7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
b7cf6338db
Adapted evaluate_likelihood routine.
2014-06-23 17:11:01 +02:00
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
40a60e92fa
Fixed bug when loaded m file data is not in the current folder or a subfoler.
2014-06-23 13:54:52 +02:00
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
d727ba7246
Fixed bug (missing input).
2014-06-23 12:24:36 +02:00
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
21d40f6123
fixed minor bug in stochastic extended path
2014-06-21 10:06:01 +02:00
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +02:00
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
c4dac88ed2
Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile.
2014-06-19 17:59:19 +02:00
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
499967f9a1
adding an option to extended path to control homotopic steps and
...
continue in case of failed case
2014-06-16 14:25:23 +02:00
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +02:00
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
955dcab449
Removed init and freq members from dseries class (redundant informations).
...
The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
3606cbc8ed
Added new syntax to remove variables from a dseries object.
...
If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
2e280ecdcd
Added dseries/end method.
...
Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
...
If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
d60565bfc4
Fixed bug in @dates/colon (last years were wrong if r>0).
2014-06-11 12:22:34 +02:00
7a96533339
Allow empty dseries objects in @dseries/horzcat method. Added unitary test.
2014-06-11 12:22:33 +02:00
ba726db417
Fixed bug in @dates/colon methood (wrong offset if r>0).
2014-06-11 12:22:33 +02:00
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
35645540e5
Bug fix. Wrong number of lines for time member if n<freq.
2014-06-11 12:22:32 +02:00
adda8b6b09
Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine).
2014-06-11 12:22:32 +02:00
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
cf86c8f721
Improve speed of comparison methods (lt, gt, le and ge) for @dates class.
2014-06-11 12:22:32 +02:00
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
1958a7b5df
reporting: fix shading on Linux
2014-06-10 15:48:49 +02:00
39bfc1dd04
Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative
2014-06-10 10:58:19 +02:00
f755a32745
reporting: align graphs based on axis not axis labels
2014-06-10 10:15:24 +02:00
9258aecba0
reporting: add options to control y axis label
2014-06-10 10:15:15 +02:00
f101009d0d
reporting: change default multiplication operator for graph precision
2014-06-09 11:47:23 +02:00
1a4df2fedf
Merge pull request #659 from JohannesPfeifer/steady_fix
...
Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
ca6803b531
Add forgotten case to likelihood functions
...
Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
2caa9eb9d4
Restore backward compatibility of mode_file option
...
Displays warning and then assumes the user provided a correct mode-file. Closes #658
2014-06-01 15:08:09 +02:00
381b0426e3
adding missing file for perfect foresight
2014-05-28 09:32:44 +02:00
979c1af53b
perfect foresight with lmmcp: removed display of iterations
2014-05-28 09:23:10 +02:00
616dad634a
Fix size of NaN vector returned so that resid.m does not crash
2014-05-26 16:16:22 +02:00
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
78e5fafb07
Updated header.
2014-05-23 18:14:46 +02:00
bc7f834241
Added missing flag for unitary test.
2014-05-23 18:14:26 +02:00
56de3979c2
Removed compute_corr routine.
2014-05-23 18:12:43 +02:00
2ee4d62570
Added routine to compute centered marginal moments of order n (possibly with missing observations).
2014-05-23 18:10:59 +02:00
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
b2c28530ea
Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
2014-05-23 18:06:32 +02:00
bdd7b8aacc
Rewrote compute_acov and renamed it as nanautocovariance.
