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8816 Commits (3fffcc2a3f43d2bda5fec18906a893a92ae15e38)

Author SHA1 Message Date
Houtan Bastani 91eb61d15a simplify printing of variable arrays 2015-07-28 17:43:57 +02:00
Houtan Bastani 9562b4ffd1 reduce code that is output in modfile.jl 2015-07-28 17:32:34 +02:00
Houtan Bastani d70ae4d103 write steady state model 2015-07-28 17:27:56 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Houtan Bastani bbd12a226e Merge pull request #1002 from JohannesPfeifer/dname 
Initialize M_.dname=M_.fname in global_initialization.m
 2015-07-28 15:26:14 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m 
Closes #979
 2015-07-28 15:23:53 +02:00
Houtan Bastani b5be9b7437 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani b8d69721e2 bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani c22cc15655 write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani 53cb8fc639 add cwd to LOAD_PATH 2015-07-28 11:55:38 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash 
Add missing return statement to evaluate_steady_state_file.m
 2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex 
Bugfixes related to collect_LaTeX_Files.m
 2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix 
Add check whether bayestopt_ is empty
 2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions 
Prior distributions
 2015-07-27 21:53:19 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names 
Add info on allowed variable names to manual
 2015-07-27 21:51:38 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message 
In debugging modus, provide termination values of steady state finding.
 2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp 
Add headers and more documentation to shock_decomposition.m and graph…
 2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m 
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
 2015-07-27 18:10:27 +02:00
Houtan Bastani 1f2fad8c8d fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +02:00
Michel Juillard 22eb824c6f extended path: fixing bug 2015-07-27 14:31:42 +02:00
Johannes Pfeifer 19fdb309ac Fix computation of prior mode for uniform distribution 
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
 2015-07-27 10:19:02 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m 
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
 2015-07-26 17:49:54 +02:00
Johannes Pfeifer f679594908 Add check whether bayestopt_ is empty 
Otherwise crashes for calibrated smoother occur
 2015-07-25 07:32:48 +02:00
Johannes Pfeifer 8b49b30f91 Add unit tests for prior sampling 2015-07-24 16:32:05 +02:00
Johannes Pfeifer b5aeefe526 Make prior_draw.m check for uniform distribution violation of bounds 
Follows the logic for all other distributions
 2015-07-24 16:23:40 +02:00
Johannes Pfeifer 560d9719db Correct copy and paste mistake in prior_draw.m for inverse gamma II 
In case of bound violations, it was instead sampled from inverse gamma I
 2015-07-24 15:59:40 +02:00
Johannes Pfeifer 3d9f12d769 Add check whether prior mean violates Generalized (Inverse) Gamma 
Performs check as for generalized beta distribution
 2015-07-24 15:08:52 +02:00
Johannes Pfeifer d4629d4ba4 Add info on allowed variable names to manual 
Closes #341
 2015-07-24 13:13:43 +02:00
Houtan Bastani 32f66d2d35 write more output to modfilename.jl 2015-07-24 12:34:06 +02:00
Houtan Bastani 3a2fa0623a accord variable names and functions with julia programming style 2015-07-24 11:35:23 +02:00
Johannes Pfeifer f788271b9c In debugging modus, provide termination values of steady state finding. 
Closes #3
 2015-07-24 10:44:46 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
MichelJuillard 3fdda5412f Merge pull request #993 from JohannesPfeifer/tex 
Correct case-sensitive spelling in unit tests that stops testsuite in…
 2015-07-24 09:01:32 +02:00
Johannes Pfeifer 126e04da20 Correct case-sensitive spelling in unit tests that stops testsuite in Linux 2015-07-24 08:34:16 +02:00
MichelJuillard 61d514c9eb Merge pull request #991 from JohannesPfeifer/marginal_density 
marginal_density.m: performance improvements
 2015-07-23 18:26:06 +02:00
Johannes Pfeifer 5d775d3d76 marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
Johannes Pfeifer 4202dff6c9 marginal_density.m: only compute determinant once 
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
 2015-07-23 18:13:15 +02:00
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Houtan Bastani 4a5dcfca4d change variable/parameter collections, finish printing SymbolTable info 2015-07-23 18:05:57 +02:00
Johannes Pfeifer 9e3f89fd3b marginal_density.m: move inversion out of loop 
Related to #270
 2015-07-23 17:54:46 +02:00
MichelJuillard a156f2b42c Merge pull request #990 from JohannesPfeifer/mode_file 
Delete mode-file option after completing estimation
 2015-07-23 17:22:48 +02:00
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard e79968d5ad Merge pull request #989 from JohannesPfeifer/test_condition 
Correct check condition in dynare_estimation_init.m introduced in b20…
 2015-07-23 17:08:14 +02:00