Stéphane Adjemian
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
Stéphane Adjemian
bf707c1975
Merge pull request #962 from JohannesPfeifer/bvar_irf_fix
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Port bugfix #920 for Bayesian IRFs to BVAR routine
2015-06-18 11:27:55 +02:00
Houtan Bastani
770250aee9
submodule update: reporting
2015-06-17 12:58:03 +02:00
Johannes Pfeifer
ecd03815c8
Port bugfix #920 for Bayesian IRFs to BVAR routine
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Fixes plotting of IRFs where IRFs turn from negative to positive
2015-06-15 19:31:09 +02:00
Houtan Bastani
44fd0b37f9
reporting: submodule update
2015-06-11 11:55:31 +02:00
Marco Ratto
a39c26060e
Fix bug for models with leads and legs in exo variables
2015-06-10 15:57:30 +02:00
Houtan Bastani
864b5f17bc
submodule update: dates
2015-06-10 09:28:07 +02:00
Johannes Pfeifer
22b1aa7a0d
Filter out case where estimated_params block is present but smoother on calibration is requested
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In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
2015-06-09 14:51:32 +02:00
Johannes Pfeifer
ac7b8a691e
Fix evaluation of residuals stored in info
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They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
Johannes Pfeifer
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
Johannes Pfeifer
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
Johannes Pfeifer
f1d81dbf90
Account for latex_original file in collect_LaTeX_Files.m
2015-06-08 17:59:57 +02:00
Johannes Pfeifer
45bbd460e7
Add routine collect_LaTeX_Files.m that integrates non-standalone TeX-codes into one file that can be compiled
2015-06-08 17:57:16 +02:00
Johannes Pfeifer
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
Johannes Pfeifer
be567c92a3
Fix description of generating function in eps-loader in dynare_estimation_1.m
2015-06-08 17:57:15 +02:00
Johannes Pfeifer
200187a2c9
Fix TeX-loader of PosteriorIRF.m
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It referred to the wrong files and always loaded only one figure, even if several were created.
2015-06-08 17:57:14 +02:00
Johannes Pfeifer
66a840b4d5
Add TeX-loader to forecast_graphs.m used with dyn_forecast.m
2015-06-08 17:57:14 +02:00
Johannes Pfeifer
3a18b72f1b
Add TeX eps-loader to graph_decomp.m called in shock_decomposition.m
2015-06-08 17:57:14 +02:00
Johannes Pfeifer
efb23bbca0
Add captions to pm3.m TeX-output
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Otherwise, it is impossible to know that is displayed
2015-06-08 17:57:13 +02:00
Johannes Pfeifer
26f6f7eb3b
Fix bug in forecast_graphs.m when var_list_ was empty
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In this case, var_list was not set to M_.endo_names because of a typo
2015-06-08 17:57:13 +02:00
Johannes Pfeifer
6f7265337b
Fix saving of graphs in forecast_graphs.m
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Did not use the M_.dname folder, but rather fname
2015-06-08 17:57:12 +02:00
Johannes Pfeifer
a339164b77
Eliminate global variables from dyn_forecast.m and add header
2015-06-08 17:57:12 +02:00
Johannes Pfeifer
8385e813ce
Fix display of ML forecasts with Matlab 2014b graphics interface
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Explicit colours need to be specified
2015-06-08 17:57:11 +02:00
Johannes Pfeifer
c2f07c720f
Add check whether tarb_new_block_probability is between 0 and 1
2015-06-08 16:49:39 +02:00
Johannes Pfeifer
3bf13dd53b
Add functionality for TaRB
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
ccbb5fa7fb
Fix relative_irf option for higher order
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Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
Johannes Pfeifer
3c9b031bd1
Fix bug in dynare_estimation_init.m if steady state does not solve
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There was no check in dynare_estimation_init.m whether the steady state solved, but the noconstant option was set nevertheless. This gave rise to cases where a steady state file returned 0 for the observables, but the steady state did not exits. Due to later using use_calibration, this problem with the initial values was not detected, but the observation equation featured no constant although it should. The solution is to move the use_calibration option before the first steady state computation and then issue an error if the parameterization does not work
2015-06-08 16:35:50 +02:00
Johannes Pfeifer
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
Johannes Pfeifer
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
Johannes Pfeifer
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Johannes Pfeifer
5f40285307
Take care of more requested plot periods than unconditional forecast periods
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Also takes care of initial period that was neglected
2015-06-08 15:33:54 +02:00
Johannes Pfeifer
5d8da65e6d
Add check for unique data entries in dataset
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Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
Houtan Bastani
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
Johannes Pfeifer
c864d9facb
Fix histvalf.m for steady state files
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In this case, ex0_ is required, but it was not set global, leading to crashes
2015-06-07 17:28:16 +02:00
Johannes Pfeifer
13134e0c80
Make check_list_of_variables.m reflect that varobs is now a cell array.
