560d9719db
Correct copy and paste mistake in prior_draw.m for inverse gamma II
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In case of bound violations, it was instead sampled from inverse gamma I
2015-07-24 15:59:40 +02:00
3d9f12d769
Add check whether prior mean violates Generalized (Inverse) Gamma
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Performs check as for generalized beta distribution
2015-07-24 15:08:52 +02:00
f788271b9c
In debugging modus, provide termination values of steady state finding.
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Closes #3
2015-07-24 10:44:46 +02:00
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
61d514c9eb
Merge pull request #991 from JohannesPfeifer/marginal_density
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marginal_density.m: performance improvements
2015-07-23 18:26:06 +02:00
5d775d3d76
marginal_density.m: Rely on already computed inverse of SIGMA
2015-07-23 18:18:31 +02:00
4202dff6c9
marginal_density.m: only compute determinant once
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Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
2015-07-23 18:13:15 +02:00
9e3f89fd3b
marginal_density.m: move inversion out of loop
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Related to #270
2015-07-23 17:54:46 +02:00
a156f2b42c
Merge pull request #990 from JohannesPfeifer/mode_file
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Delete mode-file option after completing estimation
2015-07-23 17:22:48 +02:00
7f0318856a
Delete mode-file option after completing estimation
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Prevents the recursive estimation from altering the option and closes #378
2015-07-23 16:52:21 +02:00
d67e003e03
Correct check condition in dynare_estimation_init.m introduced in b2017ffece
2015-07-23 16:45:40 +02:00
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
5791e15007
Merge pull request #985 from JohannesPfeifer/display_jacobian
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Change display_problematic_vars_Jacobian.m to use number of auxiliary…
2015-07-23 15:55:48 +02:00
13cb9930f4
Merge pull request #983 from JohannesPfeifer/lyap_fix
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Two fixes regarding solution of lyapunov equations
2015-07-23 15:55:12 +02:00
53fef04e29
Merge branch 'new_ep'
2015-07-23 15:46:09 +02:00
b2017ffece
Check whether estimation is fully ML or fully Bayesian
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Closes #754
2015-07-23 14:44:25 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
33f4fa9f48
Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor
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Closes #972
2015-07-23 09:53:02 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
aee579ecc1
Add iteration maximum to disclyap_fast.m prevent infinite loops
2015-07-22 15:08:25 +02:00
83352e688a
Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files
2015-07-22 13:47:08 +02:00
7ff165f8b2
Merge branch 'master' into new_ep
2015-07-22 09:31:22 +02:00
06bd20214e
Replace strmatch by strcmp
2015-07-21 16:40:40 +02:00
319f73434c
Fix copy and paste error introduced in 3c9b031bd1
2015-07-21 16:18:15 +02:00
2d8e6e2c83
Account for strmatch returning empty array instead of 0 if nothing is found
2015-07-21 16:00:00 +02:00
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
808fc067e2
Merge branch 'master' into new_ep
2015-07-21 14:05:47 +02:00
68af0a4e65
Account for potentially unset M_.dname in forecast_graphs.m
2015-07-21 11:46:47 +02:00
15b47ef50b
Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected
2015-07-21 11:41:39 +02:00
84e04522bf
Account for options_.nk potentially being empty.
2015-07-21 10:41:47 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
c15e8f65c7
Merge pull request #769 from JohannesPfeifer/filtered_vars_ML
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Do not create classical filtered variables at posterior mean if Bayesian...
2015-07-20 14:21:30 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
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Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
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Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
9634ff2098
Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
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Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
86322bcb3a
Fix typo in dsge_likelihood.m
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blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
b0bbab68f3
Add likelihood value to mode-file
2015-07-20 13:06:22 +02:00
d6bc85fdc6
Improve error message for incompatible filter/Kalman option
2015-07-20 13:06:22 +02:00
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
2c8ee55d16
Revert "adding provision for histval in conditional_forecasts"
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This reverts commit cb9a0ef064
2015-07-20 10:16:03 +02:00
cb9a0ef064
adding provision for histval in conditional_forecasts
2015-07-19 17:34:06 +02:00
edbd1ef374
fixing typo
2015-07-13 11:51:07 +02:00
dd8bd78562
Updated dseries submodule.
