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
4ffebeee2e
dseries: submodule update
2015-04-23 14:15:47 +02:00
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
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
ac15eda6de
Revert "Add check for valid filename"
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This reverts commit 39c7b793f29f7d3524e9
2015-04-22 13:55:35 +02:00
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
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
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
df697febcb
dseries: submodule update
2015-04-22 11:38:36 +02:00
dd55dca6af
Merge pull request #903 from JohannesPfeifer/filename_check
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Add check for valid filename
2015-04-22 11:02:24 +02:00
39c7b793f2
Add check for valid filename
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Uses the same restrictions as variable names.
2015-04-22 10:57:10 +02:00
6702d5b8ca
preprocessor: remove commented code
2015-04-21 16:49:37 +02:00
920d9544db
Merge pull request #901 from rattoma/gsa
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Small typos and formatting fixes.
2015-04-21 10:09:47 +02:00
9596154f03
Small typos and formatting fixes.
2015-04-21 09:24:30 +02:00
c6cf5ea60d
Merge pull request #899 from JohannesPfeifer/smoother_only_crash
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Fix crash in unit test fs2000_smoother_only
2015-04-20 16:55:55 +02:00
a205a66883
Merge pull request #898 from rattoma/gsa
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fixed typo in documentation
2015-04-20 16:55:17 +02:00
6760938c6e
fixed typo
2015-04-20 16:50:02 +02:00
3dee87c243
Fix crash in unit test fs2000_smoother_only
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For calibrated models, the param_vals field does not exist
2015-04-20 16:45:51 +02:00
e7c487ab67
Merge pull request #897 from JohannesPfeifer/manual_moment_calibration
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Fix manual structure after changes in 591cd064d1291d5777e339d47da5fc6129...
2015-04-20 16:38:26 +02:00
e565508398
Fix manual structure after changes in 591cd064d1
2015-04-20 16:22:20 +02:00
9bd47caab8
doc: change xref to pxref where appropriate
2015-04-20 11:36:31 +02:00
591cd064d1
Merge pull request #895 from rattoma/gsa
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updated documentation for IRF/moment restrictions and refreshed sensitiv...
2015-04-20 11:34:46 +02:00
e3ed925400
Document reduced form mapping for MC samples with neighborhood_width
2015-04-20 11:28:54 +02:00
c5f7091ad0
doc: fix typo introduced in c46b6cdfea
2015-04-20 11:21:54 +02:00
d8424b1620
updated documentation for IRF/moment restrictions and refreshed sensitivity analyses and plots
2015-04-20 11:06:21 +02:00
dcdb5ee0f6
Merge pull request #890 from rattoma/gsa
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small fix in matlab annotation
2015-04-17 10:10:58 +02:00
8ab8d46281
small fix in matlab annotation
2015-04-17 09:16:54 +02:00
e67524e990
Merge pull request #872 from JohannesPfeifer/ramsey_