ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
e5854cb201
Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary.
2013-12-07 10:52:27 +01:00
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
c06a8df8a4
Merge pull request #553 from rattoma/master
...
Trap the case where only one parameter is estimated and only one non-con...
2013-12-06 06:16:50 -08:00
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
...
(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
c9ebe21faf
Harmonize plotting of IRFS
...
In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
d9c3073fd9
Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
...
Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
22949820be
bug fix: close unclosed file id, #438
2013-12-02 12:34:09 +01:00
d8d0f2b8cc
Revert cosmetic change of 4fa2d5b
2013-11-29 23:09:51 +01:00
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
a6a10055da
Fixed bug (problem with dates selection in @dseries::subsref).
2013-11-29 19:02:40 +01:00
e1bff2c885
Adapted unitary tests for octave.
2013-11-29 19:02:40 +01:00
59f1967347
Adapted unitary test for octave.
2013-11-29 19:02:40 +01:00
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00
e615f00bec
Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan).
2013-11-29 19:02:40 +01:00
ee506c4ebe
Added new routine to test if a global variable exist in the base workspace.
2013-11-29 19:02:40 +01:00
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
121aa5038c
Bug fix. Input must be numeric in the first place.
2013-11-29 19:02:40 +01:00
0419aa00e2
Cosmetic change (use isdates routine).
2013-11-29 19:02:40 +01:00
8eb45edb92
Fix for Octave (need to add extension of the m script).
2013-11-29 19:02:40 +01:00
c1c656f4d9
Fix config of warnings in @dseries/cumsum tests
2013-11-29 17:16:17 +01:00
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
ec9c32d2b7
Correct name of output folder in writing TeX-Code
2013-11-29 10:25:25 +01:00
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
1ff556ada2
Give more informations if the mod file is not found in the current directory.
2013-11-28 14:49:42 +01:00
baa596f9be
Give more details if the mod file is not found in the current directory.
2013-11-28 11:07:14 +01:00
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00
ee91c7654f
Return a human readable message error if order=0 (stoch_simul).
2013-11-28 10:51:20 +01:00
edb4398e28
Merge branch 'master' into fix-mcmc-algorithm
2013-11-27 17:57:36 +01:00
130125c5da
Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc).
2013-11-27 12:27:51 +01:00
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
4e4fc2ffdb
Use load_xls_file_data in read_variables (for consistency with CSV)
2013-11-26 18:19:48 +01:00
36ec2561bf
load_xls_file_data: under Octave, fail gracefully if io is not present
2013-11-26 18:19:48 +01:00
93416a93da
Improvements in load_csv_file_data
...
* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
eb75397e0f
fix try / catch statement in tests for octave
2013-11-26 17:35:27 +01:00
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
10150a081d
Bug fix (internals command with --load-mh-history option).
2013-11-26 14:03:11 +01:00
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
80a853944a
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
2013-11-26 12:37:14 +01:00
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
f2f072bce1
Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
...
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:
>> internals --display-mh-history fs2000a
produces the following output in the Matlab/Octave's command window:
================================
MCMC set-up for fs2000a mod file
================================
MCMC chain number 1:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 35.28%
o Last value of the posterior kernel is: 1221.81656
o State of the chain:
|| Initial | Current
++++++++++++++++++++++++
e_a || 0.01570 | 0.01608
e_m || 0.00528 | 0.00512
alp || 0.35026 | 0.36909
bet || 0.99300 | 0.99308
gam || 0.00086 | 0.00038
mst || 1.00088 | 1.00147
rho || 0.65926 | 0.71132
psi || 0.66428 | 0.60611
del || 0.00977 | 0.00198
MCMC chain number 2:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 33.38%
o Last value of the posterior kernel is: 1220.39229
o State of the chain:
|| Initial | Current
+++++++++++++++++++++++++
e_a || 0.01664 | 0.01576
e_m || 0.00489 | 0.00504
alp || 0.39701 | 0.36630
bet || 0.99305 | 0.99219
gam || 0.00067 | -0.00025
mst || 1.00186 | 1.00218
rho || 0.70060 | 0.63847
psi || 0.65623 | 0.74668
del || 0.00666 | 0.00842
while the command:
>> internals --load-mh-history
loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
27181a26d5
load_csv_file_data: fix isdate test
2013-11-25 06:15:35 +01:00
7af47e1e9f
dseries: change default to not use sub operator on latex
2013-11-22 17:55:57 +01:00
69caa7ec03
reporting: replace format with date2string
2013-11-22 17:45:15 +01:00
afacf27268
reporting: replace getDatesCellStringArray with strings
2013-11-22 17:21:53 +01:00
938751fa60
reporting: replace .time with .dates
2013-11-22 17:14:29 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
43f11de27b
Merge branch 'master' into fix-mcmc-algorithm
2013-11-22 16:56:23 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
d02171080c
Rewrote name2tex routine and fixed bug.
