Commit Graph

4313 Commits (784970784384ba19c772675f410e919f550ee7c9)

Author SHA1 Message Date
Houtan Bastani 7849707843 fix typo 2014-03-28 15:25:22 +01:00
Sébastien Villemot d5da406544 Fixed bug in dseries constructor introduced in 4e1c26db. 2014-03-27 18:25:46 +01:00
Sébastien Villemot 8daed40ab3 Fix exception handling under MATLAB in unitary test infrastructure.
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
Sébastien Villemot f0f355e9b5 Fix typo. 2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla) 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
Stéphane Adjemian (Scylla) 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
Stéphane Adjemian (Scylla) 4e1c26db76 Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
Sébastien Villemot adae298d95 Improvements to smoother2histval.
- 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
Sébastien Villemot 8783122c39 Merge pull request #639 from JohannesPfeifer/Geweke
Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
Stéphane Adjemian (Scylla) 5afee622d4 Fixed typo. 2014-03-24 16:51:42 +01:00
Johannes Pfeifer 2c9c585d6e Fix invalid check for size of interval in Geweke
Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla) 37ab300dd2 Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
Stéphane Adjemian (Scylla) 20041ac70c New syntax for populating an empty dseries object.
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
Stéphane Adjemian (Scylla) 9712f4abe6 Added the possibility to pass a range of dates to the dseries constructor. 2014-03-22 11:23:46 +01:00
Sébastien Villemot 8186490a82 Merge pull request #638 from JohannesPfeifer/documentation
Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
Stéphane Adjemian (Scylla) db24d02694 Removed useless line.
(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
Stéphane Adjemian (Scylla) 7b83a39342 Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
Johannes Pfeifer a8c04e3ed5 Filter out more pathological cases in osr1.m 2014-03-19 21:43:23 +01:00
Johannes Pfeifer 12026b98a5 Add info about constants to dsge_likelihood.m header 2014-03-19 19:34:34 +01:00
Houtan Bastani fd4c71a2a4 ms-sbvar: add missing 's' flag to rmdir 2014-03-18 15:02:31 +01:00
Sébastien Villemot a459a3440b Provisions for MATLAB 8.3 (R2014a). 2014-03-18 14:59:08 +01:00
Sébastien Villemot 3e00a99cc6 Merge pull request #634 from JohannesPfeifer/bvar
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
Sébastien Villemot 8b90ca5d07 Merge pull request #632 from JohannesPfeifer/osr_doc
Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
Sébastien Villemot 1fd89dffe5 Merge pull request #631 from JohannesPfeifer/ident_graph
Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
Michel Juillard 821389fcc6 checking first whether initval values satisfy static model for Ramsey policy 2014-03-11 13:22:19 +01:00
Johannes Pfeifer 2a791e51df Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
Johannes Pfeifer 8d7c908dc7 Filter out DSGE-VAR in identification 2014-03-11 10:15:19 +01:00
Johannes Pfeifer 23f0322236 Cosmetic changes to documentation of osr 2014-03-11 10:05:17 +01:00
Johannes Pfeifer 3ee033ab10 Cosmetic Changes to figure names in identification 2014-03-10 20:57:29 +01:00
Sébastien Villemot 210d2f24e6 Trust-region solver is now the default solver. 2014-03-10 14:08:40 +01:00
Sébastien Villemot b3e69da93b Merge pull request #627 from JohannesPfeifer/master
Fix bug in evaluation of steady state file
2014-03-04 15:24:10 +01:00
Johannes Pfeifer 13df4979d8 Make error message for insufficient simulation length more informative. 2014-03-03 19:50:25 +01:00
Johannes Pfeifer 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
Stéphane Adjemian (Scylla) 78a015a7d2 Fixed bug introduced in commit bb18c9386d. 2014-03-01 17:13:49 +01:00
Sébastien Villemot 9e332ef305 Forbid MOD file names that are too long.
And rename filenames in the testsuite that are too long.

Closes #626
2014-02-28 18:25:02 +01:00
Johannes Pfeifer e595626259 Make check.m display error messages
Fixes #619
2014-02-28 13:06:01 +01:00
Stéphane Adjemian 70b5cc88b2 Merge pull request #622 from rattoma/master
Bug fix with metropolis with load_mh_file option
2014-02-26 14:28:51 +01:00
Stéphane Adjemian (Scylla) bb18c9386d Fixed bug.
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
Stéphane Adjemian (Scylla) c57aa43ca8 Bug fix.
<M_.fname>_optimal_mh_scale_parameter.mat was not deleted if mode_compute>0.
2014-02-25 15:44:34 +01:00
Marco Ratto 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
Houtan Bastani 64d3d5cdc8 reporting: upgrade minimum pgfplots version when Debian upgrades its version 2014-02-24 15:53:07 +01:00
Houtan Bastani a9de9045a6 reporting: add baseline option to help with tikzpicture alignment 2014-02-24 15:34:48 +01:00
Houtan Bastani 759c95c163 reporting: comment out spurious whitespace 2014-02-24 15:30:39 +01:00
Houtan Bastani 0feeb0f2a9 reporting: fix shading 2014-02-24 09:11:11 +01:00
Houtan Bastani 9f3333db58 reporting: fix xticklabels for various shading situations 2014-02-24 09:09:33 +01:00
Johannes Pfeifer 221660dfea Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached 2014-02-21 19:19:36 +01:00
Sébastien Villemot c09d45c44d New smoother2histval function.
Ref #594
2014-02-21 18:33:51 +01:00
Sébastien Villemot c58183b552 Fix typo in trust_region code. 2014-02-21 14:47:41 +01:00
Stéphane Adjemian (Scylla) f8543c0a97 Fixed typo. 2014-02-21 12:23:36 +01:00
Stéphane Adjemian (Scylla) e1308a8192 Fixed homotopy for stochastic extended path. 2014-02-21 12:12:40 +01:00