5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
07d321c159
Merge pull request #705 from JohannesPfeifer/get_posterior_bug
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Fixes bug where number of posterior draws was computed incorrectly and w...
2014-08-14 12:44:58 +02:00
6d42861e19
extended-path: fixing bug when options_.initial_period is NaN
2014-08-12 18:59:56 +02:00
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
819dd8c899
Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed
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The bug did not affect any computations, but only provided a wrong warning
2014-08-09 10:37:16 +02:00
6c1266f861
Merge pull request #683 from JohannesPfeifer/mh_mode
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Add saving of parameter names to make loading of mh_mode-file compatible...
2014-07-30 18:29:03 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
9c4294d0aa
Merge pull request #700 from JohannesPfeifer/unit_test
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Set missing argument in makedataset.m that leads to crashes with GSA
2014-07-30 12:59:45 +02:00
0f28422e9f
This fixes #704 .
2014-07-29 18:22:10 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
5b7b8da7fa
reporting: table fix bug where the table would not be saved in the directory specified by tableDirName if the tableName option was provided
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
c5af1d43ed
Removed nobs and vobs members in @dseries class.
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The syntax to get the number of observations and the number of
variables remains unaffected by this commit. If ts a @dseries object,
ts.nobs and ts.vobs are respectively the number of observations and
the number of variables.
2014-07-28 17:50:15 +02:00
555e2cf73b
reporting: write tableSubSectionHeader in bold
2014-07-28 17:28:20 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
19134d1287
reporting: minor aesthetic changes to table and code simplifications
2014-07-28 17:28:20 +02:00
010a87623e
reporting: ensure tableRowIndent is ge 0
2014-07-28 17:28:20 +02:00
1e4c2e0881
Fixed bug affecting prior restictions (removed the extension in the argument of str2func).
2014-07-28 13:02:10 +02:00
7387237a5b
reporting: option to suppress reporting output. closes #688
2014-07-25 14:38:30 +02:00
916fe62218
Fixed bug. Test on multiple declaration of observed variables was wrong.
2014-07-24 17:53:20 +02:00
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
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If the initial parameters did not solve, the code for displaying results and saving was not reached. The also led to later crashes with saving as the -append option was used and no file existed. If no valid draw can be found, the function exits in any case, so no additional check is needed.
2014-07-23 12:10:00 +02:00
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
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Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
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If a file <MOD_FILE_NAME>_prior_restrictions.m exists in current folder, the value returned by this routine is
substracted to fval (likelihood-lnprior) at the end of dsge_likelihood. The arguments of this routine are: M_,
oo_, options_, dataset_ and dataset_info. Routines for writing <MOD_FILE_NAME>_prior_restrictions.m will be
provided later.
2014-07-21 12:45:49 +02:00
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
36222cb40d
Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m
2014-07-18 14:05:12 +02:00
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
7c09435e5e
Fix bug in dyn_ramsey_static.m with steady state file that resulted in incorrect steady state when running twice
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The x returned by a steady state file includes Lagrange multipliers. When starting with 0 multipliers, the steady state of the multipliers is computed correctly. But when running it a second time like in a subsequent call to stoch_simul, the algorithm thinks that elements of xx are 0 which they aren't. As a result, it finds minus the multiplier as the solution, resulting in an output of 0 for all multipliers.
2014-07-18 12:35:52 +02:00
3f72f394aa
Cosmetic fixes to dyn_ramsey_static.m
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Also makes sure that the check flag is returned and the steady state file always called if it exists. Otherwise, parameters might not be updated and NaN not detected.
2014-07-18 08:53:51 +02:00
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
fbdfaf640a
Document computation of theoretical mean at second order
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(cherry picked from commit 7084913382dc892fa4385fb7783e5daec41449f7)
2014-07-17 22:05:08 +02:00
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
afbd0bd47a
Cosmetic change (added white space).
2014-07-17 22:05:08 +02:00
863fe4998f
Fixed typo/bug (removed space).
2014-07-17 22:05:08 +02:00
1a98943651
Fixed bug (tex names with underscores were not correctly saved in m datafile).
2014-07-17 22:05:08 +02:00
a261c3bbce
Fixed bug. The instantiation of a dseries object with a file name (for the datafile) and a string (for the initial period) was not working correctly.
2014-07-17 22:05:08 +02:00
7b089ec2b3
Cosmetic change. Renamed nobs as vobs.
2014-07-17 22:05:07 +02:00
e5a419ecaf
Removed reference to options_.nobs
2014-07-17 22:05:07 +02:00
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
bf674fa59f
Deal with cases where too few draws are available for posterior moments
2014-07-17 22:05:07 +02:00
b9aa971d73
Add description for conditional_forecasts
2014-07-17 22:05:07 +02:00
064c1bb8fc
Clarify license of LMMCP.
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Closes #680
2014-07-10 14:24:41 +02:00
179e8b867a
reporting: bug fix. closes #673
2014-07-09 15:46:28 +02:00
34610ad4eb
reporting: fix bug in creating table when data option is passed to constructor
2014-07-09 15:46:28 +02:00
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
03975f7d01
Fixed bug (wrong definition of rawdata).
2014-07-09 15:34:53 +02:00
MichelJuillard
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)
Sébastien Villemot