Commit Graph

48 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
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 50f0dadec8 Fix Geweke convergence when used with load_mh_file
By accessing mh_replic instead of NumberOfDraws, the diagnostics were not correctly computed on the full chain
2015-05-02 14:23:23 +02:00
Johannes Pfeifer 2c9c585d6e Fix invalid check for size of interval in Geweke
Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla) 78a015a7d2 Fixed bug introduced in commit bb18c9386d. 2014-03-01 17:13:49 +01:00
Stéphane Adjemian (Scylla) bb18c9386d Fixed bug.
MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Johannes Pfeifer 9e99eed6da Fix sample on which Geweke convergence diagnostics is computed
Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Stéphane Adjemian (Scylla) f14aed8f6a Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes. 2013-11-22 11:28:24 +01:00
Stéphane Adjemian (Scylla) 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
Johannes Pfeifer 241fd07424 Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Sébastien Villemot 2822fcd979 Fix bug introduced in 767dce0a 2013-05-28 10:16:26 +02:00
Johannes Pfeifer 767dce0a3b Check in McMCDiagnostics.m whether all consecutive MH files are present
Closes #390
2013-05-24 11:18:31 +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 4480f5b494 Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution. 2012-05-30 11:22:59 +02:00
JohannesPfeifer 4affab31fd Fixed bugs introduced in 4c255cf2ae 2012-04-27 08:45:22 +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
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis) e2d98b9f32 + Removed globals from get_the_name routine. Added texinfo header. 2011-09-14 23:41:37 +02:00
Michel Juillard 43e2163bac fixing typo 2011-09-11 20:07:53 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Marco Ratto e84c8dc1e0 Header/commenting changes 2010-05-31 11:46:38 +02:00
Marco Ratto 47eac6ac88 1) copy metropolis files
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Stéphane Adjemian (Charybdis) b762f010cd Fix the inconsistency between mh_drop and the number of mh draws discarded
when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Marco Ratto cb5fcdef10 New input parallel_info for masterparallel 2010-02-12 17:37:28 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien 7085060e82 parallelization system:
* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-10 18:29:56 +00:00
stepan 1e4a7c2c71 * Cosmetic changes.
* Bug fix (with octave-3.2.2) in McMCDiagnostics.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:28 +00:00
ratto 04b82bba12 Fixes for Octave compatibility.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:03:29 +00:00
ratto 3a4b5eb8e1 parallelized version, working for win and unix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:30:30 +00:00
adjemian 2845115b5f + Removed global variables.
+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien 13f3157243 v4 McMCDiagnostics.m: fixed incorrect function name
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
assia a04ed5526f header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1639 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:29:24 +00:00
michel 7d1a90e607 v4 McMCDiagnostics.m: corrected bug with size of tmp
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:26:32 +00:00
ratto 282204481d 1) mcfiles structure does not work when number of MH files is > 9;
2) set figures visible before saving as .fig.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
adjemian 5752b399d7 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-03-08 17:27:09 +00:00
adjemian 3d5b975836 eval(dir) ==> dir
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@657 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-06 10:00:32 +00:00
michel 0f3b8e141c v4: more \
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@602 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:43:05 +00:00
michel 751c382ddc v4: replaced \ by / in directory names
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 08:20:11 +00:00
michel 051fba7ed6 v4, McMVDiagnositcs.m: added test for several chains
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@474 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:06:25 +00:00
adjemian b425351404 Added posterior densities
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@461 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-25 14:10:41 +00:00
adjemian 21f4445d2e New version with equal length mh files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-10 10:04:22 +00:00
michel 9a9872fd33 dynare_v4 from CVS
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00