Johannes Pfeifer
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
Stéphane Adjemian (Charybdis)
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis)
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis)
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
Johannes Pfeifer
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
Stéphane Adjemian(Charybdis)
055ffb0b9e
Added second input argument to missing/nanmean routine.
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This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.
Fixes the bug introduced in b4204f8b9e
for those
who do not have the statistics toolbox.
2018-01-13 00:10:50 +01:00
Marco Ratto
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
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- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
Johannes Pfeifer
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
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Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
Stéphane Adjemian (Charybdis)
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
Marco Ratto
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
Marco Ratto
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
Marco Ratto
3e589d2440
Bug fixes in
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1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
Marco Ratto
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
Marco Ratto
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
Marco Ratto
a04b2876f2
bug fixes:
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- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
Marco Ratto
5d6b688f38
Bug fixes:
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- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
Marco Ratto
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
Stéphane Adjemian (Charybdis)
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
Johannes Pfeifer
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Houtan Bastani
e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
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Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
Johannes Pfeifer
2e69ae22ff
Make Octave error message more constructive and informative
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See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
Houtan Bastani
93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
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Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
Johannes Pfeifer
ce4d8c3544
Cosmetic fix to error message
2017-11-28 10:27:43 +01:00
Johannes Pfeifer
b3d399e901
Add diffuse_filter as option to dynare_sensitivity
2017-11-22 16:25:29 +01:00
Houtan Bastani
9be04a449f
submodule update: dates
2017-11-17 10:29:29 +01:00
Stéphane Adjemian(Charybdis)
6e527b467d
Make backward model IRF routine also return the impulses.
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- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
Stéphane Adjemian(Charybdis)
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
Stéphane Adjemian(Charybdis)
a0f089af2d
Updated dseries submodule (fixed horzcat behaviour).
2017-11-14 14:35:41 +01:00
Houtan Bastani
f1db5cd264
dynare command line: fix bug introduced in c258bad2ab
2017-11-14 14:09:15 +01:00
Houtan Bastani
c258bad2ab
dynare command line: be less strict in accepting macros from .mod file
2017-11-14 12:21:48 +01:00
Stéphane Adjemian(Charybdis)
c958f4ac04
Updated dates and dseries submodules (fixed overloaded struct function issue).
2017-11-12 16:09:20 +01:00
Houtan Bastani
fc10d35330
submodule update: dseries
2017-11-10 12:38:08 +01:00
Stéphane Adjemian (Charybdis)
6d8b224f67
Updated dseries submodules.
2017-11-08 18:33:56 +01:00
Houtan Bastani
d3c4477f3e
remove duplicated line
2017-10-24 16:37:08 +02:00
Stéphane Adjemian
bb7c245048
Merge pull request #1542 from JohannesPfeifer/isstring
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Make isfile.m command work with Matlab versions before 9.1
2017-10-19 20:08:13 +02:00
Stéphane Adjemian (Charybdis)
798c22fb6e
Account for matlab R2017b.
2017-10-17 17:55:09 +02:00
Johannes Pfeifer
fa26ab10e0
Make isfile.m command work with Matlab versions before 9.1
2017-10-17 09:14:15 +02:00
Stéphane Adjemian (Charybdis)
d4e3dbe370
Fixes #1541 .
2017-10-16 23:23:58 +02:00
Stéphane Adjemian(Charybdis)
46ce6e02af
Updated dseries submodule (fixes abscissa tick labels in plot overloaded function).
2017-10-14 21:41:35 +02:00
Stéphane Adjemian(Charybdis)
4b4c3db3b9
Allow shocks over multiple periods in backward model routine.
2017-10-14 16:35:01 +02:00
Stéphane Adjemian(Charybdis)
56d3adb778
Chek if variance of the shocks in backward model IRF routines are defined when required.
2017-10-14 16:05:55 +02:00
Stéphane Adjemian(Charybdis)
bc76988b01
Fixed bug in bakward model IRF routine.
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Missing index.
2017-10-14 15:31:52 +02:00
Stéphane Adjemian(Charybdis)
1b042f01e0
Added new interface for specifying shocks in backward models IRFs.
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By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac
)
2017-10-12 12:18:18 +02:00
Stéphane Adjemian (Charybdis)
008f30ea07
Updated dseries submodule.
2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis)
61b23a17f4
Merge branch 'upgrade-classes'
2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla)
88a9493bc3
Updated dates submodule.
2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla)
4757713829
Fixed type of first returned argument.
2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla)
d3d11b7a9a
Updated dseries submodule.
2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla)
560a047a53
Moved isfile routine in missing.
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This routine has been introduced in R2017b. Closes #1523 .
2017-10-10 13:33:32 +02:00