704f8650af
Properly initialize var_yf in forcst.m
2014-11-16 21:08:17 +01:00
aae7c23fe2
Added unitary test for hessian routine.
2014-11-14 16:33:34 +01:00
ff3c8e94e1
Clean up hessian.m
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Fix description of algorithm and document the function better. Also removes manual increasing of loop variable and moves computation of temporary variable not depending on loop variables outside of the loop as it needs to be computed only once.
2014-11-14 16:33:34 +01:00
f999f960f8
bug fix: add missing comment
2014-11-14 12:27:20 +01:00
b14c10c1a2
Merge pull request #775 from JohannesPfeifer/sim1_imaginary
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Take care of imaginary numbers in perfect foresight simulations
2014-11-14 12:24:27 +01:00
2300464cae
Merge branch 'simplex'
2014-11-14 11:07:58 +01:00
9fa92b0d02
fixing error message
2014-11-14 07:15:24 +01:00
a8e7c30e6a
Added @dseries/exist method.
2014-11-13 16:53:06 +01:00
cc96d46911
Transfer hard-coded verbosity of simplex algorithm into an option
2014-11-10 19:54:44 +01:00
7c59edead2
Make simplex_optimization_routine.m usable outside of estimation
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Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
c3467ddca2
Simplex: return only scalar best value instead of full vector
2014-11-10 19:41:50 +01:00
bbf6ea50b0
Added workaround for bug in some Matlab versions (wrong type).
2014-11-10 11:21:05 +01:00
0691b08303
Adapated internals routine (name of dynTest routine has changed).
2014-11-09 22:20:43 +01:00
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
479189ef47
Updated path in dynare_config.
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For m-unit-tests module.
2014-11-07 22:41:25 +01:00
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
e6789a3707
Merge pull request #761 from JohannesPfeifer/message_test_calibration
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Clarify message in test_for_deep_parameters_calibration.m
2014-11-07 17:27:15 +01:00
1f25e7d479
Merge pull request #757 from JohannesPfeifer/fix_display
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Add missing run index to looped variable in resol.m
2014-11-07 17:25:50 +01:00
a1a0cc098b
skipline: simplify code
2014-11-07 16:44:05 +01:00
f98a41007e
skipline: fix function header
2014-11-07 16:44:05 +01:00
ae52f7615c
bug fix: skipline
2014-11-07 16:44:05 +01:00
6edef09aba
Added fake input argument in @dates/isequal.
2014-11-07 16:12:47 +01:00
d77dec9726
Added optional tolerance parameter in @dseries/isequal method.
2014-11-06 15:43:23 +01:00
884cbc3fbe
dseries: bug fix: add delimiter for importdata for .csv files
2014-11-06 14:46:27 +01:00
3f4f348a0a
dseries: variable in error messages isn't set
2014-11-06 14:34:05 +01:00
9a966151fa
fix typo
2014-11-06 13:48:53 +01:00
2a67e2a306
Take care of imaginary numbers in perfect foresight simulations
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Finishing with imaginary parts now does not count as a solution and triggers a new homotopy step.
2014-11-06 09:08:50 +01:00
283912be53
Merge pull request #770 from JohannesPfeifer/Ramsey_aux_vars
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Ramsey aux vars
2014-11-02 15:16:44 +01:00
491301c67b
th_autocovariances.m creates Gamma_y{nar+2} (variance decomposition)
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even if there is a single shock. In that case variance decomposition
is one. It is better if Gamma_y has always the expected
size. disp_th_moments.m only displays variance decomposition if there
is more than one shock.
2014-11-02 11:17:27 +01:00
fbbe98815b
fixing bug introduced in commit 6eb3a3d when displaying theoretical
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moments for a model with a single exogenous variable
2014-11-01 09:15:48 +01:00
c2da796153
Fix distinction between initial values provided to dyn_ramsey_static.m and stale unchanged initial values in oo_.steady_state
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In case of no steady state file, they are identical, but with a steady state file, they are not. Moreover, this fixes a problem with the dimension of the input to the steady state file. ys was not initialized and had wrong dimensions
Also adds comments to file.
2014-10-30 13:31:57 +01:00
9300a061aa
Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory.
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If the m data file is in the current directory, the first output of
fileparts(options_.datafile) is an empty string. In Matlab the command
cd('') fails, but Octave does not fail in this case (and does nothing).
Added a test on the first output of fileparts, if this output is empty
we do not try to change the current directory.
2014-10-23 11:08:26 +02:00
5ab08ed8d3
Added missing semi colon.
2014-10-21 16:37:57 +02:00
ca28a2b778
Fixed load_m_file_data_legacy.m.
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An m file data was not loading if outside the current directory.
2014-10-21 16:05:34 +02:00
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
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Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
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
fb14d24036
Do not truncate the plotted prior densities with the truncation
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parameters used for optimization (second and third positional
arguments after the name of the estimated parameter in the
estimated_params block).
2014-10-16 15:27:40 +02:00
2d61c39276
Cosmetic changes.
2014-10-16 15:25:51 +02:00
db2ba6d887
Clarify message in test_for_deep_parameters_calibration.m
2014-10-15 13:42:47 +02:00
d423ae63a8
Set default value for last input argument of lyapunov_symm routine (debug flag).
2014-10-15 09:02:42 +02:00
590c0985f8
Add missing run index to looped variable in resol.m
2014-10-13 20:10:57 +02:00
935f74883d
Added unit tests for lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
55808060cf
Removed useless input (complete commit 438a671c3873e5c4e1bb02a54080e930fbc11886).
2014-10-13 17:42:52 +02:00
b90f3deed2
Bugfixes and improvements related to method 3 of lyapunov_symm.m
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- the function was called with the wrong input argument for this case (Q instead of R*Q*R'), crashing with incompatible matrix dimensions
- the persistent variable X was not updated when the size of it changed, leading to crashes when estimation is followed by calls to DsgeSmoother.m where the state-space is different
- Also eliminates the printed output in lyapunov_symm.m that could not be turned off and clutters estimation
2014-10-13 17:42:52 +02:00
573d276f1a
Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
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Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
Johannes Pfeifer
Stéphane Adjemian (Telemachus)
Houtan Bastani
Michel Juillard
Stéphane Adjemian