Sumudu Kankanamge
31d59d6be3
-add file to read JSON gui perfect-foresight
2019-02-01 14:54:52 +01:00
Houtan Bastani
a68f3fc082
remove unused output from functions
2019-01-31 16:11:35 +01:00
Houtan Bastani
d32de4deae
preprocessor, reporting: submodule update
2019-01-28 15:47:40 +01:00
Sébastien Villemot
cfc81bc5ff
Update preprocessor and dseries submodules
2019-01-28 15:16:37 +01:00
Houtan Bastani
d15c998804
reporting: submodule update
2019-01-25 18:02:16 +01:00
Stéphane Adjemia (Scylla)
3690dc2e6f
Updated dseries submodule.
2019-01-23 17:26:08 +01:00
Stéphane Adjemia (Scylla)
2482eafdb7
Fixed dseries class initialization in Octave.
2019-01-23 15:49:55 +01:00
Sébastien Villemot
f484942154
Update dseries submodule
2019-01-22 18:10:16 +01:00
Marco Ratto
a798889fe1
fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0)
2019-01-17 11:37:41 +01:00
Marco Ratto
aeceafbec2
fixed error in formula of annualized steady state
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(cherry picked from commit 696800b277dadd164244771ccfce8e39f1146472)
2019-01-17 10:57:39 +01:00
Marco Ratto
6e033a800b
trap possible cases where the option is type dates (manual cherry pick from commit 392ee4ae8a200a82003acd0c9b70c47c542f6b32)
2019-01-17 10:56:12 +01:00
Marco Ratto
47900a5909
trap slice sampler when doing mh_recover
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(cherry picked from commit 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
2019-01-17 09:50:07 +00:00
Marco Ratto
beb165c002
bug fix with definition of steady state of plotted var when realtime is not zero
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(manual cherry picked from commit 5badd34380f20e511e91b455482931c107a8f73b)
2019-01-17 10:47:39 +01:00
Marco Ratto
8713e46c4e
fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
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(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Houtan Bastani
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
Houtan Bastani
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
Houtan Bastani
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
Stéphane Adjemia (Scylla)
6d5f86b464
Updated dseries submodule (fix for macOS).
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X13 binary was not detected.
[ci-skip]
2018-12-27 10:59:38 +01:00
Stéphane Adjemian (Hermes)
c7988c0717
Updated dseries submodule (moved dates class into dseries submodule).
2018-12-24 10:37:26 +01:00
Sébastien Villemot
f546eb67ed
Update preprocessor and dseries submodules
2018-12-20 17:10:22 +01:00
Sébastien Villemot
f363c3da6b
Restore behavior of 'nolog' option
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The option had been broken by 0e77815ece
.
This option cannot be entirely handled at the preprocessor level, since the
main log file is created at the MATLAB/Octave level. Handle it via a dedicated
regular expression.
2018-12-20 17:10:22 +01:00
Stéphane Adjemian (Hermes)
14305851a9
Updated dates submodule.
2018-12-19 17:24:00 +01:00
Sébastien Villemot
0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
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Closes #1630
2018-12-19 16:15:48 +01:00
Johannes Pfeifer
5db86aaf7f
Use global instead of local variable
2018-12-18 12:44:08 +01:00
Sébastien Villemot
fc74dded42
Increase tolerance in quantile.m unit test
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The failure appeared because of (seemingly unrelated) changes in gamrnd, which
have modified the random seed when entering this test.
2018-12-17 12:38:41 +01:00
Stéphane Adjemia (Scylla)
f2b5a909f3
Update dseries submodule.
2018-12-17 10:50:39 +01:00
Johannes Pfeifer
6460a3a1e5
Document prior moments(distribution) option
2018-12-15 19:23:06 +01:00
Johannes Pfeifer
68d3852cbf
Correctly update covariance matrix of exogenous shocks during prior simulation
2018-12-15 19:23:06 +01:00
Johannes Pfeifer
b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws
2018-12-15 19:23:05 +01:00
Johannes Pfeifer
2ba9a8e10b
Prevent inconsistent specification in estim_params-block
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Also documents the behavior
2018-12-15 18:49:53 +01:00
Johannes Pfeifer
1880a34d2f
Provide error message if unsupported endogenous prior restriction is used
2018-12-15 18:44:53 +01:00
Johannes Pfeifer
fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
Stéphane Adjemia (Scylla)
d5bdc19e19
Added unit tests for gamrnd algorithms.
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Only tests first order moemnt, second order moment and Cumulative Distribution
Function (should also add some tests for independance).
2018-12-15 16:48:25 +01:00
Stéphane Adjemia (Scylla)
e32b87d4b3
Streamlined gamrnd routine.
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Give access to all the implemented algorithms through the third argument. The
last argument is a structure with two fields `large` and `small`. The first
field specifies the algorithm to be used for α>1 while the second field defines
the algorithm to be used for α ∈ (0,1).
Default algorithms are:
- Cheng (1977) for α>1,
- Johnk (1964) α ∈ (0,1).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
d628b078ab
Fixed typo.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
4206cabe52
Streamlined gamrnd algorithms.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
8ac4860150
Fixed Weibull rejection algorithm.
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The description given by Devroye (1986) is clearly wrong, this implementation
is based on the original paper Väduva (Series Statistics, 1977).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
79ad4e952b
Bug fixes in Cheng (1977)'s gamrnd algorithm.
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- Definition of Y was wrong (error in Devroye's book).
- Definition of X was wrong.
Also simplified the code w.r.t. update of the vector of indices.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
162c8ab7d0
Set default value for the second hyperparameter.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
426c63a735
Created namespace for gamrnd routines.
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Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
Sébastien Villemot
552c40cfc4
Update dseries and m-unit-tests submodules
2018-12-12 14:48:50 +01:00
Sébastien Villemot
139e922c0f
No longer downoald x13 binary within CI
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The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
Sébastien Villemot
d2c10f216b
Update dseries submodule
2018-12-12 10:36:17 +01:00
Stéphane Adjemian (Hermes)
8f5ba227d1
Updated dseries submodule.
2018-12-11 19:38:29 +01:00
Stéphane Adjemian (Hermes)
89a8331eb6
Updated dseries submodule.
2018-12-10 23:00:52 +01:00
Sébastien Villemot
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
Sébastien Villemot
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2
See merge request Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
Johannes Pfeifer
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
Johannes Pfeifer
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744
and closes #1175
2018-11-16 14:12:55 +01:00
Johannes Pfeifer
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
Johannes Pfeifer
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
Sébastien Villemot
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
Sébastien Villemot
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
Johannes Pfeifer
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
Johannes Pfeifer
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
Johannes Pfeifer
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
Johannes Pfeifer
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
.
2018-11-14 15:04:27 +01:00
Johannes Pfeifer
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
that needs to be reverted
2018-11-14 15:02:15 +01:00
Sébastien Villemot
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
Sébastien Villemot
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
Sébastien Villemot
ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b
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Also fix a bug in isrow (it was not checking the rank of the array).
2018-11-13 16:59:27 +01:00
Sébastien Villemot
736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b)
2018-11-13 15:59:16 +01:00
Sébastien Villemot
096936be9c
The preprocessor now compiles the MEX when use_dll is specified
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Update documentation accordingly (except on macOS where the solution has not
yet been implemented).
Also include MinGW in the Windows installer.
2018-10-29 14:41:34 +01:00
Sébastien Villemot
cc4183d3a5
Fix for recent MATLABs under Windows
2018-10-26 15:02:26 +02:00
Sébastien Villemot
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
Stéphane Adjemia (Scylla)
e5317b17de
Cosmetic change.
2018-10-06 17:52:58 +02:00
Stéphane Adjemia (Scylla)
108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8).
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Thanks to Reuben for reporting.
2018-10-06 17:50:37 +02:00
Michel Juillard
3ad654b9b8
Allowing for different number of periods in conditional_forecast_path.
