68dff500ca
bug fix: typo
2013-02-05 11:18:43 +01:00
f0ef6c930a
Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
2013-02-05 10:37:11 +01:00
aa9bbf8f06
Add missing semicolons
2013-01-30 16:58:15 +01:00
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
af6bc73695
Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status
2013-01-18 17:05:10 +01:00
fb6762a972
Considers a pathological case where a static model is dynamically simulated
2013-01-18 17:03:12 +01:00
47022b12c3
Considers a pathological case where the dynamic model is simulated on one period
2013-01-18 17:02:15 +01:00
fb127d010e
Correction of a bug in controlled exogenous variables indexation
2013-01-18 17:00:04 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
9334d762e1
* matlab/@dynSeries/private/horzcat2.m: added missing update of 'time' member
2013-01-13 11:01:32 +01:00
a74069c91d
* matlab/@dynDates/append.m: added the possibility to append a
...
dynDates object. Duplicate dates are permitted and not checked for.
2013-01-13 10:53:23 +01:00
842b8875f2
* matlab/@dynDates/subsref.m: adding sub_sample subsref to dynDates
2013-01-13 10:24:16 +01:00
e6541dabcc
* matlab/@dynSeries/subsref.m: removed spurious code introduced in
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previous commit
2013-01-13 09:14:57 +01:00
4f7606f5a1
* matlab/@dynDate: started changing references to dynTime by
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dynDates; dynDate can be initialized with a single dynDate
2013-01-12 21:39:54 +01:00
15fa7fc840
* matlab/@dynDate/colon.m: fixed bug when there is only one series
2013-01-12 21:36:01 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
a4681b5092
Don't fail when all values are NaN/Inf
2013-01-07 17:03:47 +01:00
5c88338965
Fix mode_compute=3 under Octave
2013-01-07 15:40:48 +01:00
8c7e3d46ed
Document when mode_compute={1,3,7} are available, and error with an informative message if not
2013-01-07 15:40:45 +01:00
ad8b615771
Use maximum_endo_lag instead of maximum_lag
...
Closes : #292
2013-01-07 10:40:49 +01:00
323f455a38
Merge remote-tracking branch 'ratto/master'
2012-12-19 17:50:41 +01:00
9dfe2c908f
Added methods to compute yearly and quaterly growth rates and differences (dynSeries).
2012-12-19 17:13:52 +01:00
037eca4b9c
Fixed bug with ML estimation with analytic derivatives
2012-12-19 13:16:15 +01:00
e0018f8bca
Added overload subsasgn method in dynSeries class.
...
Following syntax:
ts{'GDP_US'} = ts.{'GDP_US'}.log
applies the log function to the variable GDP_US in the dynSeries object ts. Note that this works on an arbitrary number of variables and that regular expressions can be used (see previous commits).
2012-12-12 16:16:11 +01:00
732d321606
Added the possibility to get the name of the i-th variable in a dynSeries object.
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The following syntax
A.name{i}
where A is a dynSeries object, returns the name of the i-th variable in A.
2012-12-12 16:16:11 +01:00
1f48a2bffe
Added overloaded mrdivide method in dynSeries class.
2012-12-12 16:16:11 +01:00
b48e0a8d75
Added set_names method in dynSeries class.
2012-12-12 16:16:11 +01:00
65bc1f2980
Fixed texinfo header.
2012-12-12 16:16:11 +01:00
96dea568b1
Added overload mtimes method in dynSeries class.
2012-12-12 16:16:11 +01:00
7878b806d6
Cosmetic changes.
2012-12-12 16:16:11 +01:00
2b6915cf8f
Added missing init and tex member in overload plus method (dynSerie class).
2012-12-12 16:16:10 +01:00
ad68019a06
Added overload minus method in dynSeries class.
2012-12-12 16:16:10 +01:00
f1a4ac5fff
Added overloaded uminus method in the dynSeries class.
2012-12-12 16:16:10 +01:00
1de31adf34
Added overload plus method for dynSeries class.
2012-12-12 16:16:10 +01:00
e27dd38c7f
Added overloaded isempty function for dynSeries class.
2012-12-12 16:16:10 +01:00
9ec22085b0
Fix wrong count of forward looking vars in check with block option
...
Bug introduced in c121aa14b1
2012-12-11 18:10:01 +01:00
bcb59e373d
fixed bug in conditional forecasts whith constraints on only one period
2012-12-10 21:14:00 +01:00
2098beb089
Added save method (m, mat, csv formats) in dynSeries class.
