Commit Graph

321 Commits (4733d97cebde01370afaf617f790a70f051d4abc)

Author SHA1 Message Date
MichelJuillard 8e9cd95a89 Merge pull request #760 from JohannesPfeifer/fix_smoother
Fix bug when calling non-Bayesian smoother after Bayesian estimation
2014-11-20 10:27:15 +01:00
Johannes Pfeifer 86cac40362 Harmonize field length for FilteredVariables for calibrated smoother
Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
2014-11-16 21:11:06 +01:00
Johannes Pfeifer 4b1e815728 Always display value of posterior/likelihood at the mode
Also clarifies that minus the posterior/likelihood is displayed
2014-11-16 21:11:06 +01:00
Johannes Pfeifer 1cbb17f929 Make sure classical filtered variables have the same length as the Bayesian ones, i.e. nobs. 2014-11-16 21:08:18 +01:00
Johannes Pfeifer 7c59edead2 Make simplex_optimization_routine.m usable outside of estimation
Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
Johannes Pfeifer 8443eb58cd Do not create classical filtered variables at posterior mean if Bayesian filtered variables were requested
The check for running the smoother on the model at the posterior mean is only based on whether the smoother option was set. But filtered_vars is a separate option. If not also checking whether Bayesian filtered variables have already been requested, oo_.FilteredVariables will contain both "ML" and Bayesian fields, which is confusing. The change only saves the filtered variables from the classical smoother if the user did not use Bayesian estimation.
2014-10-29 19:07:49 +01:00
Stéphane Adjemian (Karaba) f48566aeae Fixed prior bounds (according to the doc in master branch).
* Second  and  third  positional  arguments  after the  name  of  the
   estimated  parameter   in  the  estimated_params   block  are  only
   considered in the optimization stage (not in the MCMC)

 * Do not  store bounds  in bayestopt_, because  bounds do  not always
   reflect restrictions implied by prior shapes.

 * prior_bounds routine  returns a structure  (with fields lb  and ub)
   instead of a matrix.
2014-10-20 16:18:54 +02:00
Johannes Pfeifer 2c01113e8c Fix bug when calling non-Bayesian smoother after Bayesian estimation
Because xparam1 is used by the smoother, but xparam was set to the posterior mean, the non-Bayesian smoother results were based on the parameters at the mode, which are stored in xparam1.
2014-10-15 09:49:07 +02:00
Johannes Pfeifer 79c5e18bfe Cosmetic changes
- Suppresses spurious output from dynare_estimation_1.m
- Removes unset output argument from dynare_estimation_init.m (which seems to be totally unused as it was not set at all and nobody reported any crashes)
- Corrects header of dynare_estimation_init.m
2014-09-19 16:20:43 +02:00
Johannes Pfeifer 8655df67a9 Clean up use of verbosity option
- in dr_block.m and ep_residuals.m the option was hardcoded and disabled
- for csminwel1.m, no verbosity option exists anymore, thus definitions preceeding calls to it were redundant as was the options_.osr.verbose
2014-09-12 10:33:37 +02:00
Stéphane Adjemian (Scylla) 576ed55dda Merge branch optimizer_number_5. 2014-09-11 17:38:03 +02:00
Stéphane Adjemian (Scylla) 5e4b7d8d42 Added filter_algorithm (estimation command, sets the particle filter algorithm). 2014-09-08 22:36:41 +02:00
Marco Ratto f346b734d9 when flag==0 (or options_.hess==0), we force to use the hessian from outer product gradient computed in optimizer == 5. 2014-08-07 17:49:04 +02:00
Stéphane Adjemian (Scylla) afbd0bd47a Cosmetic change (added white space). 2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Charybdis) 03975f7d01 Fixed bug (wrong definition of rawdata). 2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Scylla) d727ba7246 Fixed bug (missing input). 2014-06-23 12:24:36 +02:00
Stéphane Adjemian (Scylla) b11f6e2505 Adapted code for dsge-var models. 2014-06-23 10:55:08 +02:00
Stéphane Adjemian (Charybdis) efcf6bd9c0 Use dseries object in the estimation routines. 2014-06-16 17:41:59 +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) 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
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
Stéphane Adjemian (Scylla) f8543c0a97 Fixed typo. 2014-02-21 12:23:36 +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) 63986a0ebf Closes #567. 2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla) 130125c5da Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc). 2013-11-27 12:27:51 +01:00
Stéphane Adjemian (Scylla) bd630d7210 Removed MC_record field from oo_ structure and the output argument from MCMC routines.
Details about the MCMC can be loaded in the workspace with the following command:

>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>

under the name mcmc_informations, or printed in the command window, using the following
command:

>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
Stéphane Adjemian (Charybdis) ad0c29262b Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
Stéphane Adjemian (Charybdis) 9238523c26 If a DSGE-VAR is estimated, check that the user do not try to estimate/calibrate correlations between structural innovations and that there is no measurement errors. Closes #521. 2013-11-16 23:26:19 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Sébastien Villemot ea6ee19402 More Octave compatibility fixes wrt catch 2013-11-08 16:35:52 +01:00
Sébastien Villemot ecdbc42319 Fix error message when initial values of estimation are not suitable.
Ref #512
2013-11-08 16:09:16 +01:00
Sébastien Villemot 179af0e4ab Octave compatibility fix: catch does not accept an argument 2013-11-08 15:02:30 +01:00
Houtan Bastani 0fdc18e7fb Merge branch 'ifc'
Conflicts:
	matlab/dynare_estimation_1.m
	matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Johannes Pfeifer b03697b342 Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Sébastien Villemot a72cc3ff48 Merge remote-tracking branch 'github/master' 2013-11-05 17:17:53 +01:00
Stéphane Adjemian ead332ed97 Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Sébastien Villemot 8a6e23845b Merge remote-tracking branch 'jpfeifer/mode_compute' 2013-11-05 16:20:04 +01:00
Johannes Pfeifer fddee8e1db Bugfixes for correlated shocks
Uses preprocessing capabilities introduced in 07137e804b

Fixes #392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions

Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.

Adds unit test
2013-11-05 15:55:29 +01:00
Johannes Pfeifer 0d669a73cb Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Sébastien Villemot 1a8bba6393 Allow a custom function named 'prior' as a value for 'mode_compute' option
Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Michel Juillard b81159f12c adding comments 2013-11-03 11:40:36 +01:00
Johannes Pfeifer 8282e76d61 Add more explicit information in case of singularity problem 2013-10-31 08:14:35 +01:00
Stéphane Adjemian (Charybdis) 1f884db8ea If TolX is set to any negative number, let cmaes choose the value of TolX. 2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis) 6a250f894d Removed interface for H0 (cmaes). 2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis) 0f12404246 Added interface for some options of cmaes. 2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis) 334d9976d6 Add interface to the main options of the simpsa optimization algorithm. 2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis) 60e1d1b75e Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm. 2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis) c7d82e0bf0 Do not print H0. 2013-10-08 11:02:46 +02:00
Stéphane Adjemian (Charybdis) 51be957fb6 Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate). 2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis) 36e3fb496c Do not crash if an unknown optimization option is declared (replaced an error by a warning). 2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis) 05946cd684 Changed names of some options for csminwel (mode_compute=4). 2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis) b2db159cdd Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command). 2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) 62cad6ff44 Cosmetic changes. 2013-10-03 11:01:11 +02:00
Stéphane Adjemian (Charybdis) 979a55a334 Added missing semicolon. 2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis) 581f97bada Linked simpsa's tolerance options to dynare's defaults. 2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis) fb0ccdd5d2 Provide more sensible lower and upper bounds for simpsa algorithm. 2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis) 3f16129e49 mode_compute = 10 calls simpsa algorithm. 2013-10-02 15:30:55 +02:00
Johannes Pfeifer ad73d1fd93 Fixes bug in display of parameters at prior bound 2013-09-30 17:10:39 +02:00
Stéphane Adjemian (Charybdis) c5c3b45f3c Merge branch 'master' into use-dynSeries 2013-09-23 08:14:46 +02:00
Johannes Pfeifer 241fd07424 Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
Sébastien Villemot e123670675 Fix bug introduced in 952139b
The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
Stéphane Adjemian (Charybdis) ddce110bf2 Merge branch 'master' into use-dynSeries 2013-09-10 22:26:12 +02:00
Stéphane Adjemian (Charybdis) 952139bbc9 Changes related to the treatment of the (optionally) provided mode file.
(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).

(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.