2015-06-07 17:25:04 +02:00
Johannes Pfeifer
c39331d526
Fix bugs in dyn_mex.m under Windows
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Fixes string comparison and copy and paste error.
2015-06-07 14:07:11 +02:00
Stéphane Adjemian
e07607011c
Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
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Fix bug in dynare_estimation_init.m with analytic_derivation where param...
2015-06-06 23:17:10 +02:00
Johannes Pfeifer
79ca991b02
Add initialization of c1 to sylvester3.m
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Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
2015-06-06 18:45:05 +02:00
Johannes Pfeifer
27622a29da
Fix initialization of parameter bounds for ML case in stab_map_.m
2015-06-06 17:40:37 +02:00
Johannes Pfeifer
68c9c3e9ab
Account for ML in map_ident_.m
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In this case, pdraws is empty. Closes #676
2015-06-05 20:49:43 +02:00
Johannes Pfeifer
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
Johannes Pfeifer
a269bed26e
Account for fact that varobs is row cell now, not char column array in GSA
2015-06-05 20:47:51 +02:00
Johannes Pfeifer
88ae542a8a
Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf
2015-06-05 20:46:46 +02:00
Johannes Pfeifer
1232d51765
Cosmetic fixes to stab_map_.m
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Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
Johannes Pfeifer
446b1f6dc1
Fix bug in identification when estimating only standard deviations
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Closes #945
2015-06-05 18:22:45 +02:00
Johannes Pfeifer
3ea44d47cf
Port changes from #511 to gsa/set_shocks_param.m
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Closes #662
2015-06-05 16:56:32 +02:00
Johannes Pfeifer
01cb238a22
Account for NaN in graphs during identification if ML is used
2015-06-05 16:40:01 +02:00
Johannes Pfeifer
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
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Closes #677
2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Karaba)
0b99367648
Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
2015-06-05 16:35:05 +02:00
Stéphane Adjemian (Hermes)
11c84b733f
Fixed bug.
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isoctave is not in the path when calling add_path_to_mex_files.
2015-06-05 11:32:44 +02:00
Stéphane Adjemian (Hermes)
6196501f37
Updated dseries submodule (fix for octave and big csv files loading).
2015-06-04 18:38:37 +02:00
Michel Juillard
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes)
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
Houtan Bastani
08635df66f
submodule update: reporting
2015-06-03 15:22:47 +02:00
Houtan Bastani
c639e4a075
Merge pull request #952 from JohannesPfeifer/ident_lag_fix
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Update computation of non-zero moments within loop that increases num…
2015-06-03 14:26:34 +02:00
Stéphane Adjemian (Hermes)
7a1b5a3dfc
Updated particles submodule.
2015-06-03 12:05:18 +02:00
Johannes Pfeifer
6d17a860b5
Update computation of non-zero moments within loop that increases number of lags
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Closes #949
2015-06-03 11:16:55 +02:00
Stéphane Adjemian (Hermes)
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
Stéphane Adjemian (Hermes)
3602a0b1a8
Fix bug in pm3 for filtered variables that led to crashes.
