e3ed925400
Document reduced form mapping for MC samples with neighborhood_width
2015-04-20 11:28:54 +02:00
c5f7091ad0
doc: fix typo introduced in c46b6cdfea
2015-04-20 11:21:54 +02:00
d8424b1620
updated documentation for IRF/moment restrictions and refreshed sensitivity analyses and plots
2015-04-20 11:06:21 +02:00
31cd80e9a9
Fix crash in error message display of perfect_foresight_setup.m when more than one variable is not present in current period
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Concatenation otherwise crashes due to non-conformable matrices
2015-04-19 10:52:22 +02:00
dcdb5ee0f6
Merge pull request #890 from rattoma/gsa
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small fix in matlab annotation
2015-04-17 10:10:58 +02:00
8ab8d46281
small fix in matlab annotation
2015-04-17 09:16:54 +02:00
e67524e990
Merge pull request #872 from JohannesPfeifer/ramsey_documentation
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Clarify Ramsey optimal policy in manual
2015-04-17 08:48:05 +02:00
0a27b71f7e
Merge pull request #886 from rattoma/gsa
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Enhance and harmonize reduced form mapping routine
2015-04-17 08:41:32 +02:00
8d3a10c952
Merge pull request #889 from JohannesPfeifer/csminwel_fix
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Bugfix and cosmetic improvements for csminwel
2015-04-17 08:39:27 +02:00
bc6cf0345f
Clean up csminwel1.m
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Adds documentation and puts calling of numerical gradient to nested function as previously suggested in comment at the bottom of file
2015-04-17 07:05:01 +02:00
b629d3ca19
Cosmetic changes to csminwel routines
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Mostly adds documentation
2015-04-17 07:05:00 +02:00
84f0060cbd
Fix bug where inverse Hessian from csminwel1.m was taken as Hessian
2015-04-17 07:05:00 +02:00
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
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Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
acb6f70a29
preprocessor: provide more info in error message
2015-04-16 18:47:31 +02:00
b0f4f2af78
Harmonize use of front-end mcf_analysis.m in GSA and identification routines.
2015-04-16 18:25:35 +02:00
450b8fc638
preprocessor: take care of instruments option in discretionary_policy
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squash
2015-04-16 17:14:49 +02:00
225e0fe01f
fix typo
2015-04-16 16:45:36 +02:00
57e9b9fa8b
Revived reduced form mapping routine:
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1) use new mcf_analysis.m;
2) use generic filtering when threshold does not work;
3) make log-tranformed mapping meaningful and comparable to baseline;
3) harmonize names of files saved and reduced number of directories created;
2015-04-16 16:13:16 +02:00
0faf6e1981
Allow inverse transform and set minimum threshold for lam
2015-04-16 16:13:00 +02:00
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
1509e07728
Merge pull request #884 from rattoma/gsa
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fix graphic issues with eps
2015-04-16 12:44:03 +02:00
4e1e7732fd
fix graphic issues with eps
2015-04-16 12:30:27 +02:00
fe243e5f8b
Merge pull request #883 from rattoma/gsa
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missing bits in fixes to graphical issues #881 .
2015-04-16 09:16:50 +02:00
8d679bff6f
missing bits in fixes to graphical issues #881 .
2015-04-16 08:52:42 +02:00
31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
00c317e109
Merge pull request #882 from rattoma/gsa
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fix graph output issues #881
2015-04-15 23:26:19 +02:00
41cebf7e4e
- fix nograph option in GSA graphical output
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- fix graphical output issues on unix
2015-04-15 22:54:36 +02:00
2435961c68
preprocessor: reindex equations marked as [static]
2015-04-15 17:00:17 +02:00
425d947859
preprocessor: remove resetDataTree method
2015-04-15 16:16:26 +02:00
018ba39ff0
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
f0770186ca
Exhanged mode_compute=2 and mode_compute=102.
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These options are for the simulated annealing algorithm, the Mathworks' global optimization
toolbox is mandatory for mode_compute=102. The first option relies on a
free implementation (works also with Octave).
2015-04-15 12:42:08 +02:00
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
7c8ad4bfed
preprocessor: little fixes for removing unused exos from symbol_table
2015-04-14 18:13:28 +02:00
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
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The excel data file available here:
http://www.dynare.org/Datasets/data_ca1_xls.xlsx
is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
1a6afc0fdb
Restore compatibility of recursive estimation with new data interface
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Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
11ec30c12a
preprocessor: take care of exos in smoother2histval statement
2015-04-14 15:05:03 +02:00
c27fbcfa79
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
a7ffb0e6c8
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
ffc4b7480c
- improved plots with MATLAB annotations [trapped in octave] and different colors
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- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
a44b3fbfe7
Bug fixed for incomplete stock matrices of log-posterior kernel and steady state
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[used in gsa/filt_mc_.m]
2015-04-14 12:10:46 +02:00
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
Marco Ratto
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian