Houtan Bastani
ad4d77853d
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Michel Juillard
2f2413e64a
addind ep accuracy check
2016-07-03 10:56:44 +02:00
Marco Ratto
bf293396b6
Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
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(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
2016-07-01 20:40:17 +02:00
Johannes Pfeifer
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
9275cd089b
Add eps-loader to rplot.m
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Also makes sure that every single graph is saved when looping over figures
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
2a2d81784b
Allow rplot to plot exogenous variables
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi)
46a149576b
Merge branch 'pr#1241'
2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes)
2435040929
Changed default for nonlinear filters.
2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes)
b6ecf5fdd0
Updated particles submodule (fixes for apf and cpf).
2016-07-01 11:41:39 +02:00
Houtan Bastani
848d81eb84
Merge pull request #1238 from rattoma/gsa
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Bug fixes for identification with ML
2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Stéphane Adjemian (Hermes)
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7
.
2016-06-24 17:38:54 +02:00
Stéphane Adjemian (Hermes)
fcaf457f35
Cosmetic change (code factorization).
2016-06-24 17:35:56 +02:00
Johannes Pfeifer
420e80e538
discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
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Prevents cryptic crashes due to NaN in derivatives of objective function
2016-06-23 20:50:17 +02:00
Johannes Pfeifer
317f958184
Ramsey: Test whether number of instruments matches number of missing equation
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Otherwise cryptic crashes can result
2016-06-23 20:48:01 +02:00
Houtan Bastani
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99
.
2016-06-23 15:59:35 +02:00
Houtan Bastani
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
Marco Ratto
be758613f4
fixed bugs that prevented the computation of the asymptotic Hessian with ML.
2016-06-19 11:09:59 +02:00
Marco Ratto
25120e54f5
added check for singular values whose eigenvectors contains only ONE column
2016-06-19 11:08:37 +02:00
Michel Juillard
b75f333a7e
fixed snes_1.cc for petsc-3.7.2
2016-06-18 11:21:42 +02:00
Michel Juillard
5d1162d229
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
Stéphane Adjemian (Hermes)
25243712ba
Fixed bug on non linux platforms + Cosmetic changes.
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The paths to mex files was wrong.
2016-06-17 22:02:34 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes)
1dea10d478
Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
2016-06-17 00:16:06 +02:00
Stéphane Adjemian (Hermes)
af9b069830
Moved isoctave routine in base directory.
2016-06-17 00:04:00 +02:00
Stéphane Adjemian (Hermes)
d80f6d9a99
Minimize the number of calls to addpath.
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These calls have a prohibitive cost...
2016-06-16 23:55:07 +02:00
Stéphane Adjemian
3ae44efbea
Merge pull request #1218 from rattoma/gsa
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Allow Screening with neighborhood_width sampling.
2016-06-16 22:18:39 +02:00
Johannes Pfeifer
00dcc1b543
Clarify Dynare behavior of using clear all for Octave and Matlab
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Closes #1232
2016-06-16 20:50:11 +02:00
Johannes Pfeifer
20ae7069cf
Document new OSR fields of M_
2016-06-16 20:49:02 +02:00
Stéphane Adjemian (Lupi)
33d35bc3c5
Added quantile routine in missing.
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This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
2016-06-16 14:33:57 +02:00
Johannes Pfeifer
f86b0a5ad6
Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
3b09ab5424
Save Smoother.Trend and Smoother.Constant after MCMC
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
1c84ccdc34
Save trend and constant for all variables in smoother
2016-06-16 12:05:38 +02:00
Johannes Pfeifer
3efe283bf0
Make oo_.Smoother.TrendCoeff have size of endogenous variables
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Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
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
Stéphane Adjemian (Hermes)
65ae97d37d
Fixed bug.
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For uniform priors use the prior mean when computing the prior
moments (prior mode is not defined).
2016-06-16 11:59:47 +02:00
Stéphane Adjemian (Hermes)
789f21257e
Avoid side effects on globals (prior CLI and write_latex_prior_table commands).
2016-06-16 11:57:16 +02:00
Stéphane Adjemian (Hermes)
2c074d7cd2
Check that a prior is defined in prior CLI command
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Behaviour consistent with the logic introduced in commit
64d01a806e
.
2016-06-16 11:16:23 +02:00
Stéphane Adjemian (Hermes)
a91e4dec75
Bug fixes.
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Introduced when we increased the size of the mat files saved on
disk (see commit #e2942662479f822cd4ca1251158f0b5037c3a446).
2016-06-16 11:15:22 +02:00
Stéphane Adjemian (Hermes)
64d01a806e
Fixed behaviour of write_latex_prior_table command
2016-06-16 10:38:40 +02:00
Stéphane Adjemian (Lupi)
b70fe62503
Minor change in user reference manual.
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The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer
e94a698a9b
Implement write_latex_prior_table.m
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Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi)
fcb738616c
Fixed bug in extened_path_mc.
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Wrong calling sequence to the routine defining the shocks.
2016-06-15 16:01:08 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
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Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
c9d3db7db2
Changed optimization algorithm in integration test.
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mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi)
1e7fc89e8d
Replaced filesep by hard coded slash.
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See 57501f802e
.
2016-06-15 13:14:55 +02:00
Stéphane Adjemian (Lupi)
57501f802e
Revert "Cosmetic change."
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This reverts commit 544da84e73
.
On Windows filesep returns a backslash ('\') as expected but
LaTeX, even on Windows, only understands slashes ('/') when
defining paths (for graphic or file inclusion).
2016-06-15 13:07:59 +02:00