Marco Ratto
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
Stéphane Adjemian (Scylla)
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
Stéphane Adjemian (Charybdis)
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
Marco Ratto
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
Marco Ratto
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
Marco Ratto
db9b61df78
Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.
2013-12-10 17:10:04 +01:00
Marco Ratto
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
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2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
Marco Ratto
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
Marco Ratto
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
Johannes Pfeifer
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Sébastien Villemot
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Sébastien Villemot
542533e5e7
Add missing parenthesis
2013-08-15 09:49:04 +02:00
Sébastien Villemot
4bdad2e88b
Add missing parenthesis
2013-08-12 11:27:58 +02:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Marco Ratto
1b2cf2a45b
Fixed bug introduced in commit d541202.
2013-05-02 08:36:29 +02:00
Sébastien Villemot
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
Marco Ratto
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
Johannes Pfeifer
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
Johannes Pfeifer
69372d290d
Make Stability Mapping more readable.
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Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
Johannes Pfeifer
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
Johannes Pfeifer
76961ee59b
Provide RMSE with more expressive figure titles
2013-04-27 12:53:06 +02:00
Johannes Pfeifer
935f8eb025
Provide Redform Mapping with more expressive figure titles
2013-04-27 12:52:48 +02:00
Johannes Pfeifer
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
Marco Ratto
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
Marco Ratto
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
Marco Ratto
b77445e5f9
1) Allow threshold reduced form mapping also for posterior samples;
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2) Improve the notation of info saved of threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
Marco Ratto
543b4040c2
Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option.
2013-03-27 17:38:18 +01:00
Marco Ratto
597d30d0bf
bug fix in call to priordens;
2013-03-19 17:07:14 +01:00
Marco Ratto
92e4e73765
Trap the cases where the state space matrices are not stored for memory allocation issues
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[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
Marco Ratto
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
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2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
Marco Ratto
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
Marco Ratto
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Marco Ratto
2510454bd1
Add missing figures when filtering is applied
2012-06-29 00:36:22 +02:00
Marco Ratto
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
Marco Ratto
0e1f60b29f
This should fix the bug originating random crash of sensitivity test routine
2012-06-19 15:33:41 +02:00
Marco Ratto
a5abdb3ce2
Fixed use of old figure syntax to dyn_figure
2012-06-19 15:32:42 +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
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
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
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
Houtan Bastani
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +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
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
Stéphane Adjemian (Charybdis)
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
JohannesPfeifer
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +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