Johannes Pfeifer
fa1f7794d5
Delete stale files from previous MCMC runs
...
Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Stéphane Adjemian
450520e946
Merge pull request #926 from JohannesPfeifer/return_values
...
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
2015-05-09 14:27:03 +02:00
Johannes Pfeifer
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
...
During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
Johannes Pfeifer
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
...
Closes #284
2015-05-09 08:03:55 +02:00
Stéphane Adjemian
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
...
Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
Stéphane Adjemian (Hermes)
f960e7bb68
Merged branch simpsa-inf-fix.
2015-05-07 16:01:43 +02:00
Stéphane Adjemian (Hermes)
6d0dfc2d3f
Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
2015-05-07 15:59:46 +02:00
Stéphane Adjemian
f26cec2430
Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
...
Fix compatibility of mode_compute=7
2015-05-07 15:16:15 +02:00
Stéphane Adjemian
de526eae57
Merge pull request #906 from JohannesPfeifer/table_display
...
Cosmetic fixes to the on-screen display of tables
2015-05-07 15:15:38 +02:00
Stéphane Adjemian
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
...
Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
Stéphane Adjemian
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
...
Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian
971142131e
Merge pull request #918 from JohannesPfeifer/Geweke_fix
...
Fix Geweke convergence when used with load_mh_file
2015-05-07 14:09:36 +02:00
Stéphane Adjemian
cd509427bf
Merge pull request #919 from JohannesPfeifer/Trace_Plot
...
Add possibility to plot posterior density to trace_plot.m
2015-05-07 14:09:11 +02:00
Stéphane Adjemian
0e0cb1a191
Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
...
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-07 14:07:21 +02:00
Stéphane Adjemian
3a79f28941
Merge pull request #921 from JohannesPfeifer/dynasave
...
Add check for field existence to dynasave.m
2015-05-07 12:49:31 +02:00
Stéphane Adjemian
7e3778df7f
Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
...
Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
Marco Ratto
e2b59630c1
diffuse_kalman_tol not properly triggered
2015-05-07 10:18:55 +02:00
Johannes Pfeifer
0c7b4f542c
Add check for presence of NaN in JJ to identification_analysis.m
...
Usually happens when model has a unit root and unconditional second moments are NaN
2015-05-06 16:14:45 +02:00
Michel Juillard
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
...
of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
Johannes Pfeifer
7d263dcd2f
Add check for field existence to dynasave.m
...
Otherwise, if simulations do not exist, a cryptic crash happens
2015-05-05 16:09:05 +02:00
Johannes Pfeifer
b8c6c87908
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-05 16:02:37 +02:00
Johannes Pfeifer
6d7cbe33c5
Add possibility to plot posterior density to trace_plot.m
2015-05-04 10:49:24 +02:00
Johannes Pfeifer
50f0dadec8
Fix Geweke convergence when used with load_mh_file
...
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
Houtan Bastani
e550aa806a
change convert_oo_ to be forward compatible
2015-04-30 15:25:54 +02:00
Houtan Bastani
9cf352e471
bug fix in check_valid_ver
2015-04-30 15:24:12 +02:00
Houtan Bastani
a93e0157e4
add utilities to convert oo_ between different versions of dynare, #546
2015-04-30 14:45:53 +02:00
Johannes Pfeifer
67b3c5deef
Cosmetic changes to masterParallel.m
2015-04-30 09:04:09 +02:00
Houtan Bastani
7570328c0d
reporting: submodule update. closes #869
2015-04-29 16:22:12 +02:00
Marco Ratto
6a17fe5de3
Fix provisions for matlab 8.5 win32 bits.
2015-04-29 11:33:14 +02:00
Houtan Bastani
07c74f7f7d
reporting: submodule update (to be reverted when Debian tex distro is finally updated)
2015-04-28 17:39:04 +02:00
Houtan Bastani
fa5eb67d91
reporting: submodule update (to deal with Debian's outdated LaTeX distro. Revert when servers are updated), #867
2015-04-28 16:39:02 +02:00
Houtan Bastani
c9b404fc1b
reporting: submodule update, #867
2015-04-27 18:28:11 +02:00
Houtan Bastani
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
Houtan Bastani
17e03a82e3
fix comment
2015-04-27 11:07:52 +02:00
Johannes Pfeifer
b4941c02d3
Cosmetic Fixes to Metropolis-Hastings routines
...
- Adds comments and headers and fixes typos in previous ones
- Make naming in random_walk_metropolis_hastings_core.m more intuitive
2015-04-25 19:28:16 +02:00
Johannes Pfeifer
9408319e48
Cosmetic changes related to solvopt.m
2015-04-24 12:31:27 +02:00
Houtan Bastani
4ffebeee2e
dseries: submodule update
2015-04-23 14:15:47 +02:00
Sébastien Villemot
db272f114b
Compatibility fixes for MATLAB <= 7.7.
...
The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
Johannes Pfeifer
8285121f9b
Allow selection of tolerance for display of decision rules
2015-04-22 15:37:35 +02:00
Johannes Pfeifer
20a4f551ed
Improve display of decision rules by accounting for variable lengths
...
Also cleans up file by factoring code
2015-04-22 15:29:04 +02:00
Johannes Pfeifer
0dac179944
Improve display of tables
...
Closes #892 by allowing for optional inputs for cell lengths. Replaces centering of headers by right-flush to improve readability.
2015-04-22 15:26:03 +02:00
Sébastien Villemot
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
Houtan Bastani
ac15eda6de
Revert "Add check for valid filename"
...
This reverts commit 39c7b793f2
.
(would not be necessary if 9f7d3524e9
had
been rebased)
2015-04-22 13:55:35 +02:00
Houtan Bastani
57f89d6843
Merge pull request #905 from JohannesPfeifer/filename_check
...
Add check for valid filename
2015-04-22 13:47:15 +02:00
Johannes Pfeifer
9f7d3524e9
Add check for valid filename
...
Uses the same restrictions as variable names.
2015-04-22 13:30:09 +02:00
Sébastien Villemot
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
Houtan Bastani
df697febcb
dseries: submodule update
2015-04-22 11:38:36 +02:00
Johannes Pfeifer
8eaa645800
Fix compatibility of mode_compute=7
...
Uses wrapper as for mode_compute=3 to restore to conform to Octave syntax
2015-04-22 11:08:32 +02:00
Johannes Pfeifer
39c7b793f2
Add check for valid filename
...
Uses the same restrictions as variable names.
2015-04-22 10:57:10 +02:00
Johannes Pfeifer
c6c5cd8ce8
Allow Inf bounds in simpsa by replacing them with big finite number
...
Closes #585
2015-04-21 16:26:46 +02:00
Johannes Pfeifer
3dee87c243
Fix crash in unit test fs2000_smoother_only
...
For calibrated models, the param_vals field does not exist
2015-04-20 16:45:51 +02:00
Johannes Pfeifer
31cd80e9a9
Fix crash in error message display of perfect_foresight_setup.m when more than one variable is not present in current period
...
Concatenation otherwise crashes due to non-conformable matrices
2015-04-19 10:52:22 +02:00
Marco Ratto
8ab8d46281
small fix in matlab annotation
2015-04-17 09:16:54 +02:00
Stéphane Adjemian
0a27b71f7e
Merge pull request #886 from rattoma/gsa
...
Enhance and harmonize reduced form mapping routine
2015-04-17 08:41:32 +02:00
Johannes Pfeifer
bc6cf0345f
Clean up csminwel1.m
...
Adds documentation and puts calling of numerical gradient to nested function as previously suggested in comment at the bottom of file
2015-04-17 07:05:01 +02:00
Johannes Pfeifer
b629d3ca19
Cosmetic changes to csminwel routines
...
Mostly adds documentation
2015-04-17 07:05:00 +02:00
Johannes Pfeifer
84f0060cbd
Fix bug where inverse Hessian from csminwel1.m was taken as Hessian
2015-04-17 07:05:00 +02:00
Stéphane Adjemian (Charybdis)
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
Marco Ratto
b0f4f2af78
Harmonize use of front-end mcf_analysis.m in GSA and identification routines.
