Johannes Pfeifer
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
Johannes Pfeifer
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
...
Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Houtan Bastani
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
Houtan Bastani
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
Houtan Bastani
9c86168d63
Revert "simplify check for ‘.’ in name"
...
This reverts commit a302b7af99
.
2017-09-08 15:07:23 +02:00
Houtan Bastani
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
Johannes Pfeifer
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla)
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
Stéphane Adjemian (Scylla)
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
Johannes Pfeifer
9cf9c05911
lyapunov_solver: Eliminate confusing transpose
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The transpose was copied from `dsge_likelihood.m` in 2c5b1fed2d
, while the calls in all other functions do not have it. As Q is symmetric, it does not matter
2017-08-31 11:26:41 +02:00
Houtan Bastani
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
Houtan Bastani
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
Houtan Bastani
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
Houtan Bastani
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
Houtan Bastani
1c485c894f
Add nopreprocessoroutput option to dynare. Closes #1390
2017-08-25 14:26:39 +02:00
Houtan Bastani
41e6ecaacd
bug: nopathchange was always being set, regardless of whether or not the flag was passed
2017-08-25 14:21:25 +02:00
Houtan Bastani
d730353f4e
check_matlab_path: fix English
2017-08-25 14:20:08 +02:00
Johannes Pfeifer
4a5b72af15
check_list_of_variables.m: Cosmetic change to warning message
2017-08-24 18:13:33 +02:00
Stéphane Adjemian (Scylla)
5429821719
Fixed incomplete commit 1a4257ac4b
.
2017-08-16 23:29:15 +02:00
Johannes Pfeifer
16a3e11034
Transform hard-coded plot tolerance into an undocumented option
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
4cd259baa6
Fix plotting of measurement errors in non-MCMC case
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Number of plots was wrongly computed
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
8ccebd9e23
DsgeSmoother.m: provide informative error instead of crashing when model cannot be solved
2017-08-16 19:26:24 +02:00
Stéphane Adjemian (Scylla)
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
Stéphane Adjemian (Scylla)
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla)
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
.
2017-08-16 15:44:00 +02:00
Stéphane Adjemian (Scylla)
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
Stéphane Adjemian (Scylla)
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
Stéphane Adjemian (Scylla)
311c794081
Fixed typo.
2017-08-10 14:56:22 +02:00
Stéphane Adjemian (Scylla)
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Scylla)
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
Johannes Pfeifer
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Scylla)
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Scylla)
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla)
550a7ad3b1
Rewrote backward model inversion routine.
...
(cherry picked from commit be6b1628d1
)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla)
8e6fd310c3
Fixed backward model simulation routines.
...
(cherry picked from commit 45a14d768d
)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla)
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Scylla)
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla)
ce5316a1ec
Fixed typo.
...
(cherry picked from commit b866bd828c
)
2017-07-29 13:46:29 +02:00
Stéphane Adjemian (Scylla)
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla)
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
Houtan Bastani
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
Stéphane Adjemian
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Johannes Pfeifer
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
Stéphane Adjemian (Charybdis)
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
Stéphane Adjemian (Charybdis)
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
Stéphane Adjemian (Charybdis)
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
Stéphane Adjemian (Charybdis)
45aef1de62
Removed test on octave version.
...
Which has moved in dynare_confign, see e71e89bb38
.
2017-06-29 17:55:52 +02:00
Stéphane Adjemian (Charybdis)
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
Sébastien Villemot
ff68aa7229
reporting: submodule update.
