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10904 Commits (b080e5d7b1633fdfcbdd6007ecbae804c34f7c49)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 48b5839414 Updated NEWS file for 4.5.4. 2018-01-29 16:31:24 +01:00
Houtan Bastani bfe07d389b macroprocessor: fix unhandled case of nested ifdef/ifndef statements. closes #1587 2018-01-29 10:58:07 +01:00
Marco Ratto 13a30a0a4e add a new case for ratios between endogenous variables, like trade balance to GDP. 2018-01-27 10:37:31 +01:00
Marco Ratto b3bcd2c8b0 bug fixes: wrong name of field fig_name and properly using user defined fig_name 2018-01-27 10:37:31 +01:00
Marco Ratto 5e7256daeb Bug fixes after changes in the options structures for shock decompositions. 2018-01-27 10:37:31 +01:00
Johannes Pfeifer cbc0cdfef8 Fix bug in multivariate Kalman smoother when observations are missing 
The singularity branch did not correctly account for the switching number of observables
 2018-01-26 23:13:45 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 8e73289fe5 read_variables.m: consistently account for variables being stored as cell array 2018-01-26 12:29:03 +01:00
Johannes Pfeifer 0a80ca4028 initial_condition_decomposition: Add nodisplay, graph_format, fig_name options 2018-01-26 12:09:14 +01:00
Johannes Pfeifer 6b9f469459 initial_condition_decomposition: return oo_ output argument to base workspace 2018-01-26 12:09:14 +01:00
Stéphane Adjemian (Charybdis) 74fc7cc078 Copyright header fix. 2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis) c4f1958690 Cosmetic changes + Copyright headers fixes. 2018-01-26 12:00:27 +01:00
Johannes Pfeifer b933a440bf Add debugging info to Kalman filter routines 2018-01-26 11:47:39 +01:00
Marco Ratto b9741548b0 As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z') 2018-01-26 11:47:39 +01:00
Marco Ratto cf8213f7a0 fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%. 
This fixes the bug in e97e5c3407 that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312.
 2018-01-26 11:47:39 +01:00
Johannes Pfeifer 60efdd49bb disp_steady_state.m: Use character array to make sure alignment in display of steady state is right 2018-01-26 11:45:54 +01:00
Johannes Pfeifer a418a04249 model_diagnostics.m: bugfix after transition to cell arrays 
disp does not work with cell
 2018-01-26 11:45:54 +01:00
Johannes Pfeifer 9fadf19bc2 Add -accepteula flag to psexec call 
Prevents freezing if dialog has not been opened before
 2018-01-25 11:45:41 +01:00
Johannes Pfeifer ec3fb76aa7 posterior_sampler: Fix naming error that crashes parallel estimation 2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis) 2647f258d4 Cosmetic changes (code factorization). 2018-01-25 11:34:54 +01:00
Johannes Pfeifer 4c7960fbdc AnalyseComputationalEnvironment.m: print out command that caused error as well as system response 2018-01-25 10:49:58 +01:00
Houtan Bastani 3a6227387b Fix commit reverted in 4d89452e1b. 2018-01-25 00:47:50 +01:00
Johannes Pfeifer ef797eec0f mode_check.m: account for case where bounds are infinite and not plots are shown 2018-01-24 23:21:10 +01:00
Stéphane Adjemian (Charybdis) 4d89452e1b Revert "macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578" 
Commit 204d9cd05f fails with gcc 4.9 (I checked that it works flawlessly
with 6.x). The error message is:

MacroDriver.cc:63:24: error: 'class std::basic_string<char>' has no member named 'front'
         if (it->second.front() == '[' && it->second.back() == ']')
                        ^
MacroDriver.cc:63:53: error: 'class std::basic_string<char>' has no member named 'back'
         if (it->second.front() == '[' && it->second.back() == ']')

Ideally we should bump the version of gcc used in the build system, but I will not do that before the
next bug fix release. I suppose it is easier to replace the front() and back() methods.
 2018-01-24 22:15:57 +01:00
Stéphane Adjemian (Charybdis) c7a860e6b6 Fixed bug in interactive choice of the endogenous variables. 
Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577.
 2018-01-24 18:22:45 +01:00
Johannes Pfeifer 28b499af3b Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver 2018-01-24 17:50:42 +01:00
Stéphane Adjemian (Charybdis) ad0bff3771 Added comments. 2018-01-24 17:24:21 +01:00
Johannes Pfeifer 99e4cb6e7e evaluate_steady_state_file.m: Condition call to str2func on function being present 
Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
 2018-01-24 17:21:16 +01:00
Stéphane Adjemian (Charybdis) 76d05aea57 Merge branch 'pr#1583' 2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis) e6cc7d6a7f Rewrote header. 2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis) 145f1e7b1c Streamlined code by removing unnecessary conditions. 2018-01-24 15:59:04 +01:00
Houtan Bastani 82de9c1d18 macroprocessor: allow inline comments. closes #1550 2018-01-23 17:13:46 +01:00
Houtan Bastani 204d9cd05f macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578 2018-01-23 16:33:20 +01:00
Johannes Pfeifer 92549e48b1 Make demean.m use nanmean 
Otherwise estimation with missing observations and prefilter option will crash
 2018-01-20 08:26:00 +01:00
Stéphane Adjemian(Charybdis) 055ffb0b9e Added second input argument to missing/nanmean routine. 
This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.

Fixes the bug introduced in b4204f8b9e for those
who do not have the statistics toolbox.
 2018-01-13 00:10:50 +01:00
Marco Ratto ec35210e06 - bug fix for when NO parameter is detected below pvalue threshold 
- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
 2018-01-12 10:04:57 +01:00
Johannes Pfeifer b4204f8b9e Make sure that mean and covariance of data are correctly computed with only one observation 
Need to always compute mean along first dimension

(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
 2018-01-12 09:48:14 +01:00
Johannes Pfeifer 0d11246c35 Add fast_realtime option to integration test 2018-01-12 09:48:14 +01:00
Johannes Pfeifer 911ca2a54f Add preprocessor interface for fast_realtime option of 2018-01-12 09:48:14 +01:00
Houtan Bastani 70452bbeea preprocessor: list nonlinear equations in .m file 2018-01-11 12:55:36 +01:00
Stéphane Adjemian (Charybdis) f4867d30b1 Cosmetic changes and fixed cell/chararray issues. 2018-01-10 17:14:59 +01:00
Marco Ratto f4b25efc5a bug fix with initial_date for conditional shock decomposition 2018-01-10 15:12:39 +01:00
Marco Ratto a63bc5b7f0 fixed bugs with dating of AOA decompositions 2018-01-10 15:12:39 +01:00
Marco Ratto 3e589d2440 Bug fixes in 
1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
 2018-01-10 15:12:39 +01:00
Marco Ratto 6c5fc8d0fe new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points. 2018-01-10 15:10:55 +01:00
Marco Ratto fd8a69d97b bug fix in setting realtime_conditional_shock_decomposition field 2018-01-10 15:06:13 +01:00
Marco Ratto a04b2876f2 bug fixes: 
- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
 2018-01-10 15:06:13 +01:00
Marco Ratto 5d6b688f38 Bug fixes: 
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be  forced to be zero
- wrong name of option fig_names
 2018-01-10 15:06:13 +01:00
Marco Ratto 45166aba81 Bug fix for undefined yr variable 2018-01-10 13:14:27 +01:00
Stéphane Adjemian (Charybdis) dfcb9df58d Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00