2015-04-16 18:25:35 +02:00
Marco Ratto
57e9b9fa8b
Revived reduced form mapping routine:
...
1) use new mcf_analysis.m;
2) use generic filtering when threshold does not work;
3) make log-tranformed mapping meaningful and comparable to baseline;
3) harmonize names of files saved and reduced number of directories created;
2015-04-16 16:13:16 +02:00
Marco Ratto
0faf6e1981
Allow inverse transform and set minimum threshold for lam
2015-04-16 16:13:00 +02:00
Marco Ratto
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
Marco Ratto
4e1e7732fd
fix graphic issues with eps
2015-04-16 12:30:27 +02:00
Marco Ratto
8d679bff6f
missing bits in fixes to graphical issues #881 .
2015-04-16 08:52:42 +02:00
Marco Ratto
41cebf7e4e
- fix nograph option in GSA graphical output
...
- fix graphical output issues on unix
2015-04-15 22:54:36 +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)
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +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
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
Marco Ratto
e32cbf626f
Fixed bug when neighborhood_width is used : MC option must be forced.
2015-04-14 12:06:25 +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
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
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
Stéphane Adjemian (Charybdis)
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
Marco Ratto
e97e5c3407
Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
...
This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
Marco Ratto
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
...
Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
Marco Ratto
7c838b133f
Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
2015-04-03 18:02:03 +02:00
Johannes Pfeifer
8cc9fbd69a
Remove hard-coded coloring of legend in mode_check.m
...
Now displays correct colors with new Matlab plot interface (>2014a)
2015-04-02 20:52:49 +02:00
Stéphane Adjemian
f9154273d0
Merge pull request #854 from JohannesPfeifer/smoother_var_initialization_fix
...
Fix size of filtered variables matrix
2015-04-01 17:59:12 +02:00
Stéphane Adjemian (Charybdis)
f3d1a6c68e
Merge branch 'master' into marco_analytic_derivation
2015-04-01 16:41:38 +02:00
Johannes Pfeifer
27403fb2dd
Add check whether initial prior is Inf
...
Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
2015-04-01 16:30:46 +02:00
Johannes Pfeifer
9c3c0d727f
Add check for point priors and force user to fix this parameter.
...
Traps Inf-prior
2015-04-01 16:29:18 +02:00
Marco Ratto
b4a8ad8aa4
Fix mex path for win64 bit
2015-04-01 14:43:52 +02:00
Marco Ratto
214dc74723
- Fixed bugs around analytic derivation.
...
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Stéphane Adjemian
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
...
Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
Stéphane Adjemian
ad0e0b6c1d
Merge pull request #861 from JohannesPfeifer/steady_fix
...
Prevent crash if steady state cannot be computed
2015-03-30 15:17:46 +02:00
Stéphane Adjemian (Charybdis)
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
...
By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
Houtan Bastani
34c871b53c
getenv provides one output on windows
2015-03-27 18:58:35 +01:00
Houtan Bastani
90e00b3871
fixes for windows
2015-03-27 17:29:10 +01:00
Houtan Bastani
d7c253ae59
support 64-bit preprocessor, #862
2015-03-26 19:08:30 +01:00
Johannes Pfeifer
781e280610
Prevent crash if steady state cannot be computed
...
If e.g. the log of the steady state cannot be computed, the field oo_.dr.ys does not exist
2015-03-25 09:42:59 +01:00
Sébastien Villemot
80f512b90b
ilu function has been implemented in Octave 4.0.
2015-03-18 16:03:41 +01:00
Sébastien Villemot
aa1acec308
Remove obsolete warning code for Octave < 3.6.
2015-03-17 18:01:36 +01:00
Sébastien Villemot
ec65f80617
Octave warning "matlab-incompatible" renamed to "language-extension" in 4.0.
2015-03-17 17:59:52 +01:00
Houtan Bastani
1a3d8d0b26
Provisions for MATLAB 8.5 (R2015a)
2015-03-16 14:44:06 +01:00
Stéphane Adjemian (Scylla)
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
Marco Ratto
c881cfff17
Fixed issues related to newratflag.
