Johannes Pfeifer
2eb43cf2f6
Add check for purely backwards model to k_order_pert
...
The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
Johannes Pfeifer
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
...
Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
Stéphane Adjemian (Charybdis)
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
Stéphane Adjemian (Charybdis)
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis)
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
Stéphane Adjemian (Charybdis)
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
Stéphane Adjemian (Charybdis)
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
Stéphane Adjemian (Charybdis)
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
Stéphane Adjemian (Charybdis)
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
Stéphane Adjemian (Charybdis)
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
Stéphane Adjemian (Charybdis)
39ef86f118
Partially reverted commit 06237375db
.
2013-06-18 22:30:49 +02:00
Frédéric Karamé
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
Frédéric Karamé
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
Frédéric Karamé
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
Stéphane Adjemian (Charybdis)
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis)
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis)
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67
.
2013-06-13 16:39:12 +02:00
Johannes Pfeifer
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis)
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis)
9d3a1d242a
Added fake argument to matlab's implementation of mjdgges.
...
Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
Stéphane Adjemian (Charybdis)
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis)
a71b770fec
Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6).
2013-06-12 09:53:18 +02:00
Houtan Bastani
1a6f8753d1
reporting: in windows, replace native filesep with forward slash for inclusion in tex file
2013-06-11 17:12:16 +02:00
Houtan Bastani
dec9c3a315
reporting: search for pdflatex.exe on windows
2013-06-11 17:11:48 +02:00
Houtan Bastani
58a583c248
reporting: fix echo command in system searches for pdflatex
2013-06-11 17:11:15 +02:00
Johannes Pfeifer
97f777ea15
Make sure that recursive forecasting happens in increasing order of observations (required for plotting)
2013-06-09 10:56:58 +02:00
Johannes Pfeifer
3347352a45
Fix plots for Recursive Forecasting and save them to graphs subfolder.
2013-06-09 10:55:52 +02:00
Johannes Pfeifer
79748dd150
Correct displayed information if not total dataset is used.
2013-06-09 10:45:41 +02:00
Ferhat Mihoubi
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
Ferhat Mihoubi
2dc04c8c00
Correct a typo when solving an equation containing only lead and current values of endogenous
2013-06-07 20:27:10 +02:00
Houtan Bastani
037ec55dfd
dynDate: add missing case to throw error if another char is passed
2013-06-07 17:23:22 +02:00
Michel Juillard
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +02:00
Johannes Pfeifer
c82658a2a5
Bugfix for steady;
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1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot
8c14339a0f
Merge pull request #399 from JohannesPfeifer/master
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Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
Sébastien Villemot
bf94bb3df8
Implement clock option of set_dynare_seed
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Also improve documentation of set_dynare_seed.
Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot
9210ad68b5
Merge pull request #410 from rattoma/parallel_option
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new option for user specific files
2013-05-31 05:46:31 -07:00
Sébastien Villemot
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
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New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
Marco Ratto
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
Sébastien Villemot
2822fcd979
Fix bug introduced in 767dce0a
2013-05-28 10:16:26 +02:00
Sébastien Villemot
71ded60742
Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
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Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
Marco Ratto
26602ecf3c
Bug fix for negative values of x(kk)
