Ferhat Mihoubi
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Marco Ratto
bd9af2fa5a
Fixed bug reported by Rob Luginbuhl in dynare forum
2012-06-29 00:50:54 +02:00
Marco Ratto
a74f7c0285
Reduce the number of plots produced by default with rmse filtering and redform filtering
2012-06-29 00:48:24 +02:00
Marco Ratto
2510454bd1
Add missing figures when filtering is applied
2012-06-29 00:36:22 +02:00
Marco Ratto
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
Sébastien Villemot
d44ca7296e
Merge remote-tracking branch 'ratto/master'
2012-06-22 10:57:25 +02:00
Michel Juillard
a6648b59ed
function evaluater_steady_state_file returns full size steady state
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vector (including auxiliary variables) even in case of error flag in
evaluating steady state
2012-06-21 18:16:49 +02:00
Marco Ratto
cb2526ba52
Fixed bug introduced in commit a070f5cb26
.
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The name npar was already used for the subsample loop.
To keep notation more in line with dynare options_ the old npar is renamed to B.
2012-06-21 17:13:00 +02:00
Sébastien Villemot
a7bddead43
Merge remote-tracking branch 'ratto/master'
2012-06-20 09:42:43 +02:00
Michel Juillard
2fa433f18e
fixing bug for estimation of models with measurement errors and
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missing observations
2012-06-19 16:35:44 +02:00
Marco Ratto
0e1f60b29f
This should fix the bug originating random crash of sensitivity test routine
2012-06-19 15:33:41 +02:00
Marco Ratto
a5abdb3ce2
Fixed use of old figure syntax to dyn_figure
2012-06-19 15:32:42 +02:00
Michel Juillard
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Michel Juillard
1eef328de0
correcting bug in welfare computation when using ramsey_policy and
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histval
2012-06-18 20:29:35 +02:00
Stéphane Adjemian (Charybdis)
9c5bbd5c09
Added a routine to simulate a backward looking stochastic model with arbitrary precision (needed for PEA).
2012-06-18 14:59:52 +02:00
Stéphane Adjemian (Charybdis)
a18b071770
Fixed shocks decomposition bug.
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(cherry picked from commit 68e7a310eda20f8f7611521ac45608a6941b31cc)
2012-06-18 14:55:36 +02:00
Houtan Bastani
328cc78d76
ms-sbvar: check for existence of mex file in dynare_config
2012-06-15 16:37:04 +02:00
Sébastien Villemot
9187e8ad4d
Typos
2012-06-15 15:09:39 +02:00
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
Marco Ratto
0494b92ed3
Proper handling of nograph option in gsa routines. Accordingly some more printed output on command window is allowed.
2012-06-15 12:29:22 +02:00
Marco Ratto
65cfa00e55
bug fix: lots of new empty figures were generated
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(cherry picked from commit 335db3d8dabb3a429dbe85a8d0a2ba3c6d447991)
2012-06-14 18:55:06 +02:00
Stéphane Adjemian (Charybdis)
abad13d020
Kill estimation if the likelihood is complex or NaN.
2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis)
1763855225
Consider the effective number of structural innovations in initial_estimation_checks routine. Some of the declared structural innovations may have been calibrated with a zero variance.
2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis)
b907e82e7b
Removed NaNs in M_.Correlation_matrix if they are the consequence of variances (of structural innovations) calibrated to zero.
2012-06-14 15:32:14 +02:00
Michel Juillard
a5d84a90c3
fixing bug in initialization of bayestopt_.name
2012-06-14 13:04:51 +02:00
Michel Juillard
8f4fb2f16f
fixed welfare evaluation for arbirtrary value of the state
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variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
Michel Juillard
9f161ff339
fixing lower bound for priors on correlation coefficients
2012-06-13 15:55:01 +02:00
Michel Juillard
3ff832ddcc
added test for too large standard deviation in beta distribution;
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cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard
a39a0b3b67
fixed bug when only variances are estimated, but no deep parameter
2012-06-13 14:08:58 +02:00
Sébastien Villemot
661531ebff
Remove MATLAB short-circuit operators
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They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Sébastien Villemot
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
01bb8c3e18
Merge remote-tracking branch 'ratto/master'
2012-06-11 10:46:32 +02:00
Ferhat Mihoubi
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
Ferhat Mihoubi
8bf31f9675
Corrects a bug in model_info
2012-06-11 10:32:44 +02:00
Stéphane Adjemian (Charybdis)
d006bd2aaf
Made replic option specific to stochastic simulations (options_.simul_replic).
2012-06-11 09:41:59 +02:00
Marco Ratto
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +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
bf88b6e93d
LIKK needs to be initialized when analytic derivation =0.
2012-06-08 17:06:59 +02:00
Houtan Bastani
08b9d1c8b3
fix function name
2012-06-08 16:25:22 +02:00
Houtan Bastani
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
Houtan Bastani
47808a0eb7
place AIM function calls at top of file
2012-06-08 16:16:12 +02:00
Marco Ratto
6b908a38eb
when identification=1, the only morris options allowed remain
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morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto
69d015a777
Asymptotic Hessian now works also for univariate stationary KF.
2012-06-08 15:26:14 +02:00
Marco Ratto
2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
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2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Marco Ratto
45bc5c2459
Removed duplicate of the same function.
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Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Sébastien Villemot
c26a211827
analytic_derivation and loglinear are incompatible
2012-06-08 11:33:33 +02:00
Marco Ratto
2de336c94c
fixed bug in analytic derivatives of normal pdf for vector inputs.
2012-06-08 08:50:48 +02:00