(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis) afed204526 Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh. 2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis) b485a13580 Merge branch 'use-dynSeries' of ithaca.fr:dynare into use-dynSeries
Conflicts:
	matlab/check_list_of_variables.m
	matlab/dynare_estimation_1.m
2013-09-09 11:40:01 +02:00
Stéphane Adjemian (Charybdis) 907e087ea9 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
Johannes Pfeifer c2e6feeb75 Deletion of unused definition of H_is_diagonal
Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer e1a0fd0524 Bugfix for conditional variance decomposition
sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
Johannes Pfeifer 01c3724371 Deal with pathological case where nobs=1
In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot b4f8532bea Merge pull request #441 from JohannesPfeifer/mode_check
Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Stéphane Adjemian (Charybdis) 184c403375 Replaced disp(' ') by skipline(). 2013-07-10 16:16:32 +02:00
Stéphane Adjemian (Charybdis) 964b7580d8 Cosmetic change. 2013-07-10 16:15:28 +02:00
Stéphane Adjemian (Charybdis) dfc51d097a Cosmetic change. Replaced warning(...) by disp(...). 2013-07-10 16:09:31 +02:00
Stéphane Adjemian (Charybdis) 2fae989131 Rewrote the portion of code requesting a user input when non linear filters are used with a gradient based optimization routine.
Closes issues #442 and #443.
2013-07-10 16:03:49 +02:00
Johannes Pfeifer aeda8d17ff Add warning if gradient-based optimizer is used with particle-filtering and offer user choice to change mode-finder 2013-07-10 12:08:59 +02:00
Johannes Pfeifer 41f6c2ff66 Display source of non-positive definite Hessian if parameters at prior bound 2013-07-06 00:26:23 +02:00
Johannes Pfeifer d9579418fd Bugfix for correct display of names of parameters outside of bounds 2013-07-06 00:20:07 +02:00
Stéphane Adjemian (Charybdis) 08feada8b0 Fixed bug. 2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis) 340bcc2739 Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check. 2013-06-20 17:19:44 +02:00
Frédéric Karamé 1bbfd90498 Added online auxiliary filter as options_.mode_compute=10. 2013-06-18 16:18:55 +02:00
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Johannes Pfeifer e8ed4c1f67 Bunch of cosmetic changes 2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis) 49277db6ab Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_1.m
2013-06-01 19:56:44 +02:00
Stéphane Adjemian (Charybdis) 985e00b739 Consider options_.varobs as a cell of strings. 2013-05-21 16:38:17 +02:00
Stéphane Adjemian fc83427185 Merge pull request #393 from JohannesPfeifer/display_tables
Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Johannes Pfeifer d9fb19e479 Make error message if mode violated prior more explicit 2013-05-12 13:27:55 +02:00
Johannes Pfeifer 7aea75f348 Add function for displaying estimation results
The commit moves the creation of results tables, both the ones displayed
and printed to LaTeX, from dynare_estimation_1.m to a separate function.
This factorization later allows to use this function to display results
from other estimation routines. At the same time, it removes the display
of t-statistics for posterior estimates ( #339 )
2013-05-10 18:58:08 +02:00
Johannes Pfeifer 58b6c3122f Cosmetic Changes to Graphs 2013-04-26 19:57:36 +02:00
Johannes Pfeifer 7518072e77 Fix several bugs related to estimated measurement errors
1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs

I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.

3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.

