64889b7335
Filter out non-fully calibrated model when use_calibration is used with ML
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Required after 9557142cc4Closes #849
2015-07-31 11:23:58 +02:00
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
1bd2a1b1c2
ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
2015-07-28 17:17:25 +02:00
448bece904
ep: set default algorithm for solve_algo = 9 (trust region on a single block)
2015-07-28 17:17:25 +02:00
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
1a5c379a86
Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
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Add missing return statement to evaluate_steady_state_file.m
2015-07-27 21:56:30 +02:00
2209944c7c
Merge pull request #1000 from JohannesPfeifer/collect_latex
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Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
6864a5fad6
Merge pull request #999 from JohannesPfeifer/init_fix
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Add check whether bayestopt_ is empty
2015-07-27 21:54:05 +02:00
fb77b447bd
Merge pull request #998 from JohannesPfeifer/prior_distributions
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Prior distributions
2015-07-27 21:53:19 +02:00
c8f11ba162
Merge pull request #995 from JohannesPfeifer/steady_fail_message
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In debugging modus, provide termination values of steady state finding.
2015-07-27 21:50:16 +02:00
62ded1d250
Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
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Add headers and more documentation to shock_decomposition.m and graph…
2015-07-27 21:49:33 +02:00
f5e8aeb552
Add missing return statement to evaluate_steady_state_file.m
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Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
2015-07-27 18:10:27 +02:00
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
ef8f36565b
initializing options_.instruments = []
2015-07-27 15:52:14 +02:00
2207b51aaa
correcting typo
2015-07-27 15:51:48 +02:00
22eb824c6f
extended path: fixing bug
2015-07-27 14:31:42 +02:00
19fdb309ac
Fix computation of prior mode for uniform distribution
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While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
2015-07-27 10:19:02 +02:00
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
f679594908
Add check whether bayestopt_ is empty
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Otherwise crashes for calibrated smoother occur
2015-07-25 07:32:48 +02:00
8b49b30f91
Add unit tests for prior sampling
2015-07-24 16:32:05 +02:00
b5aeefe526
Make prior_draw.m check for uniform distribution violation of bounds
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Follows the logic for all other distributions
2015-07-24 16:23:40 +02:00
560d9719db
Correct copy and paste mistake in prior_draw.m for inverse gamma II
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In case of bound violations, it was instead sampled from inverse gamma I
2015-07-24 15:59:40 +02:00
3d9f12d769
Add check whether prior mean violates Generalized (Inverse) Gamma
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Performs check as for generalized beta distribution
2015-07-24 15:08:52 +02:00
f788271b9c
In debugging modus, provide termination values of steady state finding.
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Closes #3
2015-07-24 10:44:46 +02:00
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
61d514c9eb
Merge pull request #991 from JohannesPfeifer/marginal_density
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marginal_density.m: performance improvements
2015-07-23 18:26:06 +02:00
5d775d3d76
marginal_density.m: Rely on already computed inverse of SIGMA
2015-07-23 18:18:31 +02:00
4202dff6c9
marginal_density.m: only compute determinant once
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Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
2015-07-23 18:13:15 +02:00
9e3f89fd3b
marginal_density.m: move inversion out of loop
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Related to #270
2015-07-23 17:54:46 +02:00
a156f2b42c
Merge pull request #990 from JohannesPfeifer/mode_file
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Delete mode-file option after completing estimation
2015-07-23 17:22:48 +02:00
7f0318856a
Delete mode-file option after completing estimation
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Prevents the recursive estimation from altering the option and closes #378
2015-07-23 16:52:21 +02:00
d67e003e03
Correct check condition in dynare_estimation_init.m introduced in b2017ffece
2015-07-23 16:45:40 +02:00
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
5791e15007
Merge pull request #985 from JohannesPfeifer/display_jacobian
