0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
e32cbf626f
Fixed bug when neighborhood_width is used : MC option must be forced.
2015-04-14 12:06:25 +02:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
2014-11-14 17:59:08 +01:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
904b8025f3
Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings).
2014-06-25 11:27:12 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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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
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +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.
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(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
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
df611e9e9d
Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones
2013-04-27 11:53:35 +02:00
b77445e5f9
1) Allow threshold reduced form mapping also for posterior samples;
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2) Improve the notation of info saved of threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
9a622298e8
Fixed spurious bugs when new MC smoother is invoked when an old one is already present in gsa results subfolders
2013-03-27 17:39:55 +01:00
d6993cecc4
1) trap the case where the model does not solve for any parameter values in the MC sample;
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2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
931b22cb26
option kalman_algo was not properly managed by gsa toolbox
2013-02-08 14:29:52 +01:00
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
a74f7c0285
Reduce the number of plots produced by default with rmse filtering and redform filtering
2012-06-29 00:48:24 +02:00
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
6b908a38eb
when identification=1, the only morris options allowed remain
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morris 1 or 2.
2012-06-08 15:27:41 +02:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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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
0130d6cbe4
octave fix for windows as well
2011-10-25 19:20:48 +02:00
3f43f556c8
Fixes for octave with unix
2011-10-25 19:10:45 +02:00
b4fa7ef84e
Make gsa compatible with octave;
2011-10-25 18:00:54 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
2a8425d9bc
GSA: remove useless addpath (already done in dynare_config.m)
2011-10-12 17:46:48 +02:00
b4d773d593
First fix for gsa.
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prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
80582b19bd
Provisions for new options
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pvalue_ks
pvalue_corr
2011-07-07 09:48:06 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
5e230e41b4
Fixed initialization of options related to identification.
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(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
fc0b867f5a
Fixed bug with empty qz_criterium.
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(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
2011-04-07 10:36:37 +02:00
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
414ea4daf0
forced order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
b863a6d6fc
Added new identification options introduced in the preprocessor.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:47 +00:00
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
Johannes Pfeifer
Marco Ratto
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Michel Juillard
Sébastien Villemot
Houtan Bastani
ratto
sebastien