stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
9,124 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

52 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Johannes Pfeifer 09e03e7a6f Move closing of file in mode_check.m out of the loop 
Code will otherwise crash with more than one figure to plot.
 2015-11-28 14:07:36 +01:00
Michel Juillard 035adeb89e Revert "More fixing related to objective_function_penalty_base" 
This reverts commit 1ad8df4635.
 2015-10-09 14:23:31 +02:00
Michel Juillard 1ad8df4635 More fixing related to objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Johannes Pfeifer ee66f892ca Add missing fclose to mode_check.m 2015-08-17 14:42:52 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix 
Various fixes related to graphs and eps-TeX-loaders
 2015-07-20 14:36:20 +02:00
Stéphane Adjemian (Lupi) 29589c062f Moved mode_check data file (see commit fe41b64c84) in a subfolder. 2015-07-08 17:18:27 +02:00
Stéphane Adjemian (Lupi) fe41b64c84 Save on disk the data produced by mode_check. 2015-07-08 16:05:38 +02:00
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 3c3b255025 Clarify that output of mode_check.m is minus likelihood/posterior 2015-05-11 17:39:26 +02:00
Johannes Pfeifer e76f81740f Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00
Johannes Pfeifer 8cc9fbd69a Remove hard-coded coloring of legend in mode_check.m 
Now displays correct colors with new Matlab plot interface (>2014a)
 2015-04-02 20:52:49 +02:00
Stéphane Adjemian (Karaba) f48566aeae Fixed prior bounds (according to the doc in master branch). 
* 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
Stéphane Adjemian (Charybdis) 880bb58aef Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input). 2014-06-17 10:19:07 +02:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Sébastien Villemot b4f8532bea Merge pull request #441 from JohannesPfeifer/mode_check 
Bugfix for mode_check and display of parameters out of bounds
 2013-08-12 03:31:50 -07:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Johannes Pfeifer ea5d2e90b2 Take care of parameter estimates at prior bounds in check plots 
Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
 2013-07-05 23:46:05 +02:00
Stéphane Adjemian (Charybdis) 340bcc2739 Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check. 2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis) 39ef86f118 Partially reverted commit 06237375db. 2013-06-18 22:30:49 +02:00
Frédéric Karamé 06237375db Added the possibility to set the number of points in mode_check for computing the transversal cuts. 2013-06-18 16:16:56 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Marco Ratto 26602ecf3c Bug fix for negative values of x(kk) 2013-05-27 12:00:39 +02:00
Marco Ratto 7bef23f1b3 Allow asymmetric mode check plots, using the new option 
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
 2013-05-23 11:37:00 +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 7991c3937c Fixed output list of objective function (to cope with new list for analytic derivatives). 2012-05-30 11:26:07 +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
Stéphane Adjemian (Charybdis) 13eb218513 Fixed bug (ub is unknown but defined as a field in bayestopt_). 2012-03-09 15:06:04 +01:00
Stéphane Adjemian (Charybdis) 6c091015eb Fixed texinfo header. 2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis) cf19df92ef Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode. 2012-03-05 15:03:55 +01:00
Marco Ratto 5bb2b2faad Fixed call to mode_check 2011-11-07 09:12:54 +01:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
 2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis) e2d98b9f32 + Removed globals from get_the_name routine. Added texinfo header. 2011-09-14 23:41:37 +02:00
Stéphane Adjemian (Sedna) 6302abd7bd Allow empty hessian in mode_check routine (options_.cova_compute==0) 2011-05-13 12:46:55 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Stéphane Adjemian (Scylla) 3aaccc59e3 Changes related to the new interface for the dsge-var models. 2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Charybdis) 3f1fad9cd2 Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
Stéphane Adjemian (Charybdis) 55c210ef47 Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic 
changes (removed trap).
 2010-02-04 21:36:21 +01:00
Michel Juillard 2e53bb0807 bug correction in mode_check when incomplete last page of plots 2010-02-04 16:30:19 +01:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
ratto d8cf192c77 Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:45:59 +00:00
stepan 181b268699 + Do not plot likelihood and posterior density if cost_flag = 0, put a 
red bullet on the abscissa instead.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 10:11:38 +00:00
ratto c8966e2452 plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 12:07:40 +00:00
ratto 27850744ba New version with the shape of the likelihood kernel on the top of posterior shape; 
Use of one single loop, by merging the previous three cases, for easier parallelizing.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:54:40 +00:00
stepan 2b0f2d5fd1 Do not print the message "The most negative..." if the hessian of 
minus the posterior kernel is positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:48:30 +00:00
adjemian b820667698 v4.1: Changes related to kalman filter with missing observations. 
* Adapted mode_check.m and hessian.m
 * Removed global from hessian.m
 * Changed call to metropolis
 * Changed the test deciding between KF and KF with missing observations in DsgeLikelihood

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 14:24:35 +00:00
sebastien 108030d2a6 trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 19:59:28 +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
assia 50b745b547 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1628 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-21 11:51:09 +00:00