e7442bcf78
added geometric average.
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Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00
46d6e59c9a
small fix to file names
2017-03-17 12:41:59 +01:00
bfe6d04bf2
- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
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- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
bb4ecbf5a8
Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
2017-03-17 12:41:59 +01:00
a7ae355e8f
Fixed dating issues in some plot shock decomps
2017-03-17 12:41:59 +01:00
441d34a6ee
Fixed bug with realtime conditional shock decompo
2017-03-17 12:41:59 +01:00
f87e240b30
Some better diversification of fig names and captions
2017-03-17 12:41:59 +01:00
92f79a14f4
Added realtime conditional forecast shock decomposition
2017-03-17 12:41:59 +01:00
3bebeb1832
Legend for detailed plots
2017-03-17 12:41:59 +01:00
3fdf7be6e8
- removed useless internal option fig_mode
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- better captions/figure nsmes
- moved plots to graphs subdir
- fixed latex issuea [label and caption].
2017-03-17 12:41:59 +01:00
10773e2cbb
results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior.
2017-03-17 12:41:59 +01:00
d304fd26c1
shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust.
2017-03-17 12:41:59 +01:00
c2d2c46edf
fixed figure name
2017-03-17 12:41:59 +01:00
02b3e20377
allow uimenu's also for colored graphs + better organization of userdata info
2017-03-17 12:41:59 +01:00
4ff586247e
bug fix in Others group label
2017-03-17 12:41:59 +01:00
2c54d4432a
- Bug fix with screen_shocks option
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- fix to figure title
2017-03-17 12:41:59 +01:00
ad55e1b085
initialize screen_shocks option of shock decomp
2017-03-17 12:41:59 +01:00
9e73a9e86b
add steady state line
2017-03-17 12:41:59 +01:00
94297b71cc
bug fixes around plot_shock_decomposition.m utilities
2017-03-17 12:41:59 +01:00
0bf30889f9
Fixed header + bug fix for default options + set only local nograph
2017-03-17 12:41:59 +01:00
e3c825f01a
fixed header
2017-03-17 12:41:59 +01:00
73e5650dcc
Revert "shock_decomposition should also follow global options_.nograph"
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This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
7733484912
New utility plot_shock_decomposition.m
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new graph_decomp_detail.m for detailed plots of shock contributions
new expand_group.m for optional uimenu operation in case of grouped shocks.
2017-03-17 12:41:59 +01:00
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
a092cc3b73
Set default graph options and extend graph_decomp.m accordingly.
2017-03-17 12:41:59 +01:00
e174d04579
- New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
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- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.
2017-03-17 12:41:59 +01:00
f27f210654
New utility for changing M_.params only locally
2017-03-17 12:41:59 +01:00
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
06326d4477
Fixed bug introduced in cad7adc01f.
2017-03-16 18:14:23 +01:00
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
cc34e16458
Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty.
2017-03-16 15:45:08 +01:00
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
d0ab90275b
Merge pull request #1402 from JohannesPfeifer/prior_asymptote
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Add warning if prior has an asymptote
2017-03-15 16:33:10 +01:00
1ff816d7bf
Updates particles submodule.
2017-03-15 16:30:29 +01:00
4f3b35acba
Account for Matlab 2017a.
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(cherry picked from commit f3a1619040fbb831830791424015d3d3bf8bdbae)
2017-03-13 23:42:48 +01:00
87fc09863d
Add warning if prior has an asymptote
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Can happen with beta and gamma distribution. Closes #1401
2017-03-10 15:16:33 +01:00
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
927b813ed8
Removed printing of debugging info.
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Introduced in ffebf6b262
2017-02-15 13:35:33 +01:00
ffebf6b262
Check positive steady state for loglinear option...
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1e-9 is too far from zero. Set 1e-16 as a threshold value for the positivity test.
2017-02-15 12:41:56 +01:00
9fbef0c107
Removed penalty_hessian routine.
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+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
2017-02-08 13:07:25 +00:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
62c954ff12
Fixes #1287 .
2017-01-25 22:13:36 +01:00
0b1b873160
Updated dseries submodule.
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Fixes remaining Octave failing unit tests.
