Stéphane Adjemian (Charybdis)
b0d6e2b7b6
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
2013-09-24 16:25:43 +02:00
Stéphane Adjemian (Charybdis)
39408b3b05
Removed logged_data_flag and variables related to xls files.
2013-09-23 08:42:25 +02:00
Stéphane Adjemian (Charybdis)
08d671d629
Added comment.
2013-09-23 08:40:56 +02:00
Stéphane Adjemian (Charybdis)
c5c3b45f3c
Merge branch 'master' into use-dynSeries
2013-09-23 08:14:46 +02:00
Stéphane Adjemian (Charybdis)
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
15825c9034
Changed logic in numgrad2.
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Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
Sébastien Villemot
48ed621152
Update Junior's affiliation
2013-09-20 10:28:08 +02:00
Sébastien Villemot
3015233c2c
Add missing dash
2013-09-20 10:18:19 +02:00
Sébastien Villemot
91e06bc27e
Update Ferhat's affiliation
2013-09-20 10:16:12 +02:00
Stéphane Adjemian (Charybdis)
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
Stéphane Adjemian (Charybdis)
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
Michel Juillard
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
Michel Juillard
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
Stéphane Adjemian (Charybdis)
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
Stéphane Adjemian (Charybdis)
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
Michel Juillard
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
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in commit 952139b
2013-09-18 11:23:47 +02:00
Sébastien Villemot
9a0df42970
Merge pull request #470 from JohannesPfeifer/displayposterior
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Improve display of posterior parameters and clarify use of HPD
2013-09-17 01:10:51 -07:00
Houtan Bastani
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
Houtan Bastani
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Johannes Pfeifer
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
Houtan Bastani
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
Sébastien Villemot
e123670675
Fix bug introduced in 952139b
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The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
Stéphane Adjemian (Charybdis)
5fa1b87e0f
Use new syntax.
2013-09-12 17:30:11 +02:00
Stéphane Adjemian (Charybdis)
93357d0026
Added instatiation of a dynSeries object for the dataset.
2013-09-12 17:29:40 +02:00
Stéphane Adjemian (Charybdis)
a71edd5485
Removed test on datafile option. This option is no more mandatory
2013-09-12 13:52:24 +02:00
Stéphane Adjemian (Charybdis)
b680b214cc
Cosmetic changes.
2013-09-12 12:00:04 +02:00
Stéphane Adjemian (Charybdis)
96a46622af
Added prior mode and hyperparameters in oo_.prior structure..
2013-09-12 11:58:25 +02:00
Stéphane Adjemian (Charybdis)
fd284003ce
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/load_xls_file_data.m
2013-09-12 11:01:06 +02:00
Stéphane Adjemian (Charybdis)
743252a571
Fixed typo.
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Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
Houtan Bastani
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis)
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
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Closes #348
(cherry picked from commit b7b4a9afdc
)
2013-09-11 17:24:12 +02:00
Stéphane Adjemian (Charybdis)
84075cab81
Added unitary tests (instantiation of the dynSeries class form an excel file).
2013-09-11 17:21:26 +02:00
Stéphane Adjemian (Charybdis)
b7b4a9afdc
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
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Closes #348
2013-09-11 17:19:54 +02:00
Stéphane Adjemian (Charybdis)
2bddb0ab4c
Added new routine.
2013-09-11 14:31:36 +02:00
Stéphane Adjemian (Charybdis)
55e3bcc5f8
Removed general transformation of the raw data, only consider the log function.
2013-09-11 11:26:35 +02:00
Stéphane Adjemian (Charybdis)
44d64fcfec
Merge branch 'johannes@github-agtrend'
2013-09-11 11:01:14 +02:00
Stéphane Adjemian (Charybdis)
ddce110bf2
Merge branch 'master' into use-dynSeries
2013-09-10 22:26:12 +02:00
Stéphane Adjemian (Charybdis)
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis)
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian
a0173674b5
Merge pull request #467 from JohannesPfeifer/nonfunctions
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Reintroduces nofunctions option mentioned in the manual 'do not print reduced form solution).
2013-09-10 12:12:19 -07:00
Johannes Pfeifer
cdb8f793b5
Fix agtrend.mod
2013-09-10 16:49:21 +02:00
Johannes Pfeifer
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00