Commit Graph

4668 Commits (4729459970bc91bb7cd89985e91e572ea9b1cc7c)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 27587e1ea5 Factorized code for the displayed error messages. 2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla) 4fd4436013 Fixed case sensitivity issue with respect to TO and DO keywords. 2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla) 4dad18b222 Added new function from.
Allows the follwing syntax

FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))

where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
Houtan Bastani 1958a7b5df reporting: fix shading on Linux 2014-06-10 15:48:49 +02:00
Johannes Pfeifer 39bfc1dd04 Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative 2014-06-10 10:58:19 +02:00
Houtan Bastani f755a32745 reporting: align graphs based on axis not axis labels 2014-06-10 10:15:24 +02:00
Houtan Bastani 9258aecba0 reporting: add options to control y axis label 2014-06-10 10:15:15 +02:00
Houtan Bastani f101009d0d reporting: change default multiplication operator for graph precision 2014-06-09 11:47:23 +02:00
Sébastien Villemot 1a4df2fedf Merge pull request #659 from JohannesPfeifer/steady_fix
Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
Stéphane Adjemian (Charybdis) a9e8dbb752 Merge branch 'master' into use-dynSeries 2014-06-02 16:12:05 +02:00
Johannes Pfeifer ca6803b531 Add forgotten case to likelihood functions
Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
Johannes Pfeifer 2caa9eb9d4 Restore backward compatibility of mode_file option
Displays warning and then assumes the user provided a correct mode-file. Closes #658
2014-06-01 15:08:09 +02:00
Michel Juillard 381b0426e3 adding missing file for perfect foresight 2014-05-28 09:32:44 +02:00
Michel Juillard 979c1af53b perfect foresight with lmmcp: removed display of iterations 2014-05-28 09:23:10 +02:00
Johannes Pfeifer 616dad634a Fix size of NaN vector returned so that resid.m does not crash 2014-05-26 16:16:22 +02:00
Stéphane Adjemian (Charybdis) 45d7f15c94 Cosmetic. Deleted trailing white spaces. 2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis) 78e5fafb07 Updated header. 2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis) bc7f834241 Added missing flag for unitary test. 2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis) 56de3979c2 Removed compute_corr routine. 2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis) 2ee4d62570 Added routine to compute centered marginal moments of order n (possibly with missing observations). 2014-05-23 18:10:59 +02:00
Houtan Bastani 9229a35e71 reporting: add new Paragraph class 2014-05-23 18:10:44 +02:00
Stéphane Adjemian (Charybdis) b2c28530ea Renamed compute_stdv as nanvariance (computes variances instead of standard deviations). 2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis) bdd7b8aacc Rewrote compute_acov and renamed it as nanautocovariance. 2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis) dd223e41f5 Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN. 2014-05-22 19:27:14 +02:00
Houtan Bastani 0f61ae941a reporting: make zerotol work for both graphs and reports 2014-05-22 19:03:25 +02:00
Houtan Bastani bc2274e08a reporting: fix display 2014-05-22 19:03:25 +02:00
Houtan Bastani 1282f12bdc reporting: add new option graphShowInLegend to addSeries 2014-05-22 19:03:20 +02:00
Houtan Bastani 529e779b68 reporting: bug fix for graphHline 2014-05-22 17:03:52 +02:00