2012-12-07 16:43:06 +01:00
73c96097bd
Append 'Y' to yearly dates.
2012-12-07 16:43:06 +01:00
c858b366f9
Added dot access to format method (dynDate).
2012-12-07 16:43:06 +01:00
96321a8afd
Added the possibility to select variables in a dynSeries object. It is possible to use regular expressions. Examples are given in unitary test #6 of subsref overloaded method.
2012-12-07 16:43:06 +01:00
e9458a8954
Removed useless functions (dynSeries).
2012-12-07 16:43:06 +01:00
78e9194fb4
Fixed horzcat overloaded method (dynSeries).
2012-12-07 16:43:06 +01:00
325b06de24
Updated texinfo headers.
2012-12-07 16:43:06 +01:00
454638d778
removed useless calls to set_default_options (already set in global_initialization.m)
2012-12-06 15:42:18 +01:00
38bc29ff05
clean up resol
2012-12-06 14:58:58 +01:00
0ab2c28fd5
-) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
...
-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
2012-12-05 09:46:12 +01:00
967eb63bbb
fix typo
2012-12-04 11:31:41 +01:00
e1527b215e
Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
...
For instance, the following syntax is allowed:
dbload = dynSeries();
mydata = dbload('data_file.csv');
2012-12-03 16:15:37 +01:00
9783060575
Removed useless path instructions.
2012-12-03 16:15:37 +01:00
f89b5cfe38
Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
...
For instance, the follwing syntax is allowed:
data = dynSeries('mydata.csv');
assuming that the csv file is in the matlab's path.
2012-12-03 16:15:36 +01:00
16cba161ac
Fixed bug (removed first row of data).
2012-12-03 16:15:36 +01:00
7f10bccf4a
Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes.
2012-12-03 16:15:36 +01:00
d4595a85a0
Moved get_cells_id routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
c100a04505
Moved check_file_extension routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
ce6f57a5cb
Fixed bug. Removed file extension.
2012-12-03 16:15:36 +01:00
118a823310
fixed bug in stochastic extended path for orders > 1
2012-12-02 14:28:38 +01:00
c06bd0ae75
Support nograph option for posterior distribution plots
2012-11-29 14:52:33 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
8eb6284b3c
Fixed bug (the name of the covariance matrix changed in previous commit).
2012-11-29 12:56:01 +01:00
2ff996d077
Do not build the tree for future shocks if options_.ep.stochastic.order = 0.
2012-11-29 12:56:01 +01:00
e84b8de476
Fixed typos.
2012-11-29 12:56:01 +01:00
f42446033c
Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
2012-11-29 12:56:01 +01:00
c9469a3626
Buikd the tree of future shocks in setup_stochastic_perfect_foresight_model_solver routine.
2012-11-29 12:56:01 +01:00
74c856b727
Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights.
2012-11-29 12:56:01 +01:00
5c0d387c4f
Cosmetic change. Changed the organization of options for (stochastic) extended path
2012-11-29 12:56:01 +01:00
63157949ca
Removed useless routine.
2012-11-29 12:56:00 +01:00
e9c552c436
Initialize pfm structure in a new routine (setup_stochastic_perfect_foresight_model_solver).
2012-11-29 12:56:00 +01:00
13ea421137
Added routine computing Gaussian cubature weights and nodes (implementation of algorithms described in Stroud 1971).
2012-11-29 12:56:00 +01:00
7e47128212
Added new routines to load data from m, mat or csv files. Used by dynSeries class.
2012-11-29 12:56:00 +01:00
f01b97da18
Check that freq property is also empty.
2012-11-29 12:56:00 +01:00
7c9ce9152d
fixing bug in error message for failed homotopy (steady)
2012-11-28 21:32:15 +01:00
892df90629
1) Make the occurrence of sequences of univariate steps more likely;
...
2) also impose a sequence of univariate steps in the first iteration;
2012-11-26 08:25:12 +01:00
c9a2dbcb72
Bug fix for when a parameter is orthogonal to any other one in the model.
2012-11-26 08:22:42 +01:00
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
bb0993973a
Fixed output argument ordering in non_linear_dsge_likelihood.
...
Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-21 10:07:30 +01:00
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
db2615a4c7
Use economy-size decomposition option of qr2 routine.
2012-11-20 14:39:45 +01:00
af23d72cb1
Allow economy-size decomposition with qr2 routine.