2017-06-28 15:23:46 +02:00
Johannes Pfeifer
aa2a1e4d60
generate_trace_plots: Add measurement errors
2017-06-26 16:43:13 +02:00
Johannes Pfeifer
89326090b9
simpsa: Only store output strcuture if requested
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Otherwise a huge three-dimensional array is created by default that is not used, but can run computer out of memory
2017-06-23 10:50:06 +02:00
houtanb
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
Houtan Bastani
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
Stéphane Adjemian (Charybdis)
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
Stéphane Adjemian (Charybdis)
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
Stéphane Adjemian (Charybdis)
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis)
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
)
2017-06-14 00:09:07 +02:00
Stéphane Adjemian (Charybdis)
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis)
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
)
2017-06-14 00:06:26 +02:00
Stéphane Adjemian (Charybdis)
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis)
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis)
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
)
2017-06-14 00:05:16 +02:00
Stéphane Adjemian (Charybdis)
ca7f734561
Updated dynare_config (wrt 214b534b25
)
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(cherry picked from commit 12733e94f3
)
2017-06-14 00:04:28 +02:00
Stéphane Adjemian (Charybdis)
5570bf1588
Moved backward models related routines in specific subfolder.
...
(cherry picked from commit 214b534b25
)
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Charybdis)
57cab69530
Try random initial guess for dynare_solve...
...
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100
)
2017-06-14 00:01:10 +02:00
Johannes Pfeifer
b773a242c8
discretionary_policy_1.m: output which derivative is nonzero
2017-06-12 20:59:45 +02:00
Stéphane Adjemian
0500a69031
Merge pull request #1467 from JohannesPfeifer/line_breaks
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Fix two line breaks
2017-06-12 16:05:15 +02:00
Stéphane Adjemian
c45f9b776d
Merge pull request #1466 from JohannesPfeifer/discret_policy
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Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
Johannes Pfeifer
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
Johannes Pfeifer
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis)
be61de1367
Account for negative steady state in case of log-linearization.
2017-06-08 11:59:02 +02:00
Stéphane Adjemian (Charybdis)
3f54ab04d4
Fixed mh_optimal_bandwidth.
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Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.
Closes #1463 .
2017-06-07 11:02:49 +02:00
Stéphane Adjemian (Charybdis)
c8228d71d3
Added missing prior (Weibull).
2017-06-06 20:37:41 +02:00
Stéphane Adjemian (Charybdis)
a023839890
Fixed bug instroduced in e5945a4527
.
2017-06-05 10:51:30 +02:00
Stéphane Adjemian
baf7ba9031
Merge pull request #1462 from JohannesPfeifer/contemp_corr
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Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian
cb25ffebaa
Merge pull request #1457 from JohannesPfeifer/ML_error
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dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Johannes Pfeifer
f9efc6c10e
Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant
2017-05-30 19:30:43 +02:00
Johannes Pfeifer
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
...
Closes #1453
2017-05-27 19:26:12 +02:00
Johannes Pfeifer
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
Johannes Pfeifer
7cd56e9687
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set
2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis)
4195033561
Fixed typo introduced in 88e1701289
.
2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis)
2e9467e511
Fixed copyright year in matlab/dynare_version.in.
2017-05-19 16:16:45 +02:00
Stéphane Adjemian (Charybdis)
803433fa5a
Updated submodules (fixed indentation and copyrigth notices).
2017-05-19 08:46:20 +02:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
9285a80a73
Fixed function name in header.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
06ae919b87
Removed *.el file that should not have been commited.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
1a8cba5d26
Removed @dynTimeIndex class (unused).
2017-05-16 13:24:46 +02:00
Stéphane Adjemian
ab9b512021
Merge pull request #1450 from JohannesPfeifer/var_list_problems
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Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
Johannes Pfeifer
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Stéphane Adjemian (Charybdis)
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis)
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis)
3816272414
Make load_m_file_data_legacy.m work with row vectors.
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Added unit-tests.
2017-05-10 17:39:11 +02:00
Ferhat Mihoubi
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis)
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis)
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
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Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis)
36fb15f34c
Rewrote header.
2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis)
cfc849fadc
Fixed subsample periods for exogenous variables.
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Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
(cherry picked from commit d0071bd80b
)
2017-05-03 14:22:04 +02:00
Stéphane Adjemian (Charybdis)
5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
Stéphane Adjemian
f6bb392165
Merge pull request #1445 from JohannesPfeifer/ramsey_message
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Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
Johannes Pfeifer
37bffddef8
Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state
2017-05-02 13:48:25 +02:00
Johannes Pfeifer
5af9af06b4
Provide informative error message if steady state file is used without specifying an instrument
2017-05-01 18:59:11 +02:00
Stéphane Adjemian (Charybdis)
e1c983cc7b
Fixed bug (ensure that we concatenate column vectors).