4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
Johannes Pfeifer 6390830b4d Store MCMC information recorded in record in oo_
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315)
2013-03-17 22:49:28 +01:00
Sébastien Villemot 5c8efaae6c More explicit error message when posterior mode file is outdated 2013-03-08 14:31:15 +01:00
Sébastien Villemot 5c88338965 Fix mode_compute=3 under Octave 2013-01-07 15:40:48 +01:00
Sébastien Villemot 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
Sébastien Villemot c06bd0ae75 Support nograph option for posterior distribution plots 2012-11-29 14:52:33 +01:00
Michel Juillard 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
Stéphane Adjemian (Charybdis) e81f9d48ac Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options. 2012-09-29 00:08:05 +02:00
Stéphane Adjemian (Charybdis) 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
Marco Ratto e519b04713 bug fix: when nograph=1, SmoothedShocks were not saved. 2012-08-27 17:45:47 +02:00
Marco Ratto 40e1e60fd1 1) changed options of optimizer n. 1 with analytic derivs;
2) force no analytic derivative with mode_check;
2012-07-05 10:22:36 +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
Marco Ratto 2fecf9946b 1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Stéphane Adjemian (Charybdis) 0da05ae29d Removed globals from set_all_parameters routine. 2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis) e12748329b Fixed bug reported by Johannes (http://www.dynare.org/pipermail/dev/2012-May/002015.html), see also trac#257. 2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) fac9528014 Do not compute smoothed variables or forecasts if the model is
estimated with a  particle filter (the non linear  smoother is not yet
implemented).
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) ef1146f5a3 Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file. 2012-06-06 18:25:08 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Marco Ratto 4480f5b494 Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution. 2012-05-30 11:22:59 +02:00
Johannes Pfeifer c0ffcf7fd8 Fix problem with smoother where original data series was not plotted 2012-05-11 19:58:16 +02:00
Marco Ratto da9ec0f187 Estimation with analytic scores and hessian;
This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Michel Juillard e692185c6b storing oo_.prior.mean oo_.prior.variance
oo_.posterior.optimization.mode oo_.posterior.optimization.variance
oo_.posterior.metropolis.mean oo_.posterior.metropolis.variance as
aggregate arrays in addition to previous storage variable by variable
2012-04-21 21:28:03 +02:00
Michel Juillard 973302e42e fixing bugs in smoother 2012-04-18 21:15:18 +02:00
Stéphane Adjemian (Charybdis) 9cc4661942 Fixed bug in initial_estimation_checks + Cosmetic changes. 2012-03-30 11:12:59 +02:00
Michel Juillard 5d4d318bc7 fixing bug in estimation by maximum likelihood 2012-03-15 15:33:02 +01:00
Stéphane Adjemian (Charybdis) c5fa0b82a9 Merge remote-tracking branch 'marco/master' 2012-03-14 12:49:56 +01:00
Stéphane Adjemian (Charybdis) cf9e8a6714 Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this
case reset the options_.order equal to one (except if options_.particle.status==1).
2012-03-05 14:56:02 +01:00
Stéphane Adjemian (Charybdis) 59d3d30c90 Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed... 2012-03-05 14:21:52 +01:00
Stéphane Adjemian (Charybdis) e1a5e0de53 Objective function needs to be passed as a string to CMAES optimization routine. 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) 6a8095303e Added particle filter flag. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 2f3c8f910f Fixed bug related to the dynare implementation of the simplex algorithm. 2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis) 8aea0bf14c Updated copyright year. 2012-03-04 22:12:58 +01:00
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Marco Ratto c848b3337a added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
Michel Juillard de8962b239 Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
This reverts commit 108444b703.

The initialization works indeed differently and I will document it in next commit.
2012-01-09 20:47:11 +01:00
Michel Juillard 108444b703 added calls to re-initialize persistent variable 'penalty' is
dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
Stéphane Adjemian (Charybdis) ecac871435 Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Michel Juillard 8f1326e2f8 changed name of function forecast.m -> dyn_forecast.m because of
name conflict with cszt
2011-12-11 11:15:38 +01:00
Stéphane Adjemian (Charybdis) ef1cf5f062 Merge remote-tracking branch 'marco/master' 2011-11-17 12:33:28 +01:00
Stéphane Adjemian (Charybdis) 12003fbdab Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216). 2011-11-14 18:30:45 +01:00
Marco Ratto 5bb2b2faad Fixed call to mode_check 2011-11-07 09:12:54 +01:00
Michel Juillard b5ae8356a9 fixing bug for plots of measurement errors 2011-11-02 15:49:02 +01:00
Michel Juillard 0b0c939849 fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
Michel Juillard 9ac3e7a582 fixing bug when estimating models with a steady state different from
zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
Michel Juillard 7593afff22 fixed issue with dataset_ 2011-10-22 15:29:55 +02:00
Michel Juillard bd00dc11d8 removing 8th output argument of dynare_estimation_init and
corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
Michel Juillard 88be4fa3d4 fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00
Marco Ratto e7a983797c fixed call to prior_posterior_statistics 2011-10-14 15:48:39 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis) c4cfd0c857 Extract input arguments of DsgeSmoother from dataset_ structure. 2011-09-20 16:03:33 +02:00
Stéphane Adjemian (Charybdis) 2512b527bd Fixed bugs related to the new calling sequence for DsgeLikelihood. 2011-09-20 15:56:37 +02:00
Stéphane Adjemian (Scylla) 568cc83633 Changed dynare_estimation_1 conformably with changes in DsgeLikelihood. 2011-09-19 18:10:29 +02:00
Stéphane Adjemian (Scylla) 9c22fc1bde Removed globals from DsgeLikelihood. Still broken.
Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
Michel Juillard a6a5306ada estimation: fixed bug in dsge_var branch of the code 2011-09-18 12:08:33 +02:00
Michel Juillard 3079b7b1f8 reinstated call to describe_missing_data: data_tree is needed for
univariate Kalman filter
2011-09-18 10:44:05 +02:00
Stéphane Adjemian (Scylla) e9764d0538 Use a structure for the dataset. Bug fixes. 2011-09-17 15:38:49 +02:00