2015-07-09 16:03:47 +02:00
29589c062f
Moved mode_check data file (see commit fe41b64c84) in a subfolder.
2015-07-08 17:18:27 +02:00
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
84f2b50043
Block using presample option with DSGE-VAR
2015-07-08 09:21:50 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
ca6da942f2
Merge pull request #968 from JohannesPfeifer/Typos
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Fix typos in error message in stochastic_solvers.m
2015-07-06 09:37:21 +02:00
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
3d4d3ff2cb
Replace call to cholcov by call to chol
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Closes #964
2015-07-06 08:21:09 +02:00
3b142de609
submodule update: reporting
2015-07-02 11:16:10 +02:00
73781eafcf
submodule update: reporting
2015-07-02 10:15:57 +02:00
8ab0a60164
submodule update: reporting
2015-07-02 10:08:34 +02:00
cccb0995ff
submodule update: reporting
2015-07-01 15:07:31 +02:00
a51e7251e1
submodule update reporting
2015-06-26 15:42:06 +02:00
23ff65d15a
Updated dynare_config routine (initialization of the dseries and dates classes).
2015-06-24 19:02:42 +02:00
6d2f049637
Moved routines and updated submodules dseries and dates.
2015-06-24 18:54:51 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
49dbd4e091
Merge pull request #960 from JohannesPfeifer/calib_smoother
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Filter out case where estimated_params block is present but smoother on calibration is requested
2015-06-18 12:15:19 +02:00
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
bf707c1975
Merge pull request #962 from JohannesPfeifer/bvar_irf_fix
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Port bugfix #920 for Bayesian IRFs to BVAR routine
2015-06-18 11:27:55 +02:00
770250aee9
submodule update: reporting
2015-06-17 12:58:03 +02:00
ecd03815c8
Port bugfix #920 for Bayesian IRFs to BVAR routine
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Fixes plotting of IRFs where IRFs turn from negative to positive
2015-06-15 19:31:09 +02:00
44fd0b37f9
reporting: submodule update
2015-06-11 11:55:31 +02:00
a39c26060e
Fix bug for models with leads and legs in exo variables
2015-06-10 15:57:30 +02:00
864b5f17bc
submodule update: dates
2015-06-10 09:28:07 +02:00
22b1aa7a0d
Filter out case where estimated_params block is present but smoother on calibration is requested
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In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
2015-06-09 14:51:32 +02:00
ac7b8a691e
Fix evaluation of residuals stored in info
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They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
f1d81dbf90
Account for latex_original file in collect_LaTeX_Files.m
2015-06-08 17:59:57 +02:00
45bbd460e7
Add routine collect_LaTeX_Files.m that integrates non-standalone TeX-codes into one file that can be compiled
2015-06-08 17:57:16 +02:00
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
be567c92a3
Fix description of generating function in eps-loader in dynare_estimation_1.m
2015-06-08 17:57:15 +02:00
200187a2c9
Fix TeX-loader of PosteriorIRF.m
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It referred to the wrong files and always loaded only one figure, even if several were created.
