Johannes Pfeifer
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
Johannes Pfeifer
2c9c585d6e
Fix invalid check for size of interval in Geweke
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Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
Stéphane Adjemian (Scylla)
78a015a7d2
Fixed bug introduced in commit bb18c9386d
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2014-03-01 17:13:49 +01:00
Stéphane Adjemian (Scylla)
bb18c9386d
Fixed bug.
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MCMC convergence diagnostics should be computed even if mh_replic is less than 2000, provided that the total number of iterations is greater than 2000 (if option load_mh_file is used).
2014-02-25 17:26:08 +01:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Stéphane Adjemian (Scylla)
f14aed8f6a
Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes.
2013-11-22 11:28:24 +01:00
Stéphane Adjemian (Scylla)
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
Johannes Pfeifer
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Sébastien Villemot
2822fcd979
Fix bug introduced in 767dce0a
2013-05-28 10:16:26 +02:00
Johannes Pfeifer
767dce0a3b
Check in McMCDiagnostics.m whether all consecutive MH files are present
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Closes #390
2013-05-24 11:18:31 +02:00
Johannes Pfeifer
4c8f3a89cc
Make graph titles more expressive
2013-03-17 22:45:50 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
JohannesPfeifer
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
Johannes Pfeifer
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
e2d98b9f32
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
Michel Juillard
43e2163bac
fixing typo
2011-09-11 20:07:53 +02:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Marco Ratto
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
Marco Ratto
47eac6ac88
1) copy metropolis files
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2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Stéphane Adjemian (Charybdis)
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
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when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
Sébastien Villemot
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
Marco Ratto
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
sebastien
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien
7085060e82
parallelization system:
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* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-10 18:29:56 +00:00
stepan
1e4a7c2c71
* Cosmetic changes.
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* Bug fix (with octave-3.2.2) in McMCDiagnostics.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:28 +00:00
ratto
04b82bba12
Fixes for Octave compatibility.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:03:29 +00:00
ratto
3a4b5eb8e1
parallelized version, working for win and unix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:30:30 +00:00
adjemian
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
sebastien
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien
13f3157243
v4 McMCDiagnostics.m: fixed incorrect function name
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
assia
a04ed5526f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1639 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:29:24 +00:00
michel
7d1a90e607
v4 McMCDiagnostics.m: corrected bug with size of tmp
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:26:32 +00:00
ratto
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
adjemian
5752b399d7
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 17:27:09 +00:00
adjemian
3d5b975836
eval(dir) ==> dir
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@657 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-06 10:00:32 +00:00
michel
0f3b8e141c
v4: more \
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@602 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:43:05 +00:00
michel
751c382ddc
v4: replaced \ by / in directory names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 08:20:11 +00:00
michel
051fba7ed6
v4, McMVDiagnositcs.m: added test for several chains
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@474 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:06:25 +00:00
adjemian
b425351404
Added posterior densities
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@461 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-25 14:10:41 +00:00
adjemian
21f4445d2e
New version with equal length mh files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-10 10:04:22 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00