Sébastien Villemot
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
...
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Sébastien Villemot
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Michel Juillard
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
Johannes Pfeifer
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Sébastien Villemot
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Houtan Bastani
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
Houtan Bastani
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
Houtan Bastani
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
Michel Juillard
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
Johannes Pfeifer
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
Johannes Pfeifer
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
Stéphane Adjemian (Charybdis)
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
Stéphane Adjemian (Charybdis)
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
Stéphane Adjemian (Charybdis)
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
Stéphane Adjemian (Charybdis)
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
Stéphane Adjemian (Charybdis)
99b6326540
Same as 38712d987c
.
2013-10-09 15:31:48 +02:00
Stéphane Adjemian (Charybdis)
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
...
Probably needs another option name...
2013-10-09 15:21:32 +02:00
Houtan Bastani
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
Stéphane Adjemian (Charybdis)
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
Michel Juillard
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
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where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis)
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
Michel Juillard
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
Michel Juillard
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis)
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Sébastien Villemot
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
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Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis)
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis)
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis)
2967328bb0
Changed behaviour of dynSeries objects.
...
Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis)
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis)
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis)
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis)
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis)
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis)
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis)
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis)
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis)
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis)
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
Michel Juillard
5f483c7d2c
the field 'time' was not updated when adding two time series
2013-10-07 17:17:05 +02:00
Johannes Pfeifer
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
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Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
Stéphane Adjemian (Charybdis)
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis)
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00