23 17:22:41 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Johannes Pfeifer
12ee5b7276
Fix copyrights and references to random_walk_metropolis_hastings headers
2016-05-19 17:15:31 +02:00
Johannes Pfeifer
7ebbc41d8a
Get rid of eval statements by using indirect indexing of structures
2015-10-12 15:36:42 +02:00
Johannes Pfeifer
9b6d7dc68a
Make irf_plot_threshold consistent with manual
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IRFs smaller and not smaller equal should not be displayed
2015-08-14 12:36:08 +02:00
Johannes Pfeifer
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
Johannes Pfeifer
200187a2c9
Fix TeX-loader of PosteriorIRF.m
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It referred to the wrong files and always loaded only one figure, even if several were created.
2015-06-08 17:57:14 +02:00
Johannes Pfeifer
fa1f7794d5
Delete stale files from previous MCMC runs
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Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Stéphane Adjemian (Scylla)
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Scylla)
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Johannes Pfeifer
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
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- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
Stéphane Adjemian (Charybdis)
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
ed823c2ef6
Make PosteriorIRF obey irf_shocks
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The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
Marco Ratto
fe0054f370
allow posterior irf plots for octave
2013-04-05 17:17:47 +02:00
Johannes Pfeifer
195ed8baac
Make storage of moments consistent with manual
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The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
2013-03-10 19:46:31 +01:00
Marco Ratto
99c35e22f1
- Added trap to avoid infinite loops when type is not 'prior';
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- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
2012-07-02 10:55:02 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
Michel Juillard
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
Stéphane Adjemian (Charybdis)
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Marco Ratto
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
Marco Ratto
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
Houtan Bastani
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00