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
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
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
1b615b4f70
Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011).
2014-11-27 11:30:10 +01:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
a48e053e3a
Do not number saved figure when only is saved.
2014-11-19 19:36:27 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
f3c9b39dce
Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
2014-11-19 19:32:07 +01:00
a871441896
1) Forced nodisplay to avoid proliferation of plots;
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2) added waitbar;
2014-11-14 18:00:41 +01:00
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
2014-11-14 17:59:08 +01:00
83931dca66
Added legends for the figures.
2014-11-14 14:53:37 +01:00
90487c03e0
The naming of the resulting SA restrictions files (Smirnov statistics plots) changed so that the file names shows the endogenous variable and shock name of interest. E.g. If the model file name is ls2003a.mod the file name of the plot may be
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ls2003a_prior_irf_calib_y_VS_e_ys_SA_1 showing the endogenous variable name y and shock e_ys.
2014-11-14 14:51:54 +01:00
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
79d0e269a7
cosmetic change
2014-09-12 15:40:47 +02:00
55b6d0eb93
1) check for restricted or extened var list
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2) allow proper working will all GSA type of sample: prior, MC, posterior
2014-09-12 14:49:25 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
db9b61df78
Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.
2013-12-10 17:10:04 +01:00
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
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2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
542533e5e7
Add missing parenthesis
2013-08-15 09:49:04 +02:00
4bdad2e88b
Add missing parenthesis
2013-08-12 11:27:58 +02:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
1b2cf2a45b
Fixed bug introduced in commit d541202.
2013-05-02 08:36:29 +02:00
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
69372d290d
Make Stability Mapping more readable.
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Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
76961ee59b
Provide RMSE with more expressive figure titles
2013-04-27 12:53:06 +02:00
935f8eb025
Provide Redform Mapping with more expressive figure titles
2013-04-27 12:52:48 +02:00
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
b77445e5f9
1) Allow threshold reduced form mapping also for posterior samples;
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2) Improve the notation of info saved of threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
543b4040c2
Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option.
2013-03-27 17:38:18 +01:00
597d30d0bf
bug fix in call to priordens;
2013-03-19 17:07:14 +01:00
92e4e73765
Trap the cases where the state space matrices are not stored for memory allocation issues
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[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
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2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
2510454bd1
Add missing figures when filtering is applied
2012-06-29 00:36:22 +02:00
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
0e1f60b29f
This should fix the bug originating random crash of sensitivity test routine
2012-06-19 15:33:41 +02:00
a5abdb3ce2
Fixed use of old figure syntax to dyn_figure
2012-06-19 15:32:42 +02:00
0494b92ed3
Proper handling of nograph option in gsa routines. Accordingly some more printed output on command window is allowed.
2012-06-15 12:29:22 +02:00
661531ebff
Remove MATLAB short-circuit operators
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They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
6b908a38eb
when identification=1, the only morris options allowed remain
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morris 1 or 2.
2012-06-08 15:27:41 +02:00
45bc5c2459
Removed duplicate of the same function.
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Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
90e5c6e7c6
Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char
2012-03-21 10:11:17 +01:00
bc6042fbe2
Improved display of bivariate projections when pprior=0,
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specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
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Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
d7e5d37d9c
GSA: rename 2 functions whose name is the same than some Octave built-in
2011-12-27 12:19:42 +01:00
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
300eaf63c2
Remove nonfree LPTAU.m, replace by qmc_sequence MEX
2011-12-26 15:40:52 +01:00
4b9b90f1bb
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
66f6f6b5d0
remove obsolete gsa function
2011-12-13 18:33:59 +01:00
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
3f43f556c8
Fixes for octave with unix
2011-10-25 19:10:45 +02:00
b4fa7ef84e
Make gsa compatible with octave;
2011-10-25 18:00:54 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
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Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
deccd16ed5
fixed path problem for GSA under Linux: GSA must be in upper case
2011-10-22 15:27:29 +02:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
1f4ea5aaa5
Small bug fixes:
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thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
80582b19bd
Provisions for new options
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pvalue_ks
pvalue_corr
2011-07-07 09:48:06 +02:00
0b1188c923
Added copyright preamble
2011-07-07 09:47:00 +02:00
34e88fffc7
utility providing critical value of the t-distribution
2011-07-07 09:46:43 +02:00
e48445fe4b
added plot utility of gsa samples
2011-06-16 01:08:39 +02:00
7c9233daa9
provisions for new option neighborhood_width
2011-06-15 23:49:14 +02:00
a4b66e63f1
Added optional input argument dcrit.
2011-05-04 10:19:25 +02:00
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
7665b089fc
GSA: removed unused files
2011-03-17 16:54:55 +01:00
cde4f038d7
GSA: remove problematic statistics functions and replace them by calls to free ones
2011-03-17 16:14:12 +01:00
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
Marco Ratto
Jukka Heikkonen
Stéphane Adjemian (Karaba)
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Michel Juillard