Commit Graph

10421 Commits (9285a80a73a250decc6fded14b46db795883e0b6)

Author SHA1 Message Date
Marco Ratto d35ee4b58e adapted testing routine 2017-03-17 12:41:59 +01:00
Marco Ratto 46d6e59c9a small fix to file names 2017-03-17 12:41:59 +01:00
Marco Ratto bfe6d04bf2 - Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto bb4ecbf5a8 Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast 2017-03-17 12:41:59 +01:00
Marco Ratto a7ae355e8f Fixed dating issues in some plot shock decomps 2017-03-17 12:41:59 +01:00
Marco Ratto 441d34a6ee Fixed bug with realtime conditional shock decompo 2017-03-17 12:41:59 +01:00
Marco Ratto f87e240b30 Some better diversification of fig names and captions 2017-03-17 12:41:59 +01:00
Marco Ratto 27f4f81bbd document save_realtime option of shock decomp 2017-03-17 12:41:59 +01:00
Marco Ratto 92f79a14f4 Added realtime conditional forecast shock decomposition 2017-03-17 12:41:59 +01:00
Marco Ratto 3bebeb1832 Legend for detailed plots 2017-03-17 12:41:59 +01:00
Marco Ratto 3fdf7be6e8 - removed useless internal option fig_mode
- better captions/figure nsmes
- moved plots to graphs subdir
- fixed latex issuea [label and caption].
2017-03-17 12:41:59 +01:00
Marco Ratto 10773e2cbb results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior. 2017-03-17 12:41:59 +01:00
Marco Ratto d304fd26c1 shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust. 2017-03-17 12:41:59 +01:00
Marco Ratto f66191f59f added tex wrapper + small fixes to the test 2017-03-17 12:41:59 +01:00
Marco Ratto c2d2c46edf fixed figure name 2017-03-17 12:41:59 +01:00
Marco Ratto 02b3e20377 allow uimenu's also for colored graphs + better organization of userdata info 2017-03-17 12:41:59 +01:00
Marco Ratto 4ff586247e bug fix in Others group label 2017-03-17 12:41:59 +01:00
Marco Ratto fcdecb5b1f test file for plot_shock_decomposition and realtime_shock_decomposition 2017-03-17 12:41:59 +01:00
Marco Ratto 2c54d4432a - Bug fix with screen_shocks option
- fix to figure title
2017-03-17 12:41:59 +01:00
Marco Ratto ad55e1b085 initialize screen_shocks option of shock decomp 2017-03-17 12:41:59 +01:00
Marco Ratto 9e73a9e86b add steady state line 2017-03-17 12:41:59 +01:00
Marco Ratto 94297b71cc bug fixes around plot_shock_decomposition.m utilities 2017-03-17 12:41:59 +01:00
Marco Ratto 0053e7018f special characters fixed again. 2017-03-17 12:41:59 +01:00
Marco Ratto 0bf30889f9 Fixed header + bug fix for default options + set only local nograph 2017-03-17 12:41:59 +01:00
Marco Ratto e3c825f01a fixed header 2017-03-17 12:41:59 +01:00
Marco Ratto 73e5650dcc Revert "shock_decomposition should also follow global options_.nograph"
This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
Marco Ratto ddd25fb817 Improve documentation of shock decomposition commands 2017-03-17 12:41:59 +01:00
Marco Ratto ba7802204f end of lines 2017-03-17 12:41:59 +01:00
Marco Ratto 06176caf64 manual updates 2017-03-17 12:41:59 +01:00
Marco Ratto d2d6e19d87 fixes around default options in shock decompositions 2017-03-17 12:41:59 +01:00
Marco Ratto 7733484912 New utility plot_shock_decomposition.m
new graph_decomp_detail.m for detailed plots of shock contributions
new expand_group.m for optional uimenu operation in case of grouped shocks.
2017-03-17 12:41:59 +01:00
Marco Ratto 3ed94b2e46 New realtime_shock_decomposition.m routine + provisions in global initialization 2017-03-17 12:41:59 +01:00
Marco Ratto 4a314f7f8a shock_decomposition should also follow global options_.nograph 2017-03-17 12:41:59 +01:00
Marco Ratto a092cc3b73 Set default graph options and extend graph_decomp.m accordingly. 2017-03-17 12:41:59 +01:00
Marco Ratto e174d04579 - New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.
2017-03-17 12:41:59 +01:00
Marco Ratto f27f210654 New utility for changing M_.params only locally 2017-03-17 12:41:59 +01:00
Marco Ratto a6f7e02d17 added utilities for optimal distinguishable colors. 2017-03-17 12:41:59 +01:00
Houtan Bastani aa0eceeb38 Merge pull request #1405 from JohannesPfeifer/block_error_code
Make sure block-decomposed model returns with correct error code if I…
2017-03-17 10:45:16 +01:00
Johannes Pfeifer 569de10511 Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
Missing from 5f85d3a200 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
Stéphane Adjemian (Charybdis) c921212fe5 Renamed trs field consistently with 1022e675c1. 2017-03-16 23:41:27 +01:00
Stéphane Adjemian (Charybdis) 1022e675c1 Do not use cputime as advised by Mathworks.
cputime time is not a good measure of performance on multithreaded applications.

TODO
 - Change trs field,
 - Adapt testsuite code.
2017-03-16 18:27:01 +01:00
Stéphane Adjemian (Charybdis) 06326d4477 Fixed bug introduced in cad7adc01f. 2017-03-16 18:14:23 +01:00
Stéphane Adjemian (Charybdis) ae3752a0d3 Lowered threshold value for a test. 2017-03-16 15:51:11 +01:00
Stéphane Adjemian (Charybdis) dbffe2a841 Do not check boundaries if the model is not estimated. 2017-03-16 15:50:44 +01:00
Stéphane Adjemian (Charybdis) cc34e16458 Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty. 2017-03-16 15:45:08 +01:00
Stéphane Adjemian (Charybdis) cad7adc01f Added routine for testing if we are currently estimating a model. 2017-03-16 15:03:46 +01:00
Stéphane Adjemian (Charybdis) 5f5c093b2e Renamed isestimation function + Cosmetic changes. 2017-03-16 15:00:02 +01:00
Stéphane Adjemian (Charybdis) feee6f8b7a Fixed typo. 2017-03-15 17:24:45 +01:00
Stéphane Adjemian (Charybdis) 284df20445 Closes #1403. 2017-03-15 16:51:59 +01:00
Stéphane Adjemian d0ab90275b Merge pull request #1402 from JohannesPfeifer/prior_asymptote
Add warning if prior has an asymptote
2017-03-15 16:33:10 +01:00