Houtan Bastani 4731ee4a89 reporting: bug fix for when a series doesn’t have a data option passed to it 2014-05-22 16:41:43 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Houtan Bastani 41548df963 reporting: replace isa(*,’dseries’) with isdseries() 2014-05-20 14:51:46 +02:00
Houtan Bastani 1435cc5096 reporting: replace isa(*,’dates’) with isdates() 2014-05-20 14:51:41 +02:00
Houtan Bastani afe925cd30 reporting: clean up writeSeriesForGraph.m 2014-05-20 14:39:50 +02:00
Houtan Bastani b0386575d6 reporting: change vline to accept only one dates 2014-05-20 14:38:02 +02:00
Houtan Bastani 0247faa9ed reporting: support horizontal lines 2014-05-20 14:25:01 +02:00
Houtan Bastani d470ef16ca reporting: support vertical lines 2014-05-20 14:17:24 +02:00
Houtan Bastani 106879c46e reporting: add new background layer 2014-05-20 14:16:52 +02:00
Houtan Bastani 7ef1efcd58 reporting: add missing semicolon 2014-05-19 17:52:24 +02:00
Houtan Bastani 2569a0e259 reporting: remove instances of deprecated function strmatch 2014-05-19 17:49:52 +02:00
Houtan Bastani 2434bfa097 reporting: remove unused variable 2014-05-19 17:27:47 +02:00
Houtan Bastani c9a26263d4 reporting: allow vspaces when section is not complete (implies that section is over) 2014-05-19 17:22:29 +02:00
Stéphane Adjemian (Charybdis) 9586f1e516 Fixed bug.Variable available_extensions is a cell array. 2014-05-19 16:42:50 +02:00
Houtan Bastani 0f34cf2029 add missing semicolon 2014-05-19 16:31:37 +02:00
Houtan Bastani 264110835d reporting: add miscTikzAxisOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani eb63ef0267 reporting: add miscTikzPictureOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani c7b2889034 reporting: allow for miscellaneous PGFPlots options to the addPlot command 2014-05-19 15:57:37 +02:00
Houtan Bastani ae1c12f482 reporting: add option ‘graphLegendName’ to addSeries 2014-05-19 12:29:54 +02:00
Michel Juillard 214610be1e updating lmmcp.m from RECS 2014-05-18 21:49:52 +02:00
Michel Juillard 1d9aee20f2 perfect_foresight_solver: fixing bugs 2014-05-18 21:49:52 +02:00
Michel Juillard 2c5eb9814b made lmmcp compatible with Octave 2014-05-18 21:49:52 +02:00
Michel Juillard f65b563e2d lmmcp: removed ineffective changes 2014-05-18 21:49:52 +02:00
Michel Juillard 385485c314 adding mixed complementarity conditions in perfect foresight solver 2014-05-18 21:49:52 +02:00
Michel Juillard 2f84a4809c using a substitute for strsplit() 2014-05-18 21:49:52 +02:00
Michel Juillard 653e275de3 updating dynare_config 2014-05-18 21:49:52 +02:00
Michel Juillard a7ec5c7258 extended_path: adding missing files 2014-05-18 21:49:52 +02:00
Michel Juillard a39d94409f adding lmmcp as solver for extended path 2014-05-18 21:49:52 +02:00
Michel Juillard 5425245ec1 adding lmmcp 2014-05-18 21:49:52 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Houtan Bastani e6b7a5b74a reporting: fix spacing between sections 2014-05-16 16:59:56 +02:00
Houtan Bastani 3af8ab90bb reporting: bug fix 2014-05-16 16:43:45 +02:00
Houtan Bastani 3516dd5989 reporting: simplify check 2014-05-16 16:35:18 +02:00
Houtan Bastani 35e56bad72 Add back function that was erroneously removed 2014-05-16 15:29:54 +02:00
Houtan Bastani d4972e988f reporting: fix bug when data option is passed to addGraph 2014-05-16 15:00:43 +02:00
Michel Juillard 23134353e3 extended_path: update tests models; correct bugs introduced in
previous commit
2014-05-12 14:17:19 +02:00
Sébastien Villemot 979101fa55 sim1: when there are NaNs/Infs, raise a warning rather than an error.
Otherwise the homotopy procedure can fail prematurely.

Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
Michel Juillard 26f2b301b0 make extended path algorithm 1 as a self contained problem usable by dynare_solve 2014-05-12 10:18:43 +02:00
Michel Juillard c3efb214ef Merge changes to extended path 2014-05-12 09:43:49 +02:00
Michel Juillard add594ab7e updating extended_path 2014-05-12 09:40:12 +02:00
Michel Juillard b5ca118bfb trust_region: replace a loop with a matrix expression 2014-05-11 14:44:44 +02:00
Michel Juillard 72950de0a0 solve1: initialize fjac only if it needs to be computed numerically. 2014-05-11 14:44:06 +02:00
Michel Juillard 1de2c67e76 Merge branch 'master' into ep 2014-05-10 10:15:39 +02:00
Sébastien Villemot e8ac5da9ea Fix trust region on entire model. 2014-05-09 15:33:26 +02:00
Michel Juillard 15b44eda25 Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Michel Juillard 57ae7d7fd9 adding solve_algo=9: using trust_region algorithm on the entire model 2014-05-07 21:25:10 +02:00
Michel Juillard a6106f07c7 making solve1.m robust to sparse Jacobian 2014-05-07 21:12:56 +02:00
Michel Juillard fad9aa6846 removing debugging printing 2014-05-07 14:23:31 +02:00
Michel Juillard 58ba964bb7 trust_region/dogleg: fixing sign error 2014-05-07 13:34:59 +02:00
Sébastien Villemot c3544553ab Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
Johannes Pfeifer d44825723b Adds test whether all parameters are set to model_diagnostics.m 2014-05-07 10:49:50 +02:00
Stéphane Adjemian (Scylla) 6ca649c4bf Added char method for @dates objects. 2014-05-02 12:15:58 +02:00
Stéphane Adjemian (Scylla) 211f05ac31 Added checks for the extension of the declared datafile. 2014-05-02 12:09:00 +02:00
Stéphane Adjemian (Scylla) 16194cedd9 Removed calls/references to @dynDate (replaces by @dates). 2014-04-30 15:44:30 +02:00
Stéphane Adjemian (Scylla) faf216d9d5 Fixed error message. 2014-04-30 15:43:51 +02:00
Stéphane Adjemian (Scylla) ad0802005b Replaced dynSeries by dseries. 2014-04-30 15:38:18 +02:00
Stéphane Adjemian (Scylla) 0f62d74ee4 Fixed bug. Global options_.dataset.file must be initialized as an empty array. 2014-04-30 15:35:43 +02:00
Stéphane Adjemian (Scylla) f03dd893a8 Allow the syntax o.disp() for @dates and @dseries objects. 2014-04-30 11:11:45 +02:00
Stéphane Adjemian (Scylla) f183c047d5 Test the existence of the files and folder before deletion. 2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla) 0cd6c9917e Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased). 2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla) b907844152 Test the existence of the files and folder before deletion. 2014-04-29 15:50:37 +02:00
Stéphane Adjemian (Scylla) 2b8e6fba9c Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased). 2014-04-29 15:50:37 +02:00
Sébastien Villemot e5ba312174 Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
Ref #220
2014-04-23 16:45:09 +02:00
Sébastien Villemot e2b42382ee There is now an interface for option maxit. 2014-04-23 15:18:33 +02:00
Sébastien Villemot cfb69064d9 More detailed progress information in perfect foresight homotopy.
Ref #220
2014-04-23 15:04:59 +02:00
Sébastien Villemot 7b882b2f60 Fix bug introduced in 0e204673. 2014-04-10 16:46:30 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 0e204673fd Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m. 2014-04-10 16:39:06 +02:00
Sébastien Villemot 9c279dca85 Merge pull request #646 from JohannesPfeifer/var_decomp
Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot 82b3115696 Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot bb1fd49629 Remove nonexistent global variable ex_det0_. 2014-04-08 17:19:55 +02:00
Johannes Pfeifer 6eb3a3d3ad Disentangle computation and display of conditional_variance_decomposition
Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot 295f8d53f0 smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
Johannes Pfeifer 3afdbf8e47 Add warning if conditional_variance_decomposition is requested with simulated moments 2014-04-07 11:29:05 +02:00
Michel Juillard fa7d123ea4 fix bug when there is no parameter declared in the model 2014-04-05 16:40:25 +02:00
Sébastien Villemot 614dc3e5a6 smoother2histval/histval_file: handle lagged exogenous.
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Johannes Pfeifer 9cf83b6e63 Add check to model_diagnostics.m whether Hessian was computed 2014-04-01 14:39:19 +02:00
Sébastien Villemot 8deec694ec Merge pull request #643 from JohannesPfeifer/Jacobian
Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot 7da5065db4 Don't skip first observation when loading XLS(X) or CSV files. 2014-04-01 12:14:49 +02:00
Houtan Bastani 7849707843 fix typo 2014-03-28 15:25:22 +01:00
Johannes Pfeifer 90b4cae92a Expand model_diagnostics.m to check Jacobians for NaN and Inf 2014-03-28 14:52:29 +01:00
Johannes Pfeifer d9d4fef251 Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
Sébastien Villemot d5da406544 Fixed bug in dseries constructor introduced in 4e1c26db. 2014-03-27 18:25:46 +01:00
Sébastien Villemot 8daed40ab3 Fix exception handling under MATLAB in unitary test infrastructure.
The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot f0f355e9b5 Fix typo. 2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla) fb75d1e19d Added a new routine for cleaning up a folder (delete all the files generated by Dynare). 2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla) 5e95824168 Fixed bug in the error message displayed when the mod file is not in the current folder. 2014-03-26 15:43:32 +01:00
Stéphane Adjemian (Scylla) 4e1c26db76 Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
Sébastien Villemot adae298d95 Improvements to smoother2histval.
- Support saving to an output MAT file.

