59cbee2b56
Provide output on posterior variance decomposition
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Closes #1219
2016-06-14 11:53:38 +02:00
5ca4204806
Only set texnames in McMCDiagnostics.m if TeX is requested
2016-06-14 11:53:38 +02:00
dc1c5f182c
Make gsa function correctly extract parameter (TeX) names
2016-06-14 11:53:38 +02:00
6be02ef086
Add caller function info to dyn_latex_table.m
2016-06-14 11:53:38 +02:00
55b2cd6f4c
Make sure underscores and backslashes are correctly handled in TeX-loaders of gsa
2016-06-14 11:53:38 +02:00
7325dbe54e
Expand collect_LaTeX_Files.m to gsa redform subfolders
2016-06-14 11:52:49 +02:00
a02f7cc8f3
Correct header of DsgeSmoother.m
2016-06-14 11:52:49 +02:00
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
c3e1c01864
Enable TeX output in rmse-mapping of gsa
2016-06-14 11:52:49 +02:00
cb9095977e
Allow for underscores in TeX-output of gsa
2016-06-14 11:52:49 +02:00
59eec342d2
Allow for second header string in dyntable.m
2016-06-14 11:52:49 +02:00
d02f8d0377
Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m
2016-06-14 11:52:49 +02:00
f76a353d65
Allow for underscores in first header element in dyn_latex_table.m
2016-06-14 11:52:49 +02:00
2c4c7558f4
Add TeX output to stab_map_2.m
2016-06-14 11:52:49 +02:00
11687d8c66
Expand collect_LaTeX_Files.m to gsa Output folder
2016-06-14 11:52:49 +02:00
74212ab199
Delete redundant legend input argument in filt_mc_.m that creates warning message in Matlab
2016-06-14 11:52:49 +02:00
ed1dbcac53
Fix setting of names and parameter names in stab_map_
2016-06-14 11:52:49 +02:00
cba10b0d90
Bugfix for setting tex-names in mcf_analysis.m
2016-06-14 11:52:49 +02:00
6f410f4cc1
Provide LaTeX output for model_comparison.m
2016-06-14 11:52:49 +02:00
f5c08fc0e8
Create LaTeX output for Smirnov tests
2016-06-14 11:52:49 +02:00
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
849505ec62
Fix display of NaN parameters in TeX-table in ident_bruteforce.m
2016-06-14 11:52:17 +02:00
f851252b25
Pass options_ to dyn_latex_table.m to make it honor noprint option
2016-06-14 11:52:17 +02:00
c6f98433d2
Reset colormap to jet in plot_identification.m
...
Necessary after Matlab changed default
2016-06-14 11:52:17 +02:00
73ec852433
Deal with required naming after allowing for correlations in identification in #1200
2016-06-14 11:52:17 +02:00
00cdc05d58
Pass title texts to ident_bruteforce.m to make sure that previous TeX output is not overwritten by advanced option
2016-06-14 11:52:17 +02:00
e294266247
Increase default MaxNumberOfBytes to 100 MB
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Closes #330
2016-06-14 11:51:14 +02:00
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
7ff453846a
Fix passing of compflag in dyn_mex.m
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Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
83eeafa32c
fix mex file compilation with MSVC. Closes #1227
2016-06-14 10:34:14 +02:00
2bbfb8762b
fix copyright notices
2016-06-14 10:30:57 +02:00
f145a50a85
extend path: removed global options_
2016-06-09 12:02:48 +02:00
4a6e14ea95
extended path: removed option for lcppath
2016-06-09 12:02:48 +02:00
8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
335a188dac
Fixed bug in extended path.
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Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
fbc71aa95c
Allow Screening with neighborhood_width sampling.
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Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
3d16707dd9
Updated particles submodule (bug fixes).
2016-06-01 19:56:09 +02:00
dc1cfb4509
Updated particles submodule (bug fix).
2016-06-01 17:12:39 +02:00
392977d4ef
Changed default parameters for unscented transform (Particle filters).
2016-06-01 17:01:23 +02:00
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
67b808207c
Added new algorithm for the estimation of nonlinear models.
2016-06-01 16:29:53 +02:00
272e3c96f8
Updated particles submodule.
2016-06-01 16:29:53 +02:00
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
76f008e4e4
PATH: remove calls to lcppath that doesn't work with perfect foresight models
2016-05-31 12:10:12 +02:00
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
ddb9c0657c
fixing linear complementarity problem
2016-05-31 12:10:12 +02:00
450d7b099a
fixing error status for PATH hook
2016-05-31 12:10:12 +02:00
11161063d4
removing debugging output
2016-05-31 12:10:12 +02:00
c49332df43
add support for PATH for steady state
2016-05-31 12:10:12 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
b8132eb556
extended path: adding support for calibrated shock.
...
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
96098a17d2
Cosmetic fix to set_all_parameters.m
2016-05-30 13:31:22 +02:00
118b3ccb74
catstruct.m: remove call to nargchk, which will be removed in future Matlab versions
2016-05-28 19:32:11 +02:00
dfbad0404d
Fixed crash in sim1_linear when periods=1.
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Closes #1176 .
