Marco Ratto
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
Marco Ratto
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
Marco Ratto
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
Marco Ratto
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
Marco Ratto
d0d04065e6
Merged from 4.2 branch commits:
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9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba
* 1) bug fixes: non-initialized ide_strength when no param is identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).
2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
Marco Ratto
5e230e41b4
Fixed initialization of options related to identification.
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(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
Sébastien Villemot
f978ebeff7
Provisions for MATLAB 7.12 (R2011a)
2011-04-08 11:07:03 +02:00
Marco Ratto
fc0b867f5a
Fixed bug with empty qz_criterium.
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(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
2011-04-07 10:36:37 +02:00
Marco Ratto
e86e4b0bac
Fixes related to the possibility of having octave slaves called by a matlab master.
2011-04-06 14:28:21 +02:00
Marco Ratto
2d3315f9fb
modifications to allow weights attached to CPU's
2011-04-06 14:27:47 +02:00
Marco Ratto
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
Marco Ratto
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
Marco Ratto
a016d3c521
explicit mat extension with save (octave compatibility)
2011-04-06 13:08:22 +02:00
Marco Ratto
87abc9041c
Fixed bug for tex figures.
2011-04-06 12:00:22 +02:00
Michel Juillard
e91f0776f2
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
Michel Juillard
abf9a0eefd
discretionary_policy: removed nested function Iterate to make code compatible with Octave
2011-04-05 13:50:21 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
d70b02d319
removed unused variable
2011-03-31 16:36:03 +02:00
Michel Juillard
2882827084
making sure variance of subsample is not very small before computing kernel density
2011-03-28 09:17:36 +02:00
Michel Juillard
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
Michel Juillard
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
Michel Juillard
4d5dc228a8
add 'var' restriction to exist() tests (more of the same is needed in other functions)
2011-03-26 20:19:23 +01:00
Michel Juillard
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
Michel Juillard
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
Michel Juillard
5f8b5fa467
removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.
2011-03-24 18:38:01 +01:00
Michel Juillard
ec6c9ed9a7
fixing bug recently introduced for models without lagged variables
2011-03-19 18:47:49 +01:00
Ferhat Mihoubi
3f48c8723a
Additional corrections related to the steady_state operator bug
2011-03-18 14:11:00 +01:00
Marco Ratto
32eff62af6
1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev
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2) several fixes and improvements in dynare_identification.m:
-) provide more info for strength of identification (relative to prior)
-) more drastic warning off
-) print info from ident_bruteforce.m
2011-03-18 11:05:40 +01:00
Marco Ratto
218b9efc34
identification: added brute force search for groups of parameters that replicate the derivative pattern of another parameter.
2011-03-18 11:00:20 +01:00
Marco Ratto
52cc078de5
skipped print of multicollinearity on the command window
2011-03-18 10:56:32 +01:00
Marco Ratto
179662baca
skipped useless call to initial checks when nargout>3.
2011-03-18 10:55:48 +01:00
Marco Ratto
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
Marco Ratto
1ec1ea874a
Added utilities for analytic scores and asymptotic Hessian of likelihood.
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Thanks to Nikolai Iskrev
2011-03-18 10:52:27 +01:00
Ferhat Mihoubi
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Michel Juillard
0359c2801d
modifies alternative function for betapdf() for large values of a and b
2011-03-17 20:13:09 +01:00
Sébastien Villemot
7665b089fc
GSA: removed unused files
2011-03-17 16:54:55 +01:00
Sébastien Villemot
da867f1c93
GSA: add to MATLAB/Octave path
2011-03-17 16:29:18 +01:00
Sébastien Villemot
cde4f038d7
GSA: remove problematic statistics functions and replace them by calls to free ones
2011-03-17 16:14:12 +01:00
Sébastien Villemot
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
Ferhat Mihoubi
8da2725f43
Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected.
2011-03-16 09:59:40 +01:00
Marco Ratto
aac282d371
clean-up of commented lines in optimizer number 5;
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eliminated globals and persistent from mr_gstep;
2011-03-15 15:27:41 +01:00
Ferhat Mihoubi
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
Michel Juillard
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Michel Juillard
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
Michel Juillard
dcfe3e5749
partly reverting changeset 9f7cfaec00
in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation).
2011-03-13 17:04:29 +01:00
Michel Juillard
96b7e1f599
corrected bug introduced in changeset 32c997f1ef
of 02/25/11 and affecting k_order_perturbation
2011-03-13 17:01:10 +01:00
Michel Juillard
f70408e293
bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef
02/25/11)
2011-03-10 11:18:41 +01:00
Michel Juillard
0c0b9abbd3
bug fixing for model_diagnostics
2011-03-09 14:44:24 +01:00
Michel Juillard
f7f100426d
bug fixing for mode_compute == 6
2011-03-09 14:43:28 +01:00