aeceafbec2
fixed error in formula of annualized steady state
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(cherry picked from commit 696800b277dadd164244771ccfce8e39f1146472)
2019-01-17 10:57:39 +01:00
6e033a800b
trap possible cases where the option is type dates (manual cherry pick from commit 392ee4ae8a200a82003acd0c9b70c47c542f6b32)
2019-01-17 10:56:12 +01:00
47900a5909
trap slice sampler when doing mh_recover
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(cherry picked from commit 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
2019-01-17 09:50:07 +00:00
beb165c002
bug fix with definition of steady state of plotted var when realtime is not zero
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(manual cherry picked from commit 5badd34380f20e511e91b455482931c107a8f73b)
2019-01-17 10:47:39 +01:00
8713e46c4e
fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
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(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
6d5f86b464
Updated dseries submodule (fix for macOS).
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X13 binary was not detected.
[ci-skip]
2018-12-27 10:59:38 +01:00
c7988c0717
Updated dseries submodule (moved dates class into dseries submodule).
2018-12-24 10:37:26 +01:00
f546eb67ed
Update preprocessor and dseries submodules
2018-12-20 17:10:22 +01:00
f363c3da6b
Restore behavior of 'nolog' option
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The option had been broken by 0e77815ece
2018-12-20 17:10:22 +01:00
14305851a9
Updated dates submodule.
2018-12-19 17:24:00 +01:00
0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
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Closes #1630
2018-12-19 16:15:48 +01:00
5db86aaf7f
Use global instead of local variable
2018-12-18 12:44:08 +01:00
fc74dded42
Increase tolerance in quantile.m unit test
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The failure appeared because of (seemingly unrelated) changes in gamrnd, which
have modified the random seed when entering this test.
2018-12-17 12:38:41 +01:00
f2b5a909f3
Update dseries submodule.
2018-12-17 10:50:39 +01:00
6460a3a1e5
Document prior moments(distribution) option
2018-12-15 19:23:06 +01:00
68d3852cbf
Correctly update covariance matrix of exogenous shocks during prior simulation
2018-12-15 19:23:06 +01:00
b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws
2018-12-15 19:23:05 +01:00
2ba9a8e10b
Prevent inconsistent specification in estim_params-block
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Also documents the behavior
2018-12-15 18:49:53 +01:00
1880a34d2f
Provide error message if unsupported endogenous prior restriction is used
2018-12-15 18:44:53 +01:00
fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
d5bdc19e19
Added unit tests for gamrnd algorithms.
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Only tests first order moemnt, second order moment and Cumulative Distribution
Function (should also add some tests for independance).
2018-12-15 16:48:25 +01:00
e32b87d4b3
Streamlined gamrnd routine.
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Give access to all the implemented algorithms through the third argument. The
last argument is a structure with two fields `large` and `small`. The first
field specifies the algorithm to be used for α>1 while the second field defines
the algorithm to be used for α ∈ (0,1).
Default algorithms are:
- Cheng (1977) for α>1,
- Johnk (1964) α ∈ (0,1).
2018-12-15 16:48:24 +01:00
d628b078ab
Fixed typo.
2018-12-15 16:48:24 +01:00
4206cabe52
Streamlined gamrnd algorithms.
2018-12-15 16:48:24 +01:00
8ac4860150
Fixed Weibull rejection algorithm.
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The description given by Devroye (1986) is clearly wrong, this implementation
is based on the original paper Väduva (Series Statistics, 1977).
2018-12-15 16:48:24 +01:00
79ad4e952b
Bug fixes in Cheng (1977)'s gamrnd algorithm.
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- Definition of Y was wrong (error in Devroye's book).
- Definition of X was wrong.
Also simplified the code w.r.t. update of the vector of indices.
2018-12-15 16:48:24 +01:00
162c8ab7d0
Set default value for the second hyperparameter.
2018-12-15 16:48:24 +01:00
426c63a735
Created namespace for gamrnd routines.
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Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
552c40cfc4
Update dseries and m-unit-tests submodules
2018-12-12 14:48:50 +01:00
139e922c0f
No longer downoald x13 binary within CI
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The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
d2c10f216b
Update dseries submodule
2018-12-12 10:36:17 +01:00
8f5ba227d1
Updated dseries submodule.
2018-12-11 19:38:29 +01:00
89a8331eb6
Updated dseries submodule.
2018-12-10 23:00:52 +01:00
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744closes #1175
2018-11-16 14:12:55 +01:00
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
2018-11-14 15:04:27 +01:00
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
2018-11-14 15:02:15 +01:00
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
Marco Ratto
Marco Ratto
Houtan Bastani
Stéphane Adjemia (Scylla)
Sébastien Villemot
Johannes Pfeifer