...
This options relates to alternative numerical hessian computations:
optim=('Hessian',1) is the default dynare numeric Hessian
optim=('Hessian',0) is the outer product gradient
optim=('Hessian',2) is the 'mixed' outer product gradient, where diagonal elements using second order derivation formula,
Both 0 and 2 cases require univariate filters, to ensure using maximum number of individual densities.
2015-03-12 17:24:21 +01:00
Johannes Pfeifer
d4c0726026
Fix size of filtered variables matrix
...
Fixes crash occurring due to non-conformable matrices
2015-03-12 10:49:33 +01:00
Michel Juillard
87cb00bd7d
fixing bug in calling sequence of *_dynamic function when using block option
2015-03-11 09:24:47 +01:00
Sébastien Villemot
6e0d919751
Fix issue with purely forward deterministic models with lags on exogenous.
...
Ref #617
2015-03-09 18:22:01 +01:00
Houtan Bastani
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
Houtan Bastani
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
Michel Juillard
86f9e53ec6
dr_block: fixing bug in solve_foward_complete
2015-03-07 10:59:53 +01:00
Michel Juillard
265970c1c9
adding global test for identification for sbvar
2015-03-07 10:59:53 +01:00
Stéphane Adjemian (Charybdis)
de5c541ce6
Manually merged PR #807 .
...
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Stéphane Adjemian
219b4fe547
Merge pull request #813 from JohannesPfeifer/model_diag
...
Add missing abs to unit root check in model_diagnostics.m
2015-03-01 16:35:31 +01:00
Stéphane Adjemian
511d621818
Merge pull request #851 from JohannesPfeifer/Estimation_Bugfixes
...
Estimation bugfixes
2015-03-01 16:33:51 +01:00
Stéphane Adjemian
ba2c4db88c
Merge pull request #816 from JohannesPfeifer/loglinear_steady_error
...
Integrate error from negative steady state with loglinear model into pri...
2015-03-01 16:30:29 +01:00
Johannes Pfeifer
a7f380d8c0
Condition check for changed parameters on whether parameters are estimated in the first place
...
Fixes crash in master unit test
2015-03-01 13:36:21 +01:00
Johannes Pfeifer
fe938c902a
Fixed another bug related to options_.optim_opt being now initialized as an empty array
...
Finalizes 392486273e
2015-03-01 13:34:39 +01:00
Johannes Pfeifer
0ef7524977
Use dynare_minimize_objective for OSR computations
2015-02-28 20:37:10 +01:00
Stéphane Adjemian (Charybdis)
198a6ed7cf
Removed three unused routines.
2015-02-27 18:54:12 +01:00
Stéphane Adjemian (Charybdis)
73cdaa3091
Replaced get_prior_info routine by prior routine.
...
This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
Stéphane Adjemian (Charybdis)
daaed37782
Added new routines.
2015-02-27 17:05:11 +01:00
Stéphane Adjemian (Charybdis)
eec1e77140
Removed last character if string is renurned in a variable.
2015-02-26 16:18:33 +01:00
Stéphane Adjemian (Charybdis)
4979f33f8b
Added the possibility to return the generated line in a variable.
2015-02-26 16:10:44 +01:00
Stéphane Adjemian (Charybdis)
04ae10434c
Beta prior. Do not return the prior mean of the prior density has two
...
modes (return the first mode).
2015-02-26 12:07:40 +01:00
Stéphane Adjemian (Charybdis)
392486273e
Fixed bug (options_.optim_opt is now initialized as an empty array).
2015-02-26 08:43:30 +01:00
Stéphane Adjemian (Charybdis)
0bb413e8fa
Merge branch 'experimental-optimizers'
2015-02-24 20:44:39 +01:00
Stéphane Adjemian (Charybdis)
83981125c9
Added missing routine and fixed licence header.
2015-02-24 20:42:19 +01:00
Stéphane Adjemian (Charybdis)
5ef340b8cf
Rewrote gmhmaxlik routine (mode_compute==6).
