Commit Graph

3532 Commits (b2818309839e6568e5d5d023ca826183380d4bdf)

Author SHA1 Message Date
Marco Ratto 3aa9419835 rename local variables to minimize the risk of overlapping with names stored in data file 2013-04-18 19:35:49 +02:00
Sébastien Villemot e1f702f83a Various fixes to steady state computation in estimation DLL
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Houtan Bastani c7bb71199d reporting: @reporting: open pdf file after compilation (Matlab only) 2013-04-18 17:28:59 +02:00
Houtan Bastani ac47e81fb1 reporting: @graph: set prettier spacing of xticklabels 2013-04-18 17:19:48 +02:00
Houtan Bastani e786fa8627 the last 32bit release of matlab for osx was 7.11 (R2010b) 2013-04-18 11:12:33 +02:00
Stéphane Adjemian (Charybdis) 409675ce9c Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided. 2013-04-12 17:55:14 +02:00
Stéphane Adjemian (Charybdis) 3b3d753d54 Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied. 2013-04-12 17:53:13 +02:00
Stéphane Adjemian (Charybdis) b955b20bf3 Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted. 2013-04-12 17:50:52 +02:00
Stéphane Adjemian (Charybdis) 63502db6c0 Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added. 2013-04-12 17:48:00 +02:00
Stéphane Adjemian (Charybdis) be91a24daa Fixed bug that was affecting the display of dynDates objects. 2013-04-12 17:41:32 +02:00
Stéphane Adjemian (Charybdis) 6eecf0ba10 Fixed typo in header. 2013-04-12 17:21:10 +02:00
Stéphane Adjemian (Charybdis) 1dd0518188 Added unitary test in dynSeries/subsasgn. 2013-04-12 16:27:46 +02:00
Stéphane Adjemian (Charybdis) 681e7b677d Added the possibility to use two regular expressions in dynSeries/subsasgn method.
As in dynSeries/extract we consider a tensor product.
2013-04-12 16:26:57 +02:00
Stéphane Adjemian (Charybdis) f447ea8feb Added unitary test in dynSeries/extract method. 2013-04-12 15:59:19 +02:00
Stéphane Adjemian (Charybdis) 2a9e075c63 Added the possibility to use two regaular expressions in @dynSeries/extract method.
*Example*

Suppose that a dynSeries object contains the following set of variables

GDP_1
GDP_2
GDP_3
GDP_4
GDP_5
GDP_6
GDP_7
HICP_1
HICP_2
HICP_3
HICP_4
HICP_5
HICP_6
HICP_7
Consumption_1
Consumption_2
Consumption_3
Consumption_4
Consumption_5
Consumption_6
Consumption_7

Then the syntax:

b = a{'@GDP,HICP@_@1,2,3@'}

will instantiate a new dynSeries object containing variables:

GDP_1
GDP_2
GDP_3
HICP_1
HICP_2
HICP_3
2013-04-12 15:58:55 +02:00
Stéphane Adjemian (Charybdis) 0cdb636d67 Remove possible leading and trailing white spaces in variable names. 2013-04-12 14:39:39 +02:00
Frédéric Karamé c85f27b910 add comments 2013-04-12 10:38:34 +02:00
Frédéric Karamé 8976bcf82c fix bug in the dimension of the noise vector 2013-04-12 10:38:33 +02:00
Frédéric Karamé ae55884261 factorization of the Neff routine 2013-04-12 10:38:33 +02:00
Frédéric Karamé 25179aba7f add a routine to build the proposal distribution for the conditional particle filter 2013-04-12 10:38:33 +02:00
Houtan Bastani 3b92c1b1c7 remove unused variables 2013-04-11 19:07:34 +02:00
Houtan Bastani 73fcf9719e fix comment and error 2013-04-11 19:07:34 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Marco Ratto b77445e5f9 1) Allow threshold reduced form mapping also for posterior samples;
2) Improve the notation of info saved of  threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
Houtan Bastani b0f9131f13 reporting: @report: add compile method 2013-04-10 18:08:14 +02:00
Houtan Bastani 17c7c3f0d2 reporting: add more info to stdout during processing/writing 2013-04-10 14:55:19 +02:00
Houtan Bastani a0f25ee621 reporting: comment cleanup 2013-04-10 13:01:22 +02:00
Houtan Bastani 3e9e35aff6 reporting: allow for manual height adjustment of sections 2013-04-10 12:53:41 +02:00
Johannes Pfeifer c071df7f78 Clarify terminology used for filtered variables
Closes #317
2013-04-10 10:44:24 +02:00
Houtan Bastani c8a888729d reporting: @graph: keep line handles for use with legend 2013-04-09 17:37:54 +02:00
Houtan Bastani 7ea21ca765 reporting: @graph: legend uses tex 2013-04-09 17:37:54 +02:00
Houtan Bastani 87102cbdea reporting: @graph: ensure xlim is not larger than actual xlimits 2013-04-09 17:37:54 +02:00
Houtan Bastani 8468a1bc04 reporting: @graph: use green shading which is easier to see because 'FaceAlpha' doesn't work on octave (at least on os x) 2013-04-09 11:49:16 +02:00
Houtan Bastani a3cf461bea reporting: @graph: if shading, move to bottom 2013-04-09 11:16:30 +02:00
Houtan Bastani e672d88d7a reporting: @graph: uistack fix for octave & move zeroline writing up 2013-04-09 11:16:01 +02:00
Marco Ratto 9ca6898446 Fixed bug introduced in commit c9402d9ecc for local threads 2013-04-08 12:47:41 +02:00
Marco Ratto c9402d9ecc Several bug fixes:
1) properly manage hybrid matlab/octave computations;
2) check for function handles under octave, which cannot be saved on a mat file;
3) bug fix for non standard octave path;
4) synchronization fix under octave;
5) Retrieve missing output files when remote threads are finished;
6) check if input files have been updated, like in metropolis computations with load_mh_file=1;
7) check if output files are missing to trap synchronization failures: this may be inefficient and needs to be improved for unix/windows clusters;
8) fixed cleanup with multiple remote nodes.
2013-04-05 17:44:08 +02:00
Marco Ratto 844cbac2b3 fixed output argument as a proper char matrix for both unix and windows OS. 2013-04-05 17:30:50 +02:00
Marco Ratto 8de02041ef synchronization pause(1) to fix bug in matlab-octave clusters under unix 2013-04-05 17:29:40 +02:00
Marco Ratto 0fb688136e 1) used Environment input argument to GiveCPUnumber to fix bug with hybrid unix/windows clusters;
2) removed return after failure of ping; some machines like hal can be connected but do not allow ping;
2013-04-05 17:28:43 +02:00
Marco Ratto 09bc0a0aaa fixed bug with seeds in hybrid matlab-octave parallel clusters 2013-04-05 17:25:34 +02:00
Marco Ratto fe0054f370 allow posterior irf plots for octave 2013-04-05 17:17:47 +02:00
Marco Ratto 84f0d6c7da bug fix for octave under windows and hybrid unix-windows clusters 2013-04-05 17:16:17 +02:00