2015-06-08 17:57:14 +02:00
66a840b4d5
Add TeX-loader to forecast_graphs.m used with dyn_forecast.m
2015-06-08 17:57:14 +02:00
3a18b72f1b
Add TeX eps-loader to graph_decomp.m called in shock_decomposition.m
2015-06-08 17:57:14 +02:00
efb23bbca0
Add captions to pm3.m TeX-output
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Otherwise, it is impossible to know that is displayed
2015-06-08 17:57:13 +02:00
26f6f7eb3b
Fix bug in forecast_graphs.m when var_list_ was empty
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In this case, var_list was not set to M_.endo_names because of a typo
2015-06-08 17:57:13 +02:00
6f7265337b
Fix saving of graphs in forecast_graphs.m
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Did not use the M_.dname folder, but rather fname
2015-06-08 17:57:12 +02:00
a339164b77
Eliminate global variables from dyn_forecast.m and add header
2015-06-08 17:57:12 +02:00
8385e813ce
Fix display of ML forecasts with Matlab 2014b graphics interface
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Explicit colours need to be specified
2015-06-08 17:57:11 +02:00
c2f07c720f
Add check whether tarb_new_block_probability is between 0 and 1
2015-06-08 16:49:39 +02:00
3bf13dd53b
Add functionality for TaRB
2015-06-08 16:44:44 +02:00
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
ccbb5fa7fb
Fix relative_irf option for higher order
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Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
3c9b031bd1
Fix bug in dynare_estimation_init.m if steady state does not solve
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There was no check in dynare_estimation_init.m whether the steady state solved, but the noconstant option was set nevertheless. This gave rise to cases where a steady state file returned 0 for the observables, but the steady state did not exits. Due to later using use_calibration, this problem with the initial values was not detected, but the observation equation featured no constant although it should. The solution is to move the use_calibration option before the first steady state computation and then issue an error if the parameterization does not work
2015-06-08 16:35:50 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
5f40285307
Take care of more requested plot periods than unconditional forecast periods
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Also takes care of initial period that was neglected
2015-06-08 15:33:54 +02:00
5d8da65e6d
Add check for unique data entries in dataset
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Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
c864d9facb
Fix histvalf.m for steady state files
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In this case, ex0_ is required, but it was not set global, leading to crashes
2015-06-07 17:28:16 +02:00
13134e0c80
Make check_list_of_variables.m reflect that varobs is now a cell array.
2015-06-07 17:25:04 +02:00
c39331d526
Fix bugs in dyn_mex.m under Windows
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Fixes string comparison and copy and paste error.
2015-06-07 14:07:11 +02:00
e07607011c
Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
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Fix bug in dynare_estimation_init.m with analytic_derivation where param...
2015-06-06 23:17:10 +02:00
79ca991b02
Add initialization of c1 to sylvester3.m
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Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
2015-06-06 18:45:05 +02:00
27622a29da
Fix initialization of parameter bounds for ML case in stab_map_.m
2015-06-06 17:40:37 +02:00
68c9c3e9ab
Account for ML in map_ident_.m
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In this case, pdraws is empty. Closes #676
2015-06-05 20:49:43 +02:00
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
a269bed26e
Account for fact that varobs is row cell now, not char column array in GSA
2015-06-05 20:47:51 +02:00
88ae542a8a
Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf
2015-06-05 20:46:46 +02:00
1232d51765
Cosmetic fixes to stab_map_.m
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Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
446b1f6dc1
Fix bug in identification when estimating only standard deviations
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Closes #945
2015-06-05 18:22:45 +02:00
3ea44d47cf
Port changes from #511 to gsa/set_shocks_param.m
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Closes #662
2015-06-05 16:56:32 +02:00
01cb238a22
Account for NaN in graphs during identification if ML is used
2015-06-05 16:40:01 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
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Closes #677
2015-06-05 16:39:17 +02:00
0b99367648
Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
2015-06-05 16:35:05 +02:00
11c84b733f
Fixed bug.
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isoctave is not in the path when calling add_path_to_mex_files.
2015-06-05 11:32:44 +02:00
6196501f37
Updated dseries submodule (fix for octave and big csv files loading).
2015-06-04 18:38:37 +02:00
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
08635df66f
submodule update: reporting
2015-06-03 15:22:47 +02:00
c639e4a075
Merge pull request #952 from JohannesPfeifer/ident_lag_fix
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Update computation of non-zero moments within loop that increases num…
2015-06-03 14:26:34 +02:00
7a1b5a3dfc
Updated particles submodule.
