Commit Graph

57 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer 59dd96db83 Bayesian smoother: fix field naming for Filtered_Variables_X_step_ahead
Naming used length of vector instead of actual steps
2021-01-27 17:41:37 +01:00
Johannes Pfeifer 312d053ae1 Use LaTeX labels in figures 2020-06-17 21:48:25 +02:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 4195033561 Fixed typo introduced in 88e1701289. 2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Johannes Pfeifer d8b0495c77 Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option 2016-12-26 13:11:01 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer b70bc9433f pm3: restore Matlab compatibility by loading file into a variable
In R2016b the variables loaded in the function need to be known in advance
2016-10-06 14:21:25 +02:00
Johannes Pfeifer 46450c6f1f Change textwidth depending on number of subplots
Prevents overblown figures
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 73afe7d02f Change fixed LaTeX figure width into \textwidth scaling
Improves readability
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 3b09ab5424 Save Smoother.Trend and Smoother.Constant after MCMC 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Houtan Bastani b454c28096 fix latex compilation on linux. #1207 2016-06-14 11:37:16 +02:00
Johannes Pfeifer 12ee5b7276 Fix copyrights and references to random_walk_metropolis_hastings headers 2016-05-19 17:15:31 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
Johannes Pfeifer bcc1008d3d Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
Johannes Pfeifer efb23bbca0 Add captions to pm3.m TeX-output
Otherwise, it is impossible to know that is displayed
2015-06-08 17:57:13 +02:00
Stéphane Adjemian (Hermes) 3602a0b1a8 Fix bug in pm3 for filtered variables that led to crashes.
Manual merge of Johannes PR #737.

-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
Johannes Pfeifer 49abff9e4d pm3.m: If no TeX names are provided, default to variable names provided
Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
2014-11-16 21:08:18 +01:00
Johannes Pfeifer 61253bcb81 Add header with info to pm3.m 2014-11-16 21:08:18 +01:00
Johannes Pfeifer b76bc6d79e Make sure all computed moments in Bayesian estimation return column vectors
The HPD were the only exemption, being row vectors.
2014-11-16 21:08:18 +01:00
Johannes Pfeifer cac48d2e80 Initialize stock1_filter_step_ahead to prevent crash in Octave 2013-12-13 18:29:48 +01:00
Johannes Pfeifer cd3b5bf3d9 Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
Stéphane Adjemian (Scylla) d52a0d2c89 Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer 195ed8baac Make storage of moments consistent with manual
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
2013-03-10 19:46:31 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto 4480f5b494 Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution. 2012-05-30 11:22:59 +02:00
Marco Ratto 4c6a01da2e under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab. 2011-04-06 14:22:34 +02:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Marco Ratto 12555b4320 Skip parallel plots under Octave 2011-02-07 14:34:10 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Marco Ratto 9090a8f76b Reverted adaptivity for plotting in parallel or not. 2010-10-08 19:44:10 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Marco Ratto 73c46ee9ce Changes to header/comments. 2010-05-31 11:48:34 +02:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Marco Ratto bc4c342e6a debugged nvar wrongly put in local vars for core 2010-02-12 17:27:29 +01:00
Marco Ratto 837399182c parallelized pm3. 2010-02-10 18:47:20 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
ratto c198c52fbc fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 09:29:11 +00:00
sebastien 161ff7483d trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-05 10:52:14 +00:00
sebastien 7107df448c trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 11:13:04 +00:00
michel 4f3d871b77 fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00