2014-05-23 15:07:46 +02:00
dd223e41f5
Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
2014-05-22 19:27:14 +02:00
0f61ae941a
reporting: make zerotol work for both graphs and reports
2014-05-22 19:03:25 +02:00
bc2274e08a
reporting: fix display
2014-05-22 19:03:25 +02:00
1282f12bdc
reporting: add new option graphShowInLegend to addSeries
2014-05-22 19:03:20 +02:00
529e779b68
reporting: bug fix for graphHline
2014-05-22 17:03:52 +02:00
4731ee4a89
reporting: bug fix for when a series doesn’t have a data option passed to it
2014-05-22 16:41:43 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
41548df963
reporting: replace isa(*,’dseries’) with isdseries()
2014-05-20 14:51:46 +02:00
1435cc5096
reporting: replace isa(*,’dates’) with isdates()
2014-05-20 14:51:41 +02:00
afe925cd30
reporting: clean up writeSeriesForGraph.m
2014-05-20 14:39:50 +02:00
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
106879c46e
reporting: add new background layer
2014-05-20 14:16:52 +02:00
7ef1efcd58
reporting: add missing semicolon
2014-05-19 17:52:24 +02:00
2569a0e259
reporting: remove instances of deprecated function strmatch
2014-05-19 17:49:52 +02:00
2434bfa097
reporting: remove unused variable
2014-05-19 17:27:47 +02:00
c9a26263d4
reporting: allow vspaces when section is not complete (implies that section is over)
2014-05-19 17:22:29 +02:00
9586f1e516
Fixed bug.Variable available_extensions is a cell array.
2014-05-19 16:42:50 +02:00
0f34cf2029
add missing semicolon
2014-05-19 16:31:37 +02:00
264110835d
reporting: add miscTikzAxisOptions option to addGraph
2014-05-19 15:57:43 +02:00
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
214610be1e
updating lmmcp.m from RECS
2014-05-18 21:49:52 +02:00
1d9aee20f2
perfect_foresight_solver: fixing bugs
2014-05-18 21:49:52 +02:00
2c5eb9814b
made lmmcp compatible with Octave
2014-05-18 21:49:52 +02:00
f65b563e2d
lmmcp: removed ineffective changes
2014-05-18 21:49:52 +02:00
385485c314
adding mixed complementarity conditions in perfect foresight solver
2014-05-18 21:49:52 +02:00
2f84a4809c
using a substitute for strsplit()
2014-05-18 21:49:52 +02:00
653e275de3
updating dynare_config
2014-05-18 21:49:52 +02:00
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
a39d94409f
adding lmmcp as solver for extended path
2014-05-18 21:49:52 +02:00
5425245ec1
adding lmmcp
2014-05-18 21:49:52 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
e6b7a5b74a
reporting: fix spacing between sections
2014-05-16 16:59:56 +02:00
3af8ab90bb
reporting: bug fix
2014-05-16 16:43:45 +02:00
3516dd5989
reporting: simplify check
2014-05-16 16:35:18 +02:00
35e56bad72
Add back function that was erroneously removed
2014-05-16 15:29:54 +02:00
d4972e988f
reporting: fix bug when data option is passed to addGraph
2014-05-16 15:00:43 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
...
previous commit
2014-05-12 14:17:19 +02:00
979101fa55
sim1: when there are NaNs/Infs, raise a warning rather than an error.
...
Otherwise the homotopy procedure can fail prematurely.
Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
26f2b301b0
make extended path algorithm 1 as a self contained problem usable by dynare_solve
2014-05-12 10:18:43 +02:00
c3efb214ef
Merge changes to extended path
2014-05-12 09:43:49 +02:00
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
1de2c67e76
Merge branch 'master' into ep
2014-05-10 10:15:39 +02:00
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
c3544553ab
Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
...
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
d44825723b
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 10:49:50 +02:00
6ca649c4bf
Added char method for @dates objects.
2014-05-02 12:15:58 +02:00
211f05ac31
Added checks for the extension of the declared datafile.
2014-05-02 12:09:00 +02:00
16194cedd9
Removed calls/references to @dynDate (replaces by @dates).
2014-04-30 15:44:30 +02:00
faf216d9d5
Fixed error message.
2014-04-30 15:43:51 +02:00
ad0802005b
Replaced dynSeries by dseries.
2014-04-30 15:38:18 +02:00
0f62d74ee4
Fixed bug. Global options_.dataset.file must be initialized as an empty array.
2014-04-30 15:35:43 +02:00
f03dd893a8
Allow the syntax o.disp() for @dates and @dseries objects.