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Change display_problematic_vars_Jacobian.m to use number of auxiliary…
2015-07-23 15:55:48 +02:00
13cb9930f4
Merge pull request #983 from JohannesPfeifer/lyap_fix
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Two fixes regarding solution of lyapunov equations
2015-07-23 15:55:12 +02:00
53fef04e29
Merge branch 'new_ep'
2015-07-23 15:46:09 +02:00
b2017ffece
Check whether estimation is fully ML or fully Bayesian
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Closes #754
2015-07-23 14:44:25 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
33f4fa9f48
Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor
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Closes #972
2015-07-23 09:53:02 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
aee579ecc1
Add iteration maximum to disclyap_fast.m prevent infinite loops
2015-07-22 15:08:25 +02:00
83352e688a
Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files
2015-07-22 13:47:08 +02:00
7ff165f8b2
Merge branch 'master' into new_ep
2015-07-22 09:31:22 +02:00
06bd20214e
Replace strmatch by strcmp
2015-07-21 16:40:40 +02:00
319f73434c
Fix copy and paste error introduced in 3c9b031bd1
2015-07-21 16:18:15 +02:00
2d8e6e2c83
Account for strmatch returning empty array instead of 0 if nothing is found
2015-07-21 16:00:00 +02:00
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
808fc067e2
Merge branch 'master' into new_ep
2015-07-21 14:05:47 +02:00
68af0a4e65
Account for potentially unset M_.dname in forecast_graphs.m
2015-07-21 11:46:47 +02:00
15b47ef50b
Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected
2015-07-21 11:41:39 +02:00
84e04522bf
Account for options_.nk potentially being empty.
2015-07-21 10:41:47 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
c15e8f65c7
Merge pull request #769 from JohannesPfeifer/filtered_vars_ML
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Do not create classical filtered variables at posterior mean if Bayesian...
2015-07-20 14:21:30 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
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Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
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Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
9634ff2098
Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
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Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
86322bcb3a
Fix typo in dsge_likelihood.m
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blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
b0bbab68f3
Add likelihood value to mode-file
2015-07-20 13:06:22 +02:00
d6bc85fdc6
Improve error message for incompatible filter/Kalman option
2015-07-20 13:06:22 +02:00
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
2c8ee55d16
Revert "adding provision for histval in conditional_forecasts"
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This reverts commit cb9a0ef064
2015-07-20 10:16:03 +02:00
cb9a0ef064
adding provision for histval in conditional_forecasts
2015-07-19 17:34:06 +02:00
edbd1ef374
fixing typo
2015-07-13 11:51:07 +02:00
dd8bd78562
Updated dseries submodule.
2015-07-09 16:03:47 +02:00
29589c062f
Moved mode_check data file (see commit fe41b64c84) in a subfolder.
2015-07-08 17:18:27 +02:00
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
84f2b50043
Block using presample option with DSGE-VAR
2015-07-08 09:21:50 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
ca6da942f2
Merge pull request #968 from JohannesPfeifer/Typos
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Fix typos in error message in stochastic_solvers.m
2015-07-06 09:37:21 +02:00
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
3d4d3ff2cb
Replace call to cholcov by call to chol
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Closes #964
2015-07-06 08:21:09 +02:00
3b142de609
submodule update: reporting
2015-07-02 11:16:10 +02:00
73781eafcf
submodule update: reporting
2015-07-02 10:15:57 +02:00
8ab0a60164
submodule update: reporting
2015-07-02 10:08:34 +02:00
cccb0995ff
submodule update: reporting
2015-07-01 15:07:31 +02:00
a51e7251e1
submodule update reporting
2015-06-26 15:42:06 +02:00
23ff65d15a
Updated dynare_config routine (initialization of the dseries and dates classes).
2015-06-24 19:02:42 +02:00
6d2f049637
Moved routines and updated submodules dseries and dates.
2015-06-24 18:54:51 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
49dbd4e091
Merge pull request #960 from JohannesPfeifer/calib_smoother
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Filter out case where estimated_params block is present but smoother on calibration is requested
2015-06-18 12:15:19 +02:00
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Stéphane Adjemian (Charybdis)