Stéphane Adjemian (Charybdis)
262cf20f16
Changed isint function.
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To make it consistent with the routine available in the dates toolbox.
2017-03-22 09:41:10 +01:00
Stéphane Adjemian (Charybdis)
b240ced4a8
Changed repositories and branches for submodules.
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Submodules dates and dseries now target the private repositories available at
https://gitlab.com/McModelTeam
We use the new oop syntax with the matla-fame-io submodule in dseries.
2017-03-22 09:41:10 +01:00
Houtan Bastani
48acf40c00
var_forecast: clean up writing of var forecast matlab file
2017-03-22 09:41:10 +01:00
Houtan Bastani
e205c8813f
var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3
2017-03-22 09:41:10 +01:00
Houtan Bastani
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
Houtan Bastani
d46d107837
var_forecast: fix bug in writing of forecast
2017-03-22 09:41:10 +01:00
Houtan Bastani
20ba99cf94
var_forecast: clean up writing of forecast function
2017-03-22 09:41:10 +01:00
Houtan Bastani
7c28e217e5
var_forecast: cleaner output
2017-03-22 09:41:10 +01:00
Houtan Bastani
19dc4deb9f
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
Houtan Bastani
df1ef46135
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
Houtan Bastani
c8f432d2f4
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
Houtan Bastani
5e53c7909b
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
1ae6c9a634
Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
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This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
Houtan Bastani
113fbd4866
var_forecast: simplify calculation in function
2017-03-22 09:41:09 +01:00
Houtan Bastani
dfce1ece1e
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
c0629b42f0
var_forecast: fix bugs
2017-03-22 09:41:09 +01:00
Houtan Bastani
98a86d341c
var_expectation: first draft
2017-03-22 09:41:09 +01:00
Houtan Bastani
db1c9d655b
change name of coefficients matrix in .mat file
2017-03-22 09:41:09 +01:00
Houtan Bastani
c99aa4aed0
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
Houtan Bastani
b8c5dfa472
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +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