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Manual merge of Johannes PR #737 .
-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
Stéphane Adjemian (Hermes)
b53578dc80
Completed description of minimizer_algorithm input argument.
2015-06-01 16:42:02 +02:00
Johannes Pfeifer
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
c97aaad62d
Fixed bug.
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Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
Stéphane Adjemian (Hermes)
959349d30f
Put rgwmh options in a substructure.
2015-05-28 18:03:53 +02:00
Stéphane Adjemian (Hermes)
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes)
a211e91378
Updated particles.
2015-05-28 15:36:56 +02:00
Houtan Bastani
60b3577a09
avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
2015-05-28 11:53:50 +02:00
Houtan Bastani
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Frédéric Karamé
0c2483278c
Add three variables for RWGMH.
2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes)
94776660ff
Merge branch 'master' into rewrite-nonlinear-filters
2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes)
47f4d37e70
Fixed online filter with first order approximation of the model.
2015-05-27 18:06:48 +02:00
Frédéric Karamé
888cf1eeff
Updated particles.
2015-05-27 16:00:09 +02:00
Frédéric Karamé
38a276fb08
restore the default value for distribution_approximation
2015-05-27 14:57:01 +02:00
Frédéric Karamé
df67efcb7c
add an exception for the use of gaussian filters and gradient-based estimation methods
2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes)
96b484d89c
Updated particles.
2015-05-27 14:35:55 +02:00
Michel Juillard
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Michel Juillard
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
Michel Juillard
1b822a9105
fix calls to dynare_solve() when Jacobian of function must be computed
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numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +02:00
Houtan Bastani
90c4f834f2
fix typo introduced in f03839cf12
2015-05-26 12:11:24 +02:00
Michel Juillard
92a33f9792
changed another call to dynare_solve() forgotten in last commit
2015-05-25 17:15:09 +02:00
Michel Juillard
f03839cf12
removed "global options_" in dynare_solve.m and made it an
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argument. Modified all calling functions.
2015-05-25 17:15:09 +02:00
Houtan Bastani
d5cb78bbea
fix typo introduced in 89828e56cc
2015-05-20 10:12:24 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes)
8b6040717a
Added missing semicolon.
2015-05-18 18:00:09 +02:00
Johannes Pfeifer
cb1fc3ec3c
Lift unnecessary restriction of not allowing simpsa with infinite bounds
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Introduction of options_.huge_number makes this redundant
2015-05-13 20:33:14 +02:00
Houtan Bastani
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
Houtan Bastani
902a5d2788
ensure that mex file exists before doing comparison
2015-05-12 10:55:24 +02:00
Johannes Pfeifer
646658a0f2
Add missing deblank to disp_dr.m
2015-05-11 17:40:03 +02:00
Johannes Pfeifer
3c3b255025
Clarify that output of mode_check.m is minus likelihood/posterior
2015-05-11 17:39:26 +02:00
Stéphane Adjemian
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Michel Juillard
a5a5490a12
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Johannes Pfeifer
b67e9626f7
Add more information to header of rand_multivariate_student.m
2015-05-10 10:06:42 +02:00
Stéphane Adjemian
16a29d58a6
Merge pull request #930 from JohannesPfeifer/rename_hessian
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Make sure that no variable is named hessian
2015-05-10 09:09:43 +02:00
Johannes Pfeifer
e76f81740f
Make sure that no variable is named hessian.
2015-05-10 08:17:40 +02:00
Stéphane Adjemian
29f9cb4d53
Merge pull request #929 from JohannesPfeifer/delete_stale_files
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Delete stale files from previous MCMC runs
2015-05-09 22:47:25 +02:00
Stéphane Adjemian (Charybdis)
b8eb0ff72d
Added online help to prior command (cli).
2015-05-09 22:36:19 +02:00