2012-11-19 17:43:59 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
93e6b41df5
Added routines that will be used to import data (csv file) in a dynSeries object.
2012-11-19 16:17:00 +01:00
c3ff5d92d3
Cosmetic change.
2012-11-19 16:17:00 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
92727ed75c
Remove obsolete stoch_simul_sparse.m
2012-11-16 18:55:42 +01:00
ddbeb8ceaa
Remove unused oo_.dr.kae, oo_.dr.kad
2012-11-16 17:51:25 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
6139af89d5
add pruning in the auxiliary particle filter.
2012-11-16 17:27:54 +01:00
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
35c77c2e46
typo fixed.
2012-11-16 13:25:41 +01:00
915a203add
bug fixed.
2012-11-16 13:12:21 +01:00
919bd97682
add minor modifications.
2012-11-16 12:35:11 +01:00
202d8a2bd2
minor modifications
2012-11-16 12:35:11 +01:00
c8c7b9faf6
minor modifications.
2012-11-16 12:35:11 +01:00
eb9bc512d7
fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling
2012-11-16 12:35:11 +01:00
3a9eed00df
fixed bugs for estimating a gaussian-mixture distribution.
2012-11-16 12:25:46 +01:00
186de044f4
fix bugs for sampling in a gaussian-mixture distributions.
2012-11-16 12:25:46 +01:00
f7e3ad7b25
fix bugs in k-means code.
2012-11-16 12:25:45 +01:00
f41e969dbe
computes the weights and the nodes for approximating gaussian distributions using the scaled unscented approach.
2012-11-16 12:25:45 +01:00
a184e80a89
computes the nodes and weights for approximating a gaussian distribution.
2012-11-16 12:25:45 +01:00
d5666529af
computes the density of particles in a gaussian-mixture distribution.
2012-11-16 12:25:45 +01:00
2fb1065b4f
computes the density of particles in a gaussian distribution.
2012-11-16 12:25:45 +01:00
56e723c08e
Computes the density of observables as a function of states.
2012-11-16 12:25:45 +01:00
eb72df7bc6
computes the proposal distribution during the importance sampling step for gaussian-mixture filters. Fix many bugs.
2012-11-16 12:25:45 +01:00
ab2ae38e8f
computes incremental weights for gaussian-mixture filters.
2012-11-16 12:25:45 +01:00
7dcdd20f6e
gaussian mixture nonlinear filters: uses gaussian-mixture approximations for particles. Fix bugs and normalize the way likelihood is calculated.
2012-11-16 12:25:45 +01:00
b0788fae50
computes the proposal distribution during the importance sampling step in gaussian nonlinear filters. Uses a nonlinear Kalman filter and several gaussian approximations.
2012-11-16 12:25:45 +01:00
553c26e0b3
gaussian nonlinear filter : uses a gaussian approximation for particles.
...
fix bugs and normalize the way we write the likelihood.
2012-11-16 12:25:45 +01:00
4725a2054d
compute incremental weights for gaussian filters.
2012-11-16 12:25:44 +01:00
a96850a090
fix bugs on sorting variables.
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test different cases before doing resampling
2012-11-16 12:25:44 +01:00
f0fcfa3b62
fix bugs in the univariate smooth resampling approach.
2012-11-16 12:25:44 +01:00
c6e5368a9d
fix bug for weights initialization.
...
fix bug for calculating observed predicted mean and variance with the correct weights.
2012-11-16 12:25:44 +01:00
edf9955c09
fix bug when comparing xparam with upper and lower bounds.
2012-11-16 12:23:18 +01:00
b6c72f18fa
-add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters)
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-modify the default of parameters for the gaussian approximation using the scaled unscented transformation
2012-11-16 12:18:55 +01:00
6350962186
Fixed copyright.
2012-11-16 12:18:55 +01:00
7fd1df2505
Fixed bug when comparing xparam1 with upper and lower bounds.
2012-11-16 12:18:54 +01:00
79b5db3037
Cosmetic change.
2012-11-15 13:54:21 +01:00
89356ba248
Added a unitary test in the overloaded colon method of the dynDate class, using the new feature introduced in the previous commits.
2012-11-15 13:53:35 +01:00
67e8db365c
Changed subsref overloaded method (dynDate): added a new interface to populate empty dynDate objects with specified frequency. Added unitary test.
...