2013-05-27 12:00:39 +02:00
Sébastien Villemot
f7403c452e
Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
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Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
Johannes Pfeifer
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
Johannes Pfeifer
bd68970c62
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-26 08:11:53 +02:00
Sébastien Villemot
74ee859b37
Merge pull request #408 from rattoma/master
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allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
Johannes Pfeifer
767dce0a3b
Check in McMCDiagnostics.m whether all consecutive MH files are present
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Closes #390
2013-05-24 11:18:31 +02:00
Sébastien Villemot
57cf45ef0b
Merge pull request #404 from JohannesPfeifer/BVAR_graphs
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Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
Johannes Pfeifer
77488f5f22
Make BVAR obey graph-options and save to graph folder
2013-05-24 11:04:21 +02:00
Sébastien Villemot
b6a054dc4f
Merge pull request #403 from JohannesPfeifer/irf_shocks
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Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
Sébastien Villemot
353d864429
Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
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Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
Marco Ratto
73765b52ca
Allow using new option
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options_.parallel_info.local_files
that allow porting to remote threads user-specific local files needed to run the project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
Sébastien Villemot
c035ca30af
Fix nonexistent variable names
2013-05-23 13:03:52 +02:00
Sébastien Villemot
da1a190630
Remove spurious displayed variables
2013-05-23 11:52:28 +02:00
Marco Ratto
7bef23f1b3
Allow asymmetric mode check plots, using the new option
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mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
Johannes Pfeifer
5842c6c1c5
Make unconditional forecasts save figures to graph folder
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
Johannes Pfeifer
ed823c2ef6
Make PosteriorIRF obey irf_shocks
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The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
Johannes Pfeifer
834e18c02c
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-18 10:44:07 +02:00
Johannes Pfeifer
115b16236b
Fix bug in dsge_likelihood for univariate_kalman_filter
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ÿÿÿ
Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
Houtan Bastani
5e00e5f330
reporting: @series: add new option tableMarkerLimit
2013-05-17 14:02:59 +02:00
Houtan Bastani
a4c4f9e04d
reporting: @series: fix comment
2013-05-17 13:50:43 +02:00
Houtan Bastani
5c1846eb1e
reporting: @series: fix coloring
2013-05-17 13:49:45 +02:00
Sébastien Villemot
e30cbef217
Better fix for the issue raised in cc5527c
commit message
2013-05-17 10:39:05 +02:00
Sébastien Villemot
4f8af445f7
Revert "Move filling of decision rules to respective orders"
...
This reverts commit cc5527c843
.
This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
2013-05-17 10:32:27 +02:00
Houtan Bastani
0d9cf39fa0
reporting: @report: bug fix: test for os x on octave
2013-05-16 14:31:50 +02:00
Houtan Bastani
08d1d0b521
reporting: @report: simplify test for os x
2013-05-16 14:31:49 +02:00
Houtan Bastani
9d8c135f59
reporting: use matlab2tikz when using Octave w OS X
2013-05-16 14:31:49 +02:00
Houtan Bastani
7037e2a4bc
reporting: centralize/automate display.m
2013-05-16 14:31:40 +02:00
Houtan Bastani
965f54884d
reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods
2013-05-16 14:31:40 +02:00
Houtan Bastani
7428ea2cc6
reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods
2013-05-16 14:31:40 +02:00
Houtan Bastani
f877620b93
reporting: remove footnote option
2013-05-15 16:28:32 +02:00
Houtan Bastani
20e5a4d4b6
reporting: remove config option
2013-05-15 16:23:58 +02:00
Houtan Bastani
5920457437
reporting: aesthetic change
2013-05-15 13:05:33 +02:00
Houtan Bastani
1a83647928
reporting: @report: add compiler option to compile() as alternative method to pass compiler information
2013-05-15 13:05:33 +02:00
Houtan Bastani
fe68b69302
