Johannes Pfeifer
329b91d717
Harmonize output of objective functions
...
Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Johannes Pfeifer
09e03e7a6f
Move closing of file in mode_check.m out of the loop
...
Code will otherwise crash with more than one figure to plot.
2015-11-28 14:07:36 +01:00
Michel Juillard
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
...
This reverts commit 1ad8df4635
.
2015-10-09 14:23:31 +02:00
Michel Juillard
1ad8df4635
More fixing related to objective_function_penalty_base
2015-10-08 20:57:00 +02:00
Johannes Pfeifer
ee66f892ca
Add missing fclose to mode_check.m
2015-08-17 14:42:52 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
...
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
Stéphane Adjemian (Lupi)
29589c062f
Moved mode_check data file (see commit fe41b64c84
) in a subfolder.
2015-07-08 17:18:27 +02:00
Stéphane Adjemian (Lupi)
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
Johannes Pfeifer
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
Johannes Pfeifer
3c3b255025
Clarify that output of mode_check.m is minus likelihood/posterior
2015-05-11 17:39:26 +02:00
Johannes Pfeifer
e76f81740f
Make sure that no variable is named hessian.
2015-05-10 08:17:40 +02:00
Johannes Pfeifer
8cc9fbd69a
Remove hard-coded coloring of legend in mode_check.m
...
Now displays correct colors with new Matlab plot interface (>2014a)
2015-04-02 20:52:49 +02:00
Stéphane Adjemian (Karaba)
f48566aeae
Fixed prior bounds (according to the doc in master branch).
...
* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Sébastien Villemot
b4f8532bea
Merge pull request #441 from JohannesPfeifer/mode_check
...
Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Johannes Pfeifer
ea5d2e90b2
Take care of parameter estimates at prior bounds in check plots
...
Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
2013-07-05 23:46:05 +02:00
Stéphane Adjemian (Charybdis)
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
39ef86f118
Partially reverted commit 06237375db
.
2013-06-18 22:30:49 +02:00
Frédéric Karamé
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Marco Ratto
26602ecf3c
Bug fix for negative values of x(kk)
2013-05-27 12:00:39 +02:00
Marco Ratto
7bef23f1b3
Allow asymmetric mode check plots, using the new option
...
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
Johannes Pfeifer
4c8f3a89cc
Make graph titles more expressive
2013-03-17 22:45:50 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
7991c3937c
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
Johannes Pfeifer
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
Stéphane Adjemian (Charybdis)
13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
Stéphane Adjemian (Charybdis)
6c091015eb
Fixed texinfo header.
2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis)
cf19df92ef
Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
2012-03-05 15:03:55 +01:00
Marco Ratto
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
Stéphane Adjemian (Charybdis)
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
...
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis)
e2d98b9f32
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
Stéphane Adjemian (Sedna)
6302abd7bd
Allow empty hessian in mode_check routine (options_.cova_compute==0)
2011-05-13 12:46:55 +02:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Stéphane Adjemian (Scylla)
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Charybdis)
3f1fad9cd2
Added trap for cases where diffuse filters fail (replaced error messages by warning messages).
2010-02-05 23:18:08 +01:00
Stéphane Adjemian (Charybdis)
55c210ef47
Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
...
changes (removed trap).
2010-02-04 21:36:21 +01:00
Michel Juillard
2e53bb0807
bug correction in mode_check when incomplete last page of plots
2010-02-04 16:30:19 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
ratto
d8cf192c77
Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:45:59 +00:00
stepan
181b268699
+ Do not plot likelihood and posterior density if cost_flag = 0, put a
...
red bullet on the abscissa instead.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 10:11:38 +00:00
ratto
c8966e2452
plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 12:07:40 +00:00
ratto
27850744ba
New version with the shape of the likelihood kernel on the top of posterior shape;
...
Use of one single loop, by merging the previous three cases, for easier parallelizing.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:54:40 +00:00
stepan
2b0f2d5fd1
Do not print the message "The most negative..." if the hessian of
...
minus the posterior kernel is positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:48:30 +00:00
adjemian
b820667698
v4.1: Changes related to kalman filter with missing observations.
...
* Adapted mode_check.m and hessian.m
* Removed global from hessian.m
* Changed call to metropolis
* Changed the test deciding between KF and KF with missing observations in DsgeLikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:24:35 +00:00
sebastien
108030d2a6
trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 19:59:28 +00:00