stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
9,680 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

9680 Commits (33d35bc3c5d81b0dc57f4a0b4df92ad82d036aba)

Author SHA1 Message Date
Stéphane Adjemian (Lupi) 33d35bc3c5 Added quantile routine in missing. 
This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
 2016-06-16 14:33:57 +02:00
Johannes Pfeifer f86b0a5ad6 Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3b09ab5424 Save Smoother.Trend and Smoother.Constant after MCMC 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3efe283bf0 Make oo_.Smoother.TrendCoeff have size of endogenous variables 
Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes) 65ae97d37d Fixed bug. 
For uniform priors use the prior mean when computing the prior
moments (prior mode is not defined).
 2016-06-16 11:59:47 +02:00
Stéphane Adjemian (Hermes) 789f21257e Avoid side effects on globals (prior CLI and write_latex_prior_table commands). 2016-06-16 11:57:16 +02:00
Stéphane Adjemian (Hermes) 2c074d7cd2 Check that a prior is defined in prior CLI command 
Behaviour consistent with the logic introduced in commit
64d01a806e.
 2016-06-16 11:16:23 +02:00
Stéphane Adjemian (Hermes) a91e4dec75 Bug fixes. 
Introduced when we increased the size of the mat files saved on
disk (see commit #e2942662479f822cd4ca1251158f0b5037c3a446).
 2016-06-16 11:15:22 +02:00
Stéphane Adjemian (Hermes) 64d01a806e Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual. 
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
 2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m 
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
 2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi) fcb738616c Fixed bug in extened_path_mc. 
Wrong calling sequence to the routine defining the shocks.
 2016-06-15 16:01:08 +02:00
Stéphane Adjemian (Lupi) 8b8db6bf38 Updated tests/Makefile clean rule. 
Ensure tha we remove all tex, aux, log and eps generated files.
 2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi) c9d3db7db2 Changed optimization algorithm in integration test. 
mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
 2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi) 1e7fc89e8d Replaced filesep by hard coded slash. 
See 57501f802e.
 2016-06-15 13:14:55 +02:00
Stéphane Adjemian (Lupi) 57501f802e Revert "Cosmetic change." 
This reverts commit 544da84e73.

On Windows filesep returns a backslash ('\') as expected but
LaTeX, even on Windows, only understands slashes ('/') when
defining paths (for graphic or file inclusion).
 2016-06-15 13:07:59 +02:00
Stéphane Adjemian (Lupi) 019223f7d6 Removed one (failing) integration test. 
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.

The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
 2016-06-15 12:53:48 +02:00
Stéphane Adjemian (Hermes) 473d335851 Fixed bug (wrong structure names). 2016-06-15 00:35:40 +02:00
Johannes Pfeifer 029e9495ba Fix bug in dsge_var_likelihood.m where constant was not considered for dof when Gamma function was computed 
Does not affect the maximum of the posterior as it only affects constant term
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2cf882fec5 Remove comments on dynare_estimation_1.m after implementing store_smoother_results 2016-06-15 00:30:28 +02:00
Johannes Pfeifer d08fd37986 Do not set oo_.posterior.optimization-fields when mh_posterior_mode_estimation is used 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 22a205d59a Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1f433f0c97 Expand fs2000_5.mod unit test to second Hessian computation method 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 552a9b5230 Fix bugs previously introduces in dynare_estimation_1.m related to penalty function 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2446ab02ba Transform persistent variables of newrat.m into function arguments 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0c00e28799 Remove objective_function_penalty_base 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 329b91d717 Harmonize output of objective functions 
Closes #1149
Mirrors 1ad8df4635
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0edd8e2025 Add penalty_hessian.m and penalty_objective_function.m 2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes) 544da84e73 Cosmetic change. 
Systematically use filesep instead of '/'.
 2016-06-14 22:49:01 +02:00
Stéphane Adjemian (Hermes) 96128b32ab Fixed bug (missing folder separator). 2016-06-14 21:53:14 +02:00
Stéphane Adjemian (Hermes) 2a65e7a85a Merge branch 'master' into johannes-identification-fixes 2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes) be08d2f65d Prevent testsuite to freeze if latex compilation fails. 
Added -interaction=batchmode option.
 2016-06-14 17:09:00 +02:00
Johannes Pfeifer fff88f1dc7 display_estimation_results_table.m: Move TeXEnd inside of if-clause to prevent crashes 2016-06-14 15:50:48 +02:00
Stéphane Adjemian (Hermes) 5814ae32e8 Updated README file in tests/julia/rbc subfolder. 2016-06-14 13:56:59 +02:00
Johannes Pfeifer faab010753 Change file ending from TeX to tex to prevent problems on Linux 
Related to b454c28096
 2016-06-14 12:13:48 +02:00
Houtan Bastani 5303d7079b submodule update: particles 2016-06-14 12:02:15 +02:00
Johannes Pfeifer 59cbee2b56 Provide output on posterior variance decomposition 
Closes #1219
 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 5ca4204806 Only set texnames in McMCDiagnostics.m if TeX is requested 2016-06-14 11:53:38 +02:00
Johannes Pfeifer dc1c5f182c Make gsa function correctly extract parameter (TeX) names 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 6be02ef086 Add caller function info to dyn_latex_table.m 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 55b2cd6f4c Make sure underscores and backslashes are correctly handled in TeX-loaders of gsa 2016-06-14 11:53:38 +02:00
Johannes Pfeifer c7472a5020 Add some TeX names to ls2003.mod 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 7325dbe54e Expand collect_LaTeX_Files.m to gsa redform subfolders 2016-06-14 11:52:49 +02:00
Johannes Pfeifer a02f7cc8f3 Correct header of DsgeSmoother.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 42f47e0f55 Correctly indent filt_mc_.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer c3e1c01864 Enable TeX output in rmse-mapping of gsa 2016-06-14 11:52:49 +02:00
Johannes Pfeifer cb9095977e Allow for underscores in TeX-output of gsa 2016-06-14 11:52:49 +02:00