73e5650dcc
Revert "shock_decomposition should also follow global options_.nograph"
...
This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
7733484912
New utility plot_shock_decomposition.m
...
new graph_decomp_detail.m for detailed plots of shock contributions
new expand_group.m for optional uimenu operation in case of grouped shocks.
2017-03-17 12:41:59 +01:00
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
a092cc3b73
Set default graph options and extend graph_decomp.m accordingly.
2017-03-17 12:41:59 +01:00
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
f27f210654
New utility for changing M_.params only locally
2017-03-17 12:41:59 +01:00
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
06326d4477
Fixed bug introduced in cad7adc01f.
2017-03-16 18:14:23 +01:00
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
cc34e16458
Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty.
2017-03-16 15:45:08 +01:00
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
d0ab90275b
Merge pull request #1402 from JohannesPfeifer/prior_asymptote
...
Add warning if prior has an asymptote
2017-03-15 16:33:10 +01:00
1ff816d7bf
Updates particles submodule.
2017-03-15 16:30:29 +01:00
4f3b35acba
Account for Matlab 2017a.
...
(cherry picked from commit f3a1619040fbb831830791424015d3d3bf8bdbae)
2017-03-13 23:42:48 +01:00
87fc09863d
Add warning if prior has an asymptote
...
Can happen with beta and gamma distribution. Closes #1401
2017-03-10 15:16:33 +01:00
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
927b813ed8
Removed printing of debugging info.
...
Introduced in ffebf6b262
2017-02-15 13:35:33 +01:00
ffebf6b262
Check positive steady state for loglinear option...
...
1e-9 is too far from zero. Set 1e-16 as a threshold value for the positivity test.
2017-02-15 12:41:56 +01:00
9fbef0c107
Removed penalty_hessian routine.
...
+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
2017-02-08 13:07:25 +00:00
5b73d7d59c
Added new optimization routine (particleswarm).
...
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
62c954ff12
Fixes #1287 .
2017-01-25 22:13:36 +01:00
0b1b873160
Updated dseries submodule.
...
Fixes remaining Octave failing unit tests.
2017-01-25 09:18:28 +01:00
875497bc71
Unit test lpdfgweibull.m: adjust upper integration bound under Octave
...
Does not correctly integrate otherwise as more than 99% of support is 0
2017-01-18 11:01:13 +01:00
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
ba9af24a67
Merge pull request #1370 from JohannesPfeifer/updated_variables
...
Output UpdatedVariables in oo_ without filtered_variables
2017-01-05 11:50:06 +01:00
4dfec0d7fb
Merge pull request #1369 from JohannesPfeifer/disp_dr_aux_var
...
disp_dr: Add case for aux_vars.type==0
2017-01-05 10:44:44 +01:00
77a93d6ff9
Merge pull request #1362 from JohannesPfeifer/MCMC_jumping_covariance
...
Moving loading of MCMC_jumping_covariance to after display of standar…
2017-01-05 09:02:59 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
...
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
90982d5fa0
Merge pull request #1357 from rattoma/parallel
...
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
c893c0620c
Merge branch 'pr#1354'
2017-01-04 15:12:32 +01:00
2c5b1fed2d
Use master function lyapunov_solver.m to call individual solvers
2017-01-04 11:25:44 +01:00
b946d3c082
Merge pull request #1353 from JohannesPfeifer/Plot_posterior
...
PlotPosteriorDistributions.m: remove eval commands and fix typo in "m…
2017-01-04 11:20:06 +01:00
e815c2b4db
Output UpdatedVariables in oo_ without filtered_variables
...
Makes it consistent with manual and closes #1366
2017-01-04 10:57:00 +01:00
515e080f49
Do not compute static residuals if steady state routine failed.
...
Avoids cryptic model dependent error message.
2017-01-04 10:26:22 +01:00
65c402469c
disp_dr: Add case for aux_vars.type==0
...
Closes #1367
2017-01-04 09:14:01 +01:00
3c892170ef
Fixed bug with getting CPU number on mac [see #1272 #838 ]
2017-01-03 19:24:18 +01:00
ee7611c8ad
added note to commented text, as an alternate option, should bugs/problems be reported with line 60
2017-01-03 19:15:53 +01:00
7b4fc9ec4a
Moving loading of MCMC_jumping_covariance to after display of standard errors and computation of Laplace approximation
...
Closes #1255
2016-12-27 12:07:22 +01:00
d8b0495c77
Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option
2016-12-26 13:11:01 +01:00
452d3cd986
Implement preprocessor interface for posterior_nograph option
2016-12-26 13:07:46 +01:00
28d4ed1918
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
4ecf1d9f5d
Workaround to avoid popup figures with nodisplay option saved as fig in MATLAB.
2016-12-20 09:14:48 +01:00
Marco Ratto
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani