529e779b68
reporting: bug fix for graphHline
2014-05-22 17:03:52 +02:00
4731ee4a89
reporting: bug fix for when a series doesn’t have a data option passed to it
2014-05-22 16:41:43 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
41548df963
reporting: replace isa(*,’dseries’) with isdseries()
2014-05-20 14:51:46 +02:00
1435cc5096
reporting: replace isa(*,’dates’) with isdates()
2014-05-20 14:51:41 +02:00
afe925cd30
reporting: clean up writeSeriesForGraph.m
2014-05-20 14:39:50 +02:00
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
106879c46e
reporting: add new background layer
2014-05-20 14:16:52 +02:00
7ef1efcd58
reporting: add missing semicolon
2014-05-19 17:52:24 +02:00
2569a0e259
reporting: remove instances of deprecated function strmatch
2014-05-19 17:49:52 +02:00
2434bfa097
reporting: remove unused variable
2014-05-19 17:27:47 +02:00
c9a26263d4
reporting: allow vspaces when section is not complete (implies that section is over)
2014-05-19 17:22:29 +02:00
9586f1e516
Fixed bug.Variable available_extensions is a cell array.
2014-05-19 16:42:50 +02:00
0f34cf2029
add missing semicolon
2014-05-19 16:31:37 +02:00
264110835d
reporting: add miscTikzAxisOptions option to addGraph
2014-05-19 15:57:43 +02:00
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
214610be1e
updating lmmcp.m from RECS
2014-05-18 21:49:52 +02:00
1d9aee20f2
perfect_foresight_solver: fixing bugs
2014-05-18 21:49:52 +02:00
2c5eb9814b
made lmmcp compatible with Octave
2014-05-18 21:49:52 +02:00
f65b563e2d
lmmcp: removed ineffective changes
2014-05-18 21:49:52 +02:00
385485c314
adding mixed complementarity conditions in perfect foresight solver
2014-05-18 21:49:52 +02:00
2f84a4809c
using a substitute for strsplit()
2014-05-18 21:49:52 +02:00
653e275de3
updating dynare_config
2014-05-18 21:49:52 +02:00
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
a39d94409f
adding lmmcp as solver for extended path
2014-05-18 21:49:52 +02:00
5425245ec1
adding lmmcp
2014-05-18 21:49:52 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
e6b7a5b74a
reporting: fix spacing between sections
2014-05-16 16:59:56 +02:00
3af8ab90bb
reporting: bug fix
2014-05-16 16:43:45 +02:00
3516dd5989
reporting: simplify check
2014-05-16 16:35:18 +02:00
35e56bad72
Add back function that was erroneously removed
2014-05-16 15:29:54 +02:00
d4972e988f
reporting: fix bug when data option is passed to addGraph
2014-05-16 15:00:43 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
...
previous commit
2014-05-12 14:17:19 +02:00
979101fa55
sim1: when there are NaNs/Infs, raise a warning rather than an error.
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Otherwise the homotopy procedure can fail prematurely.
Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
26f2b301b0
make extended path algorithm 1 as a self contained problem usable by dynare_solve
2014-05-12 10:18:43 +02:00
c3efb214ef
Merge changes to extended path
2014-05-12 09:43:49 +02:00
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
1de2c67e76
Merge branch 'master' into ep
2014-05-10 10:15:39 +02:00
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
c3544553ab
Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
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Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
d44825723b
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 10:49:50 +02:00
6ca649c4bf
Added char method for @dates objects.
2014-05-02 12:15:58 +02:00
211f05ac31
Added checks for the extension of the declared datafile.
2014-05-02 12:09:00 +02:00
16194cedd9
Removed calls/references to @dynDate (replaces by @dates).
2014-04-30 15:44:30 +02:00
faf216d9d5
Fixed error message.
2014-04-30 15:43:51 +02:00
ad0802005b
Replaced dynSeries by dseries.
2014-04-30 15:38:18 +02:00
0f62d74ee4
Fixed bug. Global options_.dataset.file must be initialized as an empty array.
2014-04-30 15:35:43 +02:00
f03dd893a8
Allow the syntax o.disp() for @dates and @dseries objects.
2014-04-30 11:11:45 +02:00
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
b907844152
Test the existence of the files and folder before deletion.
2014-04-29 15:50:37 +02:00
2b8e6fba9c
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-29 15:50:37 +02:00
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
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Ref #220
2014-04-23 16:45:09 +02:00
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
cfb69064d9
More detailed progress information in perfect foresight homotopy.
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Ref #220
2014-04-23 15:04:59 +02:00
7b882b2f60
Fix bug introduced in 0e204673.
2014-04-10 16:46:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
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Var decomp
2014-04-10 12:13:50 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
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Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
7849707843
fix typo
2014-03-28 15:25:22 +01:00
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db.
2014-03-27 18:25:46 +01:00
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
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=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
adae298d95
Improvements to smoother2histval.
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- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
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Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
2c9c585d6e
Fix invalid check for size of interval in Geweke
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Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
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Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
20041ac70c
New syntax for populating an empty dseries object.
