Marco Ratto
4ff586247e
bug fix in Others group label
2017-03-17 12:41:59 +01:00
Marco Ratto
2c54d4432a
- Bug fix with screen_shocks option
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- fix to figure title
2017-03-17 12:41:59 +01:00
Marco Ratto
ad55e1b085
initialize screen_shocks option of shock decomp
2017-03-17 12:41:59 +01:00
Marco Ratto
9e73a9e86b
add steady state line
2017-03-17 12:41:59 +01:00
Marco Ratto
94297b71cc
bug fixes around plot_shock_decomposition.m utilities
2017-03-17 12:41:59 +01:00
Marco Ratto
0bf30889f9
Fixed header + bug fix for default options + set only local nograph
2017-03-17 12:41:59 +01:00
Marco Ratto
e3c825f01a
fixed header
2017-03-17 12:41:59 +01:00
Marco Ratto
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
Marco Ratto
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
Marco Ratto
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
Marco Ratto
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
Marco Ratto
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
Marco Ratto
4a314f7f8a
shock_decomposition should also follow global options_.nograph
2017-03-17 12:41:59 +01:00
Marco Ratto
a092cc3b73
Set default graph options and extend graph_decomp.m accordingly.
2017-03-17 12:41:59 +01:00
Marco Ratto
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
Marco Ratto
f27f210654
New utility for changing M_.params only locally
2017-03-17 12:41:59 +01:00
Marco Ratto
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
06326d4477
Fixed bug introduced in cad7adc01f
.
2017-03-16 18:14:23 +01:00
Stéphane Adjemian (Charybdis)
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
Stéphane Adjemian (Charybdis)
cc34e16458
Set temporarily mode_compute and mh_replic to zero if estim_params_ is empty.
2017-03-16 15:45:08 +01:00
Stéphane Adjemian (Charybdis)
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
Stéphane Adjemian (Charybdis)
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
Stéphane Adjemian
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
Stéphane Adjemian (Charybdis)
1ff816d7bf
Updates particles submodule.
2017-03-15 16:30:29 +01:00
Stéphane Adjemian (Charybdis)
4f3b35acba
Account for Matlab 2017a.
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(cherry picked from commit f3a1619040fbb831830791424015d3d3bf8bdbae)
2017-03-13 23:42:48 +01:00
Johannes Pfeifer
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
Johannes Pfeifer
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
Stéphane Adjemian (Charybdis)
927b813ed8
Removed printing of debugging info.
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Introduced in ffebf6b262
.
2017-02-15 13:35:33 +01:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
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
.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
Stéphane Adjemian (Charybdis)
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
Stéphane Adjemian (Charybdis)
62c954ff12
Fixes #1287 .
2017-01-25 22:13:36 +01:00
Stéphane Adjemian (Charybdis)
0b1b873160
Updated dseries submodule.
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Fixes remaining Octave failing unit tests.
2017-01-25 09:18:28 +01:00
Johannes Pfeifer
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
Johannes Pfeifer
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
Houtan Bastani
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
Stéphane Adjemian
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
Stéphane Adjemian
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
Stéphane Adjemian
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
Stéphane Adjemian
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian
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
Stéphane Adjemian (Lupi)
c893c0620c
Merge branch 'pr#1354'
2017-01-04 15:12:32 +01:00
Johannes Pfeifer
2c5b1fed2d
Use master function lyapunov_solver.m to call individual solvers
2017-01-04 11:25:44 +01:00
Stéphane Adjemian
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
Johannes Pfeifer
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
Stéphane Adjemian (Karaba)
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
Johannes Pfeifer
65c402469c
disp_dr: Add case for aux_vars.type==0
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Closes #1367
2017-01-04 09:14:01 +01:00
Marco Ratto
3c892170ef
Fixed bug with getting CPU number on mac [see #1272 #838 ]
2017-01-03 19:24:18 +01:00
Marco Ratto
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
Johannes Pfeifer
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
Johannes Pfeifer
d8b0495c77
Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option
2016-12-26 13:11:01 +01:00
Johannes Pfeifer
452d3cd986
Implement preprocessor interface for posterior_nograph option
2016-12-26 13:07:46 +01:00
Johannes Pfeifer
28d4ed1918
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
Marco Ratto
4ecf1d9f5d
Workaround to avoid popup figures with nodisplay option saved as fig in MATLAB.
