Johannes Pfeifer
9e53bd9967
shock_decomposition.m: do not overwrite other output
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1897
2023-08-29 14:40:10 +02:00
Johannes Pfeifer
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +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
Houtan Bastani
eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run
2020-03-03 11:45:46 +01:00
Marco Ratto
31c29d08c9
provisions for making shock decompositions for epilogue variables.
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In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;
2019-12-19 22:19:39 +01:00
Marco Ratto
65d72866c3
provisions for squeeze when oo_ is output argument of plot_shock_decomposition.
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Also trap with error situation when new computations are triggered after having squeezed results in oo_.
2019-12-15 16:53:43 +01:00
Houtan Bastani
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +02:00
Sébastien Villemot
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
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
Johannes Pfeifer
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Johannes Pfeifer
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
Marco Ratto
d304fd26c1
shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust.
2017-03-17 12:41:59 +01:00
Marco Ratto
73e5650dcc
Revert "shock_decomposition should also follow global options_.nograph"
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This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
Marco Ratto
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
Marco Ratto
e174d04579
- New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
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- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.
2017-03-17 12:41:59 +01:00
Johannes Pfeifer
28d4ed1918
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
Johannes Pfeifer
5707b4d965
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
Johannes Pfeifer
61ee4e123c
Reset selected_variables_only in shock_decomposition.m
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closes #1350
2016-12-18 09:57:51 +01:00
Johannes Pfeifer
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
Marco Ratto
fe7b7819b0
Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af
to close #1280
2016-09-22 18:41:33 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
MichelJuillard
a047b42dd3
Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
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Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
Johannes Pfeifer
c509f6d463
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:41:38 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
f85d2ef970
Make shock_decomposition.m rely on smoothed deviations from mean
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Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
Johannes Pfeifer
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
Johannes Pfeifer
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
Michel Juillard
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +02:00
Stéphane Adjemian (Charybdis)
fe98a0875d
Added the possibility to save the plots generated by the shock_decomposition command.
2012-08-24 15:03:35 +02:00
Michel Juillard
d2e0ef021c
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
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
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Michel Juillard
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
Michel Juillard
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
Michel Juillard
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
sebastien
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
michel
87e8cda64d
v4.1: corrected bug in shock_decomposition.m when lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
michel
4f09fc89f0
v4: update of shock decomposition code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 05:38:19 +00:00
sebastien
f892795a54
trunk: fixed copyright headers in new files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 14:39:26 +00:00
michel
d542e8610c
v4.1: added functions for shock_decomposition consistent with smoother
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Dynare interface is missing
need to add mechanism for aggregating shocks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:52:00 +00:00