Stéphane Adjemian (Charybdis)
85fe69b265
Cosmetic change (use logicals).
2017-03-20 11:39:22 +01:00
Johannes Pfeifer
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Johannes Pfeifer
5424fde74e
metropolis_draw.m: Replace round by ceil to avoid crashes when 0 draws would be used
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(cherry picked from commit 2dc3ad22fdb8fedee7fdd2ed3577978bd8f37324)
2017-03-20 10:19:14 +01:00
Stéphane Adjemian (Charybdis)
dd02aa4c03
Expand reference manual on loglinear.
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Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
Johannes Pfeifer
828df26d71
Makefile.am: Add loglinear as test group
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(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
Stéphane Adjemian (Charybdis)
c7926e250a
Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
2017-03-20 09:42:15 +01:00
Johannes Pfeifer
9adc2e9ca9
makefile: Replace 8 spaces by correct tab
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(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
Johannes Pfeifer
94ef60556e
Account for loglinear option when reading in M_.endo_histval
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer
68b18b04f4
Expand loglinear integration tests
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(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
Johannes Pfeifer
6e268c34d4
Cosmetic fixes to dynare_estimation_init.m
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(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
2017-03-20 09:27:04 +01:00
Marco Ratto
9427b58bfd
add parameter names to mean file, to ensure same behavior of standard mode files.
2017-03-19 12:19:24 +01:00
Marco Ratto
389123d0b5
bug fixes.
2017-03-19 12:19:24 +01:00
Marco Ratto
121333d913
currently, the mode_file specified by the user is re-set to empty. This re-sets mode_file to the user defined value.
2017-03-19 12:19:24 +01:00
Marco Ratto
b916d788f4
trap cases where both point and posterior estimates are available
2017-03-19 12:19:24 +01:00
Stéphane Adjemian (Charybdis)
a869f5a2c4
Updated m-unit-tests submodule.
2017-03-19 12:15:22 +01:00
Stéphane Adjemian (Charybdis)
8dc27292c9
Adapted integration test consistently with 0752d6a8e6
.
2017-03-18 20:54:32 +01:00
Marco Ratto
2b28ba70d9
Make remote parallel computation compatible with new steadystate and auxiliary variable files
2017-03-18 17:28:44 +01:00
Stéphane Adjemian (Charybdis)
6c21d44968
Fixed encoding.
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For a non identified an enconding issue was leading scatter_plots function to crash...
2017-03-18 16:28:30 +01:00
Marco Ratto
d1550293bf
bug fix for the rare case where r2 does not change for some observable
2017-03-18 10:27:36 +01:00
Marco Ratto
576b2d0f85
end-of-line fix
2017-03-18 10:27:36 +01:00
Marco Ratto
0845aa8430
Fixed header and license of GSA.
2017-03-18 10:27:36 +01:00
Marco Ratto
a40a854a59
Set copyright for pick.m
2017-03-18 10:27:36 +01:00
Marco Ratto
0f07d17d8c
Introduced scatter plot analysis of output results, borrowing from by GLUWIN toolbox.
2017-03-18 10:27:36 +01:00
Marco Ratto
a47f6fc2ca
- save also info on selected endo names
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- bug fix for one single endo variable
- when nograph, no older plot is deleted
2017-03-18 10:27:36 +01:00
Marco Ratto
0752d6a8e6
Trap incompatible user define options in a more transparent way. Fixes #1016 .
2017-03-18 10:27:36 +01:00
Marco Ratto
727a9582c8
speed-up execution of test
2017-03-18 10:27:36 +01:00
Marco Ratto
a5a086040b
Bug fixes for latex and to new smooth* files saved by posterior sampler
2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis)
e71ed1bad6
Partially revert f70f45d1271e716498a8761a8e8476f54da3607d. Do not discard repetitions.
2017-03-18 00:06:15 +01:00
Marco Ratto
c02de3c652
fixed text to error message
2017-03-18 00:06:15 +01:00
Marco Ratto
e180e2f075
1) fixed while for b index
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2) ensure there are no repeated draws in sub-draws;
3) speed-up subdraw sampling when all retained draws are used.
2017-03-18 00:06:15 +01:00
Marco Ratto
20b0fc8bac
update mh_mode with slice and load_mh_file
2017-03-18 00:06:15 +01:00
Marco Ratto
f52035a3a0
updated documentation about sub_draws
2017-03-18 00:06:15 +01:00
Marco Ratto
1e3e2f70a9
set posterior sampler options when load_mh_file
2017-03-18 00:06:15 +01:00
Marco Ratto
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
Marco Ratto
fd8073720e
For very short chains, maximize the max number of sub_draws across chains
2017-03-18 00:06:15 +01:00
Stéphane Adjemian (Charybdis)
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
Stéphane Adjemian (Charybdis)
117458e663
Complete c921212fe5
.
2017-03-17 18:33:17 +01:00
Stéphane Adjemian (Charybdis)
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
Stéphane Adjemian (Charybdis)
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
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FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
Marco Ratto
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
Marco Ratto
a9732afaf6
document behavior of filtered_vars, filter_covariance and filter_step_ahead
2017-03-17 15:43:00 +01:00
Marco Ratto
4f93c3df15
proper use of varlist in smoothed variables + sort in alphabetic order to find more easily plots for large numbers of variables.
2017-03-17 15:43:00 +01:00
Marco Ratto
4b2d139c7a
- store oo_.FilteredVariablesKStepAheadVariances only if options_.filter_covariance. this can save a lot of memory for large models
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- oo_.FilteredVariables must be stored independently to a previous MCMC. evaluate_smoother must in any case provide full info in oo_
- options_.filtered_vars does not always imply filtered variables are computed. options_.nk is more robust.
2017-03-17 15:43:00 +01:00
Stéphane Adjemian (Charybdis)
510bbe200e
Bug fix (wrong number of output arguments when calling evaluate_smoother).
2017-03-17 15:09:05 +01:00
Stéphane Adjemian (Charybdis)
0adb065b7e
Bug fix (wrong count of the number of output arguments).
2017-03-17 14:21:53 +01:00
Johannes Pfeifer
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
Stéphane Adjemian (Charybdis)
b6a8887da3
Bug fix (missing declaration of freq if initial_date is empty).
2017-03-17 12:42:00 +01:00
Stéphane Adjemian (Charybdis)
ef9338bfd6
Fixed bugs in Reference Manual.
2017-03-17 12:42:00 +01:00
Marco Ratto
6b64c47ec2
Bug fix with stored shock_decomp options
2017-03-17 12:41:59 +01:00
Marco Ratto
ab21c383a6
Added check for change in options_.nobs, for rolling calls to smoother
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Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.
qz_criterium also set to fix evaluate_likelihood.m for similar issues
2017-03-17 12:41:59 +01:00