- Handle smoothed variables computed by a Metropolis, by adding support for the
  parameter_set option.

- When an auxiliary variable is not in the output model, emit a warning instead
  of stopping with an error message (aux vars may be different between input
  and output models, even if the equations are identical).

Ref #594
2014-03-25 19:01:50 +01:00
Sébastien Villemot 8783122c39 Merge pull request #639 from JohannesPfeifer/Geweke
Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
Stéphane Adjemian (Scylla) 5afee622d4 Fixed typo. 2014-03-24 16:51:42 +01:00
Johannes Pfeifer 2c9c585d6e Fix invalid check for size of interval in Geweke
Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla) 37ab300dd2 Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
Stéphane Adjemian (Scylla) 20041ac70c New syntax for populating an empty dseries object.
If ts is an empty dseries object with a defined range of dates:

ts = dseries(dates('1990Q1'):dates('1990Q4'));

Then the following syntaxes are valid:

1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));

Remarks.

[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.

[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
Stéphane Adjemian (Scylla) 9712f4abe6 Added the possibility to pass a range of dates to the dseries constructor. 2014-03-22 11:23:46 +01:00
Sébastien Villemot 8186490a82 Merge pull request #638 from JohannesPfeifer/documentation
Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
Stéphane Adjemian (Scylla) db24d02694 Removed useless line.
(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
Stéphane Adjemian (Scylla) 7b83a39342 Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
Johannes Pfeifer a8c04e3ed5 Filter out more pathological cases in osr1.m 2014-03-19 21:43:23 +01:00
Johannes Pfeifer 12026b98a5 Add info about constants to dsge_likelihood.m header 2014-03-19 19:34:34 +01:00
Houtan Bastani fd4c71a2a4 ms-sbvar: add missing 's' flag to rmdir 2014-03-18 15:02:31 +01:00
Sébastien Villemot a459a3440b Provisions for MATLAB 8.3 (R2014a). 2014-03-18 14:59:08 +01:00
Michel Juillard f5ae90bcc8 extended-path: changed homotopy so that integration nodes change
too (only for for case 1)
2014-03-16 18:54:52 +01:00
Michel Juillard 8f06a3134d added unscented nodes generator
put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
Sébastien Villemot 3e00a99cc6 Merge pull request #634 from JohannesPfeifer/bvar
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot 8b90ca5d07 Merge pull request #632 from JohannesPfeifer/osr_doc
Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot 1fd89dffe5 Merge pull request #631 from JohannesPfeifer/ident_graph
Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Michel Juillard 821389fcc6 checking first whether initval values satisfy static model for Ramsey policy 2014-03-11 13:22:19 +01:00
Johannes Pfeifer 2a791e51df Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
Johannes Pfeifer 8d7c908dc7 Filter out DSGE-VAR in identification 2014-03-11 10:15:19 +01:00
Johannes Pfeifer 23f0322236 Cosmetic changes to documentation of osr 2014-03-11 10:05:17 +01:00
Johannes Pfeifer 3ee033ab10 Cosmetic Changes to figure names in identification 2014-03-10 20:57:29 +01:00
Sébastien Villemot 210d2f24e6 Trust-region solver is now the default solver. 2014-03-10 14:08:40 +01:00
Sébastien Villemot b3e69da93b Merge pull request #627 from JohannesPfeifer/master
Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Johannes Pfeifer 13df4979d8 Make error message for insufficient simulation length more informative. 2014-03-03 19:50:25 +01:00
Johannes Pfeifer cf4f7f362f Fix bug where NaN in residual of steady state were not detected with steady_state_model 2014-03-03 19:37:57 +01:00
Stéphane Adjemian (Scylla) 78a015a7d2 Fixed bug introduced in commit bb18c9386d. 2014-03-01 17:13:49 +01:00
Sébastien Villemot 9e332ef305 Forbid MOD file names that are too long.
And rename filenames in the testsuite that are too long.

