Stéphane Adjemian
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
Stéphane Adjemian
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
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Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
Stéphane Adjemian
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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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
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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
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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
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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
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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
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Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
Stéphane Adjemian
93d5fc96fc
Merge pull request #923 from rattoma/diffuse_filter_and_smoother
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diffuse_kalman_tol was not properly triggered
2015-05-07 12:48:02 +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
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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
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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
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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
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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
Stéphane Adjemian (Charybdis)
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +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
Houtan Bastani
445fd653f1
preprocessor: add dynare_version field to oo_, M_, and options_, #546
2015-04-30 14:45:53 +02:00
Stéphane Adjemian (Charybdis)
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +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
Houtan Bastani
372aed9192
Merge pull request #913 from rattoma/master
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Fix provisions for matlab 8.5 win32 bits.
2015-04-29 11:43:45 +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
Stéphane Adjemian (Charybdis)
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
Houtan Bastani
ad2f7d4a15
doc: reporting: add new fan chart options. closes #867
2015-04-27 18:34:28 +02:00
Houtan Bastani
1c25b7ddaa
reporting: update test for fan charts, #867
2015-04-27 18:28:20 +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
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
Johannes Pfeifer
b4941c02d3
Cosmetic Fixes to Metropolis-Hastings routines
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- 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
Johannes Pfeifer
eed98a2c44
Adds documentation and license info for new optimizers
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Also introduced alphabetic ordering for documented options
Closes #887
2015-04-24 12:30:51 +02:00
Johannes Pfeifer
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +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.
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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
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Also cleans up file by factoring code
2015-04-22 15:29:04 +02:00
Johannes Pfeifer
0dac179944
Improve display of tables
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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"
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This reverts commit 39c7b793f2
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(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
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Add check for valid filename
2015-04-22 13:47:15 +02:00
Johannes Pfeifer
9f7d3524e9
Add check for valid filename
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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