2015-02-24 20:34:35 +01:00
Houtan Bastani
e19f03b420
replace reporting code with submodule. closes #811
2015-02-24 16:38:36 +01:00
Stéphane Adjemian (Charybdis)
fac1d206ab
Use new wrapper for optimization algorithms when maximizing the prior density.
2015-02-23 18:26:34 +01:00
Stéphane Adjemian (Charybdis)
bd39ff34f6
Fixed bug in get_prior_info routine.
...
lb and ub (lower and upper bounds for the priors) are no more fields of
bayestopt_ structure.
2015-02-23 18:24:57 +01:00
Stéphane Adjemian (Charybdis)
0ffb9dd6e2
Changed order of the input arguments in dynare_mimimize_objective.
...
It is more standard to have the name of the routine (defining the
objective to be minimized) as a first argument.
2015-02-23 14:35:41 +01:00
Stéphane Adjemian (Charybdis)
beb7826376
Moved optimization related routines in a common subfolder.
2015-02-23 14:26:07 +01:00
Stéphane Adjemian (Charybdis)
5865d46a74
Fixed bug. Wrong number of returned arguments when calling
...
dynare_minimize_objective (missing options_).
2015-02-21 18:14:15 +01:00
Stéphane Adjemian
32c29fece5
Merge pull request #842 from JohannesPfeifer/cosmetics
...
Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
Stéphane Adjemian (Charybdis)
7df3856cbf
Fixed homotopy with bytecode for perfect foresight models.
2015-02-21 13:59:53 +01:00
Stéphane Adjemian (Charybdis)
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
Stéphane Adjemian (Charybdis)
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
Stéphane Adjemian (Charybdis)
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
Stéphane Adjemian (Charybdis)
402a826300
Updated dates submodule.
2015-02-20 15:16:20 +01:00
Stéphane Adjemian (Charybdis)
38b548c4d0
Fixed licence header.
2015-02-20 14:48:25 +01:00
Stéphane Adjemian (Charybdis)
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
Sébastien Villemot
1faf755d56
Oops, fixing dseries branch.
2015-02-19 18:26:49 +01:00
Sébastien Villemot
e2d7b8ad25
Update dseries.
2015-02-19 18:23:39 +01:00
Stéphane Adjemian (Charybdis)
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
...
With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
Stéphane Adjemian (Charybdis)
fd0a172637
Remove small imaginary parts in the solution path for perfect foresight
...
models obtained with stack_solve_algo=7.
Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
Stéphane Adjemian (Charybdis)
0851d277c4
Use correct tolerance parameter when solving perfect foresight model
...
with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
Stéphane Adjemian (Charybdis)
01b83d767a
Added a matlab routine that prints a line by replicating a symbol.
2015-02-18 18:31:39 +01:00
Stéphane Adjemian (Charybdis)
51a277424d
Cosmetic changes.
2015-02-18 18:21:45 +01:00
Houtan Bastani
6f0584fe38
fix copyright dates
2015-02-18 03:06:33 +01:00
Stéphane Adjemian (Charybdis)
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis)
cc94ed63b0
Revert "Temporary fix for perfect foresight model simulation with block option."
...
This reverts commit 8875dbdaa5
.
2015-02-17 13:01:01 +01:00
Stéphane Adjemian (Charybdis)
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
...
routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Michel Juillard
83c68c0477
Allowing for models without exogenous variable
2015-02-16 21:30:34 +01:00
Stéphane Adjemian (Charybdis)
8875dbdaa5
Temporary fix for perfect foresight model simulation with block option.
2015-02-16 17:05:37 +01:00
Stéphane Adjemian (Charybdis)
d3275db830
Removed options_ and oo_ globals from generated dynamic model
...
routines (with block option).
2015-02-16 16:56:17 +01:00
Houtan Bastani
333f87ced2
fix headers
2015-02-16 09:08:26 +01:00
Houtan Bastani
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
Michel Juillard
dfc89df6a8
added make_ex_ to fix bug in dyn_forecast and fixed length of output
2015-02-15 17:49:01 +01:00
Stéphane Adjemian (Charybdis)
b3ed7901cf
Fixed bug in homotopy for perfect foresight models.