Sébastien Villemot 2bc167fc6a ILU wrapper around LUINC: don't test setup.type
It is anyway impossible to have exactly the same behaviour of ilu and luinc
with respect to zero filling and maximum pivot
2013-04-05 15:05:19 +02:00
Houtan Bastani f944dde89a reporting: @graph: push zeroline to bottom 2013-04-05 13:15:00 +02:00
Houtan Bastani 0cb0a23ec1 reporting: @graph: add zeroline option 2013-04-05 11:48:56 +02:00
Houtan Bastani 1f9e6dea8d add strjoin to missing 2013-04-04 11:35:45 +02:00
Houtan Bastani 18a24de73d reporting: @report: simplified syntax for adding vspace 2013-04-04 08:50:49 +02:00
Houtan Bastani 5f304863e5 reporting: @elements: add end.m 2013-04-04 08:48:24 +02:00
Houtan Bastani 8f7bcfc22d reporting: @table: fix display 2013-04-04 08:42:41 +02:00
Houtan Bastani aa7bb4625e reporting: fix typo 2013-04-04 07:35:54 +02:00
Houtan Bastani eae3f2fe28 reporting: @series: write tex name to table 2013-04-03 19:13:32 +02:00
Houtan Bastani a8b9dd24b8 dynSeries: tex_rename: allow to be used with one arg when the dynSeries has only one var 2013-04-03 19:13:32 +02:00
Houtan Bastani b089cae9f6 bug fix: tmp should be char not cell 2013-04-03 19:13:32 +02:00
Stéphane Adjemian (Charybdis) cd3a5b8f32 Changed interface and calibration (cubature & unscented transform). 2013-04-03 18:40:14 +02:00
Houtan Bastani 3efe8b5232 reporting: @series: add align_right option 2013-04-03 16:28:17 +02:00
Houtan Bastani b7786bf4bb reporting: @table: add vline_after option 2013-04-03 14:40:06 +02:00
Houtan Bastani 38d56ecfca reporting: @table: allow control of title font size 2013-04-03 11:37:19 +02:00
Houtan Bastani 965896d8c9 reporting: @series support writing colors/marking table rows 2013-04-02 15:00:27 +02:00
Houtan Bastani 21333de9ef reporting: @seriesElements: bug fix 2013-04-02 15:00:27 +02:00
Houtan Bastani 0569e46faa reporting: fix typo 2013-04-02 15:00:27 +02:00
Houtan Bastani 25a013b222 reporting: @series: use graph_* to precede graph-specific options 2013-04-02 15:00:27 +02:00
Houtan Bastani 53e0768f8f dynDates: add end keyword 2013-04-02 11:12:00 +02:00
Houtan Bastani 54b0f3184d reporting: @table: use @series 2013-04-02 11:08:23 +02:00
Stéphane Adjemian (Charybdis) 4e1165c905 Added Gaussian unscented cubature (order three approximation). 2013-03-30 11:06:41 +01:00
Stéphane Adjemian (Charybdis) 5ed35c2927 Fixed bug in insert_object_in_one_dimensional_cell_array routine when the original cell array is empty. 2013-03-30 11:06:41 +01:00
Houtan Bastani ea718d6998 dynDate: fix typos 2013-03-29 18:51:26 +01:00
Houtan Bastani 9637a9d4ce reporting: @graph: bug fix 2013-03-29 17:58:54 +01:00
Houtan Bastani 1006b849de reporting: factorize max range code for eventual use with @table 2013-03-29 17:25:04 +01:00
Houtan Bastani 513272a832 reporting: simplifying syntax at report object level for series 2013-03-29 17:25:04 +01:00
Houtan Bastani 95ee0857b9 reporting: use end keyword in simplified syntax 2013-03-29 17:25:04 +01:00
Houtan Bastani 691c3b79f8 dynDates: bug fix 2013-03-29 17:25:04 +01:00
Houtan Bastani 25d8ea8bfc reporting: @series use size instead of numel 2013-03-29 15:55:28 +01:00
Houtan Bastani 9417bd1106 reporting: support end keyword for indexing 2013-03-29 15:55:28 +01:00
Houtan Bastani 340be3329e reporting: @graph: code cleanup 2013-03-29 15:55:27 +01:00
Houtan Bastani 5f0746aafe reporting: @graph: issue warning if no series to plot 2013-03-29 15:55:27 +01:00
Stéphane Adjemian (Charybdis) aa73a3f5ed Added unitary test in dynSeries/subsref. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 7fe697a7e0 Added the possibility to extract variables from dynSeries object using indices instead of variable names.
If ts is a dynSeries object containing variables A1, A2, A3, A4, A5, then the following syntaxes are equivalent:

ts{[1, 2, 5]}

ts{'A1','A2','A5'}

and will create a new dynSeries object made of variables A1, A2 and A5.
2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) bc1689fa05 Added iscellofchar function.
Test if all the elements of a two dimensional cell array are strings.
2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) ae80129db6 Added unitary test for @dynSeries/size. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 45b89a17c3 Give dot access to the @dynSeries/size function. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 9f117f9d00 Changed behaviour of @dynSeries/size.
If called with a second input argument (dim), size returns the number of observations if dim==1 or
the number of variables if dim==2. Without this second argument, size returns the number of
observations and the number of variables.
2013-03-29 14:53:34 +01:00
Houtan Bastani 077f98445b reporting: numel -> numElements, numPages 2013-03-29 10:16:16 +01:00
Houtan Bastani 26a14fe9d9 reporting: @section: remove unsupported field 2013-03-28 18:08:16 +01:00
Houtan Bastani ffbaf1a5b5 reporting: fix typo 2013-03-28 18:08:16 +01:00
Houtan Bastani 430f7b538f reporting: @graph, @series, support syntax simplification 2013-03-28 18:08:16 +01:00
Houtan Bastani aecd2a89ad reporting: rename numElements as numel 2013-03-28 18:08:15 +01:00
Houtan Bastani 09931c07ee reporting: @series class 2013-03-28 18:08:15 +01:00
Sébastien Villemot f92965b28c CSV datafiles: document it, autodetect extension 2013-03-28 12:50:04 +01:00
Stéphane Adjemian (Charybdis) 8311caf304 Closes #346 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 1dd2512532 Added unitary test in @dynSeries/subsasgn 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 5e16db5760 Closes #333 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 44287a2d75 Added routine. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) fbc34e74d4 Fixed bug. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 6f8aed5109 Fixed numbering of the unitary tests in @dynSeries/subsasgn method. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 974e8b1a39 Fixed bug. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 5132e501cf Fixed bug. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 35542ec904 Added the possibility to factorize the extraction of variables from a dynSeries object.
In addition to the already implemented selection mechanism using matlab's regular expressions,
we allow the following syntax:

a = ts{'GDP_@US,JP,FR@'};

to extract variables GDP_US, GDP_JP and GDP_FR from dynSeries object ts. If one of these variables
does not exist, an error message is issued.
2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 15a916512f Added unitary test in @dynSeries/extract method. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 3da56958bc Cosmetic change. Removed commented line of code. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 13ffe7d52c Added test in @dynSeries/check method. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 12517aa9f4 Fixed bug. Missing definition of time member in @dynSeries/merge method. 2013-03-28 12:31:33 +01:00
Marco Ratto 9a622298e8 Fixed spurious bugs when new MC smoother is invoked when an old one is already present in gsa results subfolders 2013-03-27 17:39:55 +01:00
Marco Ratto 543b4040c2 Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option. 2013-03-27 17:38:18 +01:00
Marco Ratto bfa3ecbe3b 1) Fix compatibility problems with the Port field in unix nodes of the cluster
2) better cleanup of remnants of remote parallel runs when Strategy ==1
3) for  windows sessions eliminate the use of start, replaced by psexec -d  instanced, to allow cleanup of .bat file
4) fix bug in Strategy==1 that was not properly cleaned by deleting new files on exit
2013-03-27 17:16:28 +01:00
Marco Ratto 203c8ea643 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) Fix bug when local machine is accessed through the network in windows;
3) small bug fix in remote directory check;
2013-03-27 16:33:11 +01:00
Marco Ratto b82bc0586a 1) Fix for octave compatibility;
2) cleanup slavejob files
2013-03-27 16:31:45 +01:00
Marco Ratto 2133ae43a6 Allow for exceptions in deleting new files created remotely 2013-03-27 16:30:46 +01:00
Marco Ratto f2cce399b8 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) fix in defining the list of files;
2013-03-27 16:30:12 +01:00
Marco Ratto 8cd68dc02a 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) bug fix in security checks;
2013-03-27 16:29:50 +01:00
Marco Ratto 0a2f7f3e6d Fix compatibility problems with the Port field in unix nodes of the cluster 2013-03-27 16:28:31 +01:00
Johannes Pfeifer f995f3da90 Bugfix in correlation_mc_analysis
Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
Johannes Pfeifer a403d324dc Fix Typo in correlation_mc_analysis 2013-03-27 10:12:53 +01:00
Sébastien Villemot feb0eb8a11 Adapt for change of ismember in MATLAB R2013a 2013-03-25 14:34:07 +01:00
Sébastien Villemot 3025a14ed9 Adapt for removal of luinc in MATLAB R2013a 2013-03-25 12:05:56 +01:00
Ferhat Mihoubi 33bac21c33 Adds end of line codes for various environments 2013-03-22 16:46:52 +01:00
Ferhat Mihoubi 5c2a6b80eb Revert "indicates the endline code for various environments"
This reverts commit f16a8b1658.
2013-03-22 16:14:19 +01:00
Ferhat Mihoubi ac6326758a Adds new preconditioners in iterative solvers 2013-03-22 15:46:47 +01:00
Ferhat Mihoubi 7a8b407380 Adds csv files in the file formats supported by datafile 2013-03-22 15:30:20 +01:00
Ferhat Mihoubi f16a8b1658 indicates the endline code for various environments 2013-03-22 15:27:42 +01:00
Johannes Pfeifer 82c6ff3b1b Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f' 2013-03-21 21:22:20 +01:00
Johannes Pfeifer 7518072e77 Fix several bugs related to estimated measurement errors
1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs

I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.

3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.

4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
Johannes Pfeifer ebc7d6f67a Add comment why use of old correlation matrix from previous draw is correct and revert change
Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
2013-03-21 20:49:33 +01:00
Sébastien Villemot 3bbdbf8387 Provisions for MATLAB 8.1 (R2013a) 2013-03-21 18:26:04 +01:00
Stéphane Adjemian (Charybdis) 894a81efb2 Added two new routines to rename name and tex name of a variable in a dynSeries object. 2013-03-21 16:42:13 +01:00
Stéphane Adjemian (Charybdis) 262c6a3a1c Changed the naming convention of the variables in the overloaded operators for the dynSeries class.
Names for the results of basic operations on dynSeries objects was '--NA--'. The name of the result
variables now keep track of the operations. For instance, if we have two dynSeries objects, ts1 and
ts2, respectively holding two variables 'A1' and 'B1', then:

 - the name of the variable in ts3=ts1+ts2 is 'plus(A1,B1)'
 - the name of the variable in ts3=ts1-ts2 is 'minus(A1,B1)'
 - the name of the variable in ts3=ts1*ts2 is 'multiply(A1,B1)'
 - the name of the variable in ts3=ts1/ts2 is 'divide(A1,B1)'
 - the tex name of the variable in ts3=ts1+ts2 is '(A1+B1)'
 - the tex name of the variable in ts3=ts1-ts2 is '(A1-B1)'
 - the tex name of the variable in ts3=ts1*ts2 is '(A1*B1)'
 - the tex name of the variable in ts3=ts1/ts2 is '(A1/B1)'
2013-03-21 16:42:13 +01:00
Stéphane Adjemian (Charybdis) 055ae25785 Fixed typo. 2013-03-21 16:42:13 +01:00
Stéphane Adjemian (Charybdis) 0be1b434d1 Fixed typo. 2013-03-21 16:42:13 +01:00
Stéphane Adjemian (Charybdis) e6a1fbbd81 Fixed typo. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 0d16bffff9 Added @dynSeries/check function.
Returns zero if the input argument is a well defined dynSeries object.
2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) bb7a1c134d Rewrote @dynSeries/subsasgn method.
+ Added the possibility to rename the assigned variables.
 + Added unitary tests.
2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) b195f0ce89 Added @dynSeries/insert method. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) e60087e671 Added new routine to insert an arbitrary object in a one dimensional cell array. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 31d4fe5e6d Added new routine to insert column vector in a matrix. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 6c8e1ca94a Added @dynSeries/align method. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 6d7a9d6f93 Fixed bug. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 54ad672453 Issue an error if two dynSeries objects with common variable names are concatenated. Added a unitary test. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 4d09ee6ae2 Added new routine.
Compare two one dimensional cells of strings and count the number of common strings. The
optional second argument returns a formated list of common variables.

*Example*

If we have:

A = {'A1'; 'A2'; 'A3'; 'A4'; 'A5'; 'A6'};
B = {'B1'; 'A2'; 'B3'; 'A4'; 'A1'};

then

[n,message] = common_strings_in_cell_arrays(A,B);

returns n=3 and message='A2, A4 and A1'.
2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 78a89f874c Handle the case where the variable to be removed does not exist. Added a unitary test. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 9b4b7c46a7 Added @dynSeries/eq method. 2013-03-21 16:42:12 +01:00
Stéphane Adjemian (Charybdis) 2e10cbc2c5 Added @dynSeries/pop method.
Removes a variable form a dynSeries object.
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) fdfb1173ee Added unitary test in @dynSeries/merge. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) b67ed0bb1f Removed useless deblank command. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 7d798f60ed Added missing tex member in @dynSeries/merge method. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 603fdbddd1 Changed default names for the variables.
If the names of the variables are not provided when instantiating a dynSeries object
then the default name is of the form Variable_i (i=1,...,N, where N is the number of
variables in the dataset).
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 69b86d8223 Changed unitary test. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) b03bd4c647 Removed useless condition in @dynSeries/subsasgn. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) d8d913c9eb Removed useless test. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 5dff466669 Fixed bug (added missing tex member to extracted variables). 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) e5fba538a3 Changed behaviour of @dynSeries/qgrowth (name of the variables).
+ Prefix variable names with QGROWTH_
+ Prefix tex variable names with \delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) baf741a496 Changed behaviour of @dynSeries/ygrowth (name of the variables).
+ Prefix variable names with YGROWTH_
 + Prefix tex variable names with \delta_i with i=nothing, 4, 12  or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) cc199bb80b Changed behaviour of @dynSeries/qdiff (name of the variables).
+ Prefix variable names with QDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 69aaac1fb8 Added unitary test for @dynSeries/ydiff. 2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) bb061f9f2d Changed behaviour of @dynSeries/ydiff (name of the variables).
+ Prefix variable names with YDIFF_
 + Prefix tex variable names with \Delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
Stéphane Adjemian (Charybdis) 2c0683a4a3 Changed copyright year. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) a975761600 Changed behaviour of @dynSeries/uminus and fixed bug.
+ Prefix variable names with the minus symbol.
 + Set tex member.
2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) 865f300032 Make load and save routines for dynSeries objects support tex variable names. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) 9a9f8ebf38 Deduce tex names from the names of the variables in dynSeries objects. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) 3850167d07 Added a routine to convert variable names with underscores into somthing readable by a tex processor. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) 7631851c98 Added @dynDates/union function. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Charybdis) f0c87fa183 Changed behaviour of @dynDates/display. 2013-03-21 16:42:10 +01:00
Houtan Bastani 2673729a2d reporting: @vspace 2013-03-20 18:17:36 +01:00
Houtan Bastani 09d6d0d855 reporting: spacing cleanup 2013-03-20 16:07:06 +01:00
Houtan Bastani 664f94afbc reporting: @table, @graph: require data to be dynSeries, simplify checks 2013-03-20 15:42:56 +01:00
Houtan Bastani 86296ba1f5 reporting: @table: vlines 2013-03-20 12:56:49 +01:00
Johannes Pfeifer 74ef1aa7ed Fixing bug introduced in ae82c284dc 2013-03-19 20:48:09 +01:00
Johannes Pfeifer 156397ec31 Fix bug in ML forecasting if observables are not included 2013-03-19 19:04:03 +01:00
Marco Ratto 597d30d0bf bug fix in call to priordens; 2013-03-19 17:07:14 +01:00
Marco Ratto 92e4e73765 Trap the cases where the state space matrices are not stored for memory allocation issues
[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
Marco Ratto b0ce2dacd9 1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
Marco Ratto d6993cecc4 1) trap the case where the model does not solve for any parameter values in the MC sample;
2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
Marco Ratto 22e0b9cc3d 1) fixed bugs when no estimated parameters are declared;
2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or  prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.

This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.

http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
Houtan Bastani 6f2ff28d1b reporting: @table: only print given date range 2013-03-19 14:35:05 +01:00
Houtan Bastani 49586d0b54 reporting: add centering 2013-03-19 14:34:56 +01:00
Houtan Bastani e02e06b03f reporting: @table: simplify code 2013-03-19 12:51:02 +01:00
Houtan Bastani b7969980d0 reporting: @page: allow for multiple titles, title_format, first args can be provided as strings or cellstr, multiple args as cellstr 2013-03-19 12:50:07 +01:00
Johannes Pfeifer 40e5c61ec7 Restrict endogenous prior to stationary models and allow for measurement error 2013-03-18 23:46:15 +01:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Johannes Pfeifer c85338f022 Add figure title for rplot 2013-03-18 22:51:54 +01:00
Houtan Bastani 0e5acda10e bug fix: fputs not a matlab function 2013-03-18 16:25:38 +01:00
Houtan Bastani aac25a88bd bug fix: substr not a matlab function 2013-03-18 16:19:48 +01:00
Houtan Bastani ec9f53a23b bug fix: single quotes 2013-03-18 16:17:29 +01:00
Sébastien Villemot cda0e03776 Add preprocessor messages (stdout, stderr) to the logfile
Closes #306
2013-03-18 13:44:04 +01:00
Johannes Pfeifer 1df8bf15c2 Bugfix in rplot + typo correction 2013-03-18 10:59:32 +01:00
Johannes Pfeifer e76828bb9c Bugfix in rplot
Make other plot types take into account that variables are in rows, not
columns
2013-03-18 08:46:25 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
Johannes Pfeifer a090a7c35e Add endogenous priors
Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
Johannes Pfeifer 6390830b4d Store MCMC information recorded in record in oo_
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315)
2013-03-17 22:49:28 +01:00
Johannes Pfeifer f1406487dc Make field names consistent with different analysis steps and manual
still related to #316 (https://github.com/DynareTeam/dynare/pull/316)
2013-03-17 22:47:47 +01:00
Johannes Pfeifer 4c8f3a89cc Make graph titles more expressive 2013-03-17 22:45:50 +01:00
Johannes Pfeifer 3b29e69e40 Prevent spectral density plots being triggered in identification
If options_.SpectralDensity.trigger is specified, identification would
otherwise plot graphs in every MC step
2013-03-17 15:30:49 +01:00
Sébastien Villemot c58aebd2ef Fix dyn_saveas for Octave 2013-03-16 14:21:16 +01:00
Sébastien Villemot c0029bc109 Merge pull request #316 from JohannesPfeifer/master
Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
Johannes Pfeifer cd26c3cebd Bugfix in dyn_saveas
Fixed a bug for the non-Octave version where only the last active figure
was printed instead of the figure with the actual handle. Octave
eps-version still needs to be taken care of.
2013-03-16 11:47:56 +01:00
Johannes Pfeifer 36ea30346c Add missing legend to plot
Add missing legend to sensitivity plot
2013-03-16 11:41:03 +01:00
Houtan Bastani 8185ee9729 reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange 2013-03-15 18:56:03 +01:00
Houtan Bastani b9e61f13ce dynDates: bug fix 2013-03-15 18:56:03 +01:00
Houtan Bastani 1d70daa3d9 reporting: @graph: support multiple data sets in one graph 2013-03-15 18:56:03 +01:00
Houtan Bastani d8ae22cebd reporting: cosmetic changes 2013-03-15 18:56:03 +01:00
Houtan Bastani ed5f2a8bf0 reporting: @section: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 5715dea155 reporting: @page: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 5aabe16a03 reporting: @report: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani e8e9b2416a reporting: @graph: check user input 2013-03-15 18:56:02 +01:00
Houtan Bastani 6b9107c1b1 reporting: @table: user input bug fix 2013-03-15 17:23:21 +01:00
Houtan Bastani 8591e7b4b7 fix typo 2013-03-15 16:43:56 +01:00
Johannes Pfeifer e18dc65871 Merge remote-tracking branch 'upstream/master' 2013-03-15 15:38:37 +01:00
Stéphane Adjemian (Ulysses) fe882dfe3d Added @dynDates/minus method. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) 8664a12ed1 Fixed bug. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) f72c45787c Cosmetic change. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) b51ba4ae6f Added @dynDates/intersect function. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) 9b16ee5f88 Added @dynDates/isempty function. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) e51cc1dac2 Added @dynDates/plus method. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) 4514a410dc Added dynDates/eq method. 2013-03-14 23:08:35 +01:00
Stéphane Adjemian (Ulysses) ca5bf548a2 Changed the behaviour of @dynDate/eq.
Return zero if A and B have no common frequencies (previously an error was returned).
2013-03-14 23:08:35 +01:00
Houtan Bastani 81f7f8a4d4 reporting: check user input for table class 2013-03-14 19:15:00 +01:00
Houtan Bastani 12b2b96ab0 reporting: allow selection of series in table 2013-03-14 18:45:10 +01:00
Houtan Bastani 2116ab0f4c reporting: xrange & yrange 2013-03-14 18:37:31 +01:00
Stéphane Adjemian (Ulysses) 1d3dc37781 Allow declaration of dates with lowercase frequencies. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) f3f985dd37 Removed useless addpath command from unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 8328be5b8d Fixed bug (missing time member). 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 862b4e1b6c Removed isint function in @dynSeries/private. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 4e67db9339 Added missing header license. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 5bdce2db3e Changed unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 87e7bc042d Cosmetic change. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) ae789516c1 Added unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 7e057d1711 Changed unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 846aff99fd Removed useless addpath command from unitary tests. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) a18766d676 Cosmetic change. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 2152453c7d Added unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) e4cad0762a Cosmetic change. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 1e4fd736ee Added unitary test. Removed useless addpath commands from unitary test. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 2ee2f0df93 Removed commented lines of code. 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) c023fdd71c Rewrote @dynSeries/subsref recursively. Improved error messages. Fixed bugs (missing time member). 2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Ulysses) 52b0f6db00 Added missing header (license). 2013-03-14 18:29:42 +01:00
Stéphane Adjemian (Ulysses) 0b2fd4c8da Fixed header. 2013-03-14 18:29:42 +01:00
Houtan Bastani 4dfd6bfbdf dynSeries bug fix: add time to date slice 2013-03-14 15:05:09 +01:00
Houtan Bastani b1abf17050 reporting: change way to create temporary file 2013-03-14 14:46:32 +01:00
Stéphane Adjemian (Ulysses) 6541ce2325 Fixed bug in @dynSeries/extract method (missing time member). 2013-03-14 14:48:36 +01:00
Stéphane Adjemian (Ulysses) 59f436dc44 Fixed unitary tests for @dynDate/subsref method. 2013-03-14 14:48:36 +01:00
Stéphane Adjemian (Ulysses) 2ca26ca89a Rewrote @dynDate/subsref method recursively. Improved error messages. 2013-03-14 14:48:36 +01:00
Houtan Bastani 46e965f3ec reporting: code cleanup 2013-03-14 11:26:33 +01:00
Houtan Bastani 41efff0d7b reporting: simplified commands 2013-03-14 11:26:33 +01:00
Stéphane Adjemian (Ulysses) 6b397e1dd8 Fixed unitary tests. @dynDates/sort and @dynDates/unique methods have to be called without (empty) parenthesis. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) d3ba208e8d Rewrote @dynDates/subsref method recursively. Improved error messages. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 919ee41c23 Completed header. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 551971dc50 Moved shiftS function. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 6d86ed7c3e Added the possibility to create a sub dynDates object. Added unitary test.
*Example* Let dd be a dynDate object:

d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;

then dd(2:5) is also dynDates object for the dates 1967Q1, 1967Q2, 1967Q3 and 1967Q5.
2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 4444075530 Fixed bug. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) ca0168e254 Added the possibility to extract a dynDate object from a dynDates object.
*Example* If a dynDates object is built as follows

d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;

then dd(2) is a dynDate object (should be equal to dynDate('1967Q1')).
2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 2dad114eec Added a new interface to instantiate dynDate objects.
Call dynDate constructor with two arguments: teh first one is a 2*1 vector of integers (for time), the second one is a scalar integer (for freq).
2013-03-14 11:08:34 +01:00