reporting: @report: throw explicit error if user has not passed compiler option on Windows
2013-05-15 13:05:26 +02:00
Houtan Bastani
e6b99ad617
reporting: @graph: only take string representation of color
2013-05-14 18:36:01 +02:00
Houtan Bastani
cbd43ee9df
reporting: on error reading user options, print actual option passed not lowercase version of it
2013-05-14 17:24:41 +02:00
Houtan Bastani
d6210a4a34
reporting: @series: fix display
2013-05-14 16:52:09 +02:00
Houtan Bastani
a4a5eb6022
reporting: @series: change showTableMarkers to tableShowMarkers
2013-05-14 16:52:09 +02:00
Houtan Bastani
b631fc1d7f
reporting: @series: change lineWidth to graphLineWidth
2013-05-14 16:52:09 +02:00
Houtan Bastani
f6ff010b36
reporting: @series: rename lineStyle as graphLineStyle
2013-05-14 16:52:08 +02:00
Houtan Bastani
8a45999e19
reporting: change color to graphLineColor
2013-05-14 16:52:08 +02:00
Houtan Bastani
df3b337924
reporting: @series: remove unnecessary assertion
2013-05-14 16:52:08 +02:00
Houtan Bastani
e185ee7172
reporting: fix typos in validity checks
2013-05-14 13:11:46 +02:00
Houtan Bastani
0c6f7dd8cd
reporting: change hlines to showHlines
2013-05-14 13:11:46 +02:00
Houtan Bastani
af094d0271
reporting: implement hlines option
2013-05-14 13:11:46 +02:00
Houtan Bastani
e437480d26
reporting: change vlines to showVlines
2013-05-14 13:11:46 +02:00
Stéphane Adjemian
fc83427185
Merge pull request #393 from JohannesPfeifer/display_tables
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Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Sébastien Villemot
0d5a9e3a06
Merge pull request #391 from JohannesPfeifer/master
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Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
Johannes Pfeifer
cc5527c843
Move filling of decision rules to respective orders
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Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
2013-05-13 19:23:38 +02:00
Houtan Bastani
df0749d166
reporting: change zeroline to showZeroline
2013-05-13 18:48:43 +02:00
Houtan Bastani
788b7e3d11
reporting: bug fix: only assign a tempname to figname when one doesn't already exist
2013-05-13 18:19:16 +02:00
Houtan Bastani
9fa99b5337
reporting: make option names uniform by removing underscores to conform with Matlab style options
...
Conflicts:
matlab/reports/@series/series.m
matlab/reports/@series/write.m
2013-05-13 18:16:52 +02:00
Houtan Bastani
bd11ea293e
reporting: change tableMarkers to showTableMarkers
2013-05-13 18:16:52 +02:00
Houtan Bastani
f03bf0a615
reporting: preserve case when assigning method options while allowing user to enter any case
2013-05-13 18:16:52 +02:00
Houtan Bastani
333d515fe9
reporting: change legend_boxoff to showLegendBox
2013-05-13 18:16:52 +02:00
Houtan Bastani
80c9bf6c4c
reporting: change legend to showLegend
2013-05-13 18:16:52 +02:00
Houtan Bastani
36ee655d03
reporting: change showdate to showDate
2013-05-13 18:16:52 +02:00
Houtan Bastani
89b0bd0904
reporting: change grid option to showGrid
2013-05-13 18:16:52 +02:00
Sébastien Villemot
03ec4fa88d
Merge pull request #394 from JohannesPfeifer/k_order_pert_pruning_simult
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Bugfix for simult_.m when used with k_order_pert and pruning at order=1
2013-05-13 08:34:31 -07:00
Stéphane Adjemian (Charybdis)
86ee57876d
Fixed bug when NAMES__ is not defined.
2013-05-13 16:27:37 +02:00
Stéphane Adjemian (Charybdis)
ccaefc4032
Added @dynSeries/lag method.
2013-05-13 13:53:25 +02:00
MichelJuillard
459a93d2d5
Merge pull request #395 from JohannesPfeifer/prior_violation
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Make error message if mode violated prior more explicit
2013-05-12 06:47:26 -07:00
Johannes Pfeifer
d9fb19e479
Make error message if mode violated prior more explicit
2013-05-12 13:27:55 +02:00
Johannes Pfeifer
44a6641782
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
...
In the rare combination of k_order_solver, pruning, and order=1 the steady state was not subtracted from the starting values when doing simulations
2013-05-11 12:14:11 +02:00
Johannes Pfeifer
7aea75f348
Add function for displaying estimation results
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The commit moves the creation of results tables, both the ones displayed
and printed to LaTeX, from dynare_estimation_1.m to a separate function.
