Sébastien Villemot
|
d05d1f878b
|
Merge remote-tracking branch 'houtanb/master'
|
2011-08-17 15:55:24 +02:00 |
Sébastien Villemot
|
1d67940ea6
|
Merge commit 'remotes/ferhat/master~2'
|
2011-08-17 14:18:05 +02:00 |
Houtan Bastani
|
d71b9bd250
|
MS-SBVAR: remove reinitialization of random number generator
|
2011-08-16 14:26:32 +02:00 |
Michel Juillard
|
7e29a03fad
|
now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
|
2011-08-15 15:27:30 +02:00 |
Ferhat Mihoubi
|
95671d8932
|
A model can be solved with (block and/or bytecode) and linear options
|
2011-08-11 14:15:50 +02:00 |
Ferhat Mihoubi
|
b4b2f21695
|
The theoretical autocovariances can be computed with block option
|
2011-08-11 14:15:50 +02:00 |
Houtan Bastani
|
c1ffa446e2
|
add missing semicolons
|
2011-08-10 18:23:08 +02:00 |
Houtan Bastani
|
8ac06f9319
|
MS-SBVAR: reinitialize options before calls to mssbvar functions
|
2011-08-10 18:23:01 +02:00 |
Houtan Bastani
|
0f001abbe4
|
MS-SBVAR: input options that allow code to be called with previous output files
|
2011-08-10 18:22:53 +02:00 |
Houtan Bastani
|
676f201e5b
|
MS-SBVAR: rework file cleaning
|
2011-08-10 18:22:37 +02:00 |
Houtan Bastani
|
99c657a619
|
MS-SBVAR: use dynare seed
|
2011-08-09 16:40:36 +02:00 |
Michel Juillard
|
df58ef9552
|
changin mh_drop behavior in adaptive_metropolis_hastings
|
2011-08-05 10:55:28 +02:00 |
Michel Juillard
|
a9a81f10eb
|
adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
|
2011-08-05 10:55:28 +02:00 |
Houtan Bastani
|
7a83b09842
|
MS-SBVAR: irf save bug fixes
|
2011-08-04 00:39:16 +02:00 |
Michel Juillard
|
54b813d3d7
|
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
|
2011-08-02 10:49:50 +02:00 |
Michel Juillard
|
6f406ffca1
|
bug correction for exculsion_constants
|
2011-08-01 10:50:07 +02:00 |
Michel Juillard
|
ac93cd0897
|
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
|
2011-07-30 20:19:15 +02:00 |
Michel Juillard
|
5cd7ef323e
|
adding "exclusion constants" to svar identification
|
2011-07-29 18:11:50 +02:00 |
Michel Juillard
|
a8c184a63d
|
adding noprint also for empirical moments
|
2011-07-26 13:51:00 +02:00 |
Michel Juillard
|
4f3426552c
|
adaptive_metropolis_hasting: lowering minimal jscale
|
2011-07-24 23:04:13 +02:00 |
Michel Juillard
|
cd1d6ae253
|
adding mode_compute=prior, initializing variance of proposal at variance of priors
|
2011-07-24 23:03:31 +02:00 |
Michel Juillard
|
c40e5f3edf
|
fixing intialization of output arguments
|
2011-07-24 23:02:12 +02:00 |
Michel Juillard
|
89e66dfd98
|
fixing problem with bayestopt_.p5 (prior mode)
|
2011-07-24 23:01:50 +02:00 |
Michel Juillard
|
50c085e5a3
|
using isequal while testing options_.mode_compute
|
2011-07-24 23:00:32 +02:00 |
Michel Juillard
|
2de9113889
|
update to ramsey_policy
|
2011-07-24 20:56:30 +02:00 |
Michel Juillard
|
a6281ac9f9
|
adding a first attempt for adaptive Metropolis Hastings
|
2011-07-24 19:52:05 +02:00 |
Houtan Bastani
|
509cc15191
|
bug fix: getPowerDeriv not accessible from modfile.m
|
2011-07-19 14:35:35 +02:00 |
Michel Juillard
|
6662aa9e26
|
expanded error message when initial values are incompatible with steady state equations
|
2011-07-14 12:20:36 +02:00 |
Houtan Bastani
|
b15bdb11d9
|
MS-SBVAR: bug fix
|
2011-07-12 14:43:10 +02:00 |
Michel Juillard
|
0baa7d7ae9
|
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
|
2011-07-12 14:31:19 +02:00 |
Sébastien Villemot
|
3eec808cee
|
Merge remote-tracking branch 'houtanb/master'
|
2011-07-07 16:13:01 +02:00 |
Houtan Bastani
|
9b9eb4e078
|
irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
|
2011-07-07 16:04:02 +02:00 |
Marco Ratto
|
80582b19bd
|
Provisions for new options
pvalue_ks
pvalue_corr
|
2011-07-07 09:48:06 +02:00 |
Marco Ratto
|
0b1188c923
|
Added copyright preamble
|
2011-07-07 09:47:00 +02:00 |
Marco Ratto
|
34e88fffc7
|
utility providing critical value of the t-distribution
|
2011-07-07 09:46:43 +02:00 |
Stéphane Adjemian (Charybdis)
|
e097f7c8db
|
Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found.
