Marco Ratto
a5abdb3ce2
Fixed use of old figure syntax to dyn_figure
2012-06-19 15:32:42 +02:00
Michel Juillard
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Michel Juillard
1eef328de0
correcting bug in welfare computation when using ramsey_policy and
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histval
2012-06-18 20:29:35 +02:00
Stéphane Adjemian (Charybdis)
9c5bbd5c09
Added a routine to simulate a backward looking stochastic model with arbitrary precision (needed for PEA).
2012-06-18 14:59:52 +02:00
Stéphane Adjemian (Charybdis)
a18b071770
Fixed shocks decomposition bug.
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(cherry picked from commit 68e7a310eda20f8f7611521ac45608a6941b31cc)
2012-06-18 14:55:36 +02:00
Houtan Bastani
328cc78d76
ms-sbvar: check for existence of mex file in dynare_config
2012-06-15 16:37:04 +02:00
Sébastien Villemot
9187e8ad4d
Typos
2012-06-15 15:09:39 +02:00
Marco Ratto
98c809c54e
Further on nograph: moved printed output when advanced=1 from plot_identification to disp_identification.
2012-06-15 13:45:26 +02:00
Marco Ratto
fd24b93667
fixes around options nograph and nodisplay
2012-06-15 13:07:26 +02:00
Marco Ratto
0494b92ed3
Proper handling of nograph option in gsa routines. Accordingly some more printed output on command window is allowed.
2012-06-15 12:29:22 +02:00
Marco Ratto
65cfa00e55
bug fix: lots of new empty figures were generated
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(cherry picked from commit 335db3d8dabb3a429dbe85a8d0a2ba3c6d447991)
2012-06-14 18:55:06 +02:00
Stéphane Adjemian (Charybdis)
abad13d020
Kill estimation if the likelihood is complex or NaN.
2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis)
1763855225
Consider the effective number of structural innovations in initial_estimation_checks routine. Some of the declared structural innovations may have been calibrated with a zero variance.
2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis)
b907e82e7b
Removed NaNs in M_.Correlation_matrix if they are the consequence of variances (of structural innovations) calibrated to zero.
2012-06-14 15:32:14 +02:00
Michel Juillard
a5d84a90c3
fixing bug in initialization of bayestopt_.name
2012-06-14 13:04:51 +02:00
Michel Juillard
8f4fb2f16f
fixed welfare evaluation for arbirtrary value of the state
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variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
Michel Juillard
9f161ff339
fixing lower bound for priors on correlation coefficients
2012-06-13 15:55:01 +02:00
Michel Juillard
3ff832ddcc
added test for too large standard deviation in beta distribution;
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cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard
a39a0b3b67
fixed bug when only variances are estimated, but no deep parameter
2012-06-13 14:08:58 +02:00
Sébastien Villemot
661531ebff
Remove MATLAB short-circuit operators
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They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Sébastien Villemot
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
01bb8c3e18
Merge remote-tracking branch 'ratto/master'
2012-06-11 10:46:32 +02:00
Ferhat Mihoubi
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
Ferhat Mihoubi
8bf31f9675
Corrects a bug in model_info
2012-06-11 10:32:44 +02:00
Stéphane Adjemian (Charybdis)
d006bd2aaf
Made replic option specific to stochastic simulations (options_.simul_replic).
2012-06-11 09:41:59 +02:00
Marco Ratto
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Sébastien Villemot
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
bf88b6e93d
LIKK needs to be initialized when analytic derivation =0.
2012-06-08 17:06:59 +02:00
Houtan Bastani
08b9d1c8b3
fix function name
2012-06-08 16:25:22 +02:00
Houtan Bastani
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
Houtan Bastani
47808a0eb7
place AIM function calls at top of file
2012-06-08 16:16:12 +02:00
Marco Ratto
6b908a38eb
when identification=1, the only morris options allowed remain
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morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto
69d015a777
Asymptotic Hessian now works also for univariate stationary KF.
2012-06-08 15:26:14 +02:00
Marco Ratto
2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
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2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Marco Ratto
45bc5c2459
Removed duplicate of the same function.
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Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Sébastien Villemot
c26a211827
analytic_derivation and loglinear are incompatible
2012-06-08 11:33:33 +02:00
Marco Ratto
2de336c94c
fixed bug in analytic derivatives of normal pdf for vector inputs.
2012-06-08 08:50:48 +02:00
Marco Ratto
7f9d2968d9
fixed bug introduced in previous commit: offset needs to be computed for analytic derivatives.
2012-06-08 08:50:07 +02:00
Marco Ratto
907544bc1a
big fix with strcmp
2012-06-07 21:54:55 +02:00
Sébastien Villemot
6cc3be7252
Octave can create PDF files
2012-06-07 18:29:00 +02:00
Sébastien Villemot
bfa168bd24
Fix name clash with deprecated function name
2012-06-07 15:33:43 +02:00
Stéphane Adjemian (Charybdis)
06ca265272
Complete the bug fix for the calibrated correlations in the structural and measurement covariance matrices.