2017-04-29 19:20:02 +02:00
Johannes Pfeifer
b52c095a6b
Add legacy function for loading mat-files with old interface
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Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis)
c1b6a58eb7
Manually revert 05fc096569
.
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Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).
Closes #1437 .
2017-04-27 10:44:27 +02:00
Stéphane Adjemian (Charybdis)
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
Stéphane Adjemian (Charybdis)
e21387c874
Bump Octave version.
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Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
2017-04-26 15:51:24 +02:00
Stéphane Adjemian (Charybdis)
650a3f6da2
Point to mex/octave32 if OCtave 32bit is used on Windows platform.
2017-04-26 15:10:40 +02:00
Johannes Pfeifer
6ca415ce14
stochastic_solvers.m: Suppress redundant warning if order was already set to 1
2017-04-25 20:16:10 +02:00
Houtan Bastani
7829a25238
make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
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(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
Stéphane Adjemian (Charybdis)
767e45db95
Shut off warning about short circuit operators (when calling qzdiv).
2017-04-22 14:44:47 +02:00
Stéphane Adjemian (Charybdis)
ad21612967
Removed Octave specific part in mjdgges.m function.
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Also force complex QZ factorization in Octave.
2017-04-22 14:44:47 +02:00
Johannes Pfeifer
fa1563370c
Make resol.m honor nocheck flag
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Before, we never tested for correctness, allowing for wrong steady state files in the check command. Fixes bug introduced in 616efb53a448cfa59149951395838627fd1bf719 and restores behavior in 4.4.3
2017-04-21 10:10:03 +02:00
Stéphane Adjemian
7f4c1c6529
Merge pull request #1435 from JohannesPfeifer/cmaes_fitness
...
mode_compute=9: Make sure initial search volume (SIGMA) is not badly …
2017-04-20 16:33:37 +02:00
Stéphane Adjemian (Charybdis)
7376498e51
Fixed branch for dseries submodule.
2017-04-20 16:28:39 +02:00
Johannes Pfeifer
52a082a1f9
Add check for positive definiteness of Sigma_u^star
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Otherwise, complex likelihoods may occur
2017-04-20 16:18:03 +02:00
Stéphane Adjemian (Charybdis)
d0682bca30
Updated dseries submodule.
2017-04-20 15:36:06 +02:00
Johannes Pfeifer
f1123200e5
mode_compute=9: Make sure initial search volume (SIGMA) is not badly conditioned
2017-04-12 13:39:34 +02:00
Stéphane Adjemian (Charybdis)
97ac502d3d
Fixed wrong threshold (unit root detection again).
2017-04-05 14:14:56 +02:00
Stéphane Adjemian (Charybdis)
288f010944
Fixed bug (detection of unit roots).
2017-04-05 14:11:23 +02:00
Stéphane Adjemian (Charybdis)
f57fc0a5a3
Added new routine for model inversion.
2017-04-05 13:42:03 +02:00
Stéphane Adjemian (Charybdis)
8a18e87d98
Removed persistent variables in evaluate_smoother routine.
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Closes #1412 .
2017-04-05 11:44:27 +02:00
Johannes Pfeifer
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
Stéphane Adjemian (Charybdis)
4dcdb81a31
Changed error message introduced in 30c9b3721564d89d1b85abcdc75d493075e6ca77.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
ade89a9ec1
Fixed missing initialization of qz_criterium with nonlinear filters.
2017-04-03 11:25:05 +02:00
Johannes Pfeifer
76c4bd04fe
Provide informative error message if non-stationary model is estimated using particle filter
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Closes #1377
(cherry picked from commit efaa7e54136ffd48fb69e075ecacf9708a553d3b)
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
f9a462bf07
Added option nonlinear_filter_initialization.
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Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
97e185bc6e
Cosmetic changes in doc header.
