42081aec88
Filter out stale loglinear option
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With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
29ff66856a
Fix typo in Manual
2013-05-07 10:34:18 +02:00
996ff3bfd3
Remove mexErrCheck from k_order_pert to make it obey the noprint-option
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Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
2013-05-02 14:31:29 +02:00
1e0a728906
Fix bug introduced in 27fda91c8c
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For parallel computations, the relative path is necessary.
2013-05-02 14:27:05 +02:00
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
5965c8e360
Merge pull request #382 from rattoma/master
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bug fixes in mode_compute=5 and gsa
2013-04-30 05:03:15 -07:00
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
afc2454913
Bug fix: when no analytic derivation and change in x very small.
2013-04-30 11:38:18 +02:00
50f97ffc16
Capitalize figure title in mh_autocorrelation_function
2013-04-29 23:40:22 +02:00
fe6f63aa2e
Fixed bug in name2index
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Previously, the strings were concatenated, rendering calls to strmatch
wrong. Changed to cell arrays on which strmatch operates.
2013-04-29 23:17:11 +02:00
749fff9dcb
Make traceplot and mh_autocorrelation save graphs; add legend
2013-04-29 23:15:44 +02:00
c0f12968ee
Create graph folder in rplot if it does not exist
2013-04-29 22:30:52 +02:00
70ccb1d0b7
Documentation of new differentiate_forward_vars option
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Ref #351
2013-04-29 17:56:22 +02:00
d0510261ee
Merge pull request #380 from rattoma/master
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GSA fixes for rmse analysis
2013-04-29 08:04:07 -07:00
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
5798501da0
Adds mod-file of a well-documented non-linear New Keynesian model with
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recursive formulation of price setting equations where the steady state
file is used to update parameters and invoke a non-linear solver.
2013-04-27 21:12:50 +02:00
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
69372d290d
Make Stability Mapping more readable.
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Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
27fda91c8c
Replace relative by absolute filenames
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Closes #329
2013-04-27 16:36:10 +02:00
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
4b4e7ad671
Make rplot save figures in graph-folder and obey nodisplay option
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option
2013-04-27 14:58:16 +02:00
76961ee59b
Provide RMSE with more expressive figure titles
2013-04-27 12:53:06 +02:00
935f8eb025
Provide Redform Mapping with more expressive figure titles
2013-04-27 12:52:48 +02:00
df611e9e9d
Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones
2013-04-27 11:53:35 +02:00
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
c0797ea283
Suppress output of row_header_width
2013-04-27 08:28:24 +02:00
dce8e74c33
Fix bug where initial_estimation_checks was performed on prior mean instead of specified mode
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If the mode_file option was used, xparam1 was reloaded from the
mode-file after the initial checks, sometimes leading to very cryptic
errors. Now the initial checks already load the correct parameter
vector.
2013-04-26 21:10:36 +02:00
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
d3457ee4d9
Make UnivariateSpectralDensity save plots to graphs-folder
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Also make the plots obey the nodisplay option
2013-04-26 19:59:32 +02:00
58b6c3122f
Cosmetic Changes to Graphs
2013-04-26 19:57:36 +02:00
4ba3815a0d
Merge pull request #377 from JohannesPfeifer/master
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Fix small bug in print_info
2013-04-26 08:48:45 -07:00
9310467658
Fix crash in print_info
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If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
8f65eafb8f
fix typo
2013-04-26 15:04:56 +02:00
e783084126
Fix comment blocks
2013-04-26 09:50:56 +02:00
1f6cfb7f15
faster load_csv_file_data on Matlab using importdata
2013-04-25 18:40:19 +02:00
cc923e5315
reporting: @graph: add shade_color option
2013-04-25 18:40:02 +02:00
e3bb2760cf
reporting: @graph: add option shade_opacity
2013-04-25 18:40:02 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
d67f4002f1
Merge pull request #376 from JohannesPfeifer/master
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Add Andreasen et al pruning at order=3, add unit test for third order perturbation
2013-04-25 03:18:07 -07:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
aa36cf26a1
Merge pull request #369 from JohannesPfeifer/master
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Bugfix in third order perturbation
2013-04-24 04:44:37 -07:00
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Sébastien Villemot
Houtan Bastani