709ef9230f
get_the_name.m: do not pass full options structure as input
2023-12-07 12:11:38 +01:00
bf6d88a472
Remove globals from identification and GSA
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Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
f218127220
GSA: remove globals from various routines
2023-12-04 12:07:46 +01:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
bb9e45d0d0
max size for QMC is 1111
2022-10-20 15:14:39 +02:00
2279529851
fixed bug in sampling in the neighborhood of a critical point
2022-05-24 15:08:50 +02:00
b037bc9438
GSA sampling from prior range: replace infinity by huge number to avoid NaN
2022-05-17 18:29:42 +02:00
9f265c5b5b
stab_map_.m: remove redundant and commented out code to make file readable
2022-05-17 18:29:05 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
e754ec158c
stab_map_.m: move saved file to subfolder´
2021-09-21 17:25:35 +02:00
f7a232061a
Remove unused options_-output
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Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
ce4d8c3544
Cosmetic fix to error message
2017-11-28 10:27:43 +01:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
0845aa8430
Fixed header and license of GSA.
2017-03-18 10:27:36 +01:00
f5a14cc537
octave: add .mat extension to save command
2016-09-28 16:33:46 +02:00
eaaa0e5045
Fix TeX-names in GSA when mapping is over all parameters, not just structural ones
2016-08-23 17:22:41 +02:00
3ae44efbea
Merge pull request #1218 from rattoma/gsa
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Allow Screening with neighborhood_width sampling.
2016-06-16 22:18:39 +02:00
ed1dbcac53
Fix setting of names and parameter names in stab_map_
2016-06-14 11:52:49 +02:00
fbc71aa95c
Allow Screening with neighborhood_width sampling.
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Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
1b769d1d5f
1) fixed bug with initialization of infox
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2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
f185d15c36
Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae.
2015-12-11 18:50:54 +01:00
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
bc8f546cbb
Provisions to to show in plots the parameter value around which the sensitivity analysis with the option neighborhood_width is done.
2015-10-13 10:44:13 +02:00
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
27622a29da
Fix initialization of parameter bounds for ML case in stab_map_.m
2015-06-06 17:40:37 +02:00
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
1232d51765
Cosmetic fixes to stab_map_.m
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Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
2014-11-14 17:59:08 +01:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +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
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
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
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
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
Johannes Pfeifer
Marco Ratto
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Scylla)
Marco Ratto
Michel Juillard
Johannes Pfeifer