Stéphane Adjemian (Charybdis)
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
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)
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a
). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
...
keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
Stéphane Adjemian (Charybdis)
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
...
keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
Stéphane Adjemian (Charybdis)
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
Stéphane Adjemian (Charybdis)
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
Stéphane Adjemian (Charybdis)
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
Ferhat Mihoubi
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis)
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
Stéphane Adjemian (Charybdis)
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
Stéphane Adjemian (Charybdis)
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
Stéphane Adjemian (Scylla)
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
Stéphane Adjemian (Scylla)
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
Stéphane Adjemian (Scylla)
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
Stéphane Adjemian (Scylla)
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
Stéphane Adjemian (Scylla)
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
Stéphane Adjemian (Scylla)
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
...
Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla)
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
Sébastien Villemot
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
Sébastien Villemot
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
Sébastien Villemot
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla)
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
...
Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Sébastien Villemot
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
Sébastien Villemot
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
Sébastien Villemot
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
Michel Juillard
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
Michel Juillard
80c69c404b
Revert "added default options_.nobs = []; reset options_.nobs after call to"
...
This reverts commit 8dc6b78dde
.
2011-09-18 14:37:29 +02:00
Michel Juillard
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
Michel Juillard
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
Michel Juillard
8dc6b78dde
added default options_.nobs = []; reset options_.nobs after call to
...
intialize_dataset()
2011-09-18 12:00:11 +02:00
Michel Juillard
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
...
univariate Kalman filter
2011-09-18 10:44:05 +02:00
Stéphane Adjemian (Charybdis)
306137bd2b
Reverted commit 3bf482ae5c
. Added missing routine nanmean (computes the mean of the columns of a matrix
...
with some NaNs).
2011-09-17 23:58:20 +02:00
Michel Juillard
3bf482ae5c
temporary commenting of a line triggering errors in test suite
2011-09-17 21:36:40 +02:00
Stéphane Adjemian (Scylla)
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
Stéphane Adjemian (Scylla)
e3bf749826
Fixed bug introduced while removing variables from resol.m.
2011-09-17 15:24:04 +02:00
Stéphane Adjemian (Scylla)
d76273f7c0
Fixed bug introduced while removing globals from resol.m.
2011-09-17 15:19:52 +02:00
Stéphane Adjemian (Scylla)
88b941c7db
Fixed bug (related to globals delaration.
2011-09-17 14:49:09 +02:00
Stéphane Adjemian (Scylla)
53a0418e1f
Fixed typo.
2011-09-17 14:09:48 +02:00
Stéphane Adjemian (Scylla)
d6268cf720
Fixed bugs.
...
(1) Wrong calling sequence for resol routine in check.m.
(2) Replaced steady_state_0 by oo.steady_state in resol.m.
2011-09-17 13:33:57 +02:00
Stéphane Adjemian (Scylla)
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
...
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
Stéphane Adjemian (Scylla)
d81fd1b55b
Removed globals from check routine. Added texinfo header.
2011-09-17 12:53:38 +02:00
Ferhat Mihoubi
3c818378fe
Corrects a bug related to the number of arguments passed to the static m-files
2011-09-16 17:48:23 +02:00
Sébastien Villemot
9ab9288b9f
Merge remote-tracking branch 'ferhat/master'
2011-09-16 17:42:04 +02:00
Ferhat Mihoubi
4d74d57886
Corrects a bug with model_info under Octave
2011-09-16 17:24:11 +02:00
Michel Juillard
1dc5df3411
ms-sbvar: minor esthetic change
2011-09-16 14:32:11 +02:00
Houtan Bastani
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
Houtan Bastani
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
Houtan Bastani
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
Houtan Bastani
5592d2ffc1
MS-SBVAR bugfix: remove datafile from options_ and not options_.ms
2011-09-15 18:03:04 -04:00
Houtan Bastani
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
Houtan Bastani
3136fe4272
MS-SBVAR: freq only supports monthly and quarterly data
2011-09-15 18:02:23 -04:00
Stéphane Adjemian (Charybdis)
322adb92a5
Removed global from prior_bounds. Added texinfo header.
2011-09-14 23:41:37 +02:00
Stéphane Adjemian (Charybdis)
fe55f6a506
Added field for nonlinear filters (initialized as an empty matrix).
2011-09-14 23:41:37 +02:00
Stéphane Adjemian (Charybdis)
e2d98b9f32
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
Houtan Bastani
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
Houtan Bastani
a911e5fef6
MS-SBVAR: add file that was not being cleaned
2011-09-14 11:53:45 -04:00
Houtan Bastani
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
Houtan Bastani
d115a1124e
MS-SBVAR: remove unused option
2011-09-14 11:53:45 -04:00
Sébastien Villemot
d9ede95ffa
Fix problem with load_mh_file option under Octave/MinGW
2011-09-14 17:40:41 +02:00
Sébastien Villemot
40f3f71348
Merge remote-tracking branch 'remotes/ferhat/master'
2011-09-13 18:08:11 +02:00
Houtan Bastani
83b83f200a
remove unused file
2011-09-13 11:46:25 -04:00
Houtan Bastani
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
Houtan Bastani
381a2f8977
aesthetic fix
2011-09-13 11:44:31 -04:00
Houtan Bastani
1fa54aef27
remove outdated addpath directives
2011-09-13 11:44:28 -04:00
Stéphane Adjemian (Scylla)
1467bec712
Removed internal documentation an unitary test options from the dynare command. Created instead
...
a specific command named internals.
The internal documentation of a matlab routine can be displayed on screen using the following
syntax:
internals --info <PATH AND NAME OF THE MATLAB ROUTINE>
The unitary tests (if any) associated to a matlab routine are triggered as follows:
internals --test <PATH AND NAME OF THE MATLAB ROUTINE>
+Cosmetic changes in the headers.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
62d6d71cc7
Code simplification using dynTime class.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
8127048d81
Changed headers.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
29cfb00e13
Changed headers.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
a1913d8a99
Removed (useless) private method.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
0bd5d17ccf
Completed the overloaded subsref method. Give access to the Time member, which is an object instantiated by @dynTime/dynTime.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
791dfd9313
Completed the overloaded subsref method. Access to the time member using a syntax like x(1:3) or x(:).
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
5ee5b1a8f0
Added an alternative calling sequence (with two inputs instead of three).
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
0f8e05fcd6
Completed @dynDates/plus method. Added test section.
2011-09-12 11:46:14 +02:00
Stéphane Adjemian (Scylla)
a4b299879d
Removed useless debugging info.
2011-09-12 11:46:14 +02:00
Michel Juillard
43e2163bac
fixing typo
2011-09-11 20:07:53 +02:00
Ferhat Mihoubi
151922e96e
Adds an option ('incidence') to model_info in order to print out the gross and the reordered incidence matrices
2011-09-11 14:48:09 +02:00
Ferhat Mihoubi
e51d8f7a56
Correct bugs in dr_block:
...
- the index of lead_lag_incidence for forward looking blocks
- the block type index
2011-09-11 14:37:06 +02:00
Houtan Bastani
beade927a3
sbvar: add missing copyright/license
2011-09-09 13:27:01 -04:00
Houtan Bastani
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
Sébastien Villemot
0c72764932
Added missing comma
2011-09-09 17:24:03 +02:00
Sébastien Villemot
8323010394
Fix function name in header
2011-09-09 14:46:05 +02:00
Sébastien Villemot
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
Sébastien Villemot
ef26fe0034
Removed obsolete help message
2011-09-08 16:12:31 +02:00
Sébastien Villemot
bf40c11a35
Removed spurious file
2011-09-08 16:07:59 +02:00
Stéphane Adjemian (Scylla)
1e04330fe8
Added dynDates class.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Scylla)
b923ccd4e8
Added dynTime class.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Scylla)
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
a792f3f0b3
Updated internal documentation (new format).
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
c0faa2ccb8
Fixed bug.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
f3652af938
Changed constructor by calling other classes (not yet commited).
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
a730224031
Added public member.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
9b9fb7df3a
Fixed bug.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
3545be0226
Added particle subfolder.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
a2b1ce977f
Added documentation
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
d0fe3c8ae4
New version of the overloaded subsref method (with tests). Still need to be documented.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
2c8b71ae05
Fixed bug. The initial date, when not specified by the user, had wrong format.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
ff98f65cf6
Changed the name of the third output (conflict with the neperian logarithm function).
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
8982d49539
Removed subsasgn.m.old
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
31c6f1c998
Allow horizontal concatenation of an arbitrary number of dynSeries objects.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
237744fe7e
Added dynare class for time series.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
467c60c51e
Removed trailing spaces.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
85e0ca379a
Cosmetic change.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
e905ff77c0
Added two new modes for displaying documentation or testing matlab/octave routines.