2017-04-03 11:25:05 +02:00
Houtan Bastani
f18c16653e
Merge pull request #1428 from JohannesPfeifer/patch-1
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Test the rank of Pinf in univariate smoother for the subset of observables
2017-04-01 09:57:32 +02:00
Johannes Pfeifer
1755192e63
Make 792924 consistent with cases where Pinf is an empty matrix
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Fixes the crash in `analytic_derivatives/fs2000_analytic_derivation.mod`
2017-03-31 17:41:38 +02:00
Houtan Bastani
ac851b0bac
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
Houtan Bastani
3e779ebfee
initial_condition_decomposition: fix options_ substructure
2017-03-31 13:09:21 +02:00
Marco Ratto
792924a3b7
- test the rank of Pinf in univariate smoother for the subset of observables, in order to trap cases where this is not already trapped in compute_Pinf_Pstar.m
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- issue warning when diffuse steps never end [maybe we should issue an error?]
2017-03-30 11:21:54 +02:00
Johannes Pfeifer
bf607ce630
Make sure no stale _posterior_draws.mat files are present
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May crash compute_moments_varendo.m due to more files being present than generated in the current run
2017-03-29 14:52:32 +02:00
Johannes Pfeifer
839e7075f6
dsge_simulated_theoretical_covariance.m: fix bug that led to last _2ndOrderMoments*.mat file not being saved, instead overwriting the prior one
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Produced wrong posterior covariance estimates in large models, because the moments matrix contained zeros that were not overwritten by loaded draws due to missing file
2017-03-29 14:52:32 +02:00
Houtan Bastani
37dd5fd077
Merge pull request #1422 from JohannesPfeifer/real_time_shock
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realtime_shock_decomposition.m: Delete variable that produced unwante…
2017-03-27 11:37:16 +02:00
Houtan Bastani
2240b06487
fix typo
2017-03-27 11:20:34 +02:00
Marco Ratto
e24b1ea76e
fixes in preamble and plot_shock_decomp structure of options.
2017-03-27 08:29:52 +02:00
Johannes Pfeifer
4380b4a973
realtime_shock_decomposition.m: Delete variable that produced unwanted output
2017-03-25 12:21:47 +01:00
Marco Ratto
bab401ebbc
utility to decompose initial condition effect
2017-03-25 08:16:33 +01:00
Houtan Bastani
7315b5ae73
fix bug in merge commit e103462050
2017-03-24 18:11:45 +01:00
Houtan Bastani
b3fa669717
bug fix introduced in 234aaacf92
2017-03-24 17:13:03 +01:00
Houtan Bastani
ae921f6bf1
Merge remote-tracking branch 'rattoma/shock_decomp'
2017-03-24 16:20:47 +01:00
Houtan Bastani
b5262ca1e8
Merge remote-tracking branch 'rattoma/deterministic'
2017-03-24 16:20:01 +01:00
Houtan Bastani
e103462050
Merge remote-tracking branch 'rattoma/gsa'
2017-03-24 16:19:44 +01:00
Houtan Bastani
732aa8c30c
Merge remote-tracking branch 'rattoma/slice'
2017-03-24 16:19:04 +01:00
Houtan Bastani
598422931b
reporting: submodule update
2017-03-24 16:16:48 +01:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
b8b6228d67
graph_decomp_detail: fix bug, extra argument not referenced
2017-03-24 11:24:14 +01:00
Houtan Bastani
93130ee922
fix bug in WriteShockDecomp2Excel
2017-03-24 10:34:59 +01:00
Houtan Bastani
c467c92d29
shock_decomposition: move fig_names to fig_name (fixing typo)
2017-03-24 10:34:59 +01:00
Houtan Bastani
e5f1d20221
change dyn_figure to take a nodisplay and graph_format arguments as opposed to options_. closes #1415
2017-03-23 17:59:05 +01:00
Houtan Bastani
2aa85f978a
change dyn_figure to take a nodisplay argument as opposed to options_. #1415
2017-03-23 14:30:16 +01:00
Marco Ratto
afcb8eab35
catch M_ output argument from evaluate_smoother;
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remove unused variable lead_lag_incidence
2017-03-23 08:25:14 +01:00
Marco Ratto
234aaacf92
factorized display of critical values.