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Call set_all_parameters routine in dsge_likelihood. Note that
correlations between innovations are not allowed in dsge-var models.
2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis)
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis)
e12748329b
Fixed bug reported by Johannes ( http://www.dynare.org/pipermail/dev/2012-May/002015.html ), see also trac#257.
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
fac9528014
Do not compute smoothed variables or forecasts if the model is
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estimated with a particle filter (the non linear smoother is not yet
implemented).
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
ef1146f5a3
Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file.
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
a341a4f8a3
Fixed bug in steady state check (issue with mean preserving spread corrections).
2012-06-06 18:25:07 +02:00
Stéphane Adjemian (Charybdis)
3cbd702b3e
Fixed bugs (initialization of the Kalman filter with the fixed point of the Riccatti equation).
2012-06-06 18:25:07 +02:00
Sébastien Villemot
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
Sébastien Villemot
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Sébastien Villemot
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
Sébastien Villemot
425aabbc41
Fix function name
2012-06-06 17:08:53 +02:00
Ferhat Mihoubi
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
Ferhat Mihoubi
a3e1d17b9e
Ramsey_policy is now compatible with bytecode option
2012-06-06 16:29:26 +02:00
Ferhat Mihoubi
e2315e587e
oo_.dr needs also to be updated when bytecode option is used
2012-06-06 16:26:47 +02:00
Houtan Bastani
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
Sébastien Villemot
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
Sébastien Villemot
a50e65fb6c
Rename set_stationary_variables_list to get_variables_list
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This function has nothing to do with stationary variables now that
unit_root_vars has been removed.
Closes : #218
2012-06-06 12:27:46 +02:00
Sébastien Villemot
4395259b74
Fix MATLAB compatibility issue
2012-06-05 09:23:30 +02:00
Sébastien Villemot
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
Sébastien Villemot
b727aa1b92
Simplify sim1_purely_forward
2012-06-04 16:13:03 +02:00
Sébastien Villemot
4b2405a014
New function for deterministic simulation of purely forward models
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Deprecates simk.m which can now be removed
Closes : #143
2012-06-04 15:26:39 +02:00
Sébastien Villemot
bda8dd9505
Fix header of sim1a.m
2012-06-04 12:07:30 +02:00
Michel Juillard
6e555a1539
removed specialized code for solving purely forward models: it is true
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that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
Michel Juillard
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
Marco Ratto
dc7c0fa74d
Include prior info in penalty with Bayesian estimation.
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This can improve a bit optimization routines when parameter go beyond prior bounds during line search algorithms or when numerical gradient is computed.
2012-05-31 14:44:16 +02:00
Marco Ratto
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
Marco Ratto
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
Marco Ratto
842f2ea875
fixed bug related to clear priordens;
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(manual cherry pick from 4.2 branch
Commit:a5ab2d0d4f2f0f5da3d79b13b90ac1754b12c2ea)
2012-05-31 14:40:23 +02:00
Sébastien Villemot
b55a96556d
Merge remote-tracking branch 'remotes/ratto/master'
2012-05-31 09:55:29 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Marco Ratto
7991c3937c
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
Marco Ratto
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
Marco Ratto
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
Michel Juillard
5af1effd8f
removed debugging code from nonlinear solver when Jacobian is near
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singular. The treatment of this case still needs to be further improved.
2012-05-30 10:25:10 +02:00
Sébastien Villemot
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
Michel Juillard
bef55c1dd1
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
Sébastien Villemot
dc5a952bd9
Merge remote-tracking branch 'jpfeifer/master'
2012-05-21 18:33:25 +02:00
Michel Juillard
c6fd17bc30
print residuals when steady fails. Printing steady state or residuals
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is controlled by options_.noprint
2012-05-20 21:36:29 +02:00
Michel Juillard
57861e22d9
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
Michel Juillard
d81c2d61a0
fixing homotopy
2012-05-20 14:22:46 +02:00
Michel Juillard
d064db34ab
Cleaning homotopy1. Removing globals from homotopy3. Now it returns
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last successful values when it fails
2012-05-20 08:47:54 +02:00
Michel Juillard
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Johannes Pfeifer
cd0bc28e7c
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
Sébastien Villemot
61aacd92e8
Fix crash in solver for purely forward models
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Thanks to J. Pfeifer for pointing this
2012-05-15 18:37:17 +02:00
Sébastien Villemot
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
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This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
Michel Juillard
0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
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currently possible.
