Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Houtan Bastani
e5f1d20221
change dyn_figure to take a nodisplay and graph_format arguments as opposed to options_. closes #1415
2017-03-23 17:59:05 +01:00
Houtan Bastani
2aa85f978a
change dyn_figure to take a nodisplay argument as opposed to options_. #1415
2017-03-23 14:30:16 +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
Johannes Pfeifer
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
Johannes Pfeifer
17dec97c4f
Use raw_data in forecast plots instead of prefiltered data
2016-10-05 19:04:13 +02:00
Michel Juillard
1669b274a2
fixed bug whith recursive estimation and mode_compute=0
2016-09-27 15:11:42 +02:00
Johannes Pfeifer
de4d90f88e
Make sure oo_.logged_steady_state is always correctly set
2016-03-23 10:35:59 +01:00
Johannes Pfeifer
f5dac58ffc
Remove redundant check whether nobs is empty from dynare_estimation.m
2015-08-25 15:40:44 +02:00
Johannes Pfeifer
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
Johannes Pfeifer
7f0318856a
Delete mode-file option after completing estimation
...
Prevents the recursive estimation from altering the option and closes #378
2015-07-23 16:52:21 +02:00
Houtan Bastani
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
Houtan Bastani
17e03a82e3
fix comment
2015-04-27 11:07:52 +02:00
Stéphane Adjemian (Charybdis)
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
Johannes Pfeifer
1a6afc0fdb
Restore compatibility of recursive estimation with new data interface
...
Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
Johannes Pfeifer
39ed3eb3f0
Fix bugs related to allowing mode_compute to be a string
...
Crashes otherwise
2015-04-06 11:24:42 +02:00
Johannes Pfeifer
ff8eaf57ad
Make dynare_estimation.m return oo_recursive_
2014-12-15 22:50:38 +01:00
Johannes Pfeifer
cb4fb6aaf1
Replace eval-command in dynare_estimation.m by direct call to fields
2014-11-16 21:11:06 +01:00
Johannes Pfeifer
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
...
It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Johannes Pfeifer
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
...
stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
Stéphane Adjemian (Scylla)
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla)
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
Stéphane Adjemian (Charybdis)
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
97f777ea15
Make sure that recursive forecasting happens in increasing order of observations (required for plotting)
2013-06-09 10:56:58 +02:00
Johannes Pfeifer
3347352a45
Fix plots for Recursive Forecasting and save them to graphs subfolder.
2013-06-09 10:55:52 +02:00
Stéphane Adjemian (Scylla)
205b455ad7
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.
...
Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
2012-09-06 14:13:29 +02:00
Stéphane Adjemian (Scylla)
19c46dba55
Improved recursive estimation. Run the estimation using previous results (saved in <M_.fname>_mode.mat).
2012-09-06 11:14:48 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
da9ec0f187
Estimation with analytic scores and hessian;
...
This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Johannes Pfeifer
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
Michel Juillard
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
Stéphane Adjemian (Scylla)
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
Houtan Bastani
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Scylla)
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
stepan
be73652a97
If a dsge-var is estimated, the posterior IRFs are computed for all
...
observed endogenous variables. Merge Needed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 22:36:18 +00:00
michel
bb838b30c5
correcting bug introduced by recursive code, when there is no recursive estimation
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
michel
d5a1a025d9
redo code for recursive estimation
...
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
stepan
3f36ec5b07
v4.1:
...
+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
sebastien
2495aca72a
trunk:
...
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
michel
1aac4e7e0a
fixing update issues for mode_compute=5,6
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
kamenik
4d9b1869c2
Added empty initialization for the case if estim_params_ is empty.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-07 09:58:16 +00:00
michel
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
michel
ae0c71bfd9
correcting bugs in Kalman Smoother
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:10:58 +00:00
adjemian
dcc37a681a
v4.1: Correction of the previous commit.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:38:34 +00:00