Commit Graph

3626 Commits (338fdf216c57051b48d3a514568e2a2be4e943ec)

Author SHA1 Message Date
Marco Ratto 338fdf216c 1) Detailed Sensitivity plots moved under the advanced option;
2) Fixes around saving figures;
2011-05-30 14:38:43 +02:00
Marco Ratto 58dc9557d9 Fixes around point-estimate of sensitivity and identification strength 2011-05-30 14:36:48 +02:00
Marco Ratto 1e5e214503 Fixes about computing pair-wise and multi-correlations for the Hessian case. 2011-05-30 14:34:19 +02:00
Michel Juillard 574f94eafa MS_SBVAR: correcting printing format of Markov file to allow for floating point 2011-05-27 22:09:54 +02:00
Michel Juillard ef38fb951d updating one comment 2011-05-27 22:09:54 +02:00
Michel Juillard 018cc939a4 MS-SBVAR: updating test 2011-05-26 11:50:22 +02:00
Sébastien Villemot ffa566b7ae Build system: add missing clean rules 2011-05-25 17:14:47 +02:00
Sébastien Villemot e7d2706f5f Windows README update 2011-05-24 18:50:54 +02:00
Michel Juillard 8c9127adda numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,... 2011-05-24 16:02:42 +02:00
Michel Juillard 075837b2f8 renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy 2011-05-24 16:02:42 +02:00
Michel Juillard 6f1c02769e fixing evaluation of objective function under optimal policy 2011-05-24 16:02:42 +02:00
Michel Juillard ae56c42b96 cleaning dyn_ramsey_static_.m 2011-05-24 16:02:42 +02:00
Michel Juillard 557ee2c004 removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
Sébastien Villemot 6fdadbf138 Ref. manual, model_comparison: add example, fix typo 2011-05-24 12:22:22 +02:00
Houtan Bastani f190abefda SWZ: update submodule pointer 2011-05-24 09:58:55 +02:00
Houtan Bastani a44a384146 remove extraneous code 2011-05-23 17:36:29 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 561d07e89b SWZ: bug fix 2011-05-20 14:34:21 +02:00
Houtan Bastani cd021d33f6 SWZ: make mex files return error code 2011-05-20 14:34:07 +02:00
Sébastien Villemot 5fa666e448 k-order perturbation: cosmetic change related to mxGetPr/mxGetData 2011-05-20 10:59:40 +02:00
Sébastien Villemot f5b35df24f k-order perturbation: fixed bug in M-file evaluation 2011-05-20 10:59:40 +02:00
Michel Juillard 88d58a3cfc MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions 2011-05-19 09:39:21 +02:00
Stéphane Adjemian (Sedna) e8d40906d9 Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood. 2011-05-18 12:22:15 +02:00
Ondra Kamenik 7076fe31e9 When applying substitutions to the atom assignings, they are done also for non-referenced atoms, as they could still be referenced in evaluations. 2011-05-17 10:42:57 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Jacob Smith da43f3d0f5 Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings 2011-05-13 15:13:02 +02:00
Stéphane Adjemian (Sedna) ea103ecb84 Do not compute marginal density (Laplace approximation) if options_.cova_compute==1. 2011-05-13 14:56:03 +02:00
Stéphane Adjemian (Sedna) 26a4a011d0 Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case). 2011-05-13 14:35:51 +02:00
Stéphane Adjemian (Sedna) 6302abd7bd Allow empty hessian in mode_check routine (options_.cova_compute==0) 2011-05-13 12:46:55 +02:00
Stéphane Adjemian (Sedna) bd012c458f Fixed bug with option cova_compute. 2011-05-13 12:34:27 +02:00
Houtan Bastani f9f83232a0 bug fix 2011-05-12 18:29:29 +02:00
Houtan Bastani 69f3895938 cosmetic change 2011-05-11 11:58:33 +02:00
Michel Juillard f956ef4057 fixed Ramsey Policy when steadystate.m file is available 2011-05-11 08:18:51 +02:00
Michel Juillard 254e6e3948 improve output of mult_elimination 2011-05-11 08:16:27 +02:00
Michel Juillard fb68592592 correcting bug in forcing real values for complex elements of Jacobian in static model 2011-05-11 07:32:00 +02:00
Michel Juillard 6a45f0a97e osr: added penalty for complex values in model Jacobian 2011-05-11 07:32:00 +02:00
Sébastien Villemot 65ad78ae30 Ref. manual: cosmetic change 2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna) 1f236dca66 Added new simplex optimization routine (mode_compute=8). 2011-05-10 14:18:23 +02:00
Marco Ratto 25b730e7fc Small bug fix for printed output 2011-05-10 10:13:21 +02:00
Marco Ratto e5d2055950 Added MC identification patterns + cosmetic changes. 2011-05-10 10:12:19 +02:00
Marco Ratto a45533caca Added SVD for J matrix as output identification info. 2011-05-10 10:11:25 +02:00
Marco Ratto d31b2218ff Added extended info for advanced identification analysis with Monte Carlo. 2011-05-10 10:10:42 +02:00
Marco Ratto ea57a8dc02 traps for mixed matlab/octave clusters 2011-05-10 10:09:31 +02:00
Marco Ratto e94ca34e70 some comments and cosmethics 2011-05-10 10:08:29 +02:00
Marco Ratto 37ebb654c5 Prepare parallel structure such that machines are sorted according to decreasing weight. 2011-05-10 10:07:59 +02:00
Marco Ratto 8cd482589f small cosmethic changes 2011-05-10 10:07:18 +02:00
Marco Ratto 46ccc7e4c2 Fixed bug when only name of file without dir info is fed to the routine. 2011-05-10 10:06:49 +02:00
Marco Ratto 816773fcff cleanup after changes to manage weights for machines. 2011-05-10 10:06:16 +02:00
Sébastien Villemot 9c1a26e815 Ref. manual: add full documentation of macro-processor (closes #170) 2011-05-06 19:27:45 +02:00