2017-03-23 00:08:05 +01:00
Marco Ratto
c60379ae96
upgrade call to evaluate_smoother
2017-03-22 23:32:19 +01:00
Marco Ratto
1db86865f7
better trap missing input arguments
2017-03-22 23:24:41 +01:00
Marco Ratto
99dbc8c74d
bug fix with redundant call to prior_bounds
2017-03-22 23:08:18 +01:00
Marco Ratto
b77791c541
ensure invhess is empty with slice for proper prior initialization of chains
2017-03-22 23:06:19 +01:00
Marco Ratto
780c1f5216
provide userdata with info on actual varlist used
2017-03-22 22:37:59 +01:00
Marco Ratto
a9dd046db7
fill in end of sample conditional shock decompositions.
2017-03-22 22:30:14 +01:00
Stéphane Adjemian (Charybdis)
76097a799f
Added missing struct2array routine.
2017-03-22 15:20:13 +01:00
Stéphane Adjemian (Charybdis)
ee2c30fd97
Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
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Give more informations in case of NaN, Inf or non real variables.
Closes PR #1385 .
2017-03-22 14:04:35 +01:00
Stéphane Adjemian (Charybdis)
85fe69b265
Cosmetic change (use logicals).
2017-03-20 11:39:22 +01:00
Johannes Pfeifer
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Johannes Pfeifer
5424fde74e
metropolis_draw.m: Replace round by ceil to avoid crashes when 0 draws would be used
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(cherry picked from commit 2dc3ad22fdb8fedee7fdd2ed3577978bd8f37324)
2017-03-20 10:19:14 +01:00
Johannes Pfeifer
94ef60556e
Account for loglinear option when reading in M_.endo_histval
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer
6e268c34d4
Cosmetic fixes to dynare_estimation_init.m
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(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
2017-03-20 09:27:04 +01:00
Marco Ratto
9427b58bfd
add parameter names to mean file, to ensure same behavior of standard mode files.
2017-03-19 12:19:24 +01:00
Marco Ratto
389123d0b5
bug fixes.
2017-03-19 12:19:24 +01:00
Marco Ratto
121333d913
currently, the mode_file specified by the user is re-set to empty. This re-sets mode_file to the user defined value.
2017-03-19 12:19:24 +01:00
Marco Ratto
b916d788f4
trap cases where both point and posterior estimates are available
2017-03-19 12:19:24 +01:00
Stéphane Adjemian (Charybdis)
a869f5a2c4
Updated m-unit-tests submodule.
2017-03-19 12:15:22 +01:00
Marco Ratto
2b28ba70d9
Make remote parallel computation compatible with new steadystate and auxiliary variable files
2017-03-18 17:28:44 +01:00
Stéphane Adjemian (Charybdis)
6c21d44968
Fixed encoding.
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For a non identified an enconding issue was leading scatter_plots function to crash...
2017-03-18 16:28:30 +01:00
Marco Ratto
d1550293bf
bug fix for the rare case where r2 does not change for some observable
2017-03-18 10:27:36 +01:00
Marco Ratto
576b2d0f85
end-of-line fix
2017-03-18 10:27:36 +01:00
Marco Ratto
0845aa8430
Fixed header and license of GSA.
2017-03-18 10:27:36 +01:00
Marco Ratto
a40a854a59
Set copyright for pick.m
2017-03-18 10:27:36 +01:00
Marco Ratto
0f07d17d8c
Introduced scatter plot analysis of output results, borrowing from by GLUWIN toolbox.
2017-03-18 10:27:36 +01:00
Marco Ratto
a47f6fc2ca
- save also info on selected endo names
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- bug fix for one single endo variable
- when nograph, no older plot is deleted
2017-03-18 10:27:36 +01:00
Marco Ratto
0752d6a8e6
Trap incompatible user define options in a more transparent way. Fixes #1016 .
