Commit Graph

5538 Commits (3850167d077081663ccafb0483702689ff890fad)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 3850167d07 Added a routine to convert variable names with underscores into somthing readable by a tex processor. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) 7631851c98 Added @dynDates/union function. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) f0c87fa183 Changed behaviour of @dynDates/display. 2013-03-21 16:42:10 +01:00
Houtan Bastani 2673729a2d reporting: @vspace 2013-03-20 18:17:36 +01:00
Houtan Bastani 09d6d0d855 reporting: spacing cleanup 2013-03-20 16:07:06 +01:00
Houtan Bastani 664f94afbc reporting: @table, @graph: require data to be dynSeries, simplify checks 2013-03-20 15:42:56 +01:00
Houtan Bastani 86296ba1f5 reporting: @table: vlines 2013-03-20 12:56:49 +01:00
Sébastien Villemot 3c5aab9e20 Merge pull request #327 from rattoma/master
Identification and sensitivity fixes
2013-03-19 10:52:05 -07:00
Marco Ratto 597d30d0bf bug fix in call to priordens; 2013-03-19 17:07:14 +01:00
Marco Ratto 92e4e73765 Trap the cases where the state space matrices are not stored for memory allocation issues
[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
Marco Ratto b0ce2dacd9 1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
Marco Ratto d6993cecc4 1) trap the case where the model does not solve for any parameter values in the MC sample;
2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
Marco Ratto 22e0b9cc3d 1) fixed bugs when no estimated parameters are declared;
2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or  prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.

This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.

http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
Houtan Bastani 6f2ff28d1b reporting: @table: only print given date range 2013-03-19 14:35:05 +01:00
Houtan Bastani 49586d0b54 reporting: add centering 2013-03-19 14:34:56 +01:00
Houtan Bastani e02e06b03f reporting: @table: simplify code 2013-03-19 12:51:02 +01:00
Houtan Bastani b7969980d0 reporting: @page: allow for multiple titles, title_format, first args can be provided as strings or cellstr, multiple args as cellstr 2013-03-19 12:50:07 +01:00
Sébastien Villemot ea56c41b68 Merge pull request #325 from JohannesPfeifer/master
Clarification for second moments at second order and to rplot; restriction of endogenous prior to stationary models
2013-03-19 01:33:27 -07:00
Johannes Pfeifer 40e5c61ec7 Restrict endogenous prior to stationary models and allow for measurement error 2013-03-18 23:46:15 +01:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Johannes Pfeifer c85338f022 Add figure title for rplot 2013-03-18 22:51:54 +01:00
Houtan Bastani 0e5acda10e bug fix: fputs not a matlab function 2013-03-18 16:25:38 +01:00
Houtan Bastani aac25a88bd bug fix: substr not a matlab function 2013-03-18 16:19:48 +01:00
Houtan Bastani ec9f53a23b bug fix: single quotes 2013-03-18 16:17:29 +01:00
Sébastien Villemot cda0e03776 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +01:00
Sébastien Villemot ba889e853c Preprocessor interface and documentation for endogenous_prior option
Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot 030b7c96e0 Merge pull request #322 from JohannesPfeifer/master
Another bugfix for rplot
2013-03-18 03:10:52 -07:00
Johannes Pfeifer 1df8bf15c2 Bugfix in rplot + typo correction 2013-03-18 10:59:32 +01:00
Sébastien Villemot 4b095c2ce5 Merge pull request #319 from JohannesPfeifer/master
Bugfixes, documentation, and features
2013-03-18 01:52:43 -07:00
Johannes Pfeifer e76828bb9c Bugfix in rplot
Make other plot types take into account that variables are in rows, not
columns
2013-03-18 08:46:25 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
Johannes Pfeifer a090a7c35e Add endogenous priors
Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
Johannes Pfeifer 6390830b4d Store MCMC information recorded in record in oo_
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315)
2013-03-17 22:49:28 +01:00
Johannes Pfeifer f1406487dc Make field names consistent with different analysis steps and manual
still related to #316 (https://github.com/DynareTeam/dynare/pull/316)
2013-03-17 22:47:47 +01:00
Johannes Pfeifer 4c8f3a89cc Make graph titles more expressive 2013-03-17 22:45:50 +01:00
Johannes Pfeifer 3b29e69e40 Prevent spectral density plots being triggered in identification
If options_.SpectralDensity.trigger is specified, identification would
otherwise plot graphs in every MC step
2013-03-17 15:30:49 +01:00
Sébastien Villemot c58aebd2ef Fix dyn_saveas for Octave 2013-03-16 14:21:16 +01:00
Sébastien Villemot c0029bc109 Merge pull request #316 from JohannesPfeifer/master
Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
Johannes Pfeifer cd26c3cebd Bugfix in dyn_saveas
Fixed a bug for the non-Octave version where only the last active figure
was printed instead of the figure with the actual handle. Octave
eps-version still needs to be taken care of.
2013-03-16 11:47:56 +01:00
Johannes Pfeifer 36ea30346c Add missing legend to plot
Add missing legend to sensitivity plot
2013-03-16 11:41:03 +01:00
Houtan Bastani 8185ee9729 reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange 2013-03-15 18:56:03 +01:00
Houtan Bastani b9e61f13ce dynDates: bug fix 2013-03-15 18:56:03 +01:00
Houtan Bastani 1d70daa3d9 reporting: @graph: support multiple data sets in one graph 2013-03-15 18:56:03 +01:00
Houtan Bastani d8ae22cebd reporting: cosmetic changes 2013-03-15 18:56:03 +01:00
Houtan Bastani ed5f2a8bf0 reporting: @section: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 5715dea155 reporting: @page: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 5aabe16a03 reporting: @report: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani e8e9b2416a reporting: @graph: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 6b9107c1b1 reporting: @table: user input bug fix 2013-03-15 17:23:21 +01:00
Houtan Bastani 8591e7b4b7 fix typo 2013-03-15 16:43:56 +01:00