Stéphane Adjemian (Scylla)
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
e615f00bec
Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
ee506c4ebe
Added new routine to test if a global variable exist in the base workspace.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
121aa5038c
Bug fix. Input must be numeric in the first place.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
0419aa00e2
Cosmetic change (use isdates routine).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
8eb45edb92
Fix for Octave (need to add extension of the m script).
2013-11-29 19:02:40 +01:00
Sébastien Villemot
c1c656f4d9
Fix config of warnings in @dseries/cumsum tests
2013-11-29 17:16:17 +01:00
Sébastien Villemot
330dca7d36
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
Sébastien Villemot
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
Sébastien Villemot
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
...
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
Stéphane Adjemian (Scylla)
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
Stéphane Adjemian (Scylla)
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
Stéphane Adjemian
1deb04771a
Merge pull request #547 from JohannesPfeifer/fix_typo_tex
...
Correct name of output folder in writing TeX-Code
2013-11-29 01:53:33 -08:00
Johannes Pfeifer
ec9c32d2b7
Correct name of output folder in writing TeX-Code
2013-11-29 10:25:25 +01:00
Sébastien Villemot
d212197ecb
Fix incorrect usage of @xref
2013-11-28 16:25:40 +01:00
Sébastien Villemot
d3175b75a9
Add newline at the end of CSV files.
...
csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
Stéphane Adjemian (Scylla)
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
Stéphane Adjemian (Scylla)
1ff556ada2
Give more informations if the mod file is not found in the current directory.
2013-11-28 14:49:42 +01:00
Stéphane Adjemian (Scylla)
baa596f9be
Give more details if the mod file is not found in the current directory.
2013-11-28 11:07:14 +01:00
Stéphane Adjemian (Scylla)
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla)
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00
Stéphane Adjemian (Scylla)
ee91c7654f
Return a human readable message error if order=0 (stoch_simul).
2013-11-28 10:51:20 +01:00
Stéphane Adjemian (Scylla)
edb4398e28
Merge branch 'master' into fix-mcmc-algorithm
2013-11-27 17:57:36 +01:00
Stéphane Adjemian (Scylla)
0a07cf3c61
Closes #543 .
2013-11-27 16:43:00 +01:00
Stéphane Adjemian (Scylla)
130125c5da
Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc).
2013-11-27 12:27:51 +01:00
Stéphane Adjemian (Scylla)
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
Stéphane Adjemian (Scylla)
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
Sébastien Villemot
4e4fc2ffdb
Use load_xls_file_data in read_variables (for consistency with CSV)
2013-11-26 18:19:48 +01:00
Sébastien Villemot
36ec2561bf
load_xls_file_data: under Octave, fail gracefully if io is not present
2013-11-26 18:19:48 +01:00
Sébastien Villemot
93416a93da
Improvements in load_csv_file_data
...
* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
Houtan Bastani
eb75397e0f
fix try / catch statement in tests for octave
2013-11-26 17:35:27 +01:00
Houtan Bastani
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
Houtan Bastani
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
Stéphane Adjemian (Scylla)
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
Stéphane Adjemian (Scylla)
84982652a0
Changed chapter nine. Description of internals command.
2013-11-26 16:51:49 +01:00
Houtan Bastani
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
Stéphane Adjemian (Scylla)
10150a081d
Bug fix (internals command with --load-mh-history option).
2013-11-26 14:03:11 +01:00
Stéphane Adjemian (Scylla)
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
Stéphane Adjemian (Scylla)
80a853944a
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
2013-11-26 12:37:14 +01:00
Stéphane Adjemian (Scylla)
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
Stéphane Adjemian (Scylla)
f2f072bce1
Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
...
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:
>> internals --display-mh-history fs2000a
produces the following output in the Matlab/Octave's command window:
================================
MCMC set-up for fs2000a mod file
================================
MCMC chain number 1:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 35.28%
o Last value of the posterior kernel is: 1221.81656
o State of the chain:
|| Initial | Current
++++++++++++++++++++++++
e_a || 0.01570 | 0.01608
e_m || 0.00528 | 0.00512
alp || 0.35026 | 0.36909
bet || 0.99300 | 0.99308
gam || 0.00086 | 0.00038
mst || 1.00088 | 1.00147
rho || 0.65926 | 0.71132
psi || 0.66428 | 0.60611
del || 0.00977 | 0.00198
MCMC chain number 2:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 33.38%
o Last value of the posterior kernel is: 1220.39229
o State of the chain:
|| Initial | Current
+++++++++++++++++++++++++
e_a || 0.01664 | 0.01576
e_m || 0.00489 | 0.00504
alp || 0.39701 | 0.36630
bet || 0.99305 | 0.99219
gam || 0.00067 | -0.00025
mst || 1.00186 | 1.00218
rho || 0.70060 | 0.63847
psi || 0.65623 | 0.74668
del || 0.00666 | 0.00842
while the command:
>> internals --load-mh-history
loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
Sébastien Villemot
e29990df62
Improve documentation on nonlinear solver algorithms
2013-11-25 17:46:08 +01:00
Houtan Bastani
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
Houtan Bastani
27181a26d5
load_csv_file_data: fix isdate test
2013-11-25 06:15:35 +01:00
Houtan Bastani
7af47e1e9f
dseries: change default to not use sub operator on latex
2013-11-22 17:55:57 +01:00
Houtan Bastani
69caa7ec03
reporting: replace format with date2string
2013-11-22 17:45:15 +01:00
Houtan Bastani
afacf27268
reporting: replace getDatesCellStringArray with strings
2013-11-22 17:21:53 +01:00
Houtan Bastani
938751fa60
reporting: replace .time with .dates
2013-11-22 17:14:29 +01:00