Commit Graph

10271 Commits (8dc27292c91fb448567365d1d0d06144ee86042b)

Author SHA1 Message Date
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.
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
- 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
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.
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
- 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
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
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
Marco Ratto 19cc38b39e allow to start from quarterly growth rate variables 2017-03-17 12:41:59 +01:00
Marco Ratto ce6f76713d cosmetic change 2017-03-17 12:41:59 +01:00
Marco Ratto 7a6b4f3464 extra option about choosing the time periods for which to plot decompositions 2017-03-17 12:41:59 +01:00
Marco Ratto 1920fb0bfe fixed timing bugs in annualized shock decomposition 2017-03-17 12:41:59 +01:00
Marco Ratto d7723877cf bug fixes for annualized nominal variables 2017-03-17 12:41:59 +01:00
Marco Ratto ac43beb801 bug fix with 'others' in conditional decomposition 2017-03-17 12:41:59 +01:00
Marco Ratto 9005054c6f optional output argument for plot_shock_decomposition.m + several fixes to annualized computations and plots. 2017-03-17 12:41:59 +01:00
Marco Ratto 39c3cf7718 bug fix with realtime conditional shock decomp 2017-03-17 12:41:59 +01:00
Marco Ratto a8107e154a added new annual aggregation types, for consistent quantity/price aggregations, if required. 2017-03-17 12:41:59 +01:00
Marco Ratto cb3362b89d missing utility for xls export of shock decomps. 2017-03-17 12:41:59 +01:00
Marco Ratto 5a51e9cc78 fixed zero line in all cases 2017-03-17 12:41:59 +01:00
Marco Ratto a50a4f458a Bug fix: all shock decomp options need to be stored in mydata for uimenu's. 2017-03-17 12:41:59 +01:00
Marco Ratto e21c887775 bug fix with steady state option 2017-03-17 12:41:59 +01:00
Marco Ratto 61d55127ed Fixed bug with naming of screen option 2017-03-17 12:41:59 +01:00
Marco Ratto e7442bcf78 added geometric average.
Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00