Marco Ratto
3367014970
Identification is made compatible with octave.
2011-10-27 13:09:26 +02:00
Marco Ratto
697ddc0a72
Aligned routines with recent changes in dataset and identification.
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Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Marco Ratto
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
Marco Ratto
e3485e8929
Changes around normalizing Jacobians:
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-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
Houtan Bastani
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
Marco Ratto
a96bad899d
Fixed bug of ~ in output list for non recent versions of matlab.
2011-06-21 09:43:24 +02:00
Marco Ratto
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
Marco Ratto
664d17ba24
Fixes related to ML syntax (no prior definition).
2011-06-06 16:09:55 +02:00
Marco Ratto
0605396815
Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.
2011-06-06 15:28:46 +02:00
Marco Ratto
7f9fa6c15b
Small mug fix + changed calls to plotting utility.
2011-05-30 14:39:27 +02:00
Marco Ratto
d31b2218ff
Added extended info for advanced identification analysis with Monte Carlo.
2011-05-10 10:10:42 +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
a5559bb016
eliminated obsolete commented lines;
2011-05-02 11:15:25 +02:00
Marco Ratto
9791d3adda
Redesigned function following:
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-) 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
6b71b6800d
-) remove useless burn-in iterations;
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-) 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
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
d0d04065e6
Merged from 4.2 branch commits:
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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
32eff62af6
1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev
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2) several fixes and improvements in dynare_identification.m:
-) provide more info for strength of identification (relative to prior)
-) more drastic warning off
-) print info from ident_bruteforce.m
2011-03-18 11:05:40 +01:00
Michel Juillard
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
Marco Ratto
917b8e5285
Fixed bugs, clean-up and some more commenting of identification routines
2011-02-28 16:55:21 +01:00
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
Marco Ratto
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
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1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
Stéphane Adjemian (Scylla)
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
Marco Ratto
52e9e9aef7
1) fix of boxplots when two nparams =2;
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2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
Marco Ratto
bb06ec430a
1) relaxed schur_vec_tol
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2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
ratto
7a743a9594
Added partial correlation plots for reduced form model and moments;
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warning of for the loop of normalized sensitivities;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
ratto
3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
michel
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
ratto
cda0f571b4
Added first order moments
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Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:57:05 +00:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
ratto
b8bc96c8e6
Adapted to follow preprocessor syntax.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:15 +00:00
ratto
6e25472ad9
1) save output plots;
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2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:22:01 +00:00
ratto
081cdf3cb0
Cleaner comments of work in progress ...
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 13:28:47 +00:00
ratto
4cb2692e7d
-) Delete old files;
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-) commented work in progress
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 13:00:54 +00:00
ratto
869d054174
New version with
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-) more complete data saving on disk;
-) new output arguments;
-) new plots.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:11:47 +00:00
ratto
2645113760
stock parameters and small bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:25:31 +00:00
ratto
290ea0d24e
Added iload option;
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A and B computed here
compute sensitivities
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:18:39 +00:00
ratto
89a71d5596
copyright notices added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:24:32 +00:00
ratto
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00