31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
00c317e109
Merge pull request #882 from rattoma/gsa
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fix graph output issues #881
2015-04-15 23:26:19 +02:00
41cebf7e4e
- fix nograph option in GSA graphical output
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- fix graphical output issues on unix
2015-04-15 22:54:36 +02:00
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
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The excel data file available here:
http://www.dynare.org/Datasets/data_ca1_xls.xlsx
is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
1a6afc0fdb
Restore compatibility of recursive estimation with new data interface
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Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
ffc4b7480c
- improved plots with MATLAB annotations [trapped in octave] and different colors
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- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
a44b3fbfe7
Bug fixed for incomplete stock matrices of log-posterior kernel and steady state
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[used in gsa/filt_mc_.m]
2015-04-14 12:10:46 +02:00
e32cbf626f
Fixed bug when neighborhood_width is used : MC option must be forced.
2015-04-14 12:06:25 +02:00
355ed73240
Merge branch 'marco_diffuse_filter_and_smoother_2'
2015-04-14 12:03:07 +02:00
b49388891f
Moved README file for extended preprocessor in subfolder.
2015-04-14 11:57:28 +02:00
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
ca8f0ea006
Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol
2015-04-08 15:49:12 +02:00
fe48de4406
Re-set default of new option diffuse_kalman_tol to 1e-6:
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former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
104e4767a4
update license file, #874
2015-04-07 12:01:23 +02:00
23b322d6c6
Merge pull request #866 from JohannesPfeifer/mode_check
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Remove hard-coded coloring of legend in mode_check.m
2015-04-03 18:07:14 +02:00
6aa5ceabb2
Fixed bug introduced in 363c4a61222103fda22adff9bdb1115a6073428a.
2015-04-03 18:02:03 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
e97e5c3407
Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
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This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
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Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
7c838b133f
Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
2015-04-03 18:02:03 +02:00
8cc9fbd69a
Remove hard-coded coloring of legend in mode_check.m
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Now displays correct colors with new Matlab plot interface (>2014a)
2015-04-02 20:52:49 +02:00
f9154273d0
Merge pull request #854 from JohannesPfeifer/smoother_var_initialization_fix
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Fix size of filtered variables matrix
2015-04-01 17:59:12 +02:00
f3d1a6c68e
Merge branch 'master' into marco_analytic_derivation
2015-04-01 16:41:38 +02:00
27403fb2dd
Add check whether initial prior is Inf
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Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
2015-04-01 16:30:46 +02:00
9c3c0d727f
Add check for point priors and force user to fix this parameter.
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Traps Inf-prior
2015-04-01 16:29:18 +02:00
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
577239f9eb
Merge pull request #864 from rattoma/master
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Fix mex path for win64 bit
2015-04-01 14:48:29 +02:00
b4a8ad8aa4
Fix mex path for win64 bit
2015-04-01 14:43:52 +02:00
214dc74723
- Fixed bugs around analytic derivation.
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- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
4f1725455a
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
7544d8c97e
Fixed typos in reference manual.
2015-03-31 00:43:59 +02:00
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
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Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
ad0e0b6c1d
Merge pull request #861 from JohannesPfeifer/steady_fix
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Prevent crash if steady state cannot be computed
2015-03-30 15:17:46 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
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By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
923f75df86
build system: fix make install following changes to #862
2015-03-30 13:04:39 +02:00
600715127c
build system: changes for #862 broke preprocessor parallel build
2015-03-30 11:15:19 +02:00
e10ea545b8
build system: fix preprocessor clean, #862
2015-03-30 11:08:04 +02:00
34c871b53c
getenv provides one output on windows
2015-03-27 18:58:35 +01:00
575cbfe679
build system: modify windows.nsi for 32 & 64 bit preprocessor
2015-03-27 18:41:31 +01:00
e257787cc5
Merge branch '64-bit-preprocessor', closes #862
2015-03-27 17:32:01 +01:00
90e00b3871
fixes for windows
2015-03-27 17:29:10 +01:00
510c6641c9
Fixed compilation failure on Windows.
2015-03-27 10:55:48 +01:00
Stéphane Adjemian (Charybdis)
Marco Ratto
Johannes Pfeifer
Houtan Bastani
Johannes Pfeifer
Michel Juillard