Closes #626
2014-02-28 18:25:02 +01:00
Johannes Pfeifer e595626259 Make check.m display error messages
Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian 70b5cc88b2 Merge pull request #622 from rattoma/master
Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Stéphane Adjemian (Scylla) bb18c9386d Fixed bug.
MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Stéphane Adjemian (Scylla) c57aa43ca8 Bug fix.
<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
Marco Ratto 5ae06a211c Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file 2014-02-25 09:34:31 +01:00
Houtan Bastani 64d3d5cdc8 reporting: upgrade minimum pgfplots version when Debian upgrades its version 2014-02-24 15:53:07 +01:00
Houtan Bastani a9de9045a6 reporting: add baseline option to help with tikzpicture alignment 2014-02-24 15:34:48 +01:00
Houtan Bastani 759c95c163 reporting: comment out spurious whitespace 2014-02-24 15:30:39 +01:00
Houtan Bastani 0feeb0f2a9 reporting: fix shading 2014-02-24 09:11:11 +01:00
Houtan Bastani 9f3333db58 reporting: fix xticklabels for various shading situations 2014-02-24 09:09:33 +01:00
Johannes Pfeifer 221660dfea Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached 2014-02-21 19:19:36 +01:00
Sébastien Villemot c09d45c44d New smoother2histval function.
Ref #594
2014-02-21 18:33:51 +01:00
Sébastien Villemot c58183b552 Fix typo in trust_region code. 2014-02-21 14:47:41 +01:00
Stéphane Adjemian (Scylla) f8543c0a97 Fixed typo. 2014-02-21 12:23:36 +01:00
Stéphane Adjemian (Scylla) e1308a8192 Fixed homotopy for stochastic extended path. 2014-02-21 12:12:40 +01:00
Houtan Bastani daf6189e9c reporting: add option 'ALL' to xTickLabels 2014-02-20 16:35:05 +01:00
Houtan Bastani 5899a19e79 reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0. 2014-02-20 16:24:37 +01:00
Houtan Bastani fee1f9442f reporting: change figName option to graphName; change figDirName option to graphDirName 2014-02-19 15:23:56 +01:00
Houtan Bastani 961153aeb9 reporting: change option names to camelCase 2014-02-19 15:10:04 +01:00
Houtan Bastani 5df5de9309 reporting: extract tables into individual files for easy inclusion by user in their paper 2014-02-19 10:04:57 +01:00
Houtan Bastani b113785cab reporting: table.write: get length only once 2014-02-19 09:51:26 +01:00
Houtan Bastani 6f159b47d4 reporting: fix name of file 2014-02-19 09:49:11 +01:00
Houtan Bastani 769df9c36a reporting: fix bug causing directory to be ignored if figname option was passed to addGraph 2014-02-19 09:05:55 +01:00
Houtan Bastani 96d3cb96fa reporting: rename reporting_object_display.m 2014-02-19 08:24:46 +01:00
Sébastien Villemot 86dd4a5612 Fix make_y_.m for purely forward/backward models.
This commit is linked to 052faa2f93 and issue #613.
2014-02-17 17:51:57 +01:00
Sébastien Villemot 2fba1902ec Merge pull request #616 from JohannesPfeifer/more_explicit_messages
Add more explicit messages, fix typos in manual and add more explicit documentation for endval
2014-02-17 15:57:48 +01:00
Sébastien Villemot bf389e5024 Merge pull request #615 from JohannesPfeifer/dsge_var
Change disp() to errors in var_sample_moments.m
2014-02-17 15:51:30 +01:00
Houtan Bastani e329ee2b60 reporting: make the titleFormat default work for both titles and subtitles, not just titles 2014-02-17 12:25:49 +01:00
Houtan Bastani 28716ed52a reporting: add subtitles for graphs, closes #580 2014-02-17 12:11:41 +01:00
Houtan Bastani 581059fedc reporting: change default for titleFormat of page 2014-02-17 11:19:50 +01:00
Houtan Bastani 522013f889 reporting: add subtitle support for tables, ref #580 2014-02-17 11:19:46 +01:00
Michel Juillard 052faa2f93 make_y.m: replaced max_lead and max_lag by 1, as the model is now
always transformed with leads and lags on one period only. Close issue #613
2014-02-15 22:15:42 +01:00
Johannes Pfeifer 52e5b567eb Change disp() to errors in var_sample_moments.m
Otherwise, the data moments that are required for estimating DSGE-VARs are set to an empty matrix instead of aborting. This will then lead to a cryptic crash in initial_estimation_checks.m due to matrix dimensions not agreeing.
2014-02-15 17:01:41 +01:00
Houtan Bastani b3bcf37cca reporting: remove unused package and consolidate fprintf statements 2014-02-14 17:45:04 +01:00