2017-01-25 09:18:28 +01:00
875497bc71
Unit test lpdfgweibull.m: adjust upper integration bound under Octave
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Does not correctly integrate otherwise as more than 99% of support is 0
2017-01-18 11:01:13 +01:00
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
ba9af24a67
Merge pull request #1370 from JohannesPfeifer/updated_variables
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Output UpdatedVariables in oo_ without filtered_variables
2017-01-05 11:50:06 +01:00
4dfec0d7fb
Merge pull request #1369 from JohannesPfeifer/disp_dr_aux_var
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disp_dr: Add case for aux_vars.type==0
2017-01-05 10:44:44 +01:00
77a93d6ff9
Merge pull request #1362 from JohannesPfeifer/MCMC_jumping_covariance
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Moving loading of MCMC_jumping_covariance to after display of standar…
2017-01-05 09:02:59 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
c893c0620c
Merge branch 'pr#1354'
2017-01-04 15:12:32 +01:00
2c5b1fed2d
Use master function lyapunov_solver.m to call individual solvers
2017-01-04 11:25:44 +01:00
b946d3c082
Merge pull request #1353 from JohannesPfeifer/Plot_posterior
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PlotPosteriorDistributions.m: remove eval commands and fix typo in "m…
2017-01-04 11:20:06 +01:00
e815c2b4db
Output UpdatedVariables in oo_ without filtered_variables
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Makes it consistent with manual and closes #1366
2017-01-04 10:57:00 +01:00
515e080f49
Do not compute static residuals if steady state routine failed.
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Avoids cryptic model dependent error message.
2017-01-04 10:26:22 +01:00
65c402469c
disp_dr: Add case for aux_vars.type==0
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Closes #1367
2017-01-04 09:14:01 +01:00
3c892170ef
Fixed bug with getting CPU number on mac [see #1272 #838 ]
2017-01-03 19:24:18 +01:00
ee7611c8ad
added note to commented text, as an alternate option, should bugs/problems be reported with line 60
2017-01-03 19:15:53 +01:00
7b4fc9ec4a
Moving loading of MCMC_jumping_covariance to after display of standard errors and computation of Laplace approximation
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Closes #1255
2016-12-27 12:07:22 +01:00
d8b0495c77
Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option
2016-12-26 13:11:01 +01:00
452d3cd986
Implement preprocessor interface for posterior_nograph option
2016-12-26 13:07:46 +01:00
28d4ed1918
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
4ecf1d9f5d
Workaround to avoid popup figures with nodisplay option saved as fig in MATLAB.
2016-12-20 09:14:48 +01:00
a55cbdd5fe
Provisions for new node option NumberOfThreadsPerJob. Document option
2016-12-19 23:28:46 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5707b4d965
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
61ee4e123c
Reset selected_variables_only in shock_decomposition.m
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closes #1350
2016-12-18 09:57:51 +01:00
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
33d0f44c40
model_diagnostics.m: provide warning that check of dynamic model is not supported for block option instead of crashing
2016-12-17 21:28:04 +01:00
1a8382adfb
OSR: add error indicator and suppress output if noprint options is specified
2016-12-17 19:30:57 +01:00
7254767ccf
Fix bug in osr_obj.m that did not correctly filter out all problems
2016-12-17 19:30:57 +01:00
481bb43fd7
PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors"
2016-12-17 18:20:58 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
c03fa143f7
Fix printout of comment in McMCDiagnostics.m
2016-12-17 17:22:05 +01:00
d6d517c4c9
Move MCMC diagnostics files to separated folder
2016-12-17 17:22:04 +01:00
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
c2d72d2292
fix check of path for octave
2016-12-05 12:28:02 +01:00
f5fb81a758
Correct typos in error message and header
2016-12-01 17:49:06 +01:00
95076d5c72
Fixed initial condition of stochastic simulation of backward looking models.
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Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
2016-12-01 13:32:54 +01:00
ca1c6ecc0e
Increase test tolerance under Octave for lpdfgweibull.m
2016-11-24 11:50:21 +01:00
42acb96b3d
renamed compute schur_statespace_transformation.m
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refactored code
2016-11-22 18:40:10 +01:00
73e0f9d591
made evaluate_steady_state file consistent with evaluation of auxiliary
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variables in <fname>_static.m file
2016-11-20 15:40:08 +01:00
e14a215556
put Z back
2016-11-20 11:46:21 +01:00
897af97bff
diffuse filter: fixed bug when nonstationary variables aren't observed
2016-11-20 11:08:07 +01:00
1a978e42df
Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
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Closes #1339 by properly factorizing computations
2016-11-19 10:07:16 +01:00
2f9dc09285
diffuse filter: removed special treatment of static variables
2016-11-18 14:36:24 +01:00
383d891e81
updating extended path notes
2016-11-14 16:42:49 +01:00
46b44cd481
missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail
2016-11-14 11:54:39 +01:00
89e0a84327
fix typo from 98cf1bfc1d
2016-11-14 11:08:02 +01:00
80157985c0
Merge pull request #1333 from JohannesPfeifer/octave_unit_test
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Two fixes related to Octave unit test
2016-11-13 19:14:50 +01:00
6e93b1ecbf
Merge pull request #1330 from JohannesPfeifer/resol_fix
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resol.m: make sure oo.dr is correctly updated even if function is abo…
2016-11-13 19:14:23 +01:00
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Marco Ratto
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Michel Juillard