Commit Graph

3512 Commits (2eb43cf2f6df9d4dae3be2e3bb31b6d15dd99907)

Author SHA1 Message Date
Ferhat Mihoubi bdee6d14ec Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options. 2013-06-08 17:16:20 +02:00
Ferhat Mihoubi 2dc04c8c00 Correct a typo when solving an equation containing only lead and current values of endogenous 2013-06-07 20:27:10 +02:00
Houtan Bastani 037ec55dfd dynDate: add missing case to throw error if another char is passed 2013-06-07 17:23:22 +02:00
Michel Juillard ed4d184c9d fixing bug for shock_decomposition with calibrated model (issue #259) 2013-06-03 16:45:39 +02:00
Johannes Pfeifer c82658a2a5 Bugfix for steady;
1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot 8c14339a0f Merge pull request #399 from JohannesPfeifer/master
Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
Sébastien Villemot bf94bb3df8 Implement clock option of set_dynare_seed
Also improve documentation of set_dynare_seed.

Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot 9210ad68b5 Merge pull request #410 from rattoma/parallel_option
new option for user specific files
2013-05-31 05:46:31 -07:00
Sébastien Villemot 9145d3691f Merge pull request #409 from rattoma/endo_prior_restrictions
New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
Marco Ratto 4923ba0952 Introduced new option that allows to set prior (sign) restrictions to irf's 2013-05-30 10:57:39 +02:00
Sébastien Villemot 2822fcd979 Fix bug introduced in 767dce0a 2013-05-28 10:16:26 +02:00
Sébastien Villemot 71ded60742 Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
Marco Ratto 26602ecf3c Bug fix for negative values of x(kk) 2013-05-27 12:00:39 +02:00
Sébastien Villemot f7403c452e Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
Johannes Pfeifer 12bbf051a3 Add missing graph title that lead to crash 2013-05-26 08:30:47 +02:00
Johannes Pfeifer bd68970c62 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-26 08:11:53 +02:00
Sébastien Villemot 74ee859b37 Merge pull request #408 from rattoma/master
allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
Johannes Pfeifer 767dce0a3b Check in McMCDiagnostics.m whether all consecutive MH files are present
Closes #390
2013-05-24 11:18:31 +02:00
Sébastien Villemot 57cf45ef0b Merge pull request #404 from JohannesPfeifer/BVAR_graphs
Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
Johannes Pfeifer 77488f5f22 Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
Sébastien Villemot b6a054dc4f Merge pull request #403 from JohannesPfeifer/irf_shocks
Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
Sébastien Villemot 353d864429 Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
Marco Ratto 73765b52ca Allow using new option
options_.parallel_info.local_files

that allow porting to remote threads user-specific local files needed to run the  project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
Sébastien Villemot c035ca30af Fix nonexistent variable names 2013-05-23 13:03:52 +02:00
Sébastien Villemot da1a190630 Remove spurious displayed variables 2013-05-23 11:52:28 +02:00
Marco Ratto 7bef23f1b3 Allow asymmetric mode check plots, using the new option
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
Johannes Pfeifer 5842c6c1c5 Make unconditional forecasts save figures to graph folder
Also provides more expressive title
2013-05-20 00:14:05 +02:00
Johannes Pfeifer ed823c2ef6 Make PosteriorIRF obey irf_shocks
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
Johannes Pfeifer 834e18c02c Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-18 10:44:07 +02:00
Johannes Pfeifer 115b16236b Fix bug in dsge_likelihood for univariate_kalman_filter
ÿÿÿ

Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani a4c4f9e04d reporting: @series: fix comment 2013-05-17 13:50:43 +02:00
Houtan Bastani 5c1846eb1e reporting: @series: fix coloring 2013-05-17 13:49:45 +02:00
Sébastien Villemot e30cbef217 Better fix for the issue raised in cc5527c commit message 2013-05-17 10:39:05 +02:00
Sébastien Villemot 4f8af445f7 Revert "Move filling of decision rules to respective orders"
This reverts commit cc5527c843.