2017-03-18 10:27:36 +01:00
Marco Ratto
a5a086040b
Bug fixes for latex and to new smooth* files saved by posterior sampler
2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis)
e71ed1bad6
Partially revert f70f45d1271e716498a8761a8e8476f54da3607d. Do not discard repetitions.
2017-03-18 00:06:15 +01:00
Marco Ratto
c02de3c652
fixed text to error message
2017-03-18 00:06:15 +01:00
Marco Ratto
e180e2f075
1) fixed while for b index
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2) ensure there are no repeated draws in sub-draws;
3) speed-up subdraw sampling when all retained draws are used.
2017-03-18 00:06:15 +01:00
Marco Ratto
20b0fc8bac
update mh_mode with slice and load_mh_file
2017-03-18 00:06:15 +01:00
Marco Ratto
1e3e2f70a9
set posterior sampler options when load_mh_file
2017-03-18 00:06:15 +01:00
Marco Ratto
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
Marco Ratto
fd8073720e
For very short chains, maximize the max number of sub_draws across chains
2017-03-18 00:06:15 +01:00
Stéphane Adjemian (Charybdis)
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
Marco Ratto
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
Marco Ratto
4f93c3df15
proper use of varlist in smoothed variables + sort in alphabetic order to find more easily plots for large numbers of variables.
2017-03-17 15:43:00 +01:00
Marco Ratto
4b2d139c7a
- store oo_.FilteredVariablesKStepAheadVariances only if options_.filter_covariance. this can save a lot of memory for large models
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- oo_.FilteredVariables must be stored independently to a previous MCMC. evaluate_smoother must in any case provide full info in oo_
- options_.filtered_vars does not always imply filtered variables are computed. options_.nk is more robust.
2017-03-17 15:43:00 +01:00
Stéphane Adjemian (Charybdis)
510bbe200e
Bug fix (wrong number of output arguments when calling evaluate_smoother).
2017-03-17 15:09:05 +01:00
Stéphane Adjemian (Charybdis)
0adb065b7e
Bug fix (wrong count of the number of output arguments).
2017-03-17 14:21:53 +01:00
Johannes Pfeifer
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
Stéphane Adjemian (Charybdis)
b6a8887da3
Bug fix (missing declaration of freq if initial_date is empty).
2017-03-17 12:42:00 +01:00
Marco Ratto
6b64c47ec2
Bug fix with stored shock_decomp options
2017-03-17 12:41:59 +01:00
Marco Ratto
ab21c383a6
Added check for change in options_.nobs, for rolling calls to smoother
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Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.
qz_criterium also set to fix evaluate_likelihood.m for similar issues
2017-03-17 12:41:59 +01:00
Marco Ratto
19cc38b39e
allow to start from quarterly growth rate variables
2017-03-17 12:41:59 +01:00
Marco Ratto
ce6f76713d
cosmetic change
2017-03-17 12:41:59 +01:00
Marco Ratto
7a6b4f3464
extra option about choosing the time periods for which to plot decompositions
2017-03-17 12:41:59 +01:00
Marco Ratto
1920fb0bfe
fixed timing bugs in annualized shock decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto
d7723877cf
bug fixes for annualized nominal variables
2017-03-17 12:41:59 +01:00
Marco Ratto
ac43beb801
bug fix with 'others' in conditional decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto
9005054c6f
optional output argument for plot_shock_decomposition.m + several fixes to annualized computations and plots.
2017-03-17 12:41:59 +01:00
Marco Ratto
39c3cf7718
bug fix with realtime conditional shock decomp
2017-03-17 12:41:59 +01:00
Marco Ratto
a8107e154a
added new annual aggregation types, for consistent quantity/price aggregations, if required.
2017-03-17 12:41:59 +01:00
Marco Ratto
cb3362b89d
missing utility for xls export of shock decomps.
2017-03-17 12:41:59 +01:00
Marco Ratto
5a51e9cc78
fixed zero line in all cases
2017-03-17 12:41:59 +01:00
Marco Ratto
a50a4f458a
Bug fix: all shock decomp options need to be stored in mydata for uimenu's.