This factorization later allows to use this function to display results
from other estimation routines. At the same time, it removes the display
of t-statistics for posterior estimates ( #339 )
2013-05-10 18:58:08 +02:00
Johannes Pfeifer
42081aec88
Filter out stale loglinear option
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With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
Houtan Bastani
adb8685f4d
fix typo
2013-05-03 14:54:47 +02:00
Houtan Bastani
eebdfd623c
reporting: fix xticklabels
2013-05-03 14:44:30 +02:00
Sébastien Villemot
67e245934f
Merge pull request #384 from JohannesPfeifer/master
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Remove mexErrorCheck from k_order_pert to make it obey the noprint-option
2013-05-03 02:37:25 -07:00
Houtan Bastani
6243c71ea7
reporting: cosmetic changes
2013-05-03 08:05:09 +02:00
Houtan Bastani
249cd9646e
reporting: for octave, use octave tikz conversion as opposed to matlab2tikz
2013-05-03 07:37:12 +02:00
Houtan Bastani
a90618f748
reporting: write pdf compilation to stdout in Octave
2013-05-03 07:33:50 +02:00
Johannes Pfeifer
996ff3bfd3
Remove mexErrCheck from k_order_pert to make it obey the noprint-option
...
Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
Johannes Pfeifer
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
...
This reverts commit 2815d5fbd4
.
2013-05-02 14:31:29 +02:00
Johannes Pfeifer
1e0a728906
Fix bug introduced in 27fda91c8c
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For parallel computations, the relative path is necessary.
2013-05-02 14:27:05 +02:00
Marco Ratto
1b2cf2a45b
Fixed bug introduced in commit d541202.
2013-05-02 08:36:29 +02:00
Sébastien Villemot
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
Marco Ratto
ab5b922e46
-) fixed bug introduced in commit 66527df;
...
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Marco Ratto
afc2454913
Bug fix: when no analytic derivation and change in x very small.
2013-04-30 11:38:18 +02:00
Johannes Pfeifer
50f97ffc16
Capitalize figure title in mh_autocorrelation_function
2013-04-29 23:40:22 +02:00
Johannes Pfeifer
fe6f63aa2e
Fixed bug in name2index
...
Previously, the strings were concatenated, rendering calls to strmatch
wrong. Changed to cell arrays on which strmatch operates.
2013-04-29 23:17:11 +02:00
Johannes Pfeifer
749fff9dcb
Make traceplot and mh_autocorrelation save graphs; add legend
2013-04-29 23:15:44 +02:00
Johannes Pfeifer
c0f12968ee
Create graph folder in rplot if it does not exist
2013-04-29 22:30:52 +02:00
Marco Ratto
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
...
Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
Johannes Pfeifer
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
Johannes Pfeifer
69372d290d
Make Stability Mapping more readable.
...
Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
Johannes Pfeifer
27fda91c8c
Replace relative by absolute filenames
...
Closes #329
2013-04-27 16:36:10 +02:00
Johannes Pfeifer
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
Johannes Pfeifer
4b4e7ad671
Make rplot save figures in graph-folder and obey nodisplay option
...
option
2013-04-27 14:58:16 +02:00
Johannes Pfeifer
76961ee59b
Provide RMSE with more expressive figure titles
2013-04-27 12:53:06 +02:00
Johannes Pfeifer
935f8eb025
Provide Redform Mapping with more expressive figure titles
2013-04-27 12:52:48 +02:00
Johannes Pfeifer
df611e9e9d
Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones
2013-04-27 11:53:35 +02:00
Johannes Pfeifer
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
Johannes Pfeifer
c0797ea283
Suppress output of row_header_width
2013-04-27 08:28:24 +02:00
Johannes Pfeifer
dce8e74c33
Fix bug where initial_estimation_checks was performed on prior mean instead of specified mode
...
If the mode_file option was used, xparam1 was reloaded from the
mode-file after the initial checks, sometimes leading to very cryptic
errors. Now the initial checks already load the correct parameter
vector.
2013-04-26 21:10:36 +02:00
Johannes Pfeifer
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
Johannes Pfeifer
d3457ee4d9
Make UnivariateSpectralDensity save plots to graphs-folder
...
Also make the plots obey the nodisplay option
2013-04-26 19:59:32 +02:00
Johannes Pfeifer
58b6c3122f
Cosmetic Changes to Graphs
2013-04-26 19:57:36 +02:00
Houtan Bastani
4ba3815a0d
Merge pull request #377 from JohannesPfeifer/master
...
Fix small bug in print_info
2013-04-26 08:48:45 -07:00
Johannes Pfeifer
9310467658
Fix crash in print_info
...