2013-11-22 16:53:02 +01:00
1fe3e4bc77
Cosmetic change.
2013-11-22 16:53:02 +01:00
da6e0fd096
Make sure that index is an integer in GetPosteriorMeanVariance.m
2013-11-22 14:53:50 +01:00
f14aed8f6a
Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes.
2013-11-22 11:28:24 +01:00
a65197f273
Fixed bug (missing output argument).
2013-11-22 11:13:49 +01:00
29850cf2c5
Merge pull request #541 from JohannesPfeifer/typo_use_calibration
...
Fix typo in use_calibration
2013-11-21 14:23:32 -08:00
ebe816e0ca
Merge pull request #540 from JohannesPfeifer/fix_parameter_updating
...
Fixed typo that prevented correct updating of parameters when using resi...
2013-11-21 14:22:35 -08:00
d935751c18
Fix typo in use_calibration
2013-11-21 21:19:29 +01:00
23bd54ce72
Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block
2013-11-21 19:39:50 +01:00
c0aaabc329
Merge branch 'master' into fix-mcmc-algorithm
2013-11-21 15:42:58 +01:00
1393564701
Fixed bug of unknown origin...
2013-11-21 15:24:35 +01:00
1ef53c1d6a
Solve backward compatibility issues for mh-history files. Fixes #537 .
2013-11-21 12:41:25 +01:00
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
4f87313ed6
fix comment
2013-11-19 13:47:28 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
f908d64d9e
Removed unused variable.
2013-11-17 16:37:53 +01:00
450c785b6c
Added explicit error message for case 52 in print_info (DSGE-VAR models).
2013-11-16 23:35:10 +01:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
9238523c26
If a DSGE-VAR is estimated, check that the user do not try to estimate/calibrate correlations between structural innovations and that there is no measurement errors. Closes #521 .
2013-11-16 23:26:19 +01:00
0a4427af27
Fixed bug in simplex_optimization_routine (simplex -> options).
...
Closes #536 .
2013-11-16 20:22:37 +01:00
c8d77b204c
Rewrote the header documentation of simplex_optimization_routine.
2013-11-16 20:13:08 +01:00
49def96bed
Removed bayestopt_ as a global from simplex_optimization_routine.
2013-11-16 20:12:39 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
b99db45707
Fixed bug (dynare path has to be defined sooner, otherwise isoctave is unknown in warning_config).
2013-11-15 17:03:58 +01:00
ddf90fb769
Merge pull request #533 from JohannesPfeifer/master
...
Fix bug when datafile was changed and nobs resulting from old dataset wa...
2013-11-15 07:52:51 -08:00
530ad8e2d8
Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset
2013-11-15 16:47:25 +01:00
2009d7bc66
Added overloaded plot function for dseries objects.
2013-11-15 15:28:19 +01:00
7cef9c4dfa
Fixed unitary tests in @dseries/ydiff.
2013-11-14 18:02:42 +01:00
683861396c
Fixed unitary test in @dseries/subsref.
2013-11-14 17:58:09 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
e36516f766
Same as commit #92adc85d04217c05af1288bb77806ed9c73fd85f for ygrowth and ydiff methods.
2013-11-14 14:30:19 +01:00
61cf9899e1
Fixed bug (dates member was not updated).
2013-11-14 14:29:29 +01:00
98dde877ab
Cosmetic changes.
2013-11-14 13:43:31 +01:00
18749508e4
Fixed bug in @dseries/save.
...
The default value of the file name (without extension) was wrong when the method was called with the dot notation.
2013-11-14 12:55:11 +01:00
92adc85d04
Change renaming of the variables to be more consistent (qgrowth(X) instead of QGROWTH_X).
2013-11-14 10:04:10 +01:00
400a4da434
Access the @dseries/pop method with dot notation. Fixed bug.
2013-11-14 00:13:31 +01:00
824d1ed74d
Cosmetic changes in unitary tests for @dseries/mtimes (initialize t in the try/catch block).
2013-11-14 00:03:34 +01:00
844936cdc4
Fixed bug (wrong calling sequence to isdseries function).
2013-11-14 00:02:17 +01:00
Houtan Bastani
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Sébastien Villemot