2016-05-26 22:19:36 +02:00
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
cd55ed749c
extended_path: fixing inititalization for PATH
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(cherry picked from commit 7d29e917f77e7e20211e5be01544d86c64af8c65)
2016-05-24 18:08:33 +02:00
28c0c92ae8
fixing typos
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(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
3fa6a96bfb
Added homotopy.
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Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
cfc6957625
Cosmetic changes.
2016-05-24 17:28:24 +02:00
8b5b7921f6
Improved solver for (S)EP.
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Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
80f1baad7e
Changed solver in simul_backward_nonlinear_model.
2016-05-24 17:28:24 +02:00
6c7f3f1932
Added input to pass sequence of shocks.
2016-05-24 17:28:24 +02:00
7d1d860a53
Fixed ep.init option.
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Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
dabdda0506
Fixed wrong definition of a logical variable.
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The second outputr returned by perfect_foresight_solver_core is the
max. abs. residual, not a dummy variable indicating success or failure
of the perfect foresight solver.
2016-05-24 17:28:24 +02:00
fbf2fae036
Changed option value for unscented integration nodes.
2016-05-24 17:28:24 +02:00
fdbd4fa7a7
Code factorization.
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- Added routines for initializing and setting shocks in EP.
- Added a specialized routine for doing Monte Carlo around EP.
2016-05-24 17:28:24 +02:00
3bbac629ed
Cosmetic change.
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Removed maximum_lead and maximum_lag in extended_path routines.
2016-05-24 17:28:24 +02:00
d74f315bfb
Fixed bug in (Stochastic) Extended Path algorithm.
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Innovations were not correctly passed to the non linear solver. Closes #1128 .
2016-05-24 17:28:24 +02:00
4926b6c6ff
Added a routine the residuals of a model.
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Takes a path for the endogenous variables and returns the residuals of
the dynamic equations. This routine is useful for solving the model with
the PEA approach.
2016-05-24 17:28:24 +02:00
ea1ebfa911
Added argument to simul_backward_nonlinear_model.
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First input argument is a vector for the initial condition of the
endogenous variables. If empty, the steady state of the model is used.
2016-05-24 17:28:24 +02:00
e507a6d0a9
Fixed copyright header.
2016-05-24 17:28:24 +02:00
8958b7ef98
Cosmetic changes.
2016-05-24 17:28:24 +02:00
3a1f74d7a7
Fixed typo.
2016-05-24 17:28:24 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
ee78ad2049
Improved execution speed.
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Removed some calls to bsxfun which is not optimal on sparse matrices. I
only removed the calls where I identified bottlenecks (with a Smets and
Wouters model), more tests are needed to decide if we have to remove other
occurences of bsxfun on sparse matrices.
2016-05-24 17:26:06 +02:00
be0f6230ad
Cosmetic changes.
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- Use a switch-case block.
- Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
- Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
1815eb8e56
Code factorization.
2016-05-24 17:26:06 +02:00
8a163842d0
Removed oo_ from sim1_linear routine.
2016-05-24 17:26:06 +02:00
53747cb082
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
e0be60710c
Removed oo_ from sim1_purely_{backward,forward} routines.
2016-05-24 17:26:06 +02:00
290ce5db68
Removed oo_ from sim1_lbj routine.
2016-05-24 17:26:06 +02:00
674c9ab286
Removed oo_ from sim1 routine.
2016-05-24 17:26:06 +02:00
3e8dbcfc7e
Set mode_files in such a way that it can be handled with key-value pair.
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We need a single mode file that contains variable xparams = [x1 x2 x3] all multiple modes, one per column.
Fixes #1199
2016-05-22 23:15:18 +02:00
d8fea3ff13
Correlations and measurement errors in identification:
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1) Filter out measurement errors with error message that suggests to explicitly write measurement errors in model definition
2) allow identification checks with correlations, by switching to numerical derivatives
2016-05-22 23:10:01 +02:00
389f43019d
Put fields of OSR in M_ into workspace to restore compatibility with 4.4.3
2016-05-22 11:41:54 +02:00
d10f8b42d7
Fix bug in convert_dyn_45_to_44.m if bayestopt_ is empty
2016-05-22 11:41:54 +02:00
03563e012b
Allow for pass OSR parameter bounds to optimizer
2016-05-22 11:41:54 +02:00
9774d0544d
Initialize fields of M_.osr to empty in global_initialization.m
2016-05-22 11:41:54 +02:00
676182f550
Cosmetic fix to dynare_minimize_objective.m
2016-05-22 11:41:54 +02:00
3df1a1275f
Merge pull request #1185 from JohannesPfeifer/bytecode_fixes
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Bytecode fixes
2016-05-22 10:32:56 +02:00
13d42e05a5
Add missing else-clause in simulated_moment_uncertainty.m
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Fixes crash in unit tests
2016-05-22 10:03:56 +02:00
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
161f674dd9
Fix two TeX loaders where apostrophe was missing
2016-05-20 12:43:52 +02:00
7c97d7c662
Allow displaying 0 rows in disp_dr.m
2016-05-20 12:42:43 +02:00
2baf88da47
Remove adaptive_metropolis_hastings
2016-05-19 23:16:29 +02:00
89fd14f026
Filter out unit root cases that lead to crashes
2016-05-19 18:57:47 +02:00
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Hermes)
Marco Ratto