For instance if we instantiate an empty dynDate object for quaterly dates:
qq = dynDate('Q');
Then we can populate this object as follows (2009 second quarter):
d1 = qq(2009,2);
2012-11-15 12:40:24 +01:00
0b7e5910ae
Changed a condition in dynDate constructor (for yearly dates).
2012-11-15 12:34:11 +01:00
e71ccaef0b
Added the possibility to instantiate empty quaterly, monthly or weekly dynDate objects. Added unitary test.
2012-11-15 11:07:43 +01:00
2313ec2d94
Fixed function name, header and error message.
2012-11-14 12:32:03 +01:00
a1c8c785e0
Added unique method to the dynDates class.
2012-11-14 12:32:03 +01:00
bcaae72338
Added pop method to the dynDates class.
2012-11-14 12:32:02 +01:00
11c30cee3b
Cosmetic change.
2012-11-14 12:32:02 +01:00
28e146fc69
Fixed header.
2012-11-14 12:32:02 +01:00
fde2694e0c
Added append method in dynDates class (with unitary tests).
2012-11-14 12:32:02 +01:00
32905b1ce1
Added more complex calls to subsref overloaded method for dynDate class. Added unitary test.
2012-11-14 12:32:02 +01:00
68a2ce4f49
Fixed bufg in overloaded subsref method for dynDates class.
2012-11-14 12:32:02 +01:00
47dd0d09ad
Changed behavior of ne overload method (dynDate) as in commit ##9dc16fc765bfd8957dbe24a2ac1244fbde1edf09. Removed useless variable. Updated copyright.
2012-11-14 12:32:02 +01:00
55a3129644
Removed useless variable + Cosmetic change + Updated copyright
2012-11-14 12:32:02 +01:00
8b3e6e8c4d
Removed useless variable + Cosmetic change + Updated copyright
2012-11-14 12:32:02 +01:00
62794a10c1
Removed useless variable + Cosmetic change + Updated copyright
2012-11-14 12:32:02 +01:00
42331f2239
Updated copyright
2012-11-14 12:32:02 +01:00
602d266bba
Removed useless variable + Cosmetic change.
2012-11-14 12:32:01 +01:00
4339673431
Removed useless variable in dynDate/eq.
2012-11-14 12:32:01 +01:00
2def9f88dd
Adapted unitary to the previous commit (#9dc16fc765bfd8957dbe24a2ac1244fbde1edf09).
2012-11-14 12:32:01 +01:00
131c423059
Changed behavior of eq overloaded method (dynDate class). Trigger an error message if the two compared objects have no common frequency.
2012-11-14 12:32:01 +01:00
3c911e5b2c
Updated copyright.
2012-11-14 12:32:01 +01:00
c40dd62531
Fixed error messages.
2012-11-14 12:32:01 +01:00
cae06f3d80
Added unitary test in colon overladed method (dynDate).
2012-11-14 12:32:01 +01:00
1df227ce21
Updated copyright.
2012-11-14 12:32:01 +01:00
244395c2e7
Changed subsref overloaded method in dynDate class.
...
Allow to populate an empty dynDate object or update a dynDate object. For instance, if we instantiate
the dynDate class as follows:
a = dynDate()
a is an empty dynDate object. We can "populate" this object as follows
a('1938Q4')
Note however that a ins not modified in place (due to a limitation of Octave's class design), a copy
has to be made.
2012-11-14 12:32:01 +01:00
52ebca922b
Updated copyright.
2012-11-14 12:32:01 +01:00
05cfedfd51
Added comment.
2012-11-14 12:32:01 +01:00
50a2f94197
Updated copyright
2012-11-14 12:32:01 +01:00
c1616872a4
Removed useless path informations in (dynSeries) horzcat overloaded method.
2012-11-14 12:32:00 +01:00
d92a7775b9
Removed debug info in first unitary test of dynSeries constructor.
2012-11-14 12:32:00 +01:00
bc1276a218
Removed useless path information in unitary test (dynSeries constructor).
2012-11-14 12:32:00 +01:00
b8803c149e
Added unitary test for dynSeries class.
2012-11-14 12:32:00 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
4604148d2f
Put back pruning in particle filter (implemented in sequential_importance_particle_filter).
2012-11-07 15:58:56 +01:00
c7bd05224f
Fixed issue with weights when computing first and second order moments.
2012-11-07 10:48:05 +01:00
a9d3ecb0ed
Added comments.
2012-11-07 10:13:11 +01:00
2e59409df4
corrected bug introduced in recent commit 48e00c5789
2012-11-01 09:26:05 +01:00
ea504638fc
fixing bug for local approximation of models with variables appearing
...
only as forward looking (I believe that such models can't be solved,
but it is a different issue).
2012-10-31 17:56:42 +01:00
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +01:00
a23b497a49
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
48e00c5789
corrected and clarified error messages when steady state computation fails
2012-10-31 11:09:25 +01:00
6c7501d906
move console setting to global_initialization.m
2012-10-30 14:10:54 +01:00
fc7ea133d9
force console mode when matlab started with -nojvm or -nodisplay flags or octave started with --no-window-system flag (ticket 283)
2012-10-30 13:50:51 +01:00
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
74c300939a
making sure that dsge_likelihood.m always returns a value in fval
2012-10-24 10:02:17 +02:00
b326636d0b
sbvar: replaced warning about sample size different from available
...
data by error if available data are shorter than declared sample
2012-10-23 14:33:02 +02:00
d5f29e0b89
sbvar: made option final_year optional is using the entire sample
2012-10-23 14:33:01 +02:00
bb6d3f539e
fixing bug in writing variance decomposition files
2012-10-21 10:14:38 +02:00
7922366f71
fix bug in setting oo_.dr.state_var. This bug could generate wrong row
...
labels in Policy and Transition Functions.
2012-10-14 22:54:49 +02:00
4c18bfea47
allow for missing column headings in XLS(X) data file. Such a column
...
can't be used for data, but it happens that dates for example don't
have a column headings
2012-10-14 22:50:50 +02:00
c2c88600a1
More explicit error message when no estimated_params and no smoother
...
Closes : #222
2012-10-08 14:42:09 +02:00
cc26a1d806
Add comment for the use case when there is no estimated_params
2012-10-08 14:32:22 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
c88a8aaaa6
changed warnings into errors when load_mh_file or recovery is used and
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there is no metropolis history file
2012-10-08 11:50:48 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
...
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
e835c7d945
Bug fix: graphic options are not passed to global options_ (for the next release try to skip the use of the global here).
2012-10-02 08:59:49 +02:00
dd8f16c8db
Revert "reset penalty to 1.e8." Too big a penaly is not desirable.
...
This reverts commit fcceec896a
2012-10-01 14:23:21 +02:00
fcceec896a
reset penalty to 1.e8.
2012-10-01 08:53:50 +02:00
560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
3744061112
Save the names of the estimated parameters in <MODEL_NAME>_mode.mat when mode_compute is equal to six (stochastic optimization).
2012-09-29 00:08:05 +02:00
421e1a39fc
Merge remote-tracking branch 'ratto/master'
2012-09-27 16:36:00 +02:00
7c6ae272f6
ms-sbvar: remove field removal for file tags
2012-09-27 15:32:33 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
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the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
d0d0b6ed52
Use new numgrad routines.
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options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
f944a43b0c
added code for computing risky steady state in regular models (not
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portfolio models)
2012-09-19 22:51:44 +02:00
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
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all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
c29fa9d81c
Fixed bug (wrong index).
2012-09-19 17:03:07 +02:00
914d97fb53
Added waitbar to prior_sampler routine.
2012-09-19 16:27:43 +02:00
0f7076846f
Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive.
2012-09-19 13:44:57 +02:00
465bb6c144
Added missing call to set_state_space.
2012-09-19 12:27:11 +02:00
59a3db051f
Temporarly set options_.order equal to one in get_prior_info routine.
2012-09-19 12:07:16 +02:00
7fd9ab1473
Remove unused variables
2012-09-19 10:47:12 +02:00
9d555075d6
Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr
2012-09-19 00:05:28 +02:00
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
6adb58dbc1
Remove workaround for Octave 3.2 (we now require 3.4)
2012-09-18 11:42:11 +02:00
c41ce4ae69
Merge remote-tracking branch 'ratto/master'
2012-09-18 11:13:50 +02:00
fd7386b593
Merge remote-tracking branch 'jpfeifer/master'
2012-09-18 11:13:46 +02:00
cba7a3fcc8
Homogeneize behavior for PDF and FIG under Octave
2012-09-18 11:12:11 +02:00
fce6c5cc31
Increase accuracy in printing cosn for collinearity patterns
2012-09-18 10:42:01 +02:00
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
8d4c812671
Merge remote-tracking branch 'ratto/master'
2012-09-17 10:29:53 +02:00
d50e68ef2d
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-16 12:11:51 +02:00
24a5bd4868
Fixed bug where when using mode_compute=0 with a mode-file from mode_compute=6, mh_jscale is not loaded.