|
2011-06-28 14:49:56 +02:00 |
Marco Ratto
|
d83c5326f6
|
check that theoretical moments are independent when evaluating simulated moments uncertainty
|
2011-06-24 10:58:04 +02:00 |
Marco Ratto
|
47787f6f20
|
Fixed waitbar message from octave slave (matlab master)
|
2011-06-24 10:57:25 +02:00 |
Marco Ratto
|
1b2cab9b52
|
Fixed check of number of cpu's chen unix master calls windows slave
|
2011-06-24 10:56:07 +02:00 |
Stéphane Adjemian (Charybdis)
|
fa9f6ac90b
|
Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
|
2011-06-23 23:39:15 +02:00 |
Stéphane Adjemian (Charybdis)
|
f0addc9e39
|
Added routines from dynare-breaks branch.
|
2011-06-23 21:46:41 +02:00 |
Stéphane Adjemian (Charybdis)
|
4444a850b3
|
Removed annoying display.
|
2011-06-23 17:48:09 +02:00 |
Ferhat Mihoubi
|
3262e6097c
|
- use gensylv instead of sylvester3 to solve the Sylvester equation
|
2011-06-23 17:44:24 +02:00 |
Ferhat Mihoubi
|
99310d97d3
|
gensylv.m and gensylv.mex work in the same way
|
2011-06-23 17:44:23 +02:00 |
Stéphane Adjemian (Charybdis)
|
929df4f070
|
Renamed some files related to csminwel
|
2011-06-23 15:57:06 +02:00 |
Houtan Bastani
|
d4d25d82d9
|
preprocessor: add identification option lik_init
|
2011-06-23 11:13:35 +02:00 |
Michel Juillard
|
219d6766b2
|
Merge branch 'ramsey'
|
2011-06-22 18:41:20 +02:00 |
Michel Juillard
|
1617b6a410
|
improving Ramsey policy
|
2011-06-22 11:31:35 +02:00 |
Ferhat Mihoubi
|
1317e04c28
|
block option needs a specific index for the kalman smoother
|
2011-06-21 13:23:06 +02:00 |
Ferhat Mihoubi
|
bf6853339d
|
dr.order_var is equivalent to M_.block_structure.variable_reordered
|
2011-06-21 13:20:51 +02:00 |
Marco Ratto
|
a96bad899d
|
Fixed bug of ~ in output list for non recent versions of matlab.
|
2011-06-21 09:43:24 +02:00 |
Ferhat Mihoubi
|
3459b08c53
|
- Corrects the first order approximation of block-decomposed models
- The block-decomposed models can now be estimated
|
2011-06-18 17:43:45 +02:00 |
Marco Ratto
|
838c0cd865
|
provisions in testing routines for hybrid unix/win clusters
|
2011-06-17 17:17:01 +02:00 |
Marco Ratto
|
64e6de59f3
|
last provisions for hybrid unix <-> win clusters
|
2011-06-17 17:16:32 +02:00 |
Marco Ratto
|
1527408023
|
captured output from system commands
|
2011-06-17 17:15:36 +02:00 |
Marco Ratto
|
e48445fe4b
|
added plot utility of gsa samples
|
2011-06-16 01:08:39 +02:00 |
Marco Ratto
|
7c9233daa9
|
provisions for new option neighborhood_width
|
2011-06-15 23:49:14 +02:00 |
Marco Ratto
|
756594fdc4
|
changed default ar=1 and perform automatic increase of ar if this is not sufficient
|
2011-06-15 23:47:27 +02:00 |
Michel Juillard
|
01d19720da
|
MS-SBVAR: correcting bug in previous commit
|
2011-06-15 15:15:33 +02:00 |
Michel Juillard
|
b8e50635a8
|
MS-SBVAR: adding IRF plots by regime
|
2011-06-15 12:04:15 +02:00 |
Michel Juillard
|
abd5a62a07
|
updated and corrected list of errors in print_info
|
2011-06-13 18:42:03 +02:00 |
Sébastien Villemot
|
aa8d5f9dc7
|
Homotopy mode 1: alleviate the requirement that old values must be different from new ones
|
2011-06-13 18:05:52 +02:00 |
Michel Juillard
|
85989df0e1
|
estimation initialization: minor bug correction when filtered_vars is requested
|
2011-06-08 22:06:41 +02:00 |
Marco Ratto
|
e5c3decbc1
|
trap for too many parameters to be estimated w.r.t. affected moments.
|
2011-06-06 16:36:39 +02:00 |
Marco Ratto
|
664d17ba24
|
Fixes related to ML syntax (no prior definition).
|
2011-06-06 16:09:55 +02:00 |
Marco Ratto
|
0605396815
|
Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.