This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
2013-05-17 10:32:27 +02:00
Houtan Bastani 0d9cf39fa0 reporting: @report: bug fix: test for os x on octave 2013-05-16 14:31:50 +02:00
Houtan Bastani 08d1d0b521 reporting: @report: simplify test for os x 2013-05-16 14:31:49 +02:00
Houtan Bastani 9d8c135f59 reporting: use matlab2tikz when using Octave w OS X 2013-05-16 14:31:49 +02:00
Houtan Bastani 7037e2a4bc reporting: centralize/automate display.m 2013-05-16 14:31:40 +02:00
Houtan Bastani 965f54884d reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani 7428ea2cc6 reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani f877620b93 reporting: remove footnote option 2013-05-15 16:28:32 +02:00
Houtan Bastani 20e5a4d4b6 reporting: remove config option 2013-05-15 16:23:58 +02:00
Houtan Bastani 5920457437 reporting: aesthetic change 2013-05-15 13:05:33 +02:00
Houtan Bastani 1a83647928 reporting: @report: add compiler option to compile() as alternative method to pass compiler information 2013-05-15 13:05:33 +02:00
Houtan Bastani fe68b69302 reporting: @report: throw explicit error if user has not passed compiler option on Windows 2013-05-15 13:05:26 +02:00
Houtan Bastani e6b99ad617 reporting: @graph: only take string representation of color 2013-05-14 18:36:01 +02:00
Houtan Bastani cbd43ee9df reporting: on error reading user options, print actual option passed not lowercase version of it 2013-05-14 17:24:41 +02:00
Houtan Bastani d6210a4a34 reporting: @series: fix display 2013-05-14 16:52:09 +02:00
Houtan Bastani a4a5eb6022 reporting: @series: change showTableMarkers to tableShowMarkers 2013-05-14 16:52:09 +02:00
Houtan Bastani b631fc1d7f reporting: @series: change lineWidth to graphLineWidth 2013-05-14 16:52:09 +02:00
Houtan Bastani f6ff010b36 reporting: @series: rename lineStyle as graphLineStyle 2013-05-14 16:52:08 +02:00
Houtan Bastani 8a45999e19 reporting: change color to graphLineColor 2013-05-14 16:52:08 +02:00
Houtan Bastani df3b337924 reporting: @series: remove unnecessary assertion 2013-05-14 16:52:08 +02:00
Houtan Bastani e185ee7172 reporting: fix typos in validity checks 2013-05-14 13:11:46 +02:00
Houtan Bastani 0c6f7dd8cd reporting: change hlines to showHlines 2013-05-14 13:11:46 +02:00
Houtan Bastani af094d0271 reporting: implement hlines option 2013-05-14 13:11:46 +02:00
Houtan Bastani e437480d26 reporting: change vlines to showVlines 2013-05-14 13:11:46 +02:00
Stéphane Adjemian fc83427185 Merge pull request #393 from JohannesPfeifer/display_tables
Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Sébastien Villemot 0d5a9e3a06 Merge pull request #391 from JohannesPfeifer/master
Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
Johannes Pfeifer cc5527c843 Move filling of decision rules to respective orders
Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
2013-05-13 19:23:38 +02:00
Houtan Bastani df0749d166 reporting: change zeroline to showZeroline 2013-05-13 18:48:43 +02:00
Houtan Bastani 788b7e3d11 reporting: bug fix: only assign a tempname to figname when one doesn't already exist 2013-05-13 18:19:16 +02:00
Houtan Bastani 9fa99b5337 reporting: make option names uniform by removing underscores to conform with Matlab style options
Conflicts:
	matlab/reports/@series/series.m
	matlab/reports/@series/write.m
2013-05-13 18:16:52 +02:00
Houtan Bastani bd11ea293e reporting: change tableMarkers to showTableMarkers 2013-05-13 18:16:52 +02:00
Houtan Bastani f03bf0a615 reporting: preserve case when assigning method options while allowing user to enter any case 2013-05-13 18:16:52 +02:00
Houtan Bastani 333d515fe9 reporting: change legend_boxoff to showLegendBox 2013-05-13 18:16:52 +02:00
Houtan Bastani 80c9bf6c4c reporting: change legend to showLegend 2013-05-13 18:16:52 +02:00
Houtan Bastani 36ee655d03 reporting: change showdate to showDate 2013-05-13 18:16:52 +02:00
Houtan Bastani 89b0bd0904 reporting: change grid option to showGrid 2013-05-13 18:16:52 +02:00
Sébastien Villemot 03ec4fa88d Merge pull request #394 from JohannesPfeifer/k_order_pert_pruning_simult
