Commit Graph

217 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
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
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;
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.
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;
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
[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;
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}
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
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.
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
morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function.
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
Sébastien Villemot 90e5c6e7c6 Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char 2012-03-21 10:11:17 +01:00
Marco Ratto bc6042fbe2 Improved display of bivariate projections when pprior=0,
specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
Sébastien Villemot f13615c922 Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto

Closes: #173
2012-01-09 13:12:31 +01:00
Sébastien Villemot d7e5d37d9c GSA: rename 2 functions whose name is the same than some Octave built-in 2011-12-27 12:19:42 +01:00
Sébastien Villemot b8bb1acce1 GSA: further simplification related to qmc_sequence 2011-12-26 16:12:33 +01:00
Sébastien Villemot 300eaf63c2 Remove nonfree LPTAU.m, replace by qmc_sequence MEX 2011-12-26 15:40:52 +01:00
Marco Ratto 4b9b90f1bb Replace waitbar by dyn_waitbar. 2011-12-20 16:59:44 +01:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Marco Ratto 66f6f6b5d0 remove obsolete gsa function 2011-12-13 18:33:59 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Marco Ratto 3f43f556c8 Fixes for octave with unix 2011-10-25 19:10:45 +02:00
Marco Ratto b4fa7ef84e Make gsa compatible with octave; 2011-10-25 18:00:54 +02:00
Marco Ratto 697ddc0a72 Aligned routines with recent changes in dataset and identification.
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Michel Juillard deccd16ed5 fixed path problem for GSA under Linux: GSA must be in upper case 2011-10-22 15:27:29 +02:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header.
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
Marco Ratto 1f4ea5aaa5 Small bug fixes:
thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
Marco Ratto 80582b19bd Provisions for new options
pvalue_ks
pvalue_corr
2011-07-07 09:48:06 +02:00
Marco Ratto 0b1188c923 Added copyright preamble 2011-07-07 09:47:00 +02:00
Marco Ratto 34e88fffc7 utility providing critical value of the t-distribution 2011-07-07 09:46:43 +02:00
Marco Ratto e48445fe4b added plot utility of gsa samples 2011-06-16 01:08:39 +02:00
Marco Ratto 7c9233daa9 provisions for new option neighborhood_width 2011-06-15 23:49:14 +02:00
Marco Ratto a4b66e63f1 Added optional input argument dcrit. 2011-05-04 10:19:25 +02:00
Marco Ratto 4dbbba414f Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1. 2011-04-12 12:09:17 +02:00
Sébastien Villemot 7665b089fc GSA: removed unused files 2011-03-17 16:54:55 +01:00
Sébastien Villemot cde4f038d7 GSA: remove problematic statistics functions and replace them by calls to free ones 2011-03-17 16:14:12 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00