Ferhat Mihoubi
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
Ferhat Mihoubi
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis)
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67
.
2013-06-13 16:39:12 +02:00
Johannes Pfeifer
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis)
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis)
9d3a1d242a
Added fake argument to matlab's implementation of mjdgges.
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Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
Stéphane Adjemian (Charybdis)
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis)
a71b770fec
Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6).
2013-06-12 09:53:18 +02:00
Houtan Bastani
1a6f8753d1
reporting: in windows, replace native filesep with forward slash for inclusion in tex file
2013-06-11 17:12:16 +02:00
Houtan Bastani
dec9c3a315
reporting: search for pdflatex.exe on windows
2013-06-11 17:11:48 +02:00
Houtan Bastani
58a583c248
reporting: fix echo command in system searches for pdflatex
2013-06-11 17:11:15 +02:00
Johannes Pfeifer
97f777ea15
Make sure that recursive forecasting happens in increasing order of observations (required for plotting)
2013-06-09 10:56:58 +02:00
Johannes Pfeifer
3347352a45
Fix plots for Recursive Forecasting and save them to graphs subfolder.
2013-06-09 10:55:52 +02:00
Johannes Pfeifer
79748dd150
Correct displayed information if not total dataset is used.
2013-06-09 10:45:41 +02:00
Ferhat Mihoubi
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
Ferhat Mihoubi
2dc04c8c00
Correct a typo when solving an equation containing only lead and current values of endogenous
2013-06-07 20:27:10 +02:00
Houtan Bastani
037ec55dfd
dynDate: add missing case to throw error if another char is passed
2013-06-07 17:23:22 +02:00
Michel Juillard
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +02:00
Johannes Pfeifer
c82658a2a5
Bugfix for steady;
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1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot
8c14339a0f
Merge pull request #399 from JohannesPfeifer/master
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Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
Sébastien Villemot
bf94bb3df8
Implement clock option of set_dynare_seed
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Also improve documentation of set_dynare_seed.
Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot
9210ad68b5
Merge pull request #410 from rattoma/parallel_option
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new option for user specific files
2013-05-31 05:46:31 -07:00
Sébastien Villemot
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
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New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
Marco Ratto
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
Sébastien Villemot
2822fcd979
Fix bug introduced in 767dce0a
2013-05-28 10:16:26 +02:00
Sébastien Villemot
71ded60742
Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
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Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
Marco Ratto
26602ecf3c
Bug fix for negative values of x(kk)
2013-05-27 12:00:39 +02:00
Sébastien Villemot
f7403c452e
Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
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Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
Johannes Pfeifer
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
Johannes Pfeifer
bd68970c62
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-26 08:11:53 +02:00
Sébastien Villemot
74ee859b37
Merge pull request #408 from rattoma/master
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allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
Johannes Pfeifer
767dce0a3b
Check in McMCDiagnostics.m whether all consecutive MH files are present
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Closes #390
2013-05-24 11:18:31 +02:00
Sébastien Villemot
57cf45ef0b
Merge pull request #404 from JohannesPfeifer/BVAR_graphs
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Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
Johannes Pfeifer
77488f5f22
Make BVAR obey graph-options and save to graph folder
2013-05-24 11:04:21 +02:00
Sébastien Villemot
b6a054dc4f
Merge pull request #403 from JohannesPfeifer/irf_shocks
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Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
Sébastien Villemot
353d864429
Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
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Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
Marco Ratto
73765b52ca
Allow using new option
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options_.parallel_info.local_files
that allow porting to remote threads user-specific local files needed to run the project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
Sébastien Villemot
c035ca30af
Fix nonexistent variable names
2013-05-23 13:03:52 +02:00
Sébastien Villemot
da1a190630
Remove spurious displayed variables
2013-05-23 11:52:28 +02:00
Marco Ratto
7bef23f1b3
Allow asymmetric mode check plots, using the new option
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mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
Johannes Pfeifer
5842c6c1c5
Make unconditional forecasts save figures to graph folder
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
Johannes Pfeifer
ed823c2ef6
Make PosteriorIRF obey irf_shocks
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The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
Johannes Pfeifer
834e18c02c
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-18 10:44:07 +02:00
Johannes Pfeifer
115b16236b
Fix bug in dsge_likelihood for univariate_kalman_filter
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ÿÿÿ
Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
Houtan Bastani
5e00e5f330
reporting: @series: add new option tableMarkerLimit
2013-05-17 14:02:59 +02:00
Houtan Bastani
a4c4f9e04d
reporting: @series: fix comment
2013-05-17 13:50:43 +02:00
Houtan Bastani
5c1846eb1e
reporting: @series: fix coloring
2013-05-17 13:49:45 +02:00
Sébastien Villemot
e30cbef217
Better fix for the issue raised in cc5527c
commit message
2013-05-17 10:39:05 +02:00
Sébastien Villemot
4f8af445f7
Revert "Move filling of decision rules to respective orders"
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This reverts commit cc5527c843
.
