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Author SHA1 Message Date
Marco Ratto 98c809c54e Further on nograph: moved printed output when advanced=1 from plot_identification to disp_identification. 2012-06-15 13:45:26 +02:00
Marco Ratto fd24b93667 fixes around options nograph and nodisplay 2012-06-15 13:07:26 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto 2fecf9946b 1) Extended optimizer = 5 for analytic derivatives; 
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
 2012-06-08 14:23:18 +02:00
Johannes Pfeifer 4c255cf2ae Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures. 2012-04-25 11:47:40 +02:00
Marco Ratto d4723038be 1) fixed infinite loop 
2) fixed names of sylvester functions
 2012-04-04 16:43:44 +02:00
Marco Ratto 3ca9485edd bug fix when calling gsa 
set default order=1
set analytic derivation =1
 2012-04-04 10:35:18 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Marco Ratto 3367014970 Identification is made compatible with octave. 2011-10-27 13:09:26 +02:00
Marco Ratto 697ddc0a72 Aligned routines with recent changes in dataset and identification. 
Fixed ls2003.mod for testsuite
 2011-10-24 18:45:12 +02:00
Marco Ratto c6a9650d20 Adapt identification routines after new dynare estimation commits. 2011-09-28 20:48:47 +02:00
Marco Ratto e3485e8929 Changes around normalizing Jacobians: 
-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
 2011-09-01 11:18:24 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Marco Ratto a96bad899d Fixed bug of ~ in output list for non recent versions of matlab. 2011-06-21 09:43:24 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Marco Ratto 664d17ba24 Fixes related to ML syntax (no prior definition). 2011-06-06 16:09:55 +02:00
Marco Ratto 0605396815 Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer. 2011-06-06 15:28:46 +02:00
Marco Ratto 7f9fa6c15b Small mug fix + changed calls to plotting utility. 2011-05-30 14:39:27 +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 7ae824b184 Fixes related to new options: gsa_sample_file and parameter_set + minor changes. 2011-05-04 10:39:30 +02:00
Marco Ratto a5559bb016 eliminated obsolete commented lines; 2011-05-02 11:15:25 +02:00
Marco Ratto 9791d3adda Redesigned function following: 
-) new options;
-) new utilities identification_analysis, plot_itentification and identification_checks;
-) fixes related to load_ident_files;
 2011-05-02 11:14:29 +02:00
Marco Ratto 6b71b6800d -) remove useless burn-in iterations; 
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic  Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
 2011-04-15 15:28:58 +02:00
Marco Ratto 25afd56163 Bug fixes around analytic scores for identification. 2011-04-12 18:18:18 +02:00
Marco Ratto 498d5ed698 Fixed bug when only one series is observed and analytic scores are computed. 2011-04-12 17:38:06 +02:00
Marco Ratto d0d04065e6 Merged from 4.2 branch commits: 
9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba

* 1) bug fixes: non-initialized ide_strength when no param is  identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).

2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
 2011-04-12 12:08:14 +02:00
Marco Ratto 32eff62af6 1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev 
2) several fixes and improvements in dynare_identification.m:
   -) provide more info for strength of identification (relative to prior)
   -) more drastic warning off
   -) print info from ident_bruteforce.m
 2011-03-18 11:05:40 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +01:00
Marco Ratto 917b8e5285 Fixed bugs, clean-up and some more commenting of identification routines 2011-02-28 16:55:21 +01:00
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
Marco Ratto 70400e5e84 Modifications following meetings in Paris (not yet completed 100%): 
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
 2010-09-29 16:12:48 +02:00
Stéphane Adjemian (Scylla) bc155fd0df Changed calling sequence of prior_draw.m. 2010-09-03 15:23:05 +02:00
Marco Ratto 52e9e9aef7 1) fix of boxplots when two nparams =2; 
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
 2010-03-09 08:54:16 +01:00
Marco Ratto bb06ec430a 1) relaxed schur_vec_tol 
2) warning off divde by zero
3) better figure layout
 2010-02-23 10:47:43 +01:00
ratto 7a743a9594 Added partial correlation plots for reduced form model and moments; 
warning of for the loop of  normalized sensitivities;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 14:02:56 +00:00
ratto 3f8bc2b2a1 Added steady state to derivatives of LRE form. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 16:48:45 +00:00
michel ce7af53855 v4.2: changed vech functions names to avoid conflict with other toolboxes 
vech.m      -> dyn_vech.m
      unvech.m    -> dyn_unvech.m
      diag_vech.m -> dyn_diag_vech.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-23 16:55:28 +00:00
ratto cda0f571b4 Added first order moments 
Added LRE analysis for trivial no-identification

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:57:05 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
ratto b8bc96c8e6 Adapted to follow preprocessor syntax. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:15 +00:00
ratto 6e25472ad9 1) save output plots; 
2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:22:01 +00:00
ratto 081cdf3cb0 Cleaner comments of work in progress ... 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 13:28:47 +00:00
ratto 4cb2692e7d -) Delete old files; 
-) commented work in progress

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 13:00:54 +00:00
ratto 869d054174 New version with 
-) more complete data saving on disk;
-) new output arguments;
-) new plots.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:11:47 +00:00
ratto 2645113760 stock parameters and small bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:25:31 +00:00
ratto 290ea0d24e Added iload option; 
A and B computed here
compute sensitivities

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:18:39 +00:00