Commit Graph

8520 Commits (a5e60834caa6822e5f2d97949b8cd7c0e0953a7f)

Author SHA1 Message Date
Houtan Bastani 018ba39ff0 preprocessor: remove clearing of num_const_node_map 2015-04-15 14:21:05 +02:00
Stéphane Adjemian (Charybdis) 79d0310c10 Added traps if some optimization algorithm are not availabe (testsuite). 2015-04-15 12:48:03 +02:00
Stéphane Adjemian (Charybdis) f0770186ca Exhanged mode_compute=2 and mode_compute=102.
These options are for the simulated annealing algorithm, the Mathworks' global optimization
toolbox is mandatory for mode_compute=102. The first option relies on a
free implementation (works also with Octave).
2015-04-15 12:42:08 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Houtan Bastani 7c8ad4bfed preprocessor: little fixes for removing unused exos from symbol_table 2015-04-14 18:13:28 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis) 8022a181c8 Removed excel data file used in ls2003_bayesian_xls.mod.
The excel data file available here:

http://www.dynare.org/Datasets/data_ca1_xls.xlsx

is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer 62f81da6dd Add unit test for recursive estimation with Excel data 2015-04-14 15:12:25 +02:00
Johannes Pfeifer 1a6afc0fdb Restore compatibility of recursive estimation with new data interface
Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
Houtan Bastani 11ec30c12a preprocessor: take care of exos in smoother2histval statement 2015-04-14 15:05:03 +02:00
Houtan Bastani c27fbcfa79 Merge branch 'master' into rmExtraExo 2015-04-14 14:47:59 +02:00
Houtan Bastani f5cf7617a6 preprocessor: method out of order 2015-04-14 14:47:26 +02:00
Houtan Bastani a7ffb0e6c8 preprocessor: take care of exos in calib_smoother statements 2015-04-14 14:42:17 +02:00
Houtan Bastani d6dec9335e preprocessor: take care of exos in options statements 2015-04-14 12:49:15 +02:00
Marco Ratto 8908cfe0f4 Updated testing routine 2015-04-14 12:38:18 +02:00
Marco Ratto 0bd8fef202 - Various bug fixes on moment calibration
- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
Marco Ratto ffc4b7480c - improved plots with MATLAB annotations [trapped in octave] and different colors
- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
Marco Ratto a44b3fbfe7 Bug fixed for incomplete stock matrices of log-posterior kernel and steady state
[used in gsa/filt_mc_.m]
2015-04-14 12:10:46 +02:00
Houtan Bastani 008cf9dc0a preprocessor: take care of exos in prior statements 2015-04-14 12:06:53 +02:00
Marco Ratto e32cbf626f Fixed bug when neighborhood_width is used : MC option must be forced. 2015-04-14 12:06:25 +02:00
Stéphane Adjemian (Charybdis) 355ed73240 Merge branch 'marco_diffuse_filter_and_smoother_2' 2015-04-14 12:03:07 +02:00
Stéphane Adjemian (Charybdis) b49388891f Moved README file for extended preprocessor in subfolder. 2015-04-14 11:57:28 +02:00
Houtan Bastani 69ec4bf269 Merge branch 'master' into rmExtraExo 2015-04-14 11:33:57 +02:00
Houtan Bastani 44bb0672d2 preprocessor: method out of order 2015-04-14 11:33:02 +02:00
Houtan Bastani 37e9b5d3fa preprocessor: take care of extra exos in ramsey_model instruments option 2015-04-09 16:29:52 +02:00
Houtan Bastani a8888f4c70 preprocessor: fix error message for InitParamStatement clone/reindex method 2015-04-09 16:17:47 +02:00
Houtan Bastani c71d1e77a9 preprocessor: replace catch all exceptions in catch statements for clone/reindex methods 2015-04-09 16:17:22 +02:00
Houtan Bastani 1f58e0cc64 preprocessor: remove unnecessary cloneAndReindexSymbIds method 2015-04-09 16:14:25 +02:00
Houtan Bastani 4d8e0c7f3b preprocessor: pointer to symbol_table unnecessary 2015-04-09 16:08:55 +02:00
Houtan Bastani d8b132e39a preprocessor: remove commented code 2015-04-09 12:36:07 +02:00
Houtan Bastani 960130867e preprocessor: take care of extra exos in plot_conditional_forecast 2015-04-09 12:16:52 +02:00
Houtan Bastani 5be06a3352 preprocessor: take care of extra exos in conditional_forecast 2015-04-09 12:12:09 +02:00
Houtan Bastani 959890b375 preprocessor: take care of extra exos in shock_decomposition 2015-04-09 12:04:36 +02:00
Houtan Bastani 346e8bae13 preprocessor: take care of extra exos in ms_sbvar_irf 2015-04-08 17:30:45 +02:00
Houtan Bastani 613e7461e0 preprocessor: take care of extra exos in planner_objective 2015-04-08 16:35:09 +02:00
Houtan Bastani 8975110bcf preprocessor: take care of extra exos in external functions 2015-04-08 16:23:30 +02:00
Marco Ratto ca8f0ea006 Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol 2015-04-08 15:49:12 +02:00
Marco Ratto fe48de4406 Re-set default of new option diffuse_kalman_tol to 1e-6:
former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
Houtan Bastani f4a4fb9d4c preprocessor: move reindexing functions from DynamicModel to ModelTree 2015-04-07 15:58:18 +02:00
Houtan Bastani 104e4767a4 update license file, #874 2015-04-07 12:01:23 +02:00
Johannes Pfeifer aea49e2fa0 Add unit test for mode_computations 2015-04-06 12:13:14 +02:00
Johannes Pfeifer 49d4643481 Fix copy and paste typo in gmhmaxlik.m 2015-04-06 12:04:11 +02:00
Johannes Pfeifer d1a80acb44 Replace non-available simulated annealing by Matlab's routine
Closes #814
2015-04-06 11:28:32 +02:00
Johannes Pfeifer 39ed3eb3f0 Fix bugs related to allowing mode_compute to be a string
Crashes otherwise
2015-04-06 11:24:42 +02:00
Johannes Pfeifer a81c9da9a2 Add simulated_annealing.m to optimizers
Restores compatibility of mode_compute=102
2015-04-06 11:08:20 +02:00
Johannes Pfeifer 405b1f7368 Add solvopt.m to Dynare optimizers
Restores compatibility of mode_compute=101
2015-04-06 11:05:12 +02:00
Johannes Pfeifer c46b6cdfea Clarify Ramsey optimal policy 2015-04-04 10:45:17 +02:00
Houtan Bastani 23b322d6c6 Merge pull request #866 from JohannesPfeifer/mode_check
Remove hard-coded coloring of legend in mode_check.m
2015-04-03 18:07:14 +02:00
Stéphane Adjemian (Charybdis) 6aa5ceabb2 Fixed bug introduced in 363c4a61222103fda22adff9bdb1115a6073428a. 2015-04-03 18:02:03 +02:00