f464760c45
Revert "remove global objective_function_penalty_base"
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This reverts commit cf858c7fcb
2015-10-09 14:23:31 +02:00
cf858c7fcb
remove global objective_function_penalty_base
2015-10-08 20:57:00 +02:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
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
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
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
27fda91c8c
Replace relative by absolute filenames
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Closes #329
2013-04-27 16:36:10 +02:00
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
e8f159f66b
fixing bugs in previous commit
2012-08-30 12:44:46 +02:00
1bac2d34c3
adding a trap to catch the case where the random generator of the
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master is not available on the slave
2012-08-30 12:24:05 +02:00
dbdbfdd926
adding set_dynare_random_generator_state() and
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get_dynare_random_generator_state(). Use now different seeds for
different Metropolis chains. Fixed handling of random generator state
thourghout the code.
2012-08-29 17:58:54 +02:00
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +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
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
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
bed32115d2
Fixes with screen output for parallel/octave + cosmethics
2011-02-02 14:13:11 +01:00
b5ebff4ff4
bug fix for parallel execution
2010-10-27 11:24:23 +02:00
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
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and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
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textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
77ee04ef37
use of struct2local is eliminated;
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Header is improved;
2010-05-31 11:45:04 +02:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
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deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
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
8a56ed35ad
1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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2) proposal density should contain the jscale.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:15 +00:00
e6a59cd211
Parallelized version of independent MH.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 14:40:08 +00:00
Michel Juillard
Stéphane Adjemian (Karaba)
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Karaba)
JUILLARD Michel
sebastien
ratto