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4117 Commits (8dcb36b9e2dd925b1142f1b24b89e0f178e767fc)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 6efe62a3b2 Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared. 2013-12-17 22:49:37 +01:00
Sébastien Villemot e43e54cfde Remove spurious executable permission 2013-12-16 16:23:50 +01:00
Stéphane Adjemian (Scylla) 32e162ec48 Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines. 2013-12-16 09:44:15 +01:00
Sébastien Villemot 732c463d27 Merge pull request #565 from JohannesPfeifer/master 
Initialize stock1_filter_step_ahead to prevent crash in Octave
 2013-12-13 09:41:20 -08:00
Stéphane Adjemian (Scylla) 264460e9d0 Added @dates/ne method. Overloads the ~= operator. 2013-12-13 18:30:37 +01:00
Stéphane Adjemian (Scylla) dd10c788ff Added @dseries/abs method. Returns the absolute value of a dseries object. 2013-12-13 18:30:37 +01:00
Johannes Pfeifer cac48d2e80 Initialize stock1_filter_step_ahead to prevent crash in Octave 2013-12-13 18:29:48 +01:00
Houtan Bastani c0149f69d9 reporting: bug fix: Windows can't handle windows-style file separators in latex 2013-12-13 17:23:56 +01:00
Houtan Bastani 359245b65b reporting: bug fix: avoid underscores altogether 2013-12-13 17:23:26 +01:00
Sébastien Villemot b9df616c18 Fix treatment of error conditions in bytecode. 2013-12-13 16:49:08 +01:00
Sébastien Villemot 6e8b35c7f3 Fix bug in method disp of dseries. 2013-12-13 16:49:08 +01:00
Stéphane Adjemian (Scylla) 8e6df85604 Fixed bug. 2013-12-13 15:53:06 +01:00
Stéphane Adjemian (Scylla) fd5742a399 Add a second output argument to CheckPath nonzero iff the routine creates a new directory. 2013-12-13 15:53:06 +01:00
Houtan Bastani 08199dc881 reporting: fix if statement for changes in dynDates/dates class 2013-12-13 15:36:04 +01:00
Houtan Bastani 6f8d7fd0ec reporting: add xTicks argument 2013-12-13 15:36:04 +01:00
Stéphane Adjemian (Scylla) 832f8ee82f Bug fixes (related to the loading of the mcmc files) + Cosmetic changes. 2013-12-13 12:49:19 +01:00
Michel Juillard 58c40fdca9 ramsey_policy: correcting the computation of the value of the 
objective function; adding details about the period objective function
in the manual.
 2013-12-13 10:44:29 +01:00
Michel Juillard 77fdd3bfda ms-sbvar: corrected bug with final_subperiod default value and 
clarified in the manual.
 2013-12-13 09:56:11 +01:00
Houtan Bastani 3990707e36 reporting: fix typo 2013-12-12 16:05:57 +01:00
Houtan Bastani 99f4a01a48 reporting: fix figure inclusion for windows 2013-12-12 16:05:57 +01:00
Houtan Bastani 85905cbb1d reporting: for windows filenames escape underscore 2013-12-12 16:05:57 +01:00
Houtan Bastani 7cc259ea46 fix permissions 2013-12-12 16:05:57 +01:00
Michel Juillard 1ddd00b502 ms-sbvar: corrected bug in initialization/computation of final 
subperiod
 2013-12-12 10:02:31 +01:00
Michel Juillard ed15f0bcac ms-sbvar: corrected bug in initialization/computation of final subperiod 2013-12-12 09:10:09 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved 
osr_example to ./tests/optimal_policy
 2013-12-11 19:24:29 +01:00
Stéphane Adjemian (Scylla) 6cb18b34fb Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block. 2013-12-11 16:43:15 +01:00
Johannes Pfeifer cd3b5bf3d9 Fix bug in Bayesian estimation where the filter_step_ahead command produced no output 
- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
 2013-12-11 16:43:15 +01:00
Sébastien Villemot 1dc3f2119a Merge pull request #561 from rattoma/master 
Fixed bugs and continue GSA plots harmonization
 2013-12-11 01:51:50 -08:00
Stéphane Adjemian (Scylla) f16689e76f Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters. 
If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) 4afcf8fdaf Fixed typo. 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) cf1bd26f84 Removed old version of homotopic_steps (extended path). 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) 1a8e50dd7a Same as commit #52a5262b7bbeb0a47961be42d8fba4845ead31cc for the simul command. 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) 3790ab1dc7 Cosmetic changes. Removed useless spaces and semicolons. 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) cf567dd5c0 Bug fix. Force axis tight in @dseries/plot method (otherwise the method crashes if Matlab/octave considers a too large x-abscissa). 2013-12-11 10:01:22 +01:00
Stéphane Adjemian (Scylla) a51db32145 Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path). 2013-12-11 10:01:22 +01:00
Marco Ratto a90807f85b Cosmetic change 2013-12-10 17:35:55 +01:00
Marco Ratto eb70ddfe66 threshold_redform must override detailed mapping also with log-transformation 2013-12-10 17:31:26 +01:00
Marco Ratto db9b61df78 Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA. 2013-12-10 17:10:04 +01:00
Marco Ratto f8ec220711 1) Fixed bug introduced in commit 3cb16af5e3 
2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
 2013-12-10 15:48:34 +01:00
Marco Ratto 5516c64205 Fixed bug introduced in commit 57eb9e12e5 2013-12-10 14:10:43 +01:00
Marco Ratto 57eb9e12e5 1) Allow for endogenous prior restrictions 
2) trap cases where only very few parameter combinations provide unique saddle path solution
 2013-12-10 12:42:45 +01:00
Marco Ratto b3c4f9427f Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title) 2013-12-10 11:22:15 +01:00
Marco Ratto 67d7ba75f0 1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution; 
2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
 2013-12-10 11:05:54 +01:00
Marco Ratto 2d6e513738 Bug fix with irf restriction on period larger than 1 2013-12-10 10:54:47 +01:00
Sébastien Villemot b840af9fa5 Modify get_directory_description to return a flat cell 2013-12-09 18:54:12 +01:00
Houtan Bastani 2d966208c4 write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc 2013-12-09 17:36:08 +01:00
Houtan Bastani 10652be09a write_latex_definitions: use texttt for variable names, #478 2013-12-09 17:24:50 +01:00
Houtan Bastani 3539dc7153 write_latex_definitions: use longtable, #478 2013-12-09 17:04:32 +01:00
Sébastien Villemot 07bea735de Merge pull request #557 from rattoma/master 
Fixes to mode_compute=5. (1) force univariate steps at every iteration: ...
 2013-12-09 05:29:47 -08:00
Stéphane Adjemian (Scylla) 1b57cb4a07 Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00