Houtan Bastani 3afc670794 reporting: for easier figure reference, by default save report figures as: pg%d_sec%d_row%d_col%d.tex 2014-02-14 16:18:05 +01:00
Houtan Bastani 6d71e53646 reporting: include graph title in tikz code as opposed to latex 2014-02-14 15:36:16 +01:00
Houtan Bastani 73142f3eeb reporting: deal with nans/inf/-inf data by jumping it 2014-02-14 15:24:44 +01:00
Houtan Bastani 5cb2fd4ae6 reporting: compile with synctex option 2014-02-14 11:44:14 +01:00
Houtan Bastani 80de0f324f add missing semicolon 2014-02-14 11:41:05 +01:00
Houtan Bastani 24df481dc7 remove matlab2tikz requirement 2014-02-13 18:20:01 +01:00
Houtan Bastani eeedda5e2d reporting: add options xAxisTight and yAxisTight 2014-02-13 17:01:34 +01:00
Houtan Bastani 2916fc49b9 reporting: implement enlarge y limits for graph; requires a change in shading to get programmed ymin => using fill now 2014-02-13 16:47:17 +01:00
Houtan Bastani a6043e1096 reporting: fix name of function in error messages 2014-02-13 15:25:54 +01:00
Houtan Bastani 661d900f88 reporting: set up graph shade opacity 2014-02-13 15:22:38 +01:00
Houtan Bastani 96c8d33cff reporting: set up graph shade color 2014-02-13 15:22:31 +01:00
Houtan Bastani 031dca436b reporting: set up legends for graphs 2014-02-13 15:14:29 +01:00
Houtan Bastani be1819b282 reporting: make graph line markers work with tikz 2014-02-12 16:13:41 +01:00
Houtan Bastani 645af86c40 reporting: change series method names for writing 2014-02-12 14:48:48 +01:00
Houtan Bastani db50e96193 reporting: re-impliment yrange option 2014-02-11 18:25:50 +01:00
Houtan Bastani 623081cd32 reporting: new option xTickLabelAnchor 2014-02-11 17:04:06 +01:00
Houtan Bastani cc5bff921b fix typo 2014-02-11 17:04:06 +01:00
Houtan Bastani 6bbae11b66 reporting: new option xTickLabelRotation 2014-02-11 17:04:06 +01:00
Houtan Bastani e64d1e0952 reporting: add custom height/width to graphs 2014-02-11 15:34:42 +01:00
Houtan Bastani 4651338a76 first pass at tikz/pgf graphs 2014-02-11 15:34:35 +01:00
Houtan Bastani 0c09a8329f reporting: remove unused method 2014-02-11 15:21:01 +01:00
Houtan Bastani c3a5ca78e0 reporting: remove unused methods 2014-02-11 13:02:20 +01:00
Johannes Pfeifer dbb19b8e20 Adds explicit message if optimal policy was used with steady 2014-02-10 18:21:56 +01:00
Johannes Pfeifer 5835242982 Add message if model_diagnostics found no problems 2014-02-10 18:21:20 +01:00
Houtan Bastani cd8707f9b9 reporting: replace num2str with sprintf 2014-02-10 18:03:05 +01:00
Houtan Bastani 95fc644ca5 reporting: simplify graph code 2014-02-10 17:10:09 +01:00
Houtan Bastani b0171ad831 reporting: simplify section code 2014-02-10 16:21:30 +01:00
Houtan Bastani c8b1c931fc reporting: let subsasgn take {} ref 2014-02-10 16:19:01 +01:00
Houtan Bastani bbce05def7 reporting: fix bug 2014-02-07 16:23:20 +01:00
Houtan Bastani bf6f987ed7 reporting: remove unused function numVspace 2014-02-07 16:22:32 +01:00
Houtan Bastani 6412a045f0 reporting: remove all printing to screen 2014-02-07 16:22:32 +01:00
Sébastien Villemot e299d811b1 Merge pull request #609 from JohannesPfeifer/warning_lower_bound
Add warning if prior allows for negative variances and if negative estim...
2014-02-07 16:17:04 +01:00
Houtan Bastani 9babcbac5b reporting: fix display 2014-02-06 18:56:01 +01:00
Houtan Bastani 374cc5a8b5 reporting: simplify table code 2014-02-06 18:49:59 +01:00
Houtan Bastani 55bcf4356d reporting: mute spurrious output 2014-02-06 18:12:23 +01:00
Houtan Bastani 4c5419893e reporting: simplify code (remove sections object) 2014-02-06 18:11:31 +01:00
Houtan Bastani 0a0c3af3bc reporting: simplify code 2014-02-06 17:29:24 +01:00
Houtan Bastani d469c3590d reporting, dates: make shiftS calls more efficient 2014-02-06 15:30:19 +01:00
Johannes Pfeifer a9292c5086 Add warning if prior allows for negative variances and if negative estimated variances are encountered. Closes #522
Due to the use of variances for Sigma_e and subsequently backing out the standard deviation from these variances, the sign of the standard deviation does not matter and no bound needs to be imposed.
2014-02-04 18:59:28 +01:00
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver.
Closes #260
2014-02-04 17:56:27 +01:00
Sébastien Villemot 3fe5a728c6 Remove bad_cond_flag argument from solve1.
This flag was not grounded on any solid theoretical foundation.