If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
Houtan Bastani
8f65eafb8f
fix typo
2013-04-26 15:04:56 +02:00
Sébastien Villemot
e783084126
Fix comment blocks
2013-04-26 09:50:56 +02:00
Houtan Bastani
1f6cfb7f15
faster load_csv_file_data on Matlab using importdata
2013-04-25 18:40:19 +02:00
Houtan Bastani
cc923e5315
reporting: @graph: add shade_color option
2013-04-25 18:40:02 +02:00
Houtan Bastani
e3bb2760cf
reporting: @graph: add option shade_opacity
2013-04-25 18:40:02 +02:00
Johannes Pfeifer
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
Johannes Pfeifer
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
...
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Houtan Bastani
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
Houtan Bastani
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
Johannes Pfeifer
5cb9b02863
Fix unfold for third order pruning
2013-04-24 13:09:40 +02:00
Michel Juillard
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
...
the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
Michel Juillard
d97e036868
fixing missing increment of index in unfold3, unfold21, unfold12
2013-04-21 20:48:26 +02:00
Stéphane Adjemian
24caaf9864
Merge pull request #373 from FerhatMihoubi/master
...
2 requests
2013-04-19 09:30:48 -07:00
Ferhat Mihoubi
9387b4a28d
Consider the case of non available variable in the csv file
2013-04-19 18:26:20 +02:00
Houtan Bastani
41b11709e8
reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
...
If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
Houtan Bastani
86952b06b0
reporting: @section: adjust spacing
2013-04-19 18:24:01 +02:00
Ferhat Mihoubi
7bbffd7cef
Deals with empty values in csv file, removed a useless test
2013-04-19 16:04:06 +02:00
Marco Ratto
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
Marco Ratto
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
Sébastien Villemot
e1f702f83a
Various fixes to steady state computation in estimation DLL
...
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Houtan Bastani
c7bb71199d
reporting: @reporting: open pdf file after compilation (Matlab only)
2013-04-18 17:28:59 +02:00
Houtan Bastani
ac47e81fb1
reporting: @graph: set prettier spacing of xticklabels
2013-04-18 17:19:48 +02:00
Houtan Bastani
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
Stéphane Adjemian (Charybdis)
409675ce9c
Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided.
2013-04-12 17:55:14 +02:00
Stéphane Adjemian (Charybdis)
3b3d753d54
Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied.
2013-04-12 17:53:13 +02:00
Stéphane Adjemian (Charybdis)
b955b20bf3
Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted.
2013-04-12 17:50:52 +02:00
Stéphane Adjemian (Charybdis)
63502db6c0
Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added.
2013-04-12 17:48:00 +02:00
Stéphane Adjemian (Charybdis)
be91a24daa
Fixed bug that was affecting the display of dynDates objects.
2013-04-12 17:41:32 +02:00
Stéphane Adjemian (Charybdis)
6eecf0ba10
Fixed typo in header.
2013-04-12 17:21:10 +02:00
Stéphane Adjemian (Charybdis)
1dd0518188
Added unitary test in dynSeries/subsasgn.
2013-04-12 16:27:46 +02:00
Stéphane Adjemian (Charybdis)
681e7b677d
Added the possibility to use two regular expressions in dynSeries/subsasgn method.
...
As in dynSeries/extract we consider a tensor product.
2013-04-12 16:26:57 +02:00
Stéphane Adjemian (Charybdis)
f447ea8feb
Added unitary test in dynSeries/extract method.
2013-04-12 15:59:19 +02:00
Stéphane Adjemian (Charybdis)
2a9e075c63
Added the possibility to use two regaular expressions in @dynSeries/extract method.
...
*Example*
Suppose that a dynSeries object contains the following set of variables
GDP_1
GDP_2
GDP_3
GDP_4
GDP_5
GDP_6
GDP_7
HICP_1
HICP_2
HICP_3
HICP_4
HICP_5
HICP_6
HICP_7
Consumption_1
Consumption_2
Consumption_3
Consumption_4
Consumption_5
Consumption_6
Consumption_7
Then the syntax:
b = a{'@GDP,HICP@_@1,2,3@'}
will instantiate a new dynSeries object containing variables:
GDP_1
GDP_2
GDP_3
HICP_1
HICP_2
HICP_3
2013-04-12 15:58:55 +02:00
Stéphane Adjemian (Charybdis)
0cdb636d67
Remove possible leading and trailing white spaces in variable names.
2013-04-12 14:39:39 +02:00
Frédéric Karamé
c85f27b910
add comments
2013-04-12 10:38:34 +02:00
Frédéric Karamé
8976bcf82c
fix bug in the dimension of the noise vector
2013-04-12 10:38:33 +02:00
Frédéric Karamé
ae55884261
factorization of the Neff routine
2013-04-12 10:38:33 +02:00
Frédéric Karamé
25179aba7f
add a routine to build the proposal distribution for the conditional particle filter
2013-04-12 10:38:33 +02:00
Houtan Bastani
3b92c1b1c7
remove unused variables
2013-04-11 19:07:34 +02:00
Houtan Bastani
73fcf9719e
fix comment and error
2013-04-11 19:07:34 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
Marco Ratto
b77445e5f9
1) Allow threshold reduced form mapping also for posterior samples;
...
2) Improve the notation of info saved of threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
Houtan Bastani
b0f9131f13
reporting: @report: add compile method
2013-04-10 18:08:14 +02:00
Houtan Bastani
17c7c3f0d2
reporting: add more info to stdout during processing/writing
2013-04-10 14:55:19 +02:00
Houtan Bastani
a0f25ee621
reporting: comment cleanup
2013-04-10 13:01:22 +02:00
Houtan Bastani
3e9e35aff6
reporting: allow for manual height adjustment of sections
2013-04-10 12:53:41 +02:00
Johannes Pfeifer
c071df7f78
Clarify terminology used for filtered variables
...
Closes #317
2013-04-10 10:44:24 +02:00
Houtan Bastani
c8a888729d
reporting: @graph: keep line handles for use with legend
2013-04-09 17:37:54 +02:00
Houtan Bastani
7ea21ca765
reporting: @graph: legend uses tex
2013-04-09 17:37:54 +02:00
Houtan Bastani
87102cbdea
reporting: @graph: ensure xlim is not larger than actual xlimits
2013-04-09 17:37:54 +02:00
Houtan Bastani
8468a1bc04
reporting: @graph: use green shading which is easier to see because 'FaceAlpha' doesn't work on octave (at least on os x)
2013-04-09 11:49:16 +02:00
Houtan Bastani
a3cf461bea
reporting: @graph: if shading, move to bottom
2013-04-09 11:16:30 +02:00
Houtan Bastani
e672d88d7a
reporting: @graph: uistack fix for octave & move zeroline writing up
2013-04-09 11:16:01 +02:00
Marco Ratto
9ca6898446
Fixed bug introduced in commit c9402d9ecc
for local threads
2013-04-08 12:47:41 +02:00
Marco Ratto
c9402d9ecc
Several bug fixes:
...
1) properly manage hybrid matlab/octave computations;
2) check for function handles under octave, which cannot be saved on a mat file;
3) bug fix for non standard octave path;
4) synchronization fix under octave;
5) Retrieve missing output files when remote threads are finished;
6) check if input files have been updated, like in metropolis computations with load_mh_file=1;
7) check if output files are missing to trap synchronization failures: this may be inefficient and needs to be improved for unix/windows clusters;
8) fixed cleanup with multiple remote nodes.
2013-04-05 17:44:08 +02:00
Marco Ratto
844cbac2b3
fixed output argument as a proper char matrix for both unix and windows OS.
2013-04-05 17:30:50 +02:00
Marco Ratto
8de02041ef
synchronization pause(1) to fix bug in matlab-octave clusters under unix
2013-04-05 17:29:40 +02:00
Marco Ratto
0fb688136e
1) used Environment input argument to GiveCPUnumber to fix bug with hybrid unix/windows clusters;
...
2) removed return after failure of ping; some machines like hal can be connected but do not allow ping;
2013-04-05 17:28:43 +02:00
Marco Ratto
09bc0a0aaa
fixed bug with seeds in hybrid matlab-octave parallel clusters
2013-04-05 17:25:34 +02:00
Marco Ratto
fe0054f370
allow posterior irf plots for octave
2013-04-05 17:17:47 +02:00
Marco Ratto
84f0d6c7da
bug fix for octave under windows and hybrid unix-windows clusters
2013-04-05 17:16:17 +02:00
Sébastien Villemot
2bc167fc6a
ILU wrapper around LUINC: don't test setup.type
...
It is anyway impossible to have exactly the same behaviour of ilu and luinc
with respect to zero filling and maximum pivot
2013-04-05 15:05:19 +02:00
Houtan Bastani
f944dde89a
reporting: @graph: push zeroline to bottom
2013-04-05 13:15:00 +02:00
Houtan Bastani
0cb0a23ec1
reporting: @graph: add zeroline option
2013-04-05 11:48:56 +02:00
Houtan Bastani
1f9e6dea8d
add strjoin to missing
2013-04-04 11:35:45 +02:00
Houtan Bastani
18a24de73d
reporting: @report: simplified syntax for adding vspace
2013-04-04 08:50:49 +02:00
Houtan Bastani
5f304863e5
reporting: @elements: add end.m
2013-04-04 08:48:24 +02:00
Houtan Bastani
8f7bcfc22d
reporting: @table: fix display
2013-04-04 08:42:41 +02:00
Houtan Bastani
aa7bb4625e
reporting: fix typo
2013-04-04 07:35:54 +02:00
Houtan Bastani
eae3f2fe28
reporting: @series: write tex name to table
2013-04-03 19:13:32 +02:00
Houtan Bastani
a8b9dd24b8
dynSeries: tex_rename: allow to be used with one arg when the dynSeries has only one var
2013-04-03 19:13:32 +02:00
Houtan Bastani
b089cae9f6
bug fix: tmp should be char not cell
2013-04-03 19:13:32 +02:00
Stéphane Adjemian (Charybdis)
cd3a5b8f32
Changed interface and calibration (cubature & unscented transform).
2013-04-03 18:40:14 +02:00
Houtan Bastani
3efe8b5232
reporting: @series: add align_right option
2013-04-03 16:28:17 +02:00
Houtan Bastani
b7786bf4bb
reporting: @table: add vline_after option
2013-04-03 14:40:06 +02:00
Houtan Bastani
38d56ecfca
reporting: @table: allow control of title font size
2013-04-03 11:37:19 +02:00
Houtan Bastani
965896d8c9
reporting: @series support writing colors/marking table rows
2013-04-02 15:00:27 +02:00
Houtan Bastani
21333de9ef
reporting: @seriesElements: bug fix
2013-04-02 15:00:27 +02:00
Houtan Bastani
0569e46faa
reporting: fix typo
2013-04-02 15:00:27 +02:00
Houtan Bastani
25a013b222
reporting: @series: use graph_* to precede graph-specific options
2013-04-02 15:00:27 +02:00
Houtan Bastani
53e0768f8f
dynDates: add end keyword
2013-04-02 11:12:00 +02:00
Houtan Bastani
54b0f3184d
reporting: @table: use @series
2013-04-02 11:08:23 +02:00
Stéphane Adjemian (Charybdis)
4e1165c905
Added Gaussian unscented cubature (order three approximation).
2013-03-30 11:06:41 +01:00
Stéphane Adjemian (Charybdis)
5ed35c2927
Fixed bug in insert_object_in_one_dimensional_cell_array routine when the original cell array is empty.
2013-03-30 11:06:41 +01:00
Houtan Bastani
ea718d6998
dynDate: fix typos
2013-03-29 18:51:26 +01:00
Houtan Bastani
9637a9d4ce
reporting: @graph: bug fix
2013-03-29 17:58:54 +01:00
Houtan Bastani
1006b849de
reporting: factorize max range code for eventual use with @table
2013-03-29 17:25:04 +01:00
Houtan Bastani
513272a832
reporting: simplifying syntax at report object level for series
2013-03-29 17:25:04 +01:00