ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
06176caf64
manual updates
2017-03-17 12:41:59 +01:00
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
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
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
a092cc3b73
Set default graph options and extend graph_decomp.m accordingly.
2017-03-17 12:41:59 +01:00
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
f27f210654
New utility for changing M_.params only locally
2017-03-17 12:41:59 +01:00
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
aa0eceeb38
Merge pull request #1405 from JohannesPfeifer/block_error_code
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Make sure block-decomposed model returns with correct error code if I…
2017-03-17 10:45:16 +01:00
569de10511
Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
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Missing from 5f85d3a200
2017-03-17 10:07:13 +01:00
c921212fe5
Renamed trs field consistently with 1022e675c1.
2017-03-16 23:41:27 +01:00
1022e675c1
Do not use cputime as advised by Mathworks.
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cputime time is not a good measure of performance on multithreaded applications.
TODO
- Change trs field,
- Adapt testsuite code.
2017-03-16 18:27:01 +01:00
06326d4477
Fixed bug introduced in cad7adc01f.
2017-03-16 18:14:23 +01:00
ae3752a0d3
Lowered threshold value for a test.
2017-03-16 15:51:11 +01:00
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
cc34e16458
Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty.
2017-03-16 15:45:08 +01:00
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
feee6f8b7a
Fixed typo.
2017-03-15 17:24:45 +01:00
284df20445
Closes #1403 .
2017-03-15 16:51:59 +01:00
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
1ff816d7bf
Updates particles submodule.
2017-03-15 16:30:29 +01:00
4f3b35acba
Account for Matlab 2017a.
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(cherry picked from commit f3a1619040fbb831830791424015d3d3bf8bdbae)
2017-03-13 23:42:48 +01:00
ea13b12cf2
preprocessor: add lag info to equation cross references. closes #1398
2017-03-10 16:59:52 +01:00
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
38f36091a9
test suite: increase timeout option for downloading files to 30 seconds
2017-03-08 12:30:58 +01:00
7341ca4e6d
Merge pull request #1399 from JohannesPfeifer/dname
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Fix check for existence of dname variable
2017-03-07 13:58:29 +01:00
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
33b38ab643
preprocessor: write error messages to cerr instead of cout, replace \n with endl
2017-03-01 12:44:31 +01:00
2d25858886
preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397
2017-03-01 12:20:55 +01:00
0b52b778ed
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
2017-02-24 11:20:54 +01:00
927b813ed8
Removed printing of debugging info.
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Introduced in ffebf6b262
2017-02-15 13:35:33 +01:00
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
8925e7ca1f
Cosmetic patch (remove some warnings about potentially uninitialized variables in bytecode).
2017-02-13 19:22:26 +01:00
39855c95d2
preprocessor: aesthetic fix
2017-02-10 12:47:43 +01:00
fabca90345
preprocessor: aesthetic fix
2017-02-09 16:23:42 +01:00
7ced4b5580
preprocessor: change error to warning because we don’t end processing in this situation; fix error message
2017-02-09 16:21:18 +01:00
edd2e98086
preprocessor: replace exit(1) with exit(EXIT_FAILURE)
2017-02-09 12:46:37 +01:00
593d62a7c1
Removed optimizers/fs2000_12.mod from testsuite...
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Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
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
2017-02-08 13:07:25 +00:00
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
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To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
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
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
e88739a5ea
doc: add preprocessor copyright info
2017-02-01 18:16:51 +01:00
25e9a81b71
doc: update for preprocessor
2017-02-01 18:06:44 +01:00
3776b910a1
preprocessor: remove introduction to C++ programming
2017-01-31 17:11:28 +01:00
Marco Ratto
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)