This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
Sébastien Villemot 0bcc628ba3 Add missing semicolon. 2014-02-04 17:56:27 +01:00
Houtan Bastani 150e265cd2 reporting: check passed values 2014-02-04 17:03:25 +01:00
Sébastien Villemot 3348481104 Add new options consider_all_endogenous and consider_only_observed.
Closes #336
2014-02-04 14:49:06 +01:00
Sébastien Villemot 0df2ba7d12 Fix typo. 2014-02-04 14:38:11 +01:00
Sébastien Villemot 5862099416 Merge pull request #607 from JohannesPfeifer/unique_varlist
Unique varlist and choosing endogenous variables for estimation
2014-02-04 05:14:05 -08:00
Houtan Bastani 4dd462e2bb fix bug introduced in 4caa36232b 2014-02-03 15:53:16 +01:00
Sébastien Villemot 5308da2cad Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
Sébastien Villemot 6d1ee23437 Fix test for availability of xlswrite. 2014-02-03 15:52:54 +01:00
Houtan Bastani 4caa36232b reporting: fix assertion 2014-02-03 15:49:29 +01:00
Stéphane Adjemian (Scylla) 21e9b22d7c Merge branch 'get-prior-info-fixes' 2014-02-03 14:25:53 +01:00
Johannes Pfeifer 6962bc8171 Convert use of unique to be compatible with older Matlab version 2014-02-03 13:19:11 +01:00
Johannes Pfeifer 85815ca651 Adds new option to select which variables to consider for estimation
First step for ticket #336
2014-02-03 13:10:31 +01:00
Stéphane Adjemian (Scylla) 2ee11fa860 Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605. 2014-02-03 12:25:29 +01:00
Stéphane Adjemian (Scylla) 4b4de4102a Added new routine that converts a string of Key-Value pairs in a cell. 2014-02-03 12:25:29 +01:00
Johannes Pfeifer c6cd5b40d9 Consider only unique members of varlist in estimation 2014-02-03 10:03:17 +01:00
Johannes Pfeifer e0ed06e608 Consider only unique variables in stoch_simul 2014-02-03 09:54:27 +01:00
Michel Juillard c1e0d68351 removed useless test with exist() that is very expensive in
Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
Stéphane Adjemian (Scylla) 63c289adba If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object. 2014-02-01 11:38:10 +01:00
Stéphane Adjemian (Scylla) 90b47d2704 Added chain method in dseries class. 2014-02-01 11:38:10 +01:00
Sébastien Villemot 9d36a326f1 Merge pull request #603 from rattoma/master
HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
Stéphane Adjemian (Scylla) 7864e0ec82 Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805). 2014-01-30 17:57:36 +01:00
Stéphane Adjemian (Scylla) f1e4ca2f48 Test if the data are positive before applying the log. 2014-01-30 17:44:47 +01:00
Stéphane Adjemian (Scylla) 8829baa3aa Merge branch 'johannes-documentation' 2014-01-30 15:33:28 +01:00
Stéphane Adjemian (Scylla) 00cfec8fb6 Issue an error message if loglinear option is equal to 1 in non linear likelihood routine. 2014-01-30 14:39:06 +01:00
Stéphane Adjemian (Scylla) 2e1ad9c51b Merge branch 'loglinear' 2014-01-30 13:06:43 +01:00
Stéphane Adjemian (Scylla) 62aa9b8fa5 Check if the steady state is strictly positive when simulating/estimating a model with loglinear option. 2014-01-30 13:03:03 +01:00