2012-09-16 12:10:53 +02:00
c2ce75aa45
Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m
2012-09-14 18:00:12 +02:00
b756ee1819
Analytic derivatives: make them work for lik_init==2 as well
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(lik_init =3 and =4 still to be worked out)
2012-09-14 17:07:38 +02:00
e637319be5
bug fix. the diffuse filter should simply penalize the likelihood with the NaN without breaking the estimation (this is in line with missing_observations_kalman_filter_d.m).
2012-09-14 17:05:35 +02:00
3658b02455
Fixed bug. If info==19 (steady state routine returns check=1) info(2) is NaN, so that it is not possible to define an endogenous penalty. In this case we just add one to objective_function_penalty_base.
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(cherry picked from commit d2912b264c326b3f349984b605787045b028b992)
2012-09-14 17:05:31 +02:00
c74b1d1bdc
Provisions for MATLAB 8.0 (R2012b)
2012-09-14 11:10:47 +02:00
428b193c11
Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
2012-09-11 15:45:08 +02:00
c65ff9d988
Fix crash with MATLAB 7.1 and 7.2 under Windows
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Closes : #277
2012-09-11 12:32:27 +02:00
2d66c68301
Fix function header
2012-09-11 11:16:40 +02:00
07193b2cfa
fixing bug in computing full_rank for purely backward models
2012-09-11 10:06:38 +02:00
92833d3ceb
In CHECK, use the eigenvalues as computed by the reordered real
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generalized Schur decomposition, rather than the ones computed by
eig()
2012-09-10 14:27:56 +02:00
a22d1d415a
replaced rank() by rcond() in evaluating whether Z22 is full rank in
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checking Blanchard and Kahn conditions with CHECK
2012-09-10 13:26:05 +02:00
205b455ad7
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.
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Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
2012-09-06 14:13:29 +02:00
8a0fe91480
Removed annoying warning messages.
2012-09-06 12:22:32 +02:00
43e2c9ecef
Added a routine to test if a file exist.
2012-09-06 12:21:28 +02:00
19c46dba55
Improved recursive estimation. Run the estimation using previous results (saved in <M_.fname>_mode.mat).
2012-09-06 11:14:48 +02:00
6beb4e3f8f
small bug fix
2012-08-30 14:59:32 +02:00
e8f159f66b
fixing bugs in previous commit
2012-08-30 12:44:46 +02:00
1bac2d34c3
adding a trap to catch the case where the random generator of the
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master is not available on the slave
2012-08-30 12:24:05 +02:00
f77b101d7b
fixing bugs in random generator handling code
2012-08-29 22:12:50 +02:00
378413ed14
fixing typo in previous commit
2012-08-29 21:02:33 +02:00
dbdbfdd926
adding set_dynare_random_generator_state() and
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get_dynare_random_generator_state(). Use now different seeds for
different Metropolis chains. Fixed handling of random generator state
thourghout the code.
2012-08-29 17:58:54 +02:00
d9f3ab5be8
Partially revert commit #69efc894c6dc9ac1250bd7450bd57443f088c242. Test for Octave/Matlab to decide how to call the print command. Added a warning stating that Octave cannot create pdf files.
2012-08-29 16:50:08 +02:00
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
526d6ca76c
removing unused function
2012-08-28 11:55:16 +02:00
e519b04713
bug fix: when nograph=1, SmoothedShocks were not saved.
2012-08-27 17:45:47 +02:00
1193cab7c8
Make the function compatible with multiple file formats.
2012-08-27 16:37:14 +02:00
0508bf9a41
Added missing default options for stochastic simulation of nonlinear backward looking models.
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(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
2012-08-27 12:53:11 +02:00
a7ba2b51e7
Trap error when the model does not solve for point estimation (prior mean-mode posterior mean-mode)
2012-08-24 17:09:13 +02:00
9edce5414f
bug fix for octave.
2012-08-24 16:40:24 +02:00
fda047e19c
updated penalty has to be properly passed to the objective function.
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This relates should fix behaviour after commit 6b3bd9dd0b
2012-08-24 16:39:04 +02:00
fe98a0875d
Added the possibility to save the plots generated by the shock_decomposition command.
2012-08-24 15:03:35 +02:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Ferhat Mihoubi
Michel Juillard
Michel Juillard
Frédéric Karamé
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer