Stéphane Adjemian (Scylla)
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
Stéphane Adjemian (Scylla)
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
Sébastien Villemot
4e4fc2ffdb
Use load_xls_file_data in read_variables (for consistency with CSV)
2013-11-26 18:19:48 +01:00
Sébastien Villemot
36ec2561bf
load_xls_file_data: under Octave, fail gracefully if io is not present
2013-11-26 18:19:48 +01:00
Sébastien Villemot
93416a93da
Improvements in load_csv_file_data
...
* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
Houtan Bastani
eb75397e0f
fix try / catch statement in tests for octave
2013-11-26 17:35:27 +01:00
Houtan Bastani
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
Houtan Bastani
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
Stéphane Adjemian (Scylla)
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
Stéphane Adjemian (Scylla)
84982652a0
Changed chapter nine. Description of internals command.
2013-11-26 16:51:49 +01:00
Houtan Bastani
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
Stéphane Adjemian (Scylla)
10150a081d
Bug fix (internals command with --load-mh-history option).
2013-11-26 14:03:11 +01:00
Stéphane Adjemian (Scylla)
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
Stéphane Adjemian (Scylla)
80a853944a
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
2013-11-26 12:37:14 +01:00
Stéphane Adjemian (Scylla)
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
Stéphane Adjemian (Scylla)
f2f072bce1
Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
...
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:
>> internals --display-mh-history fs2000a
produces the following output in the Matlab/Octave's command window:
================================
MCMC set-up for fs2000a mod file
================================
MCMC chain number 1:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 35.28%
o Last value of the posterior kernel is: 1221.81656
o State of the chain:
|| Initial | Current
++++++++++++++++++++++++
e_a || 0.01570 | 0.01608
e_m || 0.00528 | 0.00512
alp || 0.35026 | 0.36909
bet || 0.99300 | 0.99308
gam || 0.00086 | 0.00038
mst || 1.00088 | 1.00147
rho || 0.65926 | 0.71132
psi || 0.66428 | 0.60611
del || 0.00977 | 0.00198
MCMC chain number 2:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 33.38%
o Last value of the posterior kernel is: 1220.39229
o State of the chain:
|| Initial | Current
+++++++++++++++++++++++++
e_a || 0.01664 | 0.01576
e_m || 0.00489 | 0.00504
alp || 0.39701 | 0.36630
bet || 0.99305 | 0.99219
gam || 0.00067 | -0.00025
mst || 1.00186 | 1.00218
rho || 0.70060 | 0.63847
psi || 0.65623 | 0.74668
del || 0.00666 | 0.00842
while the command:
>> internals --load-mh-history
loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
Sébastien Villemot
e29990df62
Improve documentation on nonlinear solver algorithms
2013-11-25 17:46:08 +01:00
Houtan Bastani
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
Houtan Bastani
27181a26d5
load_csv_file_data: fix isdate test
2013-11-25 06:15:35 +01:00
Houtan Bastani
7af47e1e9f
dseries: change default to not use sub operator on latex
2013-11-22 17:55:57 +01:00
Houtan Bastani
69caa7ec03
reporting: replace format with date2string
2013-11-22 17:45:15 +01:00
Houtan Bastani
afacf27268
reporting: replace getDatesCellStringArray with strings
2013-11-22 17:21:53 +01:00
Houtan Bastani
938751fa60
reporting: replace .time with .dates
2013-11-22 17:14:29 +01:00
Houtan Bastani
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
Stéphane Adjemian (Scylla)
43f11de27b
Merge branch 'master' into fix-mcmc-algorithm
2013-11-22 16:56:23 +01:00
Stéphane Adjemian (Scylla)
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Scylla)
d02171080c
Rewrote name2tex routine and fixed bug.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Scylla)
1fe3e4bc77
Cosmetic change.
2013-11-22 16:53:02 +01:00
Houtan Bastani
830c09760e
preprocessor: remove clang warning on declaration of const static double in class definition
2013-11-22 14:59:34 +01:00
Houtan Bastani
4a301a92d3
Merge pull request #542 from JohannesPfeifer/cosmetic_changes
...
Fix typo in manual and make sure that index is an integer in GetPosterio...
2013-11-22 05:59:10 -08:00
Johannes Pfeifer
967ade48e5
Remove redundant slashes from manual
2013-11-22 14:55:05 +01:00
Johannes Pfeifer
da6e0fd096
Make sure that index is an integer in GetPosteriorMeanVariance.m
2013-11-22 14:53:50 +01:00
Stéphane Adjemian (Scylla)
f14aed8f6a
Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes.
2013-11-22 11:28:24 +01:00
Stéphane Adjemian (Scylla)
a65197f273
Fixed bug (missing output argument).
2013-11-22 11:13:49 +01:00
Houtan Bastani
29850cf2c5
Merge pull request #541 from JohannesPfeifer/typo_use_calibration
...
Fix typo in use_calibration
2013-11-21 14:23:32 -08:00
Houtan Bastani
ebe816e0ca
Merge pull request #540 from JohannesPfeifer/fix_parameter_updating
...
Fixed typo that prevented correct updating of parameters when using resi...
2013-11-21 14:22:35 -08:00
Johannes Pfeifer
d935751c18
Fix typo in use_calibration
2013-11-21 21:19:29 +01:00
Johannes Pfeifer
23bd54ce72
Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block
2013-11-21 19:39:50 +01:00
Stéphane Adjemian (Scylla)
c0aaabc329
Merge branch 'master' into fix-mcmc-algorithm
2013-11-21 15:42:58 +01:00
Stéphane Adjemian (Scylla)
1393564701
Fixed bug of unknown origin...
2013-11-21 15:24:35 +01:00
Houtan Bastani
46dc981ce4
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
Houtan Bastani
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
Houtan Bastani
b4a9ba78e7
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +01:00
Stéphane Adjemian (Scylla)
1ef53c1d6a
Solve backward compatibility issues for mh-history files. Fixes #537 .
2013-11-21 12:41:25 +01:00
Stéphane Adjemian (Scylla)
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
Houtan Bastani
a943463ee5
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
Houtan Bastani
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Houtan Bastani
6f25bfbea0
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
Houtan Bastani
e49ec69719
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
Houtan Bastani
4f87313ed6
fix comment
2013-11-19 13:47:28 +01:00