2012-05-14 22:10:10 +02:00
Johannes Pfeifer
c0ffcf7fd8
Fix problem with smoother where original data series was not plotted
2012-05-11 19:58:16 +02:00
Johannes Pfeifer
6585b8ef17
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
Johannes Pfeifer
0402006530
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
Michel Juillard
c15123878f
fixed rare bug in Kalman filter when one should switch to steady state
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filter in last period of the sample
2012-05-10 11:09:06 +02:00
Stéphane Adjemian (Charybdis)
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
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At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
Stéphane Adjemian (Charybdis)
6103500543
Fixed bug related to the position of the info argument returned by non_linear_dsge_likelihood.
2012-05-04 11:36:27 +02:00
Stéphane Adjemian (Charybdis)
ac2fa68b86
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
Michel Juillard
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
Michel Juillard
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
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been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
Michel Juillard
d601f173d8
fixing bugs related to recent changes for analytic derivatives
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in estimation
2012-04-30 13:35:36 +02:00
Marco Ratto
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Marco Ratto
3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
Marco Ratto
bb02c4d6df
Bug fix for univariate KF (nobs was not defined, replaced with pp) + provisions fro eliminating dsge_likelihood_hh function;
2012-04-29 21:18:33 +02:00
Marco Ratto
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
Marco Ratto
459744649d
bug fixes: output argument name "lik" and check of no more missing obs
2012-04-29 21:18:33 +02:00
Marco Ratto
bb94a39c85
When nodisplay=1, the figure has to be set visible before saving and closing, otherwise it is saved as not visible and when users try to open it, the saved figure is invisible (ticket 216).
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The process is so quick that the figure is closed before it is made visible on the screen, so complying with nodisplay requirements, keeping thew whole procedure behind the scenes.
2012-04-29 21:18:33 +02:00
Michel Juillard
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
JohannesPfeifer
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
JohannesPfeifer
3e5f92a683
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
JohannesPfeifer
c0624738c9
Fixed bug introduced in bda0b1b228
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Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
Sébastien Villemot
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
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This reverts commit bda0b1b228
.
2012-04-26 08:22:15 +02:00
Johannes Pfeifer
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
Johannes Pfeifer
9adc972945
Fix typo
2012-04-25 12:03:44 +02:00
Johannes Pfeifer
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
Johannes Pfeifer
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
Johannes Pfeifer
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
Michel Juillard
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
Michel Juillard
5990a87bbf
removed error messages form dynare_solve_block_or_bytecope and replace
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them with setting info=1. The error messages should be managed by a
calling function
2012-04-23 14:27:18 +02:00
Michel Juillard
f37f4d4b49
fixing bug in computing steady state of Ramsey policy
2012-04-23 13:39:50 +02:00
Michel Juillard
7ddab426b5
adding missing function to compute mean and covariance matrix of
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Metropolis sample
2012-04-23 13:36:37 +02:00
Michel Juillard
8d4834de38
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
Michel Juillard
408cce93cb
fixing bug related to computation of steady state introduced in commit f8ecc4d6ba
2012-04-22 10:11:29 +02:00
Michel Juillard
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
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correctly with ZLB)
2012-04-21 21:41:07 +02:00
Michel Juillard
d497ba19f7
storing osr objective value in oo_.osr.objective_function
2012-04-21 21:39:06 +02:00
Michel Juillard
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
Michel Juillard
e692185c6b
storing oo_.prior.mean oo_.prior.variance
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oo_.posterior.optimization.mode oo_.posterior.optimization.variance
oo_.posterior.metropolis.mean oo_.posterior.metropolis.variance as
aggregate arrays in addition to previous storage variable by variable
2012-04-21 21:28:03 +02:00
Michel Juillard
61b4538644
fixing problems in risky steady state
2012-04-21 21:21:45 +02:00
Michel Juillard
a0ffa6a154
fixing bugs in Ramsey policy
2012-04-21 21:16:57 +02:00
Michel Juillard
d1120da658
fixing bugs in evaluation of steady state file introduced in last
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related commit
2012-04-21 11:39:21 +02:00
Michel Juillard
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Michel Juillard
f8ecc4d6ba
reorganized code for evaluating steady state file
2012-04-21 10:12:00 +02:00
Sébastien Villemot
abc60b6037
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
Sébastien Villemot
4e537fcdcc
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
Sébastien Villemot
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot
f4e3925860
Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha
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Closes : #215
2012-04-20 17:25:08 +02:00
Sébastien Villemot
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
Sébastien Villemot
6a23afdd48
RandStream: compatibility fix for MATLAB >= 7.12
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setDefaultStream has been renamed setGlobalStream
getDefaultStream has been renamed getGlobalStream
Closes : #198
2012-04-20 14:42:30 +02:00
Stéphane Adjemian (Charybdis)
ccc3c513fb
Fixed bug (initialization of zero_delta).
