Johannes Pfeifer
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
9275cd089b
Add eps-loader to rplot.m
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Also makes sure that every single graph is saved when looping over figures
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
2a2d81784b
Allow rplot to plot exogenous variables
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi)
46a149576b
Merge branch 'pr#1241'
2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes)
2435040929
Changed default for nonlinear filters.
2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes)
b6ecf5fdd0
Updated particles submodule (fixes for apf and cpf).
2016-07-01 11:41:39 +02:00
Houtan Bastani
848d81eb84
Merge pull request #1238 from rattoma/gsa
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Bug fixes for identification with ML
2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes)
fcaf457f35
Cosmetic change (code factorization).
2016-06-24 17:35:56 +02:00
Johannes Pfeifer
420e80e538
discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
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Prevents cryptic crashes due to NaN in derivatives of objective function
2016-06-23 20:50:17 +02:00
Johannes Pfeifer
317f958184
Ramsey: Test whether number of instruments matches number of missing equation
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Otherwise cryptic crashes can result
2016-06-23 20:48:01 +02:00
Marco Ratto
be758613f4
fixed bugs that prevented the computation of the asymptotic Hessian with ML.
2016-06-19 11:09:59 +02:00
Marco Ratto
25120e54f5
added check for singular values whose eigenvectors contains only ONE column
2016-06-19 11:08:37 +02:00
Stéphane Adjemian (Hermes)
25243712ba
Fixed bug on non linux platforms + Cosmetic changes.
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The paths to mex files was wrong.
2016-06-17 22:02:34 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes)
1dea10d478
Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
2016-06-17 00:16:06 +02:00
Stéphane Adjemian (Hermes)
af9b069830
Moved isoctave routine in base directory.
2016-06-17 00:04:00 +02:00
Stéphane Adjemian (Hermes)
d80f6d9a99
Minimize the number of calls to addpath.
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These calls have a prohibitive cost...
2016-06-16 23:55:07 +02:00
Stéphane Adjemian
3ae44efbea
Merge pull request #1218 from rattoma/gsa
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Allow Screening with neighborhood_width sampling.
2016-06-16 22:18:39 +02:00
Stéphane Adjemian (Lupi)
33d35bc3c5
Added quantile routine in missing.
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This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
2016-06-16 14:33:57 +02:00
Johannes Pfeifer
f86b0a5ad6
Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
3b09ab5424
Save Smoother.Trend and Smoother.Constant after MCMC
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
1c84ccdc34
Save trend and constant for all variables in smoother
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
3efe283bf0
Make oo_.Smoother.TrendCoeff have size of endogenous variables
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Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes)
65ae97d37d
Fixed bug.
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For uniform priors use the prior mean when computing the prior
moments (prior mode is not defined).
2016-06-16 11:59:47 +02:00
Stéphane Adjemian (Hermes)
789f21257e
Avoid side effects on globals (prior CLI and write_latex_prior_table commands).
2016-06-16 11:57:16 +02:00
Stéphane Adjemian (Hermes)
2c074d7cd2
Check that a prior is defined in prior CLI command
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Behaviour consistent with the logic introduced in commit
64d01a806e
.
2016-06-16 11:16:23 +02:00
Stéphane Adjemian (Hermes)
a91e4dec75
Bug fixes.
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Introduced when we increased the size of the mat files saved on
disk (see commit #e2942662479f822cd4ca1251158f0b5037c3a446).
2016-06-16 11:15:22 +02:00
Stéphane Adjemian (Hermes)
64d01a806e
Fixed behaviour of write_latex_prior_table command
2016-06-16 10:38:40 +02:00
Johannes Pfeifer
e94a698a9b
Implement write_latex_prior_table.m
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Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi)
fcb738616c
Fixed bug in extened_path_mc.
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Wrong calling sequence to the routine defining the shocks.
2016-06-15 16:01:08 +02:00
Stéphane Adjemian (Lupi)
1e7fc89e8d
Replaced filesep by hard coded slash.
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See 57501f802e
.
2016-06-15 13:14:55 +02:00
Stéphane Adjemian (Lupi)
57501f802e
Revert "Cosmetic change."
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This reverts commit 544da84e73
.
On Windows filesep returns a backslash ('\') as expected but
LaTeX, even on Windows, only understands slashes ('/') when
defining paths (for graphic or file inclusion).
2016-06-15 13:07:59 +02:00
Stéphane Adjemian (Hermes)
473d335851
Fixed bug (wrong structure names).
2016-06-15 00:35:40 +02:00
Johannes Pfeifer
029e9495ba
Fix bug in dsge_var_likelihood.m where constant was not considered for dof when Gamma function was computed
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Does not affect the maximum of the posterior as it only affects constant term
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
4486d098b5
Save dsge_var objects at the mode
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
2cf882fec5
Remove comments on dynare_estimation_1.m after implementing store_smoother_results
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
d08fd37986
Do not set oo_.posterior.optimization-fields when mh_posterior_mode_estimation is used
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
552a9b5230
Fix bugs previously introduces in dynare_estimation_1.m related to penalty function
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
2446ab02ba
Transform persistent variables of newrat.m into function arguments
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
0c00e28799
Remove objective_function_penalty_base
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
329b91d717
Harmonize output of objective functions
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Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
0edd8e2025
Add penalty_hessian.m and penalty_objective_function.m
2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes)
544da84e73
Cosmetic change.
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Systematically use filesep instead of '/'.
2016-06-14 22:49:01 +02:00
Stéphane Adjemian (Hermes)
96128b32ab
Fixed bug (missing folder separator).
2016-06-14 21:53:14 +02:00
Stéphane Adjemian (Hermes)
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
Johannes Pfeifer
fff88f1dc7
display_estimation_results_table.m: Move TeXEnd inside of if-clause to prevent crashes
2016-06-14 15:50:48 +02:00
Johannes Pfeifer
faab010753
Change file ending from TeX to tex to prevent problems on Linux
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Related to b454c28096
2016-06-14 12:13:48 +02:00
Houtan Bastani
5303d7079b
submodule update: particles
2016-06-14 12:02:15 +02:00