Marco Ratto
67d7ba75f0
1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
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2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
2013-12-10 11:05:54 +01:00
Marco Ratto
2d6e513738
Bug fix with irf restriction on period larger than 1
2013-12-10 10:54:47 +01:00
Sébastien Villemot
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
Sébastien Villemot
c7cb38e687
Update tests/.gitignore
2013-12-09 19:07:09 +01:00
Sébastien Villemot
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
Sébastien Villemot
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
Houtan Bastani
2d966208c4
write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc
2013-12-09 17:36:08 +01:00
Houtan Bastani
10652be09a
write_latex_definitions: use texttt for variable names, #478
2013-12-09 17:24:50 +01:00
Houtan Bastani
3539dc7153
write_latex_definitions: use longtable, #478
2013-12-09 17:04:32 +01:00
Houtan Bastani
54b3a18ced
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
49a51ed808
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
Sébastien Villemot
07bea735de
Merge pull request #557 from rattoma/master
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Fixes to mode_compute=5. (1) force univariate steps at every iteration: ...
2013-12-09 05:29:47 -08:00
Stéphane Adjemian (Scylla)
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Houtan Bastani
ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
Houtan Bastani
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
Marco Ratto
e5854cb201
Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary.
2013-12-07 10:52:27 +01:00
Houtan Bastani
f6f167ada7
ms-sbvar: submodule update, fix ms-sbvar for Octave on MinGW
2013-12-06 17:57:47 +01:00
Houtan Bastani
a26d32b7fa
ms-sbvar: submodule update, closes #446
2013-12-06 17:19:23 +01:00
Houtan Bastani
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
Houtan Bastani
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
Sébastien Villemot
c06a8df8a4
Merge pull request #553 from rattoma/master
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Trap the case where only one parameter is estimated and only one non-con...
2013-12-06 06:16:50 -08:00
Sébastien Villemot
af2909a3af
Merge pull request #551 from JohannesPfeifer/master
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Harmonize plotting of IRFS
2013-12-06 06:15:46 -08:00
Sébastien Villemot
85f001885e
Estimation DLL: fix bug with creating MAT files
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Similar problem to #446
2013-12-06 14:46:44 +01:00
Marco Ratto
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
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(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
Johannes Pfeifer
c9ebe21faf
Harmonize plotting of IRFS
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In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
Houtan Bastani
f640912878
Merge commit to support ctrl-c for ms-sbvar, closes #304
2013-12-05 16:17:40 +01:00
Houtan Bastani
a8d07308a9
ms-sbvar: support ctrl-c changes in submodule, #304
2013-12-05 16:13:58 +01:00
Houtan Bastani
6ad3ac9f2c
ms-sbvar: submodule update, #304
2013-12-05 12:19:31 +01:00
Stéphane Adjemian
b8e3ce0cfd
Merge pull request #550 from JohannesPfeifer/master
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Document treatment of parameters in steady state files
2013-12-04 06:44:27 -08:00
Houtan Bastani
968b20d115
ms-sbvar: submodule update, #446
2013-12-04 12:18:40 +01:00
Stéphane Adjemian (Charybdis)
27dbe4a997
Closes #361 . Document the fact that MCMCs are deterministic in Dynare.
2013-12-04 10:11:17 +01:00
Stéphane Adjemian (Charybdis)
a79d24fb09
Deleted trailing white spaces.
2013-12-04 08:38:14 +01:00
Stéphane Adjemian (Charybdis)
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
ba31ac7ade
Cosmetic fixes in section "dseries class".
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
c20bacac60
Changed documented behaviour of @dseries/save method (do not document the default value of basename).
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
4fb3dc035f
Cosmetic changes in section "dates class".
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
552cbe34ee
Fixed typo.
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
4bcf081292
Added remark about dates in mod files and the $ escape parameter.
2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis)
c285bee21b
Cosmetic (skipline).
2013-12-03 23:57:53 +01:00
Houtan Bastani
35b6c700cd
ms-sbvar: submodule update, closes #438
2013-12-03 16:34:22 +01:00
Sébastien Villemot
d9c3073fd9
Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
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Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
Johannes Pfeifer
323bfaf353
Document treatment of parameters in steady state files
2013-12-03 15:04:30 +01:00
Sébastien Villemot
771113f8b9
Merge pull request #548 from JohannesPfeifer/master
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Clean up steady state file examples/NK_baseline_steadystate.m to make it...
2013-12-03 05:46:30 -08:00
Johannes Pfeifer
c837bce030
Add example files to manuals and describe what they do
2013-12-03 14:42:13 +01:00
Johannes Pfeifer
a0934d0c57
Add example3 that uses steady_state_model block to call fsolve
2013-12-03 14:41:38 +01:00
Johannes Pfeifer
1b5641575f
Clean up steady state file examples/NK_baseline_steadystate.m to make it Dynare 4 compatible.
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Also shows how to use file to impose restrictions using the check indicator
2013-12-03 14:41:07 +01:00
Houtan Bastani
75ac81c893
ms-sbvar: submodule update, #438
2013-12-03 14:07:16 +01:00
Sébastien Villemot
ed7f17b06f
Rewrite examples/fs2000.mod with a steady_state_model block. Improve the doc.
2013-12-03 13:04:39 +01:00
Johannes Pfeifer
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
Johannes Pfeifer
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00