...
Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
Stéphane Adjemian (Charybdis)
3b41aa0e60
Fixed bug related to the type of initial_period.
2015-02-13 15:59:49 +01:00
Stéphane Adjemian (Charybdis)
ec896d8ca7
Cosmetic changes.
...
oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
Stéphane Adjemian (Charybdis)
59d1c18960
Added routines missing in previous commit.
2015-02-13 10:10:41 +01:00
Stéphane Adjemian (Charybdis)
67be25d1a8
Rewrote homotopy for perfect foresight models.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
f40fcb9724
Do not print anything if homotopy (perfect forsight models solver).
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
bcc68ff15c
Updated dseries submodule and dynare_config().
...
Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
a44e240153
Removed routines for loading data (dynare/matlab folder).
2015-02-12 15:30:27 +01:00
Houtan Bastani
a2bd920d6f
Workaround for #755
...
(cherry picked from commit 9a3cca2a55d57c3148fbcfd892a67a1d9731e9b1)
Conflicts:
matlab/load_csv_file_data.m
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
93966f2087
Set verbosity to 0 if homotopy is used to solve the perfect foresight model.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
892e6818ed
Put argument checks in another routine.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
6f7fed2046
Moved sim1* routines in subfolder.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
1b55975231
Moved det_cond_forecast routine in subfolder.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
e4f4a03798
Removed useless routine.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis)
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
Johannes Pfeifer
8320a39e61
Add check whether steady state file during estimation overwrittes parameters to be estimated.
...
This might lead to wrong results and should be checked for.
2015-02-11 12:58:36 +01:00
Houtan Bastani
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
Houtan Bastani
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
Houtan Bastani
8673bcf558
reporting: add titleTruncate option
2015-01-27 09:54:37 +01:00
Johannes Pfeifer
1eabb1f6da
Change headers to reflect availability of third order approximation
2015-01-27 08:05:57 +01:00
ferhat
5d9b25d2be
In dr_block, debugging information printed out should not be handled with options_.verbosity. Adding an additional optional argument to handle the debugging information
2015-01-21 13:48:25 +01:00
Michel Juillard
73e292df2a
merged recent changes to submodule dseries
2015-01-17 12:05:12 +01:00
Michel Juillard
8a52ef599b
added a local variable for maximum_lag
2015-01-15 13:55:48 +01:00
Michel Juillard
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
...
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Stéphane Adjemian (Charybdis)
84cef49584
Fixed bug (oo_ must be replaced by DynareResults).
2015-01-14 11:38:36 +01:00
Michel Juillard
5ff129e52d
simplified extended_path.m.
...
homotopy and variable sample length should be handled in the solvers.
2015-01-11 21:12:32 +01:00
Michel Juillard
da8f702429
removed parfor used for building the Jacobian
2015-01-11 21:12:32 +01:00
Michel Juillard
1b38dc6422
fixing crash in computation of Ramsey steady state
2015-01-11 21:12:32 +01:00
Michel Juillard
4179e25e11
fixing bug when lags are greater than one period
2015-01-11 21:12:32 +01:00
Houtan Bastani
060288a777
reporting: run compilation in batchmode to speed it up slightly
2015-01-08 18:37:44 +01:00
Houtan Bastani
14cedf576a
reporting: add option to stop LaTeX compilation when an error is encountered (instead of prompting the user for input)
2015-01-08 18:35:10 +01:00
Stéphane Adjemian (Charybdis)
647d7b9761
Do not detrend the data (nonlinear filters).
2015-01-07 16:27:41 +01:00
Houtan Bastani
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
Houtan Bastani
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
Houtan Bastani
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
Houtan Bastani
1b8a58fe5b
reporting: fix error message
2014-12-23 17:52:17 +01:00
ferhat
823477519c
Corrects the extended path when bytecode option is used
2014-12-19 14:53:23 +01:00
Stéphane Adjemian
077654fda2
Merge pull request #818 from JohannesPfeifer/smoother_only
...
Various fixes when running only smoother on a model
2014-12-17 11:29:05 +01:00