...
Examples:
dynare --doc <NAME_OF_A_MATLAB_ROUTINE> will display internal documentation of the routine.
dynare --test <NAME_OF_MATLAB_ROUTINE> ... will test the routine(s)
Note that for displaying the internal documentation texinfo must be installed on the system,
because dynare calls makeinfo with --plaintext option.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
fe59061e91
Added routine for tests.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
5efcf7527d
Added matlab/utilities/tests subfolder.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
b9c35234e1
Cosmetic change.
2011-09-05 18:57:42 +02:00
Stéphane Adjemian (Charybdis)
948594c35f
Changed path according to last change in 9ccd794b637309e6f0548228b513689d8543f5c2.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
4323653f08
Moved doc subfolder into utilities.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
8c49e99ee8
Added internal documentation.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
316e16edc2
Changed path for internal documentation routines. Added verbose option (default is verbose==1).
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
0c61ddc63a
Changed name of the test function for matlab's routines.
2011-09-05 18:57:41 +02:00
Sébastien Villemot
555c519474
Fix typo in header
2011-09-05 15:16:05 +02:00
Michel Juillard
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
Sébastien Villemot
d91c4ac1a9
Merge remote-tracking branch 'ratto/master'
2011-09-01 17:03:52 +02:00
Michel Juillard
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
Marco Ratto
e3485e8929
Changes around normalizing Jacobians:
...
-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
Marco Ratto
884ecb6d6c
Fine tuning of checks of the rank condition
2011-09-01 11:16:42 +02:00
Houtan Bastani
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
Houtan Bastani
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
Sébastien Villemot
df0edeecf0
Theoretical moments: handle nicely the case where all variables are either constant or non stationary
2011-08-29 17:35:35 +02:00
Marco Ratto
1f4ea5aaa5
Small bug fixes:
...
thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
Houtan Bastani
06f363da5b
ms-sbvar bugfix: support median option
2011-08-23 13:43:24 +02:00
Houtan Bastani
383b12df0e
ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
2011-08-23 13:43:24 +02:00
Houtan Bastani
4e8dcc1a27
ms-sbvar bugfix: changed option to match the option searched for in the mex file
2011-08-23 13:43:24 +02:00
Sébastien Villemot
51f759c59f
Fixed typo in error message
2011-08-19 17:20:40 +02:00
Michel Juillard
cee82819f3
changed test for NaN and Inf in Jacobian, changed info error number, changed error message
2011-08-18 22:22:23 +02:00
Sébastien Villemot
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
Sébastien Villemot
1d67940ea6
Merge commit 'remotes/ferhat/master~2'
2011-08-17 14:18:05 +02:00
Houtan Bastani
d71b9bd250
MS-SBVAR: remove reinitialization of random number generator
2011-08-16 14:26:32 +02:00
Michel Juillard
7e29a03fad
now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
2011-08-15 15:27:30 +02:00
Ferhat Mihoubi
95671d8932
A model can be solved with (block and/or bytecode) and linear options
2011-08-11 14:15:50 +02:00
Ferhat Mihoubi
b4b2f21695
The theoretical autocovariances can be computed with block option
2011-08-11 14:15:50 +02:00
Houtan Bastani
c1ffa446e2
add missing semicolons
2011-08-10 18:23:08 +02:00
Houtan Bastani
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
Houtan Bastani
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
Houtan Bastani
676f201e5b
MS-SBVAR: rework file cleaning
2011-08-10 18:22:37 +02:00
Houtan Bastani
99c657a619
MS-SBVAR: use dynare seed
2011-08-09 16:40:36 +02:00
Michel Juillard
df58ef9552
changin mh_drop behavior in adaptive_metropolis_hastings
2011-08-05 10:55:28 +02:00
Michel Juillard
a9a81f10eb
adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
2011-08-05 10:55:28 +02:00
Houtan Bastani
7a83b09842
MS-SBVAR: irf save bug fixes
2011-08-04 00:39:16 +02:00
Michel Juillard
54b813d3d7
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
Michel Juillard
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Michel Juillard
a8c184a63d
adding noprint also for empirical moments
2011-07-26 13:51:00 +02:00
Michel Juillard
4f3426552c
adaptive_metropolis_hasting: lowering minimal jscale
2011-07-24 23:04:13 +02:00