Houtan Bastani
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
Houtan Bastani
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
Houtan Bastani
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
Stéphane Adjemian (Charybdis)
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
Stéphane Adjemian (Charybdis)
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
Johannes Pfeifer
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
Johannes Pfeifer
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
Johannes Pfeifer
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
Stéphane Adjemian (Charybdis)
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
Stéphane Adjemian (Charybdis)
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
...
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla)
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
Houtan Bastani
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
Houtan Bastani
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
Houtan Bastani
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
Stéphane Adjemian (Charybdis)
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
Sébastien Villemot
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
Stéphane Adjemian (Scylla)
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
Sébastien Villemot
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
Stéphane Adjemian (Scylla)
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
Stéphane Adjemian (Scylla)
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
Johannes Pfeifer
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
Houtan Bastani
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
Houtan Bastani
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00
Sébastien Villemot
b9df616c18
Fix treatment of error conditions in bytecode.
2013-12-13 16:49:08 +01:00
Sébastien Villemot
6e8b35c7f3
Fix bug in method disp of dseries.
2013-12-13 16:49:08 +01:00
Stéphane Adjemian (Scylla)
8e6df85604
Fixed bug.
2013-12-13 15:53:06 +01:00
Stéphane Adjemian (Scylla)
fd5742a399
Add a second output argument to CheckPath nonzero iff the routine creates a new directory.
2013-12-13 15:53:06 +01:00
Houtan Bastani
08199dc881
reporting: fix if statement for changes in dynDates/dates class
2013-12-13 15:36:04 +01:00
Houtan Bastani
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
Stéphane Adjemian (Scylla)
832f8ee82f
Bug fixes (related to the loading of the mcmc files) + Cosmetic changes.
2013-12-13 12:49:19 +01:00
Michel Juillard
58c40fdca9
ramsey_policy: correcting the computation of the value of the
...
objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
Michel Juillard
77fdd3bfda
ms-sbvar: corrected bug with final_subperiod default value and
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clarified in the manual.
2013-12-13 09:56:11 +01:00
Houtan Bastani
3990707e36
reporting: fix typo
2013-12-12 16:05:57 +01:00
Houtan Bastani
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
Houtan Bastani
85905cbb1d
reporting: for windows filenames escape underscore
2013-12-12 16:05:57 +01:00
Houtan Bastani
7cc259ea46
fix permissions
2013-12-12 16:05:57 +01:00
Michel Juillard
1ddd00b502
ms-sbvar: corrected bug in initialization/computation of final
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subperiod
2013-12-12 10:02:31 +01:00
Michel Juillard
ed15f0bcac
ms-sbvar: corrected bug in initialization/computation of final subperiod
2013-12-12 09:10:09 +01:00
Michel Juillard
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Stéphane Adjemian (Scylla)
6cb18b34fb
Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block.
2013-12-11 16:43:15 +01:00
Johannes Pfeifer
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
Sébastien Villemot
1dc3f2119a
Merge pull request #561 from rattoma/master
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Fixed bugs and continue GSA plots harmonization
2013-12-11 01:51:50 -08:00
Stéphane Adjemian (Scylla)
f16689e76f
Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters.
...
If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
4afcf8fdaf
Fixed typo.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
cf1bd26f84
Removed old version of homotopic_steps (extended path).
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
1a8e50dd7a
Same as commit #52a5262b7bbeb0a47961be42d8fba4845ead31cc for the simul command.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
3790ab1dc7
Cosmetic changes. Removed useless spaces and semicolons.
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
cf567dd5c0
Bug fix. Force axis tight in @dseries/plot method (otherwise the method crashes if Matlab/octave considers a too large x-abscissa).
2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla)
a51db32145
Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).
2013-12-11 10:01:22 +01:00
Marco Ratto
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
Marco Ratto
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
Marco Ratto
db9b61df78
Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.
2013-12-10 17:10:04 +01:00
Marco Ratto
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
...
2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
Marco Ratto
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
Marco Ratto
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
Marco Ratto
b3c4f9427f
Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title)
2013-12-10 11:22:15 +01:00
Marco Ratto
67d7ba75f0
1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
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2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
2013-12-10 11:05:54 +01:00
Marco Ratto
2d6e513738
Bug fix with irf restriction on period larger than 1
2013-12-10 10:54:47 +01:00
Sébastien Villemot
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
Houtan Bastani
2d966208c4
write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc
2013-12-09 17:36:08 +01:00
Houtan Bastani
10652be09a
write_latex_definitions: use texttt for variable names, #478
2013-12-09 17:24:50 +01:00
Houtan Bastani
3539dc7153
write_latex_definitions: use longtable, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
07bea735de
Merge pull request #557 from rattoma/master
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Fixes to mode_compute=5. (1) force univariate steps at every iteration: ...
2013-12-09 05:29:47 -08:00
Stéphane Adjemian (Scylla)
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Houtan Bastani
ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
Houtan Bastani
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
Marco Ratto
e5854cb201
Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary.
2013-12-07 10:52:27 +01:00
Houtan Bastani
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
Houtan Bastani
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
Sébastien Villemot
c06a8df8a4
Merge pull request #553 from rattoma/master
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Trap the case where only one parameter is estimated and only one non-con...
2013-12-06 06:16:50 -08:00
Marco Ratto
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
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(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
Johannes Pfeifer
c9ebe21faf
Harmonize plotting of IRFS
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In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
Stéphane Adjemian (Charybdis)
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
Sébastien Villemot
d9c3073fd9
Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
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Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
Johannes Pfeifer
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
Johannes Pfeifer
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
Houtan Bastani
22949820be
bug fix: close unclosed file id, #438
2013-12-02 12:34:09 +01:00
Sébastien Villemot
d8d0f2b8cc
Revert cosmetic change of 4fa2d5b
2013-11-29 23:09:51 +01:00
Stéphane Adjemian (Scylla)
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
Stéphane Adjemian (Scylla)
a6a10055da
Fixed bug (problem with dates selection in @dseries::subsref).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
e1bff2c885
Adapted unitary tests for octave.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
59f1967347
Adapted unitary test for octave.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
e615f00bec
Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
ee506c4ebe
Added new routine to test if a global variable exist in the base workspace.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
121aa5038c
Bug fix. Input must be numeric in the first place.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
0419aa00e2
Cosmetic change (use isdates routine).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
8eb45edb92
Fix for Octave (need to add extension of the m script).
2013-11-29 19:02:40 +01:00
Sébastien Villemot
c1c656f4d9
Fix config of warnings in @dseries/cumsum tests
2013-11-29 17:16:17 +01:00
Stéphane Adjemian (Scylla)
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
Stéphane Adjemian (Scylla)
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
Johannes Pfeifer
ec9c32d2b7
Correct name of output folder in writing TeX-Code
2013-11-29 10:25:25 +01:00
Stéphane Adjemian (Scylla)
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
Stéphane Adjemian (Scylla)
1ff556ada2
Give more informations if the mod file is not found in the current directory.
2013-11-28 14:49:42 +01:00
Stéphane Adjemian (Scylla)
baa596f9be
Give more details if the mod file is not found in the current directory.
2013-11-28 11:07:14 +01:00
Stéphane Adjemian (Scylla)
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla)
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00