2016-12-20 09:14:48 +01:00
Marco Ratto
a55cbdd5fe
Provisions for new node option NumberOfThreadsPerJob. Document option
2016-12-19 23:28:46 +01:00
Johannes Pfeifer
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
Johannes Pfeifer
5707b4d965
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
Johannes Pfeifer
61ee4e123c
Reset selected_variables_only in shock_decomposition.m
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closes #1350
2016-12-18 09:57:51 +01:00
Johannes Pfeifer
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
Johannes Pfeifer
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
Johannes Pfeifer
1a8382adfb
OSR: add error indicator and suppress output if noprint options is specified
2016-12-17 19:30:57 +01:00
Johannes Pfeifer
7254767ccf
Fix bug in osr_obj.m that did not correctly filter out all problems
2016-12-17 19:30:57 +01:00
Johannes Pfeifer
481bb43fd7
PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors"
2016-12-17 18:20:58 +01:00
Johannes Pfeifer
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
Johannes Pfeifer
c03fa143f7
Fix printout of comment in McMCDiagnostics.m
2016-12-17 17:22:05 +01:00
Johannes Pfeifer
d6d517c4c9
Move MCMC diagnostics files to separated folder
2016-12-17 17:22:04 +01:00
Michel Juillard
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
Houtan Bastani
c2d72d2292
fix check of path for octave
2016-12-05 12:28:02 +01:00
Johannes Pfeifer
f5fb81a758
Correct typos in error message and header
2016-12-01 17:49:06 +01:00
Stéphane Adjemian (Charybdis)
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
Johannes Pfeifer
ca1c6ecc0e
Increase test tolerance under Octave for lpdfgweibull.m
2016-11-24 11:50:21 +01:00
Michel Juillard
42acb96b3d
renamed compute schur_statespace_transformation.m
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refactored code
2016-11-22 18:40:10 +01:00
Michel Juillard
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
Michel Juillard
e14a215556
put Z back
2016-11-20 11:46:21 +01:00
Michel Juillard
897af97bff
diffuse filter: fixed bug when nonstationary variables aren't observed
2016-11-20 11:08:07 +01:00
Johannes Pfeifer
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
Michel Juillard
2f9dc09285
diffuse filter: removed special treatment of static variables
2016-11-18 14:36:24 +01:00
Michel Juillard
383d891e81
updating extended path notes
2016-11-14 16:42:49 +01:00
Johannes Pfeifer
46b44cd481
missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail
2016-11-14 11:54:39 +01:00
Houtan Bastani
89e0a84327
fix typo from 98cf1bfc1d
2016-11-14 11:08:02 +01:00
MichelJuillard
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
MichelJuillard
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
MichelJuillard
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
Johannes Pfeifer
fdbb44fec6
Account for Octave's dbstack providing full path, not just filename
2016-11-10 17:58:47 +01:00
Houtan Bastani
920a9911ee
add missing copyright
2016-11-10 17:49:05 +01:00
Johannes Pfeifer
fccd164926
Provide lower tolerance to Octave's quadv function as integration otherwise stops prematurely
2016-11-10 17:33:18 +01:00
Marco Ratto
454ac69191
allow spaces in the name of working directories for parallel execution.
2016-11-07 17:19:38 +01:00
Marco Ratto
0a40cdf064
Bud fix for cases where record does not contain proposal covariance.
2016-11-07 17:18:41 +01:00
Johannes Pfeifer
7b03b8aef4
resol.m: make sure oo.dr is correctly updated even if function is aborted prematurely
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ramsey_policy relies on oo_.dr.ys being set in any case
2016-11-07 11:36:06 +01:00
Stéphane Adjemian (Charybdis)
e2da7c6627
Fixed bug (missing initialization of an option).
2016-11-05 00:08:28 +00:00
Johannes Pfeifer
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
Stéphane Adjemian
7733903661
Merge pull request #1329 from JohannesPfeifer/singularity_warning
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Add more information to singularity warning
2016-11-04 15:12:07 +01:00
Stéphane Adjemian
fa8028f79a
Merge pull request #1325 from JohannesPfeifer/dyn_forecast
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Fix bug in dyn_forecast.m that led to crashes when periods-option was…
2016-11-04 15:11:44 +01:00
Johannes Pfeifer
2e79d5ccac
Add more information to singularity warning
2016-11-04 12:28:01 +01:00
Stéphane Adjemian
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
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Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
Johannes Pfeifer
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
Johannes Pfeifer
8166707dd4
Document missing_DiffuseKalmanSmootherH3_Z.m
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Also properly initializes Kinf
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
86534a5f9f
missing_DiffuseKalmanSmootherH1_Z.m: introduce proper case distinction in diffuse backward pass if Finf is singular
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
9ce577b126
Cosmetic changes to missing_DiffuseKalmanSmootherH1_Z.m
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
e3aecd4e74
Diffuse Kalman filter: add comment for better comparison to Koopman/Durbin (2003) as there is a typo in their paper
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
c94011eeb8
missing_DiffuseKalmanSmootherH1_Z.m: fix crash when Pinf is singular for more than 1 period
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iFstar was accessed as three-dimensional array with t along third dimension, but it is only two-dimensional
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
ff1522a571
2 bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
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1. In case of missing observations, a_t was not propagated forward to updated a_t+1
2. In the rank-deficient Finf case, Kstar was defined as T^(-1)*K^(0), while in the full rank it was defined as Kstar=K^(0), leading to wrong results when switches between the two clauses occurred. Moreover, the later backwards pass relied on Kstar=K^(0), leading to wrong results when the rank-deficient Finf case was triggered. The implementation now consistently follows the one in kalman_filter_d.m
2016-11-04 09:21:53 +01:00
Johannes Pfeifer
57d600301b
Correct description of Kstar
2016-11-04 09:21:53 +01:00
Stéphane Adjemian
e2e16339a8
Merge pull request #1326 from JohannesPfeifer/posterior_IRFs
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Posterior IRFs: only plot HPDIs when sufficient draws were generated
2016-11-04 09:14:13 +01:00
Stéphane Adjemian
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian
09d374a0be
Merge pull request #1303 from JohannesPfeifer/shock_decomp
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Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
Houtan Bastani
a11e355587
Merge pull request #1327 from JohannesPfeifer/line_break
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Add missing line break in stoch_simul.m
2016-11-03 18:04:10 +01:00
Johannes Pfeifer
9543f3b3ae
Add missing line break in stoch_simul.m
2016-11-03 18:02:03 +01:00
Stéphane Adjemian
c9571b794c
Merge pull request #1320 from JohannesPfeifer/var_decomp
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Initialize variance decomposition array to NaN instead of 0
2016-11-03 17:36:22 +01:00
Stéphane Adjemian
c0e5cc6abf
Merge pull request #1313 from JohannesPfeifer/evaluate_steady_state
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evaluate_steady_state.m: make sure ys contains auxiliary variables in…
2016-11-03 15:30:02 +01:00
Johannes Pfeifer
0c3065b39b
Posterior IRFs: only plot HPDIs when sufficient draws were generated
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Otherwise a crash during plotting will happen
2016-10-30 18:31:11 +01:00
Johannes Pfeifer
9bdc0286d6
Fix bug in dyn_forecast.m that led to crashes when periods-option was not specified
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Condition for setting ex did not account for equality of horizon and periods
2016-10-30 10:41:14 +01:00
Houtan Bastani
08617bb740
fix typo
2016-10-28 16:30:43 +02:00
Houtan Bastani
0a2f3f0f10
Merge pull request #1322 from JohannesPfeifer/cosmetic
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Fix typo in comment of dsge_likelihood.m
2016-10-27 17:20:51 +02:00
Johannes Pfeifer
4502369617
Fix typo in comment of dsge_likelihood.m
2016-10-27 17:15:24 +02:00
Houtan Bastani
f38f9b0268
submodule update: dseries
2016-10-26 12:09:26 +02:00
Stéphane Adjemian (Charybdis)
982fc38504
Updated dseries submodule (fixes for method interfaces).
2016-10-25 11:57:15 +02:00
Houtan Bastani
46cdaf8e0a
fiminsearch only has two output args under Octave
2016-10-21 17:40:27 +02:00
Stéphane Adjemian (Charybdis)
28af4678b2
Updated dseries submodule.
2016-10-21 16:13:48 +02:00
Houtan Bastani
d7fc50796c
submodule update: dseries, m-unit-tests
2016-10-21 15:16:14 +02:00
Houtan Bastani
847feb17fa
fix mex compilation commands for Matlab R2016b on macOS. Closes #1288
2016-10-20 14:03:35 +02:00
Johannes Pfeifer
9b8a542661
Initialize variance decomposition array to NaN instead of 0
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Because only stationary variables are updated, prevents non-stationary variables from showing up with 0 instead of NaN
2016-10-18 10:52:57 +02:00
Houtan Bastani
084df40535
fix mex compilation commands for Matlab R2016b on Linux. #1288
2016-10-17 18:40:48 +02:00
Houtan Bastani
fa9bbc231e
submodule update: dseries
2016-10-17 12:58:41 +02:00
Houtan Bastani
09669d2a14
submodule update: dseries
2016-10-17 12:37:28 +02:00
Johannes Pfeifer
c7b751bd50
Add mingw to dyn_mex.m and document compiler options and installation.
2016-10-14 16:35:05 +02:00
Johannes Pfeifer
e80c1e5a24
evaluate_steady_state.m: make sure ys contains auxiliary variables in case of problem with dynare_solve
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Otherwise, evaluate_static_model will crash
2016-10-13 10:50:50 +02:00
Stéphane Adjemian
05a906fa8b
Merge pull request #1301 from JohannesPfeifer/recursive_plot
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Use raw_data in forecast plots instead of prefiltered data
2016-10-10 09:44:46 +02:00
Stéphane Adjemian
c41c310cc5
Merge pull request #1310 from JohannesPfeifer/debug_mode
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Make solve_algo=0 less and mode_check potentially more verbose
2016-10-10 09:40:37 +02:00
Johannes Pfeifer
6b82788180
Display reason for mode_check-problems when debugging is enabled
2016-10-09 22:16:26 +02:00
Johannes Pfeifer
29d1e80eda
Decrease verbosity of solve_algo=0
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Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
2016-10-09 22:15:48 +02:00
Stéphane Adjemian (Charybdis)
83bc67f0c0
Display informative message when the model cannot be solved at the prior mode.
2016-10-07 12:30:47 +02:00
Johannes Pfeifer
b70bc9433f
pm3: restore Matlab compatibility by loading file into a variable
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In R2016b the variables loaded in the function need to be known in advance
2016-10-06 14:21:25 +02:00
Johannes Pfeifer
17dec97c4f
Use raw_data in forecast plots instead of prefiltered data
2016-10-05 19:04:13 +02:00
Houtan Bastani
f074c67d59
Merge pull request #1297 from JohannesPfeifer/estimation_fixes
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Bugfixes and cosmetic changes related to estimation
2016-10-04 11:10:12 +02:00
Johannes Pfeifer
d5233336b5
Make naming in GetPosteriorMeanVariance.m more expressive
2016-10-04 11:00:00 +02:00
Johannes Pfeifer
b2984f43c9
GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file
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In this case, the reported results were NaN
2016-10-04 10:59:01 +02:00
Johannes Pfeifer
b4e2f38b6c
posterior_sampler_core: condition setting of seed on presence of Octave
2016-10-04 10:58:38 +02:00
Johannes Pfeifer
7ff6c5b2b7
Cosmetic change to posterior_sampler_initialization.m
2016-10-03 22:10:00 +02:00
Johannes Pfeifer
bfbd4aa101
Fix header of dyn_autocorr
2016-10-03 21:30:02 +02:00
Houtan Bastani
5f97efe15a
octave: don't check with user when deleting directory
2016-10-03 14:49:21 +02:00
Johannes Pfeifer
2fe73fafdc
Implement and document keep_kalman_algo_if_singularity_is_detected option
2016-10-02 12:56:28 +02:00
Johannes Pfeifer
3f907efbcd
initial_estimation_checks.m: Add proper check for stochastic singularity
2016-10-02 12:55:41 +02:00
Johannes Pfeifer
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
Johannes Pfeifer
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
Johannes Pfeifer
1f0c2e3b1c
Make sure that options_.qz_criterium is not affected by calls to dynare_estimation.m
2016-10-02 10:51:47 +02:00
Johannes Pfeifer
940ff7fb7d
Make sure diffuse_filter triggers qz_criterium>1
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Closes #1215
2016-10-02 10:51:47 +02:00
Houtan Bastani
68bc9cb9bb
Merge pull request #1281 from rattoma/master
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Fixed bug with new harmonized setting of Smoothed Variables, which co…
2016-09-30 16:29:23 +02:00
Houtan Bastani
dc0c67bff5
Merge pull request #1289 from rattoma/shock_decomp
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Bug fix for provisions in shock_decomposition.m to adapt for the new …
2016-09-30 16:24:43 +02:00
Houtan Bastani
acf1cd8600
Revert "bug fix following change in fe7b7819b0
. #1280"
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This reverts commit 9b1dc544cb
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2016-09-30 16:23:35 +02:00
Houtan Bastani
9b1dc544cb
bug fix following change in fe7b7819b0
. #1280
2016-09-30 15:47:26 +02:00
Houtan Bastani
4b3c98d953
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
Houtan Bastani
9cdd2cc965
add missing semicolon
2016-09-29 12:31:59 +02:00
Houtan Bastani
f5a14cc537
octave: add .mat extension to save command
2016-09-28 16:33:46 +02:00
Houtan Bastani
de13e98791
octave expects the first argument of strmatch to be a string
2016-09-27 16:49:16 +02:00
Houtan Bastani
744b52d362
fix bug introduced in 1c892bb3e9
2016-09-27 15:28:43 +02:00
Houtan Bastani
1c892bb3e9
octave: try to load the needed package before ending with an error
2016-09-27 15:26:59 +02:00
Michel Juillard
1669b274a2
fixed bug whith recursive estimation and mode_compute=0
2016-09-27 15:11:42 +02:00
Houtan Bastani
2a6b3caa34
when saving, use .mat file extension because Octave doesn’t support it by default
2016-09-26 11:00:41 +02:00
Houtan Bastani
e84e81dd01
fix typo
2016-09-23 18:37:49 +02:00
Houtan Bastani
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
Houtan Bastani
e09b4571d7
osr: fix call to strmatch for octave. Closes #1291
2016-09-23 16:13:30 +02:00
Marco Ratto
fe7b7819b0
Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af
to close #1280
2016-09-22 18:41:33 +02:00
Johannes Pfeifer
b50602962d
Account for Matlab 2016b in installer and mex-folder
2016-09-18 16:33:49 +02:00
Stéphane Adjemian (Hermes)
e536621b95
Changed help message returned by prior CLI command
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Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes)
5e398559f4
Added option to CLI prior command.
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>> prior moments(distribution)
Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.
The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:
M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat
and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
Houtan Bastani
919647477e
replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09
2016-09-13 17:34:23 +02:00
Marco Ratto
dd69e0c751
Fixed bug with new harmonized setting of Smoothed Variables, which contain already steady-state also at the mode without metropolis
2016-09-12 11:48:52 +02:00
Stéphane Adjemian
7c5a1d8523
Merge pull request #1279 from rattoma/hessian
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make computations around invhess more robust numerically.
2016-09-08 23:22:25 +02:00
Stéphane Adjemian
bf599ea790
Merge pull request #1274 from JohannesPfeifer/steady_message
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Add missing check for display of results in evaluate_steady_state.m
2016-09-07 15:23:17 +02:00
Marco Ratto
96bc8133e7
Merge remote-tracking branch 'remotes/origin/master'
2016-09-07 09:34:28 +02:00
Marco Ratto
5c4f81a26f
Bug fixes for conditional forecast.
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1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
2016-09-07 09:27:48 +02:00
Marco Ratto
eae0828a40
make computations around invhess more robust numerically.
2016-09-05 12:16:07 +02:00
Johannes Pfeifer
a59697352a
Add xlim to rplot.m
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Prevents excessive white space
2016-09-01 13:57:24 +02:00
Johannes Pfeifer
12d5147093
Replace hline in dyn_latex_table.m by proper booktabs style
2016-08-31 18:26:56 +02:00
Johannes Pfeifer
c2b9bd1cff
Add missing check for display of results in evaluate_steady_state.m
2016-08-26 18:31:52 +02:00
Stéphane Adjemian
e61aa1b407
Merge pull request #1273 from JohannesPfeifer/var_exo_det
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Provide informative error message when var_exo_det is used with purel…
2016-08-24 17:08:52 +02:00
Johannes Pfeifer
5996211356
Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out)
2016-08-24 15:05:28 +02:00
Johannes Pfeifer
c6dc36536d
Add specification check of Ramsey policy to initial_estimation_checks.m
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Related to #1173
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
582bcb7a8e
Add missing Ramsey error code to dsge_likelihood.m
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
41a714ee2b
Move check for correct number of instruments to ramsey_policy.m
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No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
1f26aed03d
Condition output of diagnostics in evaluate_steady_state.m on options.debug
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Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
eff52f51b7
Ramsey: exit with error code if solver fails at specified tolerance
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Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
c470e028e1
Ramsey: add check for complex numbers in conditional steady state
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
01f1abb19a
Provide dedicated maxit option for Ramsey
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
922410e241
dyn_ramsey_static.m: Cosmetic header fix
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
f60aec3be3
Fix number of Lagrange multipliers in evaluate_steady_state.m
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Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
d65a2f855f
Fix display of instrument termination value in evaluate_steady_state.m
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Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Houtan Bastani
b94f30c40a
bug fix: accord repmat syntax with that before R2013b
2016-08-24 12:03:07 +02:00
Houtan Bastani
d65f32d550
fix bug introduced in 72e84657a7
re eig args. #1266
2016-08-24 11:31:07 +02:00
Stéphane Adjemian
3bc6974bd0
Merge pull request #1271 from JohannesPfeifer/license_test
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Add check whether toolbox is installed.
2016-08-23 18:37:06 +02:00
Johannes Pfeifer
b4d958d706
dynare_solve.m: account for second mcp-solver in solution check
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
cc81f26f0d
Adjust error message in steady_.m if PATH is selected on Octave
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
dfd44c58d6
Fix error messages in get_complementarity_conditions.m
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
2751ab08bb
Provide interface to original PATH files and document how to obtain them
2016-08-23 17:28:41 +02:00