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Author SHA1 Message Date
Johannes Pfeifer 55e20aab1f Delete unused passing of file in posterior_sampler.m 
Ports 919645d30e2361fb4c960ee78e42d401ad3d95ba to master
 2016-08-22 16:27:32 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig 
Conf sig
 2016-08-21 16:14:28 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file 
Save chain's proposal density and make load_mh_file and mh_recover load it
 2016-08-21 16:12:12 +02:00
MichelJuillard 912409a71c Merge pull request #1268 from JohannesPfeifer/dynare_solve_error_message 
Remove error-display from dynare_solve.m
 2016-08-21 16:07:35 +02:00
Johannes Pfeifer e7b8222144 Updated header of dynare_solve.m 2016-08-21 11:47:52 +02:00
Johannes Pfeifer 14ab41e414 Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs 2016-08-21 11:45:11 +02:00
Johannes Pfeifer 335ce74acb Remove error-display from dynare_solve.m 
Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
 2016-08-21 11:44:18 +02:00
Johannes Pfeifer 4d8295afdf Cosmetic fixes to display_problematic_vars_Jacobian.m 2016-08-21 11:28:47 +02:00
Johannes Pfeifer 9d9cb322c8 Make sure fields of estim_params are always properly initialized 2016-08-21 11:24:29 +02:00
MichelJuillard cc5cafdd15 Merge pull request #1254 from JohannesPfeifer/log_density_save 
Save log_density at the mode and document oo_.posterior-fields
 2016-08-21 11:13:19 +02:00
Michel Juillard 0ebef17df2 fix shocks_decomposition bug introduced in commit 75d699cbfa 2016-08-21 11:11:19 +02:00
MichelJuillard 4750eb64ff Merge pull request #1269 from JohannesPfeifer/eig_R2014a 
Condition use of eig to compute left eigenvector on Matlab version
 2016-08-21 09:54:47 +02:00
Johannes Pfeifer 72e84657a7 Condition use of eig to compute left eigenvector on Matlab version 
Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
 2016-08-20 20:43:20 +02:00
MichelJuillard b5b9f46ff9 Merge pull request #1222 from JohannesPfeifer/paralleldelete 
dynareParallelDelete.m: Condition delete-command on existence of file…
 2016-08-20 18:37:01 +02:00
Johannes Pfeifer 4a723872eb dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning 
Closes #1195
 2016-08-20 18:02:04 +02:00
MichelJuillard ee428ffb41 Merge pull request #1251 from JohannesPfeifer/resid_command 
Check for complexity of steady state in resid.m
 2016-08-20 17:41:22 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar 
BVAR: Save prior and posterior information in oo_
 2016-08-20 17:39:34 +02:00
MichelJuillard 2e9725cfd0 Merge pull request #1267 from JohannesPfeifer/estimation_init 
Fix two bugs in dynare_estimation_init.m
 2016-08-20 17:36:48 +02:00
Michel Juillard 75d699cbfa fixing dates in shocks_decomposition. 
Interface still missing
 2016-08-20 16:31:25 +02:00
Johannes Pfeifer b1f1826d5f Fix two bugs in dynare_estimation_init.m 
Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
 2016-08-17 21:47:46 +02:00
MichelJuillard 2b674b27d1 Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle 
dynare_solve.m: make sure str2func is only used on strings
 2016-08-12 12:06:32 +02:00
Johannes Pfeifer 80049a6d09 dynare_solve.m: make sure str2func is only used on strings 
Otherwise, code crashes
 2016-08-12 11:59:57 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options 
Translates these options into optim_opt structure
 2016-07-22 16:53:19 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer f2f44a0989 Save log_density at the mode and document oo_.posterior-fields 2016-07-20 20:48:24 +02:00
Johannes Pfeifer 72b8c650e5 Add missing logical operator from likelihood functions introduces when removing global penalty 2016-07-18 11:11:43 +02:00
Johannes Pfeifer 578fb04590 Check for complexity of steady state in resid.m 
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
 2016-07-14 15:04:27 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup 
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
 2016-07-03 10:56:44 +02:00
Michel Juillard 2f2413e64a addind ep accuracy check 2016-07-03 10:56:44 +02:00
Marco Ratto bf293396b6 Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC 
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
 2016-07-01 20:40:17 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m 
All lower caps and no inputs
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 9275cd089b Add eps-loader to rplot.m 
Also makes sure that every single graph is saved when looping over figures
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 2a2d81784b Allow rplot to plot exogenous variables 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi) 46a149576b Merge branch 'pr#1241' 2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) b6ecf5fdd0 Updated particles submodule (fixes for apf and cpf). 2016-07-01 11:41:39 +02:00
Houtan Bastani 848d81eb84 Merge pull request #1238 from rattoma/gsa 
Bug fixes for identification with ML
 2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes) fcaf457f35 Cosmetic change (code factorization). 2016-06-24 17:35:56 +02:00
Johannes Pfeifer 420e80e538 discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled 
Prevents cryptic crashes due to NaN in derivatives of objective function
 2016-06-23 20:50:17 +02:00
Johannes Pfeifer 317f958184 Ramsey: Test whether number of instruments matches number of missing equation 
Otherwise cryptic crashes can result
 2016-06-23 20:48:01 +02:00
Marco Ratto be758613f4 fixed bugs that prevented the computation of the asymptotic Hessian with ML. 2016-06-19 11:09:59 +02:00
Marco Ratto 25120e54f5 added check for singular values whose eigenvectors contains only ONE column 2016-06-19 11:08:37 +02:00
Stéphane Adjemian (Hermes) 25243712ba Fixed bug on non linux platforms + Cosmetic changes. 
The paths to mex files was wrong.
 2016-06-17 22:02:34 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition 
Required after writing results into oo_.mle_mode for ML estimation
 2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes) 1dea10d478 Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87 2016-06-17 00:16:06 +02:00
Stéphane Adjemian (Hermes) af9b069830 Moved isoctave routine in base directory. 2016-06-17 00:04:00 +02:00
Stéphane Adjemian (Hermes) d80f6d9a99 Minimize the number of calls to addpath. 
These calls have a prohibitive cost...
 2016-06-16 23:55:07 +02:00
Stéphane Adjemian 3ae44efbea Merge pull request #1218 from rattoma/gsa 
Allow Screening with neighborhood_width sampling.
 2016-06-16 22:18:39 +02:00