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9699 Commits (90affdd775badf64760c9fe35167979161ff49cf)

Author SHA1 Message Date
Johannes Pfeifer 90affdd775 Clarify the timing convention in dynare++ 
Closes #1244
 2016-08-21 10:22:56 +02:00
Houtan Bastani 848d81eb84 Merge pull request #1238 from rattoma/gsa 
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"" 
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
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
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. 
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 
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. 
These calls have a prohibitive cost...
 2016-06-16 23:55:07 +02:00
Stéphane Adjemian 3ae44efbea Merge pull request #1218 from rattoma/gsa 
Allow Screening with neighborhood_width sampling.
 2016-06-16 22:18:39 +02:00
Stéphane Adjemian (Lupi) 33d35bc3c5 Added quantile routine in missing. 
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 
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. 
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 
Behaviour consistent with the logic introduced in commit
64d01a806e.
 2016-06-16 11:16:23 +02:00
Stéphane Adjemian (Hermes) a91e4dec75 Bug fixes. 
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. 
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 
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. 
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. 
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. 
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. 
See 57501f802e.
 2016-06-15 13:14:55 +02:00
Stéphane Adjemian (Lupi) 57501f802e Revert "Cosmetic change." 
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
Stéphane Adjemian (Lupi) 019223f7d6 Removed one (failing) integration test. 
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.

The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
 2016-06-15 12:53:48 +02:00
Stéphane Adjemian (Hermes) 473d335851 Fixed bug (wrong structure names). 2016-06-15 00:35:40 +02:00
Johannes Pfeifer 029e9495ba Fix bug in dsge_var_likelihood.m where constant was not considered for dof when Gamma function was computed 
Does not affect the maximum of the posterior as it only affects constant term
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2cf882fec5 Remove comments on dynare_estimation_1.m after implementing store_smoother_results 2016-06-15 00:30:28 +02:00
Johannes Pfeifer d08fd37986 Do not set oo_.posterior.optimization-fields when mh_posterior_mode_estimation is used 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 22a205d59a Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1f433f0c97 Expand fs2000_5.mod unit test to second Hessian computation method 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 552a9b5230 Fix bugs previously introduces in dynare_estimation_1.m related to penalty function 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2446ab02ba Transform persistent variables of newrat.m into function arguments 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0c00e28799 Remove objective_function_penalty_base 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 329b91d717 Harmonize output of objective functions 
Closes #1149
Mirrors 1ad8df4635
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0edd8e2025 Add penalty_hessian.m and penalty_objective_function.m 2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes) 544da84e73 Cosmetic change. 
Systematically use filesep instead of '/'.
 2016-06-14 22:49:01 +02:00