Commit Graph

1903 Commits (6ea8dd4935619c825d3bdc5a9f4dbefafe54d856)

Author SHA1 Message Date
Stéphane Adjemian (Sedna) 6ea8dd4935 Fixed bug. 2011-05-05 17:51:40 +02:00
Marco Ratto ad2fe012b1 Minor improvements to printed and plotted output. 2011-05-04 10:40:09 +02:00
Marco Ratto 7ae824b184 Fixes related to new options: gsa_sample_file and parameter_set + minor changes. 2011-05-04 10:39:30 +02:00
Marco Ratto 09cb81b163 minor change to printed output 2011-05-04 10:38:02 +02:00
Marco Ratto b5a6e6ba75 Changes and fixes related to:
1) runtime retrieve of remote files;
2) mixed cluster matlab/octave;
3) master windows calling remote unix slaves;
2011-05-04 10:36:24 +02:00
Marco Ratto bf580acb4a Changes related to master windows and remote slaves unix 2011-05-04 10:34:03 +02:00
Marco Ratto 3d80322303 New utilities for runtime transfer of files from remote slaves. 2011-05-04 10:21:25 +02:00
Marco Ratto a4b66e63f1 Added optional input argument dcrit. 2011-05-04 10:19:25 +02:00
Stéphane Adjemian (Gpm b5bf0f5dbe Do not enter in the last loop if aux_lead_nbr=0 (no auxiliary variables for leads). 2011-05-03 15:36:16 +02:00
Stéphane Adjemian (Gpm) b5634d8e37 Added input argument for plotting the prior densities. Added initialization of qz_criterium. 2011-05-03 12:41:45 +02:00
Stéphane Adjemian (Gpm) 60c2211ce7 Added error message when options_.qz_criterium is empty. 2011-05-03 12:41:45 +02:00
Michel Juillard e9a52ecae7 removing intermediary printing left behind 2011-05-02 20:56:26 +02:00
Sébastien Villemot 5c64b027e6 More explicit error message when an endogenous with measurement error is not
declared as observable
2011-05-02 12:45:23 +02:00
Stéphane Adjemian (Gpm) 947ac4281a Added an error message when the declared mean of beta shaped priors is outside the domain of the beta density. 2011-05-02 12:34:39 +02:00
Stéphane Adjemian (Gpm 2ad8d2218f Fixed bug (uninitialised variables). 2011-05-02 11:54:49 +02:00
Sébastien Villemot a0062605be Merge remote-tracking branch 'remotes/ratto/master' 2011-05-02 11:35:17 +02:00
Marco Ratto cbfc017356 unix end of lines for new functions! 2011-05-02 11:32:26 +02:00
Marco Ratto 5a5c3a3e26 help documentation 2011-05-02 11:24:07 +02:00
Marco Ratto d603c3f037 copyright 2011-05-02 11:17:55 +02:00
Marco Ratto a5559bb016 eliminated obsolete commented lines; 2011-05-02 11:15:25 +02:00
Stéphane Adjemian (Gpm 19beebb28a Added new exceptions about parameters changed in the steady state file. 2011-05-02 11:14:53 +02:00
Marco Ratto 9791d3adda Redesigned function following:
-) new options;
-) new utilities identification_analysis, plot_itentification and identification_checks;
-) fixes related to load_ident_files;
2011-05-02 11:14:29 +02:00
Marco Ratto c51066d76d Complete re-writing to make the function modular (the input being either J or H or Hess etc.). 2011-05-02 11:12:39 +02:00
Marco Ratto a512436295 new wrapper for graphical outputs in identification. 2011-05-02 11:10:33 +02:00
Marco Ratto cda26e6fcc Further simplification and improved display of critical params affected by collinearity issues. 2011-05-02 11:07:58 +02:00
Marco Ratto fa4f4b159a provide results in square matrix form for easier display. 2011-05-02 11:06:27 +02:00
Marco Ratto 7cdd0250f8 Removed trap which sometimes gives problems. 2011-05-02 11:03:56 +02:00
Marco Ratto 180a3bad9c New wrapper for identification analysis, given the parameter set provides results.
Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
Sébastien Villemot 181186a205 Patch from George: fixes bug in partial information (closes #179) 2011-05-02 10:25:25 +02:00
Stéphane Adjemian (Gpm) d55d1d7b10 Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18). 2011-05-02 10:24:50 +02:00
Stéphane Adjemian (Gpm) e8fe8c7711 Added exceptions when the parameters updated in the steadystate file are complex or NaN. 2011-05-02 10:24:50 +02:00
Michel Juillard 71aec0eb39 shock_decomposition: bug correction 2011-04-30 19:52:26 +02:00
Stéphane Adjemian (Gpm) 14d7ab433f Added new info value (22) for cases where the steady state given by the steadystate file has NaNs. 2011-04-28 17:53:03 +02:00
Stéphane Adjemian (Gpm) b15cac0047 Added error message when an infinite std. is used with a Gamma shaped prior. 2011-04-28 12:33:01 +02:00
Stéphane Adjemian (Scylla) 72c2a343b1 Fixed bug. 2011-04-28 12:00:13 +02:00
Sébastien Villemot 896a80928b Cosmetic change 2011-04-27 11:57:49 +02:00
Sébastien Villemot 7b67f40a11 Bump MATLAB version requirement to 7.0 2011-04-27 11:57:43 +02:00
Michel Juillard 74d1d80b0c fixed elimination of Lagrange multipliers for Ramsey policy 2011-04-21 21:08:20 +02:00
Michel Juillard 33787d4b1e improved dyntable.m 2011-04-18 11:25:55 +02:00
Michel Juillard d2e0ef021c allowing historical time in shock decomposition 2011-04-18 11:25:55 +02:00
Marco Ratto 6b71b6800d -) remove useless burn-in iterations;
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic  Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
Marco Ratto 7c92b2308a Small improvements around analytic scores and Hessian 2011-04-15 15:26:33 +02:00
Marco Ratto 8aeb76fee6 -) small change to tolerance for eigenvector elements
-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
Marco Ratto 25afd56163 Bug fixes around analytic scores for identification. 2011-04-12 18:18:18 +02:00
Marco Ratto 498d5ed698 Fixed bug when only one series is observed and analytic scores are computed. 2011-04-12 17:38:06 +02:00
Marco Ratto 2af300bf6e Added output arguments needed for analytic scores. 2011-04-12 17:37:02 +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
Marco Ratto d0d04065e6 Merged from 4.2 branch commits:
9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba

* 1) bug fixes: non-initialized ide_strength when no param is  identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).

2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
Marco Ratto 5e230e41b4 Fixed initialization of options related to identification.
(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
Sébastien Villemot f978ebeff7 Provisions for MATLAB 7.12 (R2011a) 2011-04-08 11:07:03 +02:00