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Updated preprocessor submodule.
2018-09-27 18:58:24 +02:00
Stéphane Adjemian(Charybdis)
07141a8681
Various optimizations.
2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis)
7c83ba7ea7
Fixed documentation header.
2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis)
2cf6ccdaa5
Updated dseries submodule.
2018-09-18 17:37:37 +02:00
Stéphane Adjemian(Charybdis)
3e6e448134
Updated dates and dseries submodules.
2018-09-14 23:13:13 +02:00
Stéphane Adjemian(Charybdis)
99aadf7d1a
Updated m-unit-tests submodule.
2018-09-14 15:37:30 +02:00
Sébastien Villemot
51416bf2ae
Always use "isoctave" for testing Octave context
2018-09-07 17:22:08 +02:00
Stéphane Adjemian(Charybdis)
86445832fd
Added routine returning true iff a variable is an auxiliary variable.
2018-08-10 14:52:22 +02:00
Sébastien Villemot
13526bcbce
Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
2018-08-02 15:33:18 +02:00
Sébastien Villemot
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis)
6d79ca4f58
Return 0 if input is empty.
2018-07-28 10:48:43 +02:00
Michel Juillard
a5b97a28a0
adding missing any()
2018-07-27 20:24:13 +02:00
Johannes Pfeifer
433a68169d
TaRB: fix bug where incorrect last posterior was returned if last draw was rejected
2018-07-24 17:07:29 +02:00
Stéphane Adjemian(Charybdis)
157641ac91
Updated particles submodule.
2018-07-24 14:12:53 +02:00
Stéphane Adjemian(Charybdis)
cffff796f1
Added routine to test if an auxiliary variable is a lag of a variable.
2018-07-23 10:41:34 +02:00
Stéphane Adjemian(Charybdis)
7421e6b5b2
Fixed copyright header.
2018-07-19 15:36:02 +02:00
Stéphane Adjemian(Charybdis)
44c49eaef8
Improved iterations display of Dynare's simplex routine.
2018-07-19 15:15:05 +02:00
Stéphane Adjemian(Charybdis)
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
Johannes Pfeifer
97229177b4
simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
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Caused occasional crashes
2018-07-19 09:25:27 +02:00
Stéphane Adjemian(Charybdis)
5361325ba9
Fixed unit test (false negative in Octave testsuite).
2018-07-18 12:18:43 +02:00
Stéphane Adjemian(Charybdis)
ac3af2052a
Remove test from Octave testsuite.
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The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
Stéphane Adjemian(Charybdis)
064b270795
Updated dseries submodule (Octave testsuite fixes).
2018-07-17 18:41:25 +02:00
Stéphane Adjemian(Charybdis)
8b0d673458
Cosmetic change (Octave unit test).
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(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
Stéphane Adjemian(Charybdis)
0d27bd8dea
Fixed unit tests on Weibull pdf (Octave testsuite).
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(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
Stéphane Adjemian(Charybdis)
4154817acc
Added missin semicolons.
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(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
2018-07-17 17:43:58 +02:00
Stéphane Adjemian(Charybdis)
9d01b17e03
Removed one unit test from Octave testsuite.
2018-07-17 11:30:20 +02:00
Stéphane Adjemian(Charybdis)
0074561182
Updated dseries submodule (unit test fix).
2018-07-14 11:54:01 +02:00
Sébastien Villemot
7685a0ccda
Octave compatibility fix
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Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
Stéphane Adjemian(Charybdis)
30c41733bc
Updated dseries submodule.
2018-07-12 19:38:15 +02:00
Stéphane Adjemian(Charybdis)
ebad639546
Bug fix (parenthesis mismatch).
2018-07-11 11:03:15 +02:00
Stéphane Adjemian(Charybdis)
f0a5a2aac9
Adapted codes to the json files new location.
2018-07-10 20:17:43 +02:00
Sébastien Villemot
3863a74319
Fix bug introduced in 13ce91861
in graph decomposition under MATLAB
2018-07-04 12:33:51 +02:00