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
2013-05-13 08:34:31 -07:00
Stéphane Adjemian (Charybdis) 86ee57876d Fixed bug when NAMES__ is not defined. 2013-05-13 16:27:37 +02:00
Stéphane Adjemian (Charybdis) ccaefc4032 Added @dynSeries/lag method. 2013-05-13 13:53:25 +02:00
MichelJuillard 459a93d2d5 Merge pull request #395 from JohannesPfeifer/prior_violation
Make error message if mode violated prior more explicit
2013-05-12 06:47:26 -07:00
Johannes Pfeifer d9fb19e479 Make error message if mode violated prior more explicit 2013-05-12 13:27:55 +02:00
Johannes Pfeifer 44a6641782 Bugfix for simult_.m when used with k_order_pert and pruning at order=1
In the rare combination of k_order_solver, pruning, and order=1 the steady state was not subtracted from the starting values when doing simulations
2013-05-11 12:14:11 +02:00
Johannes Pfeifer 7aea75f348 Add function for displaying estimation results
The commit moves the creation of results tables, both the ones displayed
and printed to LaTeX, from dynare_estimation_1.m to a separate function.
This factorization later allows to use this function to display results
from other estimation routines. At the same time, it removes the display
of t-statistics for posterior estimates ( #339 )
2013-05-10 18:58:08 +02:00
Johannes Pfeifer 42081aec88 Filter out stale loglinear option
With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
Houtan Bastani adb8685f4d fix typo 2013-05-03 14:54:47 +02:00
Houtan Bastani eebdfd623c reporting: fix xticklabels 2013-05-03 14:44:30 +02:00
Sébastien Villemot 67e245934f Merge pull request #384 from JohannesPfeifer/master
Remove mexErrorCheck from k_order_pert to make it obey the noprint-option
2013-05-03 02:37:25 -07:00
Houtan Bastani 6243c71ea7 reporting: cosmetic changes 2013-05-03 08:05:09 +02:00
Houtan Bastani 249cd9646e reporting: for octave, use octave tikz conversion as opposed to matlab2tikz 2013-05-03 07:37:12 +02:00
Houtan Bastani a90618f748 reporting: write pdf compilation to stdout in Octave 2013-05-03 07:33:50 +02:00
Johannes Pfeifer 996ff3bfd3 Remove mexErrCheck from k_order_pert to make it obey the noprint-option
Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
Johannes Pfeifer 7094a45f6d Revert "Make error message for prior violation more explicit by adding second argument to info()"
This reverts commit 2815d5fbd4.
2013-05-02 14:31:29 +02:00
Johannes Pfeifer 1e0a728906 Fix bug introduced in 27fda91c8c
For parallel computations, the relative path is necessary.
2013-05-02 14:27:05 +02:00
Marco Ratto 1b2cf2a45b Fixed bug introduced in commit d541202. 2013-05-02 08:36:29 +02:00
Sébastien Villemot 188d269467 Merge pull request #379 from JohannesPfeifer/master
Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
Marco Ratto ab5b922e46 -) fixed bug introduced in commit 66527df;
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Marco Ratto afc2454913 Bug fix: when no analytic derivation and change in x very small. 2013-04-30 11:38:18 +02:00
Johannes Pfeifer 50f97ffc16 Capitalize figure title in mh_autocorrelation_function 2013-04-29 23:40:22 +02:00
Johannes Pfeifer fe6f63aa2e Fixed bug in name2index
Previously, the strings were concatenated, rendering calls to strmatch
wrong. Changed to cell arrays on which strmatch operates.
2013-04-29 23:17:11 +02:00
Johannes Pfeifer 749fff9dcb Make traceplot and mh_autocorrelation save graphs; add legend 2013-04-29 23:15:44 +02:00
Johannes Pfeifer c0f12968ee Create graph folder in rplot if it does not exist 2013-04-29 22:30:52 +02:00
Marco Ratto f5a6835c63 Fixed bug with calls to dsge smoother which were broken with missing values;
Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
Johannes Pfeifer 3c27394561 Fix bug introduced in df611e9e9d 2013-04-27 16:53:08 +02:00
Johannes Pfeifer 69372d290d Make Stability Mapping more readable.
Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
Johannes Pfeifer 27fda91c8c Replace relative by absolute filenames
Closes #329
2013-04-27 16:36:10 +02:00
Johannes Pfeifer dc8bc3ef65 Use filesep instead of '/' 2013-04-27 16:22:25 +02:00