Commit Graph

10244 Commits (4b2d139c7a0d8e3eab550f6dce2ea69e95edbf24)

Author SHA1 Message Date
Johannes Pfeifer d65a2f855f Fix display of instrument termination value in evaluate_steady_state.m
Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Houtan Bastani b94f30c40a bug fix: accord repmat syntax with that before R2013b 2016-08-24 12:03:07 +02:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani d65f32d550 fix bug introduced in 72e84657a7 re eig args. #1266 2016-08-24 11:31:07 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Stéphane Adjemian (Hermes) 0868b774a0 Added debian package to be installed for building Dynare.
See issue #1263.
2016-08-23 21:51:00 +02:00
Stéphane Adjemian 3bc6974bd0 Merge pull request #1271 from JohannesPfeifer/license_test
Add check whether toolbox is installed.
2016-08-23 18:37:06 +02:00
Johannes Pfeifer b4d958d706 dynare_solve.m: account for second mcp-solver in solution check 2016-08-23 17:28:41 +02:00
Johannes Pfeifer cc81f26f0d Adjust error message in steady_.m if PATH is selected on Octave 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Johannes Pfeifer dfd44c58d6 Fix error messages in get_complementarity_conditions.m 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 76e2112df9 Improve manual on lmmcp 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 8f689ce8d2 Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 6d3c73a906 Harmonize tolerance criterion used in evaluate_steady_state.m
Should be solve_tolf instead of dynatol.f
2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 299d7edf8b Expand stack_solve_algo=7 unit tests to other solve_algo 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 9c9e103627 Make csolve compatible with sparse matrices
Required for stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Johannes Pfeifer dea930d329 lnsrch1.m: do not display debugging info for perfect_foresight_solver
Necessary info does not exist within function to correctly identify problematic variables, leading to crashes with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Stéphane Adjemian (Hermes) 38e1ec6b1e Fixed bug.
Routine forcst was crashing if at least one of the observed variables,
with measurement error, was not in varlist.
2016-08-23 17:22:41 +02:00
Stéphane Adjemian (Hermes) 5df056b38f Fixed bug (conf_sig).
Use options_.forecasts.conf_sig instead of options_.conf_sig.
2016-08-23 17:22:41 +02:00
Johannes Pfeifer dd22b9609e Add function generate_trace_plots.m that plots trace plots for all estimated parameters 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 1befd3b515 Make trace plots uniquely identified by adding chain number to save names 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 08d53206a9 Port textwidth figure format change to dynare_estimation_1.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 8341ac33f8 Document treatment of measurement error in forecasts
Also removes wrong info on HPDTotalsup/inf
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 894090e6be Add missing 1 to min operator in TeX_loader 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 68e32e8e25 map_calibration.m: Remove manual setting of xticks
Clutters x-axis too much
2016-08-23 17:22:41 +02:00
Johannes Pfeifer bf725787e6 Only generate forecast with measurement error if observed variables are requested 2016-08-23 17:22:41 +02:00
Johannes Pfeifer eaaa0e5045 Fix TeX-names in GSA when mapping is over all parameters, not just structural ones 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 0d7d63fe9b Fix duplicate TeX-label for IRFs 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 054c9bde76 Fix variable naming in simultxdet.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 0f72e6ed63 Account for measurement error in non-MCMC forecasts 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 46450c6f1f Change textwidth depending on number of subplots
Prevents overblown figures
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 7050cab9c9 Consider measurement error for uncertainty bands in Bayesian estimation 2016-08-23 17:22:41 +02:00
Johannes Pfeifer daa9d15c75 Improve readability of plots generated by pm3_core.m
- Do not plot zero axis if plots are not centered around it
- Limit decimal points of yticks
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 84ab37fd7a Remove globals from forcst.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 424050f380 Make sure IRFs only have full periods as xticks 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 73afe7d02f Change fixed LaTeX figure width into \textwidth scaling
Improves readability
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 9a3414f652 Add missing deblank to conditional_variance_decomposition_mc_analysis.m which crashes otherwise if variables have different name length 2016-08-23 17:22:41 +02:00
Johannes Pfeifer de383a263e Prevent TeX_binder from including itself 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 425ada90bb Fix traceplot command in TeX unit test 2016-08-23 17:22:41 +02:00
Houtan Bastani ab35020e97 Merge pull request #1224 from JohannesPfeifer/ms_doc
Document options of MS code after interface change
2016-08-23 16:57:06 +02:00
Stéphane Adjemian 9653568fb6 Merge pull request #1247 from JohannesPfeifer/dyn++timing
Clarify the timing convention in dynare++
2016-08-23 16:45:26 +02:00
Stéphane Adjemian (Hermes) 5b60ffa0f7 Option fast_kalman_filter is also available with kalman_algo=0. 2016-08-22 23:31:02 +02:00
Johannes Pfeifer 73d0a82267 Add comment on logic of singularity testing in univariate_kalman_filter_d.m
See discussion on mailing list 18/06/2016
2016-08-22 19:24:35 +02:00
Johannes Pfeifer 8dc96cafa4 If F is identically 0 in Kalman filter, discard parameter draw instead of treating current observation as unobserved
See discussion on mailing list 18/06/2016
2016-08-22 19:24:35 +02:00
Johannes Pfeifer fa3a71bcae Make warning message in dynare_estimation_1.m more informative 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 75e52ed71d Make sure fast_kalman_filter is only used with diffuse_periods=0
Closes #1234
2016-08-22 19:24:35 +02:00
Johannes Pfeifer af72c1bd22 Add missing comment sign in DsgeSmoother.m 2016-08-22 19:24:35 +02:00