2017-03-17 12:41:59 +01:00
Marco Ratto
e21c887775
bug fix with steady state option
2017-03-17 12:41:59 +01:00
Marco Ratto
61d55127ed
Fixed bug with naming of screen option
2017-03-17 12:41:59 +01:00
Marco Ratto
e7442bcf78
added geometric average.
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Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00
Marco Ratto
46d6e59c9a
small fix to file names
2017-03-17 12:41:59 +01:00
Marco Ratto
bfe6d04bf2
- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
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- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto
bb4ecbf5a8
Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
2017-03-17 12:41:59 +01:00
Marco Ratto
a7ae355e8f
Fixed dating issues in some plot shock decomps
2017-03-17 12:41:59 +01:00
Marco Ratto
441d34a6ee
Fixed bug with realtime conditional shock decompo
2017-03-17 12:41:59 +01:00
Marco Ratto
f87e240b30
Some better diversification of fig names and captions
2017-03-17 12:41:59 +01:00
Marco Ratto
92f79a14f4
Added realtime conditional forecast shock decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto
3bebeb1832
Legend for detailed plots
2017-03-17 12:41:59 +01:00
Marco Ratto
3fdf7be6e8
- removed useless internal option fig_mode
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- better captions/figure nsmes
- moved plots to graphs subdir
- fixed latex issuea [label and caption].
2017-03-17 12:41:59 +01:00
Marco Ratto
10773e2cbb
results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior.
2017-03-17 12:41:59 +01:00
Marco Ratto
d304fd26c1
shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust.
2017-03-17 12:41:59 +01:00
Marco Ratto
c2d2c46edf
fixed figure name
2017-03-17 12:41:59 +01:00
Marco Ratto
02b3e20377
allow uimenu's also for colored graphs + better organization of userdata info
2017-03-17 12:41:59 +01:00
Marco Ratto
4ff586247e
bug fix in Others group label
2017-03-17 12:41:59 +01:00
Marco Ratto
2c54d4432a
- Bug fix with screen_shocks option
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- fix to figure title
2017-03-17 12:41:59 +01:00
Marco Ratto
ad55e1b085
initialize screen_shocks option of shock decomp
2017-03-17 12:41:59 +01:00
Marco Ratto
9e73a9e86b
add steady state line
2017-03-17 12:41:59 +01:00
Marco Ratto
94297b71cc
bug fixes around plot_shock_decomposition.m utilities
2017-03-17 12:41:59 +01:00
Marco Ratto
0bf30889f9
Fixed header + bug fix for default options + set only local nograph
2017-03-17 12:41:59 +01:00
Marco Ratto
e3c825f01a
fixed header
2017-03-17 12:41:59 +01:00
Marco Ratto
73e5650dcc
Revert "shock_decomposition should also follow global options_.nograph"
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This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
Marco Ratto
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
Marco Ratto
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
Marco Ratto
7733484912
New utility plot_shock_decomposition.m
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new graph_decomp_detail.m for detailed plots of shock contributions
new expand_group.m for optional uimenu operation in case of grouped shocks.
2017-03-17 12:41:59 +01:00
Marco Ratto
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
Marco Ratto
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
Marco Ratto
a092cc3b73
Set default graph options and extend graph_decomp.m accordingly.
2017-03-17 12:41:59 +01:00
Marco Ratto
e174d04579
- New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
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- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.
2017-03-17 12:41:59 +01:00
Marco Ratto
f27f210654
New utility for changing M_.params only locally
2017-03-17 12:41:59 +01:00
Marco Ratto
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
06326d4477
Fixed bug introduced in cad7adc01f
.
2017-03-16 18:14:23 +01:00
Stéphane Adjemian (Charybdis)
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
Stéphane Adjemian (Charybdis)
cc34e16458
Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty.
2017-03-16 15:45:08 +01:00
Stéphane Adjemian (Charybdis)
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
Stéphane Adjemian (Charybdis)
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
Stéphane Adjemian
d0ab90275b
Merge pull request #1402 from JohannesPfeifer/prior_asymptote
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Add warning if prior has an asymptote
2017-03-15 16:33:10 +01:00
Stéphane Adjemian (Charybdis)
1ff816d7bf
Updates particles submodule.
2017-03-15 16:30:29 +01:00
Stéphane Adjemian (Charybdis)
4f3b35acba
Account for Matlab 2017a.
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(cherry picked from commit f3a1619040fbb831830791424015d3d3bf8bdbae)
2017-03-13 23:42:48 +01:00
Houtan Bastani
9f7b084970
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
Johannes Pfeifer
87fc09863d
Add warning if prior has an asymptote
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Can happen with beta and gamma distribution. Closes #1401
2017-03-10 15:16:33 +01:00
Johannes Pfeifer
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
Houtan Bastani
5063020c5d
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
Houtan Bastani
ed3e74994f
preprocessor: add onlyjson option to allow exit upon writing of JSON output. #1387
2017-02-28 14:34:22 +01:00
Stéphane Adjemian (Charybdis)
927b813ed8
Removed printing of debugging info.
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Introduced in ffebf6b262
.
2017-02-15 13:35:33 +01:00
Stéphane Adjemian (Charybdis)
ffebf6b262
Check positive steady state for loglinear option...
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1e-9 is too far from zero. Set 1e-16 as a threshold value for the positivity test.
2017-02-15 12:41:56 +01:00
Stéphane Adjemian (Charybdis)
9fbef0c107
Removed penalty_hessian routine.
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+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
Stéphane Adjemian (Charybdis)
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
Houtan Bastani
d05dd34d30
preprocessor: write JSON output. #1387
2017-02-06 17:41:18 +01:00
Stéphane Adjemian (Charybdis)
62c954ff12
Fixes #1287 .
2017-01-25 22:13:36 +01:00
Stéphane Adjemian (Charybdis)
0b1b873160
Updated dseries submodule.
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Fixes remaining Octave failing unit tests.
2017-01-25 09:18:28 +01:00
Johannes Pfeifer
875497bc71
Unit test lpdfgweibull.m: adjust upper integration bound under Octave
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Does not correctly integrate otherwise as more than 99% of support is 0
2017-01-18 11:01:13 +01:00
Johannes Pfeifer
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
Houtan Bastani
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
Stéphane Adjemian
ba9af24a67
Merge pull request #1370 from JohannesPfeifer/updated_variables
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Output UpdatedVariables in oo_ without filtered_variables
2017-01-05 11:50:06 +01:00
Stéphane Adjemian
4dfec0d7fb
Merge pull request #1369 from JohannesPfeifer/disp_dr_aux_var
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disp_dr: Add case for aux_vars.type==0
2017-01-05 10:44:44 +01:00
Stéphane Adjemian
77a93d6ff9
Merge pull request #1362 from JohannesPfeifer/MCMC_jumping_covariance
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Moving loading of MCMC_jumping_covariance to after display of standar…
2017-01-05 09:02:59 +01:00
Stéphane Adjemian
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian
90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Stéphane Adjemian (Lupi)
c893c0620c
Merge branch 'pr#1354'
2017-01-04 15:12:32 +01:00
Johannes Pfeifer
2c5b1fed2d
Use master function lyapunov_solver.m to call individual solvers
2017-01-04 11:25:44 +01:00
Stéphane Adjemian
b946d3c082
Merge pull request #1353 from JohannesPfeifer/Plot_posterior
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PlotPosteriorDistributions.m: remove eval commands and fix typo in "m…
2017-01-04 11:20:06 +01:00
Johannes Pfeifer
e815c2b4db
Output UpdatedVariables in oo_ without filtered_variables
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Makes it consistent with manual and closes #1366
2017-01-04 10:57:00 +01:00
Stéphane Adjemian (Karaba)
515e080f49
Do not compute static residuals if steady state routine failed.
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Avoids cryptic model dependent error message.
2017-01-04 10:26:22 +01:00
Johannes Pfeifer
65c402469c
disp_dr: Add case for aux_vars.type==0
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Closes #1367
2017-01-04 09:14:01 +01:00