This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
2013-05-17 10:32:27 +02:00
Houtan Bastani
0d9cf39fa0
reporting: @report: bug fix: test for os x on octave
2013-05-16 14:31:50 +02:00
Houtan Bastani
08d1d0b521
reporting: @report: simplify test for os x
2013-05-16 14:31:49 +02:00
Houtan Bastani
9d8c135f59
reporting: use matlab2tikz when using Octave w OS X
2013-05-16 14:31:49 +02:00
Houtan Bastani
7037e2a4bc
reporting: centralize/automate display.m
2013-05-16 14:31:40 +02:00
Houtan Bastani
965f54884d
reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods
2013-05-16 14:31:40 +02:00
Houtan Bastani
7428ea2cc6
reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods
2013-05-16 14:31:40 +02:00
Houtan Bastani
f877620b93
reporting: remove footnote option
2013-05-15 16:28:32 +02:00
Houtan Bastani
20e5a4d4b6
reporting: remove config option
2013-05-15 16:23:58 +02:00
Houtan Bastani
5920457437
reporting: aesthetic change
2013-05-15 13:05:33 +02:00
Houtan Bastani
1a83647928
reporting: @report: add compiler option to compile() as alternative method to pass compiler information
2013-05-15 13:05:33 +02:00
Houtan Bastani
fe68b69302
reporting: @report: throw explicit error if user has not passed compiler option on Windows
2013-05-15 13:05:26 +02:00
Houtan Bastani
e6b99ad617
reporting: @graph: only take string representation of color
2013-05-14 18:36:01 +02:00
Houtan Bastani
cbd43ee9df
reporting: on error reading user options, print actual option passed not lowercase version of it
2013-05-14 17:24:41 +02:00
Houtan Bastani
d6210a4a34
reporting: @series: fix display
2013-05-14 16:52:09 +02:00
Houtan Bastani
a4a5eb6022
reporting: @series: change showTableMarkers to tableShowMarkers
2013-05-14 16:52:09 +02:00
Houtan Bastani
b631fc1d7f
reporting: @series: change lineWidth to graphLineWidth
2013-05-14 16:52:09 +02:00
Houtan Bastani
f6ff010b36
reporting: @series: rename lineStyle as graphLineStyle
2013-05-14 16:52:08 +02:00
Houtan Bastani
8a45999e19
reporting: change color to graphLineColor
2013-05-14 16:52:08 +02:00
Houtan Bastani
df3b337924
reporting: @series: remove unnecessary assertion
2013-05-14 16:52:08 +02:00
Houtan Bastani
e185ee7172
reporting: fix typos in validity checks
2013-05-14 13:11:46 +02:00
Houtan Bastani
0c6f7dd8cd
reporting: change hlines to showHlines
2013-05-14 13:11:46 +02:00
Houtan Bastani
af094d0271
reporting: implement hlines option
2013-05-14 13:11:46 +02:00
Houtan Bastani
e437480d26
reporting: change vlines to showVlines
2013-05-14 13:11:46 +02:00
Stéphane Adjemian
fc83427185
Merge pull request #393 from JohannesPfeifer/display_tables
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Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Sébastien Villemot
0d5a9e3a06
Merge pull request #391 from JohannesPfeifer/master
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Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
Johannes Pfeifer
cc5527c843
Move filling of decision rules to respective orders
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Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
2013-05-13 19:23:38 +02:00
Houtan Bastani
df0749d166
reporting: change zeroline to showZeroline
2013-05-13 18:48:43 +02:00
Houtan Bastani
788b7e3d11
reporting: bug fix: only assign a tempname to figname when one doesn't already exist
2013-05-13 18:19:16 +02:00
Houtan Bastani
9fa99b5337
reporting: make option names uniform by removing underscores to conform with Matlab style options
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Conflicts:
matlab/reports/@series/series.m
matlab/reports/@series/write.m
2013-05-13 18:16:52 +02:00
Houtan Bastani
bd11ea293e
reporting: change tableMarkers to showTableMarkers
2013-05-13 18:16:52 +02:00
Houtan Bastani
f03bf0a615
reporting: preserve case when assigning method options while allowing user to enter any case
2013-05-13 18:16:52 +02:00
Houtan Bastani
333d515fe9
reporting: change legend_boxoff to showLegendBox
2013-05-13 18:16:52 +02:00
Houtan Bastani
80c9bf6c4c
reporting: change legend to showLegend
2013-05-13 18:16:52 +02:00
Houtan Bastani
36ee655d03
reporting: change showdate to showDate
2013-05-13 18:16:52 +02:00
Houtan Bastani
89b0bd0904
reporting: change grid option to showGrid
2013-05-13 18:16:52 +02:00
Sébastien Villemot
03ec4fa88d
Merge pull request #394 from JohannesPfeifer/k_order_pert_pruning_simult
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Bugfix for simult_.m when used with k_order_pert and pruning at order=1
2013-05-13 08:34:31 -07:00
Stéphane Adjemian (Charybdis)
86ee57876d
Fixed bug when NAMES__ is not defined.
2013-05-13 16:27:37 +02:00
Stéphane Adjemian (Charybdis)
ccaefc4032
Added @dynSeries/lag method.
2013-05-13 13:53:25 +02:00
MichelJuillard
459a93d2d5
Merge pull request #395 from JohannesPfeifer/prior_violation
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Make error message if mode violated prior more explicit
2013-05-12 06:47:26 -07:00
Johannes Pfeifer
d9fb19e479
Make error message if mode violated prior more explicit
2013-05-12 13:27:55 +02:00
Johannes Pfeifer
44a6641782
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
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In the rare combination of k_order_solver, pruning, and order=1 the steady state was not subtracted from the starting values when doing simulations
2013-05-11 12:14:11 +02:00
Johannes Pfeifer
7aea75f348
Add function for displaying estimation results
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The commit moves the creation of results tables, both the ones displayed
and printed to LaTeX, from dynare_estimation_1.m to a separate function.
This factorization later allows to use this function to display results
from other estimation routines. At the same time, it removes the display
of t-statistics for posterior estimates ( #339 )
2013-05-10 18:58:08 +02:00
Johannes Pfeifer
42081aec88
Filter out stale loglinear option
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With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
Houtan Bastani
adb8685f4d
fix typo
2013-05-03 14:54:47 +02:00
Houtan Bastani
eebdfd623c
reporting: fix xticklabels
2013-05-03 14:44:30 +02:00