2015-06-03 12:05:18 +02:00
6d17a860b5
Update computation of non-zero moments within loop that increases number of lags
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Closes #949
2015-06-03 11:16:55 +02:00
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
3602a0b1a8
Fix bug in pm3 for filtered variables that led to crashes.
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Manual merge of Johannes PR #737 .
-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
b53578dc80
Completed description of minimizer_algorithm input argument.
2015-06-01 16:42:02 +02:00
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
c97aaad62d
Fixed bug.
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Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
959349d30f
Put rgwmh options in a substructure.
2015-05-28 18:03:53 +02:00
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
a211e91378
Updated particles.
2015-05-28 15:36:56 +02:00
60b3577a09
avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
2015-05-28 11:53:50 +02:00
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
0c2483278c
Add three variables for RWGMH.
2015-05-28 11:45:16 +02:00
94776660ff
Merge branch 'master' into rewrite-nonlinear-filters
2015-05-28 10:03:26 +02:00
47f4d37e70
Fixed online filter with first order approximation of the model.
2015-05-27 18:06:48 +02:00
888cf1eeff
Updated particles.
2015-05-27 16:00:09 +02:00
38a276fb08
restore the default value for distribution_approximation
2015-05-27 14:57:01 +02:00
df67efcb7c
add an exception for the use of gaussian filters and gradient-based estimation methods
2015-05-27 14:37:50 +02:00
96b484d89c
Updated particles.
2015-05-27 14:35:55 +02:00
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
1b822a9105
fix calls to dynare_solve() when Jacobian of function must be computed
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numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +02:00
90c4f834f2
fix typo introduced in f03839cf12
2015-05-26 12:11:24 +02:00
d81dda5044
fixing bug in last commit
2015-05-25 18:52:46 +02:00
3ef5bc2989
Merge branch 'master' into new_ep
2015-05-25 17:20:23 +02:00
92a33f9792
changed another call to dynare_solve() forgotten in last commit
2015-05-25 17:15:09 +02:00
f03839cf12
removed "global options_" in dynare_solve.m and made it an
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argument. Modified all calling functions.
2015-05-25 17:15:09 +02:00
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
d5cb78bbea
fix typo introduced in 89828e56cc
2015-05-20 10:12:24 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
8b6040717a
Added missing semicolon.
2015-05-18 18:00:09 +02:00
cb1fc3ec3c
Lift unnecessary restriction of not allowing simpsa with infinite bounds
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Introduction of options_.huge_number makes this redundant
2015-05-13 20:33:14 +02:00
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
902a5d2788
ensure that mex file exists before doing comparison
2015-05-12 10:55:24 +02:00
646658a0f2
Add missing deblank to disp_dr.m
2015-05-11 17:40:03 +02:00
3c3b255025
Clarify that output of mode_check.m is minus likelihood/posterior
2015-05-11 17:39:26 +02:00
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
a5a5490a12
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
b67e9626f7
Add more information to header of rand_multivariate_student.m
2015-05-10 10:06:42 +02:00
16a29d58a6
Merge pull request #930 from JohannesPfeifer/rename_hessian
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Make sure that no variable is named hessian
2015-05-10 09:09:43 +02:00
e76f81740f
Make sure that no variable is named hessian.
2015-05-10 08:17:40 +02:00
29f9cb4d53
Merge pull request #929 from JohannesPfeifer/delete_stale_files
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Delete stale files from previous MCMC runs
2015-05-09 22:47:25 +02:00
b8eb0ff72d
Added online help to prior command (cli).
2015-05-09 22:36:19 +02:00
fa1f7794d5
Delete stale files from previous MCMC runs
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Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
450520e946
Merge pull request #926 from JohannesPfeifer/return_values
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Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
2015-05-09 14:27:03 +02:00
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
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During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
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Closes #284
2015-05-09 08:03:55 +02:00
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
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Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
f960e7bb68
Merged branch simpsa-inf-fix.
