7b1663281b
Transform objective function in osr to full matrix
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If the objective function only has one element, the scalar product of a sparse matrix and a full matrix is sparse (in contrast to two or more elements). This crashes the osr code subsequently.
2014-11-03 15:29:21 +01:00
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
ecbe428bd7
Fix computation of objective function in OSR if covariances are specified
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Due to the preprocessor adding entries for all variable combination into i_var, variables contained in covariances obtained a wrong weighting. By only selecting the unique entries, this cannot happen anymore. Moreover, the computation intensity of the objective does not increase quadratically in the objective anymore.
2014-11-02 12:49:11 +01:00
9300a061aa
Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory.
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If the m data file is in the current directory, the first output of
fileparts(options_.datafile) is an empty string. In Matlab the command
cd('') fails, but Octave does not fail in this case (and does nothing).
Added a test on the first output of fileparts, if this output is empty
we do not try to change the current directory.
2014-10-23 11:08:26 +02:00
7ab86d31ec
Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead.
2014-10-21 16:42:52 +02:00
5ab08ed8d3
Added missing semi colon.
2014-10-21 16:37:57 +02:00
ca28a2b778
Fixed load_m_file_data_legacy.m.
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An m file data was not loading if outside the current directory.
2014-10-21 16:05:34 +02:00
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
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Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
a06083cb12
Fixed test (new data interface).
2014-10-20 16:31:40 +02:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
fb14d24036
Do not truncate the plotted prior densities with the truncation
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parameters used for optimization (second and third positional
arguments after the name of the estimated parameter in the
estimated_params block).
2014-10-16 15:27:40 +02:00
2d61c39276
Cosmetic changes.
2014-10-16 15:25:51 +02:00
d423ae63a8
Set default value for last input argument of lyapunov_symm routine (debug flag).
2014-10-15 09:02:42 +02:00
c8ac7007f0
fixing bug in test case of standalone c++
2014-10-14 10:25:24 +02:00
8244862bd1
Removed "spurious" characters.
2014-10-13 23:01:40 +02:00
9b3337c94d
Oups. I forgot to remove a dependency to a binary in tests/Makefile.am.
2014-10-13 22:21:23 +02:00
935f74883d
Added unit tests for lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
f99fcfa27f
Removed "Do pure Lyapunov tests" section.
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This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
a9b5fb4263
Fixed test introduced in commit and removed binary file.
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Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.
The binary file was a mat file containing a posterior mode, and the
second estimation must be run iff the control toolbox is available.
2014-10-13 17:42:53 +02:00
55808060cf
Removed useless input (complete commit 438a671c3873e5c4e1bb02a54080e930fbc11886).
2014-10-13 17:42:52 +02:00
7605820dff
Add unit test for Lyapunov solver
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- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
b90f3deed2
Bugfixes and improvements related to method 3 of lyapunov_symm.m
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- the function was called with the wrong input argument for this case (Q instead of R*Q*R'), crashing with incompatible matrix dimensions
- the persistent variable X was not updated when the size of it changed, leading to crashes when estimation is followed by calls to DsgeSmoother.m where the state-space is different
- Also eliminates the printed output in lyapunov_symm.m that could not be turned off and clutters estimation
2014-10-13 17:42:52 +02:00
466a6d23a8
preprocessor: add field to store the number of multiplier equations added to ramsey problem. closes #728
2014-10-13 17:25:08 +02:00
3e8acef4cc
preprocessor: add field that contains the total number of equations, #728
2014-10-13 17:17:50 +02:00
da7d721063
preprocessor: always output the original number of equations
2014-10-13 17:16:41 +02:00
70d00bf2ee
remove repetitive none statement introduced in a6009908e4
2014-10-13 16:02:37 +02:00
573d276f1a
Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
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Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
bc1243f501
Removed config for matlab files in .dir-locals.el (for emacs users).
2014-10-13 12:52:51 +02:00
78621c03ee
Merge pull request #742 from JohannesPfeifer/second_order_hessian_problems
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Deal with NaN and Inf in Hessian of dynamic model
2014-10-13 12:49:38 +02:00
42bcd22aa2
Merge pull request #756 from JohannesPfeifer/CutSample
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Fix bug still present in CutSample.m
2014-10-13 12:37:51 +02:00
de5875a75b
Fix bug still present in CutSample.m
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#733 was faulty because it did not account for changes in the first line when more than 1 MH file was present. Now, FirstDraw really denotes the first draw (as opposed to the last draw as before). The subsequent computation of FirstMhFile is then also correct.
2014-10-12 11:33:55 +02:00
6c112a2701
Merge pull request #743 from JohannesPfeifer/debug_info_estimation
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Add check for NaN parameters to initial_estimation_checks.m
2014-10-10 22:30:12 +02:00
06fbf2b2c5
Merge pull request #746 from JohannesPfeifer/rplot
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Filter out empty oo_.endo_simul in rplot.m
2014-10-10 22:25:07 +02:00
df1e734106
Merge branch 'steady_debug'
2014-10-10 21:47:24 +02:00
f4922a8a27
Cosmetic changes.
2014-10-10 21:46:50 +02:00
9e3edd6673
Merge pull request #748 from JohannesPfeifer/maxit
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Change maxit default value and correct manual
2014-10-10 19:03:56 +02:00
ee4586d42e
Merge pull request #752 from JohannesPfeifer/doc_initval
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Expand documentation on varexo in initval
2014-10-10 19:02:27 +02:00
37d4cf7e35
Merge pull request #753 from JohannesPfeifer/MCMC_diag
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Improve tractability of McMCDiagnostics_core.m by adding header and comm...
2014-10-10 18:46:30 +02:00
f4f7a02fd7
Provisions for MATLAB 8.4 (R2014b)
2014-10-10 10:41:04 +02:00
1d68ed8da6
Improve tractability of McMCDiagnostics_core.m by adding header and comments. Also uses more intuitive variable names
2014-10-09 10:57:28 +02:00
c6438122a1
Expand documentation on varexo in initval
2014-10-06 09:03:35 +02:00
eecf154cc1
Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones
2014-10-04 12:19:52 +02:00
f4e40dcf83
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
3187c70b97
Add debugging info on initial values for steady state computation
2014-09-30 15:05:12 +02:00
1ce39ac311
Document new default values for maxit and update manual to reflect that maxit options of deterministic solvers and steady state solvers are different now
2014-09-30 11:48:12 +02:00
a9bb341b0a
Increase default maxit for steady and deterministic simulations
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Judging from forum reports, the default fails too often. Closes #747
2014-09-30 11:47:58 +02:00
6bbfa2fa6d
removed 1e6 in expression forcing a non-singular Jacobian
2014-09-30 08:13:31 +02:00
8f47c731dc
fixing bug introduced in commit 4185e8af14
2014-09-30 07:58:51 +02:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
ferhat