|
2011-06-06 15:28:46 +02:00 |
Marco Ratto
|
2c977073d2
|
Bug fix: thanks to Johannes Pfeifer
|
2011-06-06 15:21:59 +02:00 |
Marco Ratto
|
4b85444b18
|
Fixes related to hybrid clusters with unix master and windows slaves.
|
2011-06-06 15:21:26 +02:00 |
Michel Juillard
|
96384e630d
|
metropolis: fixing bug (thanks to J. Pfeifer)
|
2011-06-03 15:23:25 +02:00 |
Michel Juillard
|
797b387f12
|
fixing header (thanks to J. Pfeifer)
|
2011-06-03 14:20:41 +02:00 |
Michel Juillard
|
250c32bfb5
|
estimation: fixing logic for calling mode_check (thanks to J. Pfeifer)
|
2011-06-03 14:20:27 +02:00 |
Michel Juillard
|
47f4794aa5
|
updating list of errors
|
2011-06-03 06:42:00 +02:00 |
Houtan Bastani
|
5ceb3eb72e
|
fix typo
|
2011-06-01 14:43:42 +02:00 |
Houtan Bastani
|
9523d81e12
|
update comments
|
2011-06-01 11:28:50 +02:00 |
Houtan Bastani
|
b9045cf61f
|
MS-SBVAR: update initializations
|
2011-06-01 10:44:10 +02:00 |
Houtan Bastani
|
85ff8a9f79
|
MS-SBVAR: remove timing from files
|
2011-05-31 17:14:28 +02:00 |
Houtan Bastani
|
d7a5bc5654
|
clean up ms sbvar code
|
2011-05-31 17:09:39 +02:00 |
Houtan Bastani
|
09df8bcf77
|
clean up sbvar code
|
2011-05-31 16:07:05 +02:00 |
Michel Juillard
|
796c98fc16
|
header update
|
2011-05-31 13:01:13 +02:00 |
Michel Juillard
|
89e2858e7a
|
MS-SBVAR: option 'Orientation' for 'legend' is unknown to Octave
|
2011-05-31 11:52:50 +02:00 |
Michel Juillard
|
de2c2e2bc6
|
MS-SBVAR: bug correction
|
2011-05-30 20:30:39 +02:00 |
Houtan Bastani
|
1487147ba0
|
removed extraneous flag
|
2011-05-30 17:46:35 +02:00 |
Houtan Bastani
|
e3a3cebff8
|
set ms-sbvar paths in dynare_config
|
2011-05-30 17:46:31 +02:00 |
Houtan Bastani
|
2b2de22956
|
bug fix: add sbvar options back to global_initialization
|
2011-05-30 17:46:11 +02:00 |
Houtan Bastani
|
f5b6142f04
|
add option 'file' to exist function
|
2011-05-30 16:31:56 +02:00 |
Michel Juillard
|
82600953f1
|
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
|
2011-05-30 15:54:46 +02:00 |
Marco Ratto
|
7f9fa6c15b
|
Small mug fix + changed calls to plotting utility.
|
2011-05-30 14:39:27 +02:00 |
Marco Ratto
|
338fdf216c
|
1) Detailed Sensitivity plots moved under the advanced option;
2) Fixes around saving figures;
|
2011-05-30 14:38:43 +02:00 |
Marco Ratto
|
58dc9557d9
|
Fixes around point-estimate of sensitivity and identification strength
|
2011-05-30 14:36:48 +02:00 |
Marco Ratto
|
1e5e214503
|
Fixes about computing pair-wise and multi-correlations for the Hessian case.
|
2011-05-30 14:34:19 +02:00 |
Michel Juillard
|
574f94eafa
|
MS_SBVAR: correcting printing format of Markov file to allow for floating point
|
2011-05-27 22:09:54 +02:00 |
Michel Juillard
|
6f1c02769e
|
fixing evaluation of objective function under optimal policy
|
2011-05-24 16:02:42 +02:00 |
Michel Juillard
|
ae56c42b96
|
cleaning dyn_ramsey_static_.m
|
2011-05-24 16:02:42 +02:00 |
Michel Juillard
|
557ee2c004
|
removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
|
2011-05-24 16:02:42 +02:00 |
Houtan Bastani
|
2cc8e061e6
|
preprocessor: added dynare_sensitivity option
|
2011-05-23 11:20:24 +02:00 |
Houtan Bastani
|
7f374f491f
|
SWZ: updates for irf, forecast and variance decomposition mex calls
|
2011-05-20 14:34:26 +02:00 |
Michel Juillard
|
88d58a3cfc
|
MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions
|
2011-05-19 09:39:21 +02:00 |
Stéphane Adjemian (Sedna)
|
e8d40906d9
|
Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood.
|
2011-05-18 12:22:15 +02:00 |
Houtan Bastani
|
074b6acb7d
|
SWZ: changes for new code
|
2011-05-13 17:23:41 +02:00 |
Jacob Smith
|
da43f3d0f5
|
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
|
2011-05-13 15:13:02 +02:00 |