2015-05-07 16:01:43 +02:00
6d0dfc2d3f
Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
2015-05-07 15:59:46 +02:00
f26cec2430
Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
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Fix compatibility of mode_compute=7
2015-05-07 15:16:15 +02:00
de526eae57
Merge pull request #906 from JohannesPfeifer/table_display
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Cosmetic fixes to the on-screen display of tables
2015-05-07 15:15:38 +02:00
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
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Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
971142131e
Merge pull request #918 from JohannesPfeifer/Geweke_fix
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Fix Geweke convergence when used with load_mh_file
2015-05-07 14:09:36 +02:00
cd509427bf
Merge pull request #919 from JohannesPfeifer/Trace_Plot
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Add possibility to plot posterior density to trace_plot.m
2015-05-07 14:09:11 +02:00
0e0cb1a191
Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
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Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-07 14:07:21 +02:00
3a79f28941
Merge pull request #921 from JohannesPfeifer/dynasave
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Add check for field existence to dynasave.m
2015-05-07 12:49:31 +02:00
7e3778df7f
Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
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Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
e2b59630c1
diffuse_kalman_tol not properly triggered
2015-05-07 10:18:55 +02:00
0c7b4f542c
Add check for presence of NaN in JJ to identification_analysis.m
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Usually happens when model has a unit root and unconditional second moments are NaN
2015-05-06 16:14:45 +02:00
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
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of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
7d263dcd2f
Add check for field existence to dynasave.m
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Otherwise, if simulations do not exist, a cryptic crash happens
2015-05-05 16:09:05 +02:00
b8c6c87908
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-05 16:02:37 +02:00
6d7cbe33c5
Add possibility to plot posterior density to trace_plot.m
2015-05-04 10:49:24 +02:00
50f0dadec8
Fix Geweke convergence when used with load_mh_file
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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
e550aa806a
change convert_oo_ to be forward compatible
2015-04-30 15:25:54 +02:00
9cf352e471
bug fix in check_valid_ver
2015-04-30 15:24:12 +02:00
a93e0157e4
add utilities to convert oo_ between different versions of dynare, #546
2015-04-30 14:45:53 +02:00
67b3c5deef
Cosmetic changes to masterParallel.m
2015-04-30 09:04:09 +02:00
7570328c0d
reporting: submodule update. closes #869
2015-04-29 16:22:12 +02:00
6a17fe5de3
Fix provisions for matlab 8.5 win32 bits.
2015-04-29 11:33:14 +02:00
07c74f7f7d
reporting: submodule update (to be reverted when Debian tex distro is finally updated)
2015-04-28 17:39:04 +02:00
fa5eb67d91
reporting: submodule update (to deal with Debian's outdated LaTeX distro. Revert when servers are updated), #867
2015-04-28 16:39:02 +02:00
c9b404fc1b
reporting: submodule update, #867
2015-04-27 18:28:11 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
17e03a82e3
fix comment
2015-04-27 11:07:52 +02:00
b4941c02d3
Cosmetic Fixes to Metropolis-Hastings routines
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- Adds comments and headers and fixes typos in previous ones
- Make naming in random_walk_metropolis_hastings_core.m more intuitive
2015-04-25 19:28:16 +02:00
9408319e48
Cosmetic changes related to solvopt.m
2015-04-24 12:31:27 +02:00
4ffebeee2e
dseries: submodule update
2015-04-23 14:15:47 +02:00
db272f114b
Compatibility fixes for MATLAB <= 7.7.
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The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
8285121f9b
Allow selection of tolerance for display of decision rules
2015-04-22 15:37:35 +02:00
20a4f551ed
Improve display of decision rules by accounting for variable lengths
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Also cleans up file by factoring code
2015-04-22 15:29:04 +02:00
0dac179944
Improve display of tables
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Closes #892 by allowing for optional inputs for cell lengths. Replaces centering of headers by right-flush to improve readability.
