0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
...
Closes #979
2015-07-28 15:23:53 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
...
Closes #677
2015-06-05 16:39:17 +02:00
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
...
If the initial parameters did not solve, the code for displaying results and saving was not reached. The also led to later crashes with saving as the -append option was used and no file existed. If no valid draw can be found, the function exits in any case, so no additional check is needed.
2014-07-23 12:10:00 +02:00
d5e873f01f
Fixed bug (missing argument).
2014-06-27 18:40:09 +02:00
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
67d7ba75f0
1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
...
2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
2013-12-10 11:05:54 +01:00
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
...
(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
ddce110bf2
Merge branch 'master' into use-dynSeries
2013-09-10 22:26:12 +02:00
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
...
(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
22e0b9cc3d
1) fixed bugs when no estimated parameters are declared;
...
2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.
This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
e835c7d945
Bug fix: graphic options are not passed to global options_ (for the next release try to skip the use of the global here).
2012-10-02 08:59:49 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
a7ba2b51e7
Trap error when the model does not solve for point estimation (prior mean-mode posterior mean-mode)
2012-08-24 17:09:13 +02:00
80a9ac90f0
Fixed random bug of MC identification test, occurring when there is no solution at the very first iteration of the MC loop.
...
(cherry picked from commit 906bf8e02feb8370153bc6407bf95d2592be3cc2)
2012-07-15 22:21:10 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
...
1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
98c809c54e
Further on nograph: moved printed output when advanced=1 from plot_identification to disp_identification.
2012-06-15 13:45:26 +02:00
fd24b93667
fixes around options nograph and nodisplay
2012-06-15 13:07:26 +02:00
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
...
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
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
d4723038be
1) fixed infinite loop
...
2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
3ca9485edd
bug fix when calling gsa
...
set default order=1
set analytic derivation =1
2012-04-04 10:35:18 +02:00
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
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
3367014970
Identification is made compatible with octave.
2011-10-27 13:09:26 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
e3485e8929
Changes around normalizing Jacobians:
...
-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
a96bad899d
Fixed bug of ~ in output list for non recent versions of matlab.
2011-06-21 09:43:24 +02:00
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
664d17ba24
Fixes related to ML syntax (no prior definition).
2011-06-06 16:09:55 +02:00
0605396815
Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.
2011-06-06 15:28:46 +02:00
7f9fa6c15b
Small mug fix + changed calls to plotting utility.
2011-05-30 14:39:27 +02:00
d31b2218ff
Added extended info for advanced identification analysis with Monte Carlo.
2011-05-10 10:10:42 +02:00
7ae824b184
Fixes related to new options: gsa_sample_file and parameter_set + minor changes.
2011-05-04 10:39:30 +02:00
a5559bb016
eliminated obsolete commented lines;
2011-05-02 11:15:25 +02:00
9791d3adda
Redesigned function following:
...
-) new options;
-) new utilities identification_analysis, plot_itentification and identification_checks;
-) fixes related to load_ident_files;
2011-05-02 11:14:29 +02:00
6b71b6800d
-) remove useless burn-in iterations;
...
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
Johannes Pfeifer
Marco Ratto
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Michel Juillard