Commit Graph

45 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer 9e53bd9967 shock_decomposition.m: do not overwrite other output
Closes https://git.dynare.org/Dynare/dynare/-/issues/1897
2023-08-29 14:40:10 +02:00
Johannes Pfeifer 1b4a4c8778 shock_decomposition.m: correctly pass initial date for plotting 2022-06-08 16:03:36 +02:00
Sébastien Villemot 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
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Houtan Bastani eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run 2020-03-03 11:45:46 +01:00
Marco Ratto 31c29d08c9 provisions for making shock decompositions for epilogue variables.
In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;
2019-12-19 22:19:39 +01:00
Marco Ratto 65d72866c3 provisions for squeeze when oo_ is output argument of plot_shock_decomposition.
Also trap with error situation when new computations are triggered after having squeezed results in oo_.
2019-12-15 16:53:43 +01:00
Houtan Bastani fd61c049f9
remove unused return variable 2019-04-25 17:37:38 +02:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Johannes Pfeifer 5d8d5e90d8 evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
Closes #1373
2017-03-17 13:15:39 +01:00
Marco Ratto d304fd26c1 shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust. 2017-03-17 12:41:59 +01:00
Marco Ratto 73e5650dcc Revert "shock_decomposition should also follow global options_.nograph"
This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
Marco Ratto 4a314f7f8a shock_decomposition should also follow global options_.nograph 2017-03-17 12:41:59 +01:00
Marco Ratto e174d04579 - New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.
2017-03-17 12:41:59 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 61ee4e123c Reset selected_variables_only in shock_decomposition.m
closes #1350
2016-12-18 09:57:51 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Marco Ratto fe7b7819b0 Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af to close #1280 2016-09-22 18:41:33 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
MichelJuillard a047b42dd3 Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
Johannes Pfeifer c509f6d463 Add missing deblank to fieldname setting in shock_decomposition.m 2016-04-15 09:41:38 +02:00
Michel Juillard de567377c3 adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer f85d2ef970 Make shock_decomposition.m rely on smoothed deviations from mean
Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
Johannes Pfeifer 24dcfcb901 Initialize epsilon in shock_decomposition.m 2013-12-30 13:54:48 +01:00
Johannes Pfeifer a5a189475e Improve documentation of shock_decomposition 2013-12-30 13:54:16 +01:00
Michel Juillard ed4d184c9d fixing bug for shock_decomposition with calibrated model (issue #259) 2013-06-03 16:45:39 +02:00
Stéphane Adjemian (Charybdis) fe98a0875d Added the possibility to save the plots generated by the shock_decomposition command. 2012-08-24 15:03:35 +02:00
Michel Juillard d2e0ef021c allowing historical time in shock decomposition 2011-04-18 11:25:55 +02:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Michel Juillard dfbd10a524 added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations. 2010-12-08 13:02:59 +01:00
Michel Juillard 956b42fdff corrected bugs in shock_decomposition 2010-04-27 19:50:42 +02:00
Michel Juillard 436fdf97c6 modified varlist_indices 2010-03-23 06:38:39 +01:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
michel 87e8cda64d v4.1: corrected bug in shock_decomposition.m when lags on more than one period
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
michel 4f09fc89f0 v4: update of shock decomposition code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 05:38:19 +00:00
sebastien f892795a54 trunk: fixed copyright headers in new files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 14:39:26 +00:00
michel d542e8610c v4.1: added functions for shock_decomposition consistent with smoother
Dynare interface is missing
      need to add mechanism for aggregating shocks


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:52:00 +00:00