916fe62218
Fixed bug. Test on multiple declaration of observed variables was wrong.
2014-07-24 17:53:20 +02:00
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
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If a file <MOD_FILE_NAME>_prior_restrictions.m exists in current folder, the value returned by this routine is
substracted to fval (likelihood-lnprior) at the end of dsge_likelihood. The arguments of this routine are: M_,
oo_, options_, dataset_ and dataset_info. Routines for writing <MOD_FILE_NAME>_prior_restrictions.m will be
provided later.
2014-07-21 12:45:49 +02:00
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
f4f7b8d0a1
Merge pull request #660 from JohannesPfeifer/mode_file
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Restore backward compatibility of mode_file option
2014-07-01 18:00:48 +02:00
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
2caa9eb9d4
Restore backward compatibility of mode_file option
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Displays warning and then assumes the user provided a correct mode-file. Closes #658
2014-06-01 15:08:09 +02:00
9586f1e516
Fixed bug.Variable available_extensions is a cell array.
2014-05-19 16:42:50 +02:00
211f05ac31
Added checks for the extension of the declared datafile.
2014-05-02 12:09:00 +02:00
16194cedd9
Removed calls/references to @dynDate (replaces by @dates).
2014-04-30 15:44:30 +02:00
ad0802005b
Replaced dynSeries by dseries.
2014-04-30 15:38:18 +02:00
0f62d74ee4
Fixed bug. Global options_.dataset.file must be initialized as an empty array.
2014-04-30 15:35:43 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805).
2014-01-30 17:57:36 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
f16689e76f
Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters.
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If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
2013-12-11 10:01:22 +01:00
4afcf8fdaf
Fixed typo.
2013-12-11 10:01:22 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
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Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
7e7cadb878
Check initial values for violation of inverse gamma prior
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The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
303e3845bb
Added checks about the first period (defined by the set_time command or in the datafile).
2013-09-24 16:35:49 +02:00
39408b3b05
Removed logged_data_flag and variables related to xls files.
2013-09-23 08:42:25 +02:00
c5c3b45f3c
Merge branch 'master' into use-dynSeries
2013-09-23 08:14:46 +02:00
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
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in commit 952139b
2013-09-18 11:23:47 +02:00
93357d0026
Added instatiation of a dynSeries object for the dataset.
2013-09-12 17:29:40 +02:00
b680b214cc
Cosmetic changes.
2013-09-12 12:00:04 +02:00
96a46622af
Added prior mode and hyperparameters in oo_.prior structure..
2013-09-12 11:58:25 +02:00
55e3bcc5f8
Removed general transformation of the raw data, only consider the log function.
2013-09-11 11:26:35 +02:00
ddce110bf2
Merge branch 'master' into use-dynSeries
2013-09-10 22:26:12 +02:00
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
bdde385ec6
Moved the test on the declaration of the observed variables.
2013-09-09 14:54:28 +02:00
421e7a83d5
Fixed bug.
2013-09-09 14:21:11 +02:00
1339987af5
Removed n_varobs.
2013-09-09 14:07:08 +02:00
f465949cf5
Cosmetic changes.
2013-09-09 14:05:56 +02:00
806b5a799f
Added comment.
2013-09-09 14:01:17 +02:00
e466206f6c
Removed useless block of code.
2013-09-09 13:59:06 +02:00
7756bc3af2
Removed lgyidx2varobs field (vector of integers) in options_. Added checks about the declared observed variables.
2013-09-09 13:57:34 +02:00
c824217163
Added comments.
2013-09-09 12:36:43 +02:00
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
5abbabbd8e
Added comment.
2013-09-07 16:05:01 +02:00
46d451b34e
Moved up the section where bayestopt_.jscale is updated
2013-09-07 16:05:01 +02:00
ecd429d268
Changed the logged data section.
2013-09-07 16:05:01 +02:00
8be8bf1b1b
Recycle options_.dataset. If not empty (default) dataset field has to be a dynSeries object.
2013-09-07 16:05:01 +02:00
b4f8532bea
Merge pull request #441 from JohannesPfeifer/mode_check
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Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Scylla)
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Michel Juillard