2012-04-19 14:17:02 +02:00
Houtan Bastani
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
Michel Juillard
973302e42e
fixing bugs in smoother
2012-04-18 21:15:18 +02:00
Michel Juillard
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard
1014bb038d
made loglinear option available for purely backward and purely forward
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models (for now only with order==1)
2012-04-15 14:06:37 +02:00
Houtan Bastani
2f5d76dc8c
ms-sbvar: set A0, A+, Zeta, and Q based on output_file_tag passed to estimation
2012-04-13 16:12:24 +02:00
Houtan Bastani
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
Sébastien Villemot
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
Sébastien Villemot
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
Michel Juillard
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
Marco Ratto
d4723038be
1) fixed infinite loop
...
2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
Marco Ratto
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
Marco Ratto
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
Marco Ratto
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
Marco Ratto
a49e550448
typo fixed
2012-04-04 10:36:54 +02:00
Marco Ratto
fe6aa88c27
1) check if AHess is positive semi-definite;
...
2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
Marco Ratto
3ca9485edd
bug fix when calling gsa
...
set default order=1
set analytic derivation =1
2012-04-04 10:35:18 +02:00
Houtan Bastani
28d985433b
bug fix: wrong index used in test
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
Sébastien Villemot
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot
90cb2ffb59
Under Octave >= 3.4, don't sleep for 2 seconds
2012-04-03 17:46:48 +02:00
Stéphane Adjemian (Charybdis)
3be6b610c8
Merge remote-tracking branch 'houtanb/master'
2012-04-02 15:18:12 +02:00
Michel Juillard
a35e0cb3e3
fixed bug in initial estimation checks when mode_compute == 5
2012-03-31 11:01:32 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Stéphane Adjemian (Charybdis)
be33621ca5
Fixed texinfo header + Cosmetic changes.
2012-03-30 12:08:13 +02:00
Stéphane Adjemian (Charybdis)
9bfc3f6ec6
Fixed bugs and typos.
2012-03-30 12:00:08 +02:00
Stéphane Adjemian (Charybdis)
2db0c98b9b
Fixed texinfo header.
2012-03-30 11:55:01 +02:00
Stéphane Adjemian (Charybdis)
795d0fce16
Cosmetic changes.
2012-03-30 11:48:23 +02:00
Stéphane Adjemian (Charybdis)
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
Stéphane Adjemian (Charybdis)
294dbdc52c
Fixed bug in the evaluation of the likelihood.
2012-03-30 11:21:24 +02:00
Stéphane Adjemian (Charybdis)
9cc4661942
Fixed bug in initial_estimation_checks + Cosmetic changes.
2012-03-30 11:12:59 +02:00
Houtan Bastani
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Sébastien Villemot
90e5c6e7c6
Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char
2012-03-21 10:11:17 +01:00
Michel Juillard
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
Michel Juillard
41db06f5ae
removing dr1.m
2012-03-15 16:50:41 +01:00
Michel Juillard
8fa6a9883a
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
Michel Juillard
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
Michel Juillard
5d4d318bc7
fixing bug in estimation by maximum likelihood
2012-03-15 15:33:02 +01:00
Sébastien Villemot
5954cf2011
Disable more warnings under Octave
2012-03-14 16:39:34 +01:00
Sébastien Villemot
e62613e6cb
Fix string warnings for Octave 3.6
2012-03-14 16:35:20 +01:00
Stéphane Adjemian (Charybdis)
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00
Sébastien Villemot
ebfeae2ccf
Provisions for MATLAB 7.14 (R2012a)
2012-03-13 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
75675d3677
Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
2012-03-12 10:34:28 +01:00
Stéphane Adjemian (Charybdis)
4aedf7e9c0
Added a commented line to print the effective number of particles if needed.
2012-03-12 10:29:25 +01:00
Michel Juillard
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Sébastien Villemot
4ba016cc16
Merge remote-tracking branch 'ferhat/master'
2012-03-09 20:13:22 +01:00
Stéphane Adjemian (Charybdis)
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
...
In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
Stéphane Adjemian (Charybdis)
13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
Stéphane Adjemian (Charybdis)
1ac55d8be8
Fixed bug.
2012-03-09 12:57:58 +01:00
Stéphane Adjemian (Charybdis)
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
Houtan Bastani
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Ferhat Mihoubi
75331d7a4f
The global oo_.steady_state should also be updated in the homotopy loop
2012-03-09 11:47:13 +01:00
Houtan Bastani
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Sébastien Villemot
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
Houtan Bastani
ad580b8cc6
MS-SBVAR: clean up plotting functions
2012-03-08 18:25:37 +01:00
Houtan Bastani
d212772212
MS-SBVAR: change state to regime to coincide with name previous name change
2012-03-08 17:55:40 +01:00