2015-04-22 15:26:03 +02:00
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
ac15eda6de
Revert "Add check for valid filename"
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This reverts commit 39c7b793f29f7d3524e9
2015-04-22 13:55:35 +02:00
57f89d6843
Merge pull request #905 from JohannesPfeifer/filename_check
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Add check for valid filename
2015-04-22 13:47:15 +02:00
9f7d3524e9
Add check for valid filename
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Uses the same restrictions as variable names.
2015-04-22 13:30:09 +02:00
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
df697febcb
dseries: submodule update
2015-04-22 11:38:36 +02:00
8eaa645800
Fix compatibility of mode_compute=7
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Uses wrapper as for mode_compute=3 to restore to conform to Octave syntax
2015-04-22 11:08:32 +02:00
39c7b793f2
Add check for valid filename
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Uses the same restrictions as variable names.
2015-04-22 10:57:10 +02:00
c6c5cd8ce8
Allow Inf bounds in simpsa by replacing them with big finite number
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Closes #585
2015-04-21 16:26:46 +02:00
3dee87c243
Fix crash in unit test fs2000_smoother_only
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For calibrated models, the param_vals field does not exist
2015-04-20 16:45:51 +02:00
31cd80e9a9
Fix crash in error message display of perfect_foresight_setup.m when more than one variable is not present in current period
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Concatenation otherwise crashes due to non-conformable matrices
2015-04-19 10:52:22 +02:00
8ab8d46281
small fix in matlab annotation
2015-04-17 09:16:54 +02:00
0a27b71f7e
Merge pull request #886 from rattoma/gsa
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Enhance and harmonize reduced form mapping routine
2015-04-17 08:41:32 +02:00
bc6cf0345f
Clean up csminwel1.m
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Adds documentation and puts calling of numerical gradient to nested function as previously suggested in comment at the bottom of file
2015-04-17 07:05:01 +02:00
b629d3ca19
Cosmetic changes to csminwel routines
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Mostly adds documentation
2015-04-17 07:05:00 +02:00
84f0060cbd
Fix bug where inverse Hessian from csminwel1.m was taken as Hessian
2015-04-17 07:05:00 +02:00
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
b0f4f2af78
Harmonize use of front-end mcf_analysis.m in GSA and identification routines.
2015-04-16 18:25:35 +02:00
57e9b9fa8b
Revived reduced form mapping routine:
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1) use new mcf_analysis.m;
2) use generic filtering when threshold does not work;
3) make log-tranformed mapping meaningful and comparable to baseline;
3) harmonize names of files saved and reduced number of directories created;
2015-04-16 16:13:16 +02:00
0faf6e1981
Allow inverse transform and set minimum threshold for lam
2015-04-16 16:13:00 +02:00
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
4e1e7732fd
fix graphic issues with eps
2015-04-16 12:30:27 +02:00
8d679bff6f
missing bits in fixes to graphical issues #881 .
2015-04-16 08:52:42 +02:00
41cebf7e4e
- fix nograph option in GSA graphical output
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- fix graphical output issues on unix
2015-04-15 22:54:36 +02:00
f0770186ca
Exhanged mode_compute=2 and mode_compute=102.
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These options are for the simulated annealing algorithm, the Mathworks' global optimization
toolbox is mandatory for mode_compute=102. The first option relies on a
free implementation (works also with Octave).
2015-04-15 12:42:08 +02:00
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
1a6afc0fdb
Restore compatibility of recursive estimation with new data interface
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Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
ffc4b7480c
- improved plots with MATLAB annotations [trapped in octave] and different colors
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- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
Johannes Pfeifer
MichelJuillard
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Marco Ratto
Frédéric Karamé
Sébastien Villemot