2014-04-30 11:11:45 +02:00
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
b907844152
Test the existence of the files and folder before deletion.
2014-04-29 15:50:37 +02:00
2b8e6fba9c
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-29 15:50:37 +02:00
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
...
Ref #220
2014-04-23 16:45:09 +02:00
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
cfb69064d9
More detailed progress information in perfect foresight homotopy.
...
Ref #220
2014-04-23 15:04:59 +02:00
7b882b2f60
Fix bug introduced in 0e204673.
2014-04-10 16:46:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
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Var decomp
2014-04-10 12:13:50 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
82b3115696
Store deterministic shocks information in M_.
...
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
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Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
...
Ref #594
2014-04-04 17:22:09 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
7849707843
fix typo
2014-03-28 15:25:22 +01:00
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db.
2014-03-27 18:25:46 +01:00
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
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=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
adae298d95
Improvements to smoother2histval.
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- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
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Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
2c9c585d6e
Fix invalid check for size of interval in Geweke
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Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
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Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
20041ac70c
New syntax for populating an empty dseries object.
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If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
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Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
db24d02694
Removed useless line.
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(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
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(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
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too (only for for case 1)
2014-03-16 18:54:52 +01:00
8f06a3134d
added unscented nodes generator
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put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
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Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
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Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
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Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
b3e69da93b
Merge pull request #627 from JohannesPfeifer/master
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Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
13df4979d8
Make error message for insufficient simulation length more informative.
2014-03-03 19:50:25 +01:00
cf4f7f362f
Fix bug where NaN in residual of steady state were not detected with steady_state_model
2014-03-03 19:37:57 +01:00
78a015a7d2
Fixed bug introduced in commit bb18c9386d.
2014-03-01 17:13:49 +01:00
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
e595626259
Make check.m display error messages
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Fixes #619
2014-02-28 13:06:01 +01:00
70b5cc88b2
Merge pull request #622 from rattoma/master
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Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
bb18c9386d
Fixed bug.
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MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
c57aa43ca8
Bug fix.
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<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
5ae06a211c
Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file
2014-02-25 09:34:31 +01:00
64d3d5cdc8
reporting: upgrade minimum pgfplots version when Debian upgrades its version
2014-02-24 15:53:07 +01:00
a9de9045a6
reporting: add baseline option to help with tikzpicture alignment
2014-02-24 15:34:48 +01:00
759c95c163
reporting: comment out spurious whitespace
2014-02-24 15:30:39 +01:00
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
9f3333db58
reporting: fix xticklabels for various shading situations
2014-02-24 09:09:33 +01:00
221660dfea
Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached
2014-02-21 19:19:36 +01:00
c09d45c44d
New smoother2histval function.
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Ref #594
2014-02-21 18:33:51 +01:00
c58183b552
Fix typo in trust_region code.
2014-02-21 14:47:41 +01:00
f8543c0a97
Fixed typo.
2014-02-21 12:23:36 +01:00
e1308a8192
Fixed homotopy for stochastic extended path.
2014-02-21 12:12:40 +01:00
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
fee1f9442f
reporting: change figName option to graphName; change figDirName option to graphDirName
2014-02-19 15:23:56 +01:00
961153aeb9
reporting: change option names to camelCase
2014-02-19 15:10:04 +01:00
5df5de9309
reporting: extract tables into individual files for easy inclusion by user in their paper
2014-02-19 10:04:57 +01:00
b113785cab
reporting: table.write: get length only once
2014-02-19 09:51:26 +01:00
6f159b47d4
reporting: fix name of file
2014-02-19 09:49:11 +01:00
769df9c36a
reporting: fix bug causing directory to be ignored if figname option was passed to addGraph
2014-02-19 09:05:55 +01:00
96d3cb96fa
reporting: rename reporting_object_display.m
2014-02-19 08:24:46 +01:00
86dd4a5612
Fix make_y_.m for purely forward/backward models.
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This commit is linked to 052faa2f93#613 .
2014-02-17 17:51:57 +01:00
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Marco Ratto