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If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
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Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
db24d02694
Removed useless line.
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(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
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(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
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too (only for for case 1)
2014-03-16 18:54:52 +01:00
8f06a3134d
added unscented nodes generator
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put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
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Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
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Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
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Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
b3e69da93b
Merge pull request #627 from JohannesPfeifer/master
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Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
13df4979d8
Make error message for insufficient simulation length more informative.
2014-03-03 19:50:25 +01:00
cf4f7f362f
Fix bug where NaN in residual of steady state were not detected with steady_state_model
2014-03-03 19:37:57 +01:00
78a015a7d2
Fixed bug introduced in commit bb18c9386d.
2014-03-01 17:13:49 +01:00
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
e595626259
Make check.m display error messages
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Fixes #619
2014-02-28 13:06:01 +01:00
70b5cc88b2
Merge pull request #622 from rattoma/master
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Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
bb18c9386d
Fixed bug.
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MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
c57aa43ca8
Bug fix.
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<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
5ae06a211c
Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file
2014-02-25 09:34:31 +01:00
64d3d5cdc8
reporting: upgrade minimum pgfplots version when Debian upgrades its version
2014-02-24 15:53:07 +01:00
a9de9045a6
reporting: add baseline option to help with tikzpicture alignment
2014-02-24 15:34:48 +01:00
759c95c163
reporting: comment out spurious whitespace
2014-02-24 15:30:39 +01:00
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
9f3333db58
reporting: fix xticklabels for various shading situations
2014-02-24 09:09:33 +01:00
221660dfea
Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached
2014-02-21 19:19:36 +01:00
c09d45c44d
New smoother2histval function.
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Ref #594
2014-02-21 18:33:51 +01:00
c58183b552
Fix typo in trust_region code.
2014-02-21 14:47:41 +01:00
f8543c0a97
Fixed typo.
2014-02-21 12:23:36 +01:00
e1308a8192
Fixed homotopy for stochastic extended path.
2014-02-21 12:12:40 +01:00
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
fee1f9442f
reporting: change figName option to graphName; change figDirName option to graphDirName
2014-02-19 15:23:56 +01:00
961153aeb9
reporting: change option names to camelCase
2014-02-19 15:10:04 +01:00
5df5de9309
reporting: extract tables into individual files for easy inclusion by user in their paper
2014-02-19 10:04:57 +01:00
b113785cab
reporting: table.write: get length only once
2014-02-19 09:51:26 +01:00
6f159b47d4
reporting: fix name of file
2014-02-19 09:49:11 +01:00
769df9c36a
reporting: fix bug causing directory to be ignored if figname option was passed to addGraph
2014-02-19 09:05:55 +01:00
96d3cb96fa
reporting: rename reporting_object_display.m
2014-02-19 08:24:46 +01:00
86dd4a5612
Fix make_y_.m for purely forward/backward models.
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This commit is linked to 052faa2f93#613 .
2014-02-17 17:51:57 +01:00
2fba1902ec
Merge pull request #616 from JohannesPfeifer/more_explicit_messages
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Add more explicit messages, fix typos in manual and add more explicit documentation for endval
2014-02-17 15:57:48 +01:00
bf389e5024
Merge pull request #615 from JohannesPfeifer/dsge_var
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Change disp() to errors in var_sample_moments.m
2014-02-17 15:51:30 +01:00
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
581059fedc
reporting: change default for titleFormat of page
2014-02-17 11:19:50 +01:00
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
052faa2f93
make_y.m: replaced max_lead and max_lag by 1, as the model is now
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always transformed with leads and lags on one period only. Close issue #613
2014-02-15 22:15:42 +01:00
52e5b567eb
Change disp() to errors in var_sample_moments.m
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Otherwise, the data moments that are required for estimating DSGE-VARs are set to an empty matrix instead of aborting. This will then lead to a cryptic crash in initial_estimation_checks.m due to matrix dimensions not agreeing.
2014-02-15 17:01:41 +01:00
b3bcf37cca
reporting: remove unused package and consolidate fprintf statements
2014-02-14 17:45:04 +01:00
3afc670794
reporting: for easier figure reference, by default save report figures as: pg%d_sec%d_row%d_col%d.tex
2014-02-14 16:18:05 +01:00
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
73142f3eeb
reporting: deal with nans/inf/-inf data by jumping it
2014-02-14 15:24:44 +01:00
5cb2fd4ae6
reporting: compile with synctex option
2014-02-14 11:44:14 +01:00
80de0f324f
add missing semicolon
2014-02-14 11:41:05 +01:00
24df481dc7
remove matlab2tikz requirement
2014-02-13 18:20:01 +01:00
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
2916fc49b9
reporting: implement enlarge y limits for graph; requires a change in shading to get programmed ymin => using fill now
2014-02-13 16:47:17 +01:00
a6043e1096
reporting: fix name of function in error messages
2014-02-13 15:25:54 +01:00
661d900f88
reporting: set up graph shade opacity
2014-02-13 15:22:38 +01:00
96c8d33cff
reporting: set up graph shade color
2014-02-13 15:22:31 +01:00
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
645af86c40
reporting: change series method names for writing
2014-02-12 14:48:48 +01:00
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
623081cd32
reporting: new option xTickLabelAnchor
2014-02-11 17:04:06 +01:00
cc5bff921b
fix typo
2014-02-11 17:04:06 +01:00
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
e64d1e0952
reporting: add custom height/width to graphs
2014-02-11 15:34:42 +01:00
4651338a76
first pass at tikz/pgf graphs
2014-02-11 15:34:35 +01:00
0c09a8329f
reporting: remove unused method
2014-02-11 15:21:01 +01:00
c3a5ca78e0
reporting: remove unused methods
2014-02-11 13:02:20 +01:00
dbb19b8e20
Adds explicit message if optimal policy was used with steady
2014-02-10 18:21:56 +01:00
5835242982
Add message if model_diagnostics found no problems
2014-02-10 18:21:20 +01:00
cd8707f9b9
reporting: replace num2str with sprintf
2014-02-10 18:03:05 +01:00
95fc644ca5
reporting: simplify graph code
2014-02-10 17:10:09 +01:00
b0171ad831
reporting: simplify section code
2014-02-10 16:21:30 +01:00
c8b1c931fc
reporting: let subsasgn take {} ref
2014-02-10 16:19:01 +01:00
bbce05def7
reporting: fix bug
2014-02-07 16:23:20 +01:00
bf6f987ed7
reporting: remove unused function numVspace
2014-02-07 16:22:32 +01:00
6412a045f0
reporting: remove all printing to screen
2014-02-07 16:22:32 +01:00
e299d811b1
Merge pull request #609 from JohannesPfeifer/warning_lower_bound
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Add warning if prior allows for negative variances and if negative estim...
2014-02-07 16:17:04 +01:00
9babcbac5b
reporting: fix display
2014-02-06 18:56:01 +01:00
374cc5a8b5
reporting: simplify table code
2014-02-06 18:49:59 +01:00
55bcf4356d
reporting: mute spurrious output
2014-02-06 18:12:23 +01:00
4c5419893e
reporting: simplify code (remove sections object)
2014-02-06 18:11:31 +01:00
0a0c3af3bc
reporting: simplify code
2014-02-06 17:29:24 +01:00
d469c3590d
reporting, dates: make shiftS calls more efficient
2014-02-06 15:30:19 +01:00
a9292c5086
Add warning if prior allows for negative variances and if negative estimated variances are encountered. Closes #522
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Due to the use of variances for Sigma_e and subsequently backing out the standard deviation from these variances, the sign of the standard deviation does not matter and no bound needs to be imposed.
2014-02-04 18:59:28 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
3fe5a728c6
Remove bad_cond_flag argument from solve1.
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This flag was not grounded on any solid theoretical foundation.
This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
0bcc628ba3
Add missing semicolon.
2014-02-04 17:56:27 +01:00
150e265cd2
reporting: check passed values
2014-02-04 17:03:25 +01:00
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
0df2ba7d12
Fix typo.
2014-02-04 14:38:11 +01:00
5862099416
Merge pull request #607 from JohannesPfeifer/unique_varlist
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Unique varlist and choosing endogenous variables for estimation
2014-02-04 05:14:05 -08:00
4dd462e2bb
fix bug introduced in 4caa36232b
2014-02-03 15:53:16 +01:00
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
6d1ee23437
Fix test for availability of xlswrite.
2014-02-03 15:52:54 +01:00
4caa36232b
reporting: fix assertion
2014-02-03 15:49:29 +01:00
21e9b22d7c
Merge branch 'get-prior-info-fixes'
2014-02-03 14:25:53 +01:00
6962bc8171
Convert use of unique to be compatible with older Matlab version
2014-02-03 13:19:11 +01:00
85815ca651
Adds new option to select which variables to consider for estimation
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First step for ticket #336
2014-02-03 13:10:31 +01:00
2ee11fa860
Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605 .
2014-02-03 12:25:29 +01:00
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
c6cd5b40d9
Consider only unique members of varlist in estimation
2014-02-03 10:03:17 +01:00
e0ed06e608
Consider only unique variables in stoch_simul
2014-02-03 09:54:27 +01:00
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
9d36a326f1
Merge pull request #603 from rattoma/master
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HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805).
2014-01-30 17:57:36 +01:00
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
9d4adbcf72
Merge branch 'master' of https://github.com/DynareTeam/dynare
2014-01-28 18:46:27 +01:00
16b7a9ed98
Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code
2014-01-28 18:45:40 +01:00
c2345fd23b
Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances
2014-01-28 18:42:47 +01:00
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
0ec62c6360
Fix Latex Bug in display_estimation_results_table.m
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Missing line break resulted in compilation errors
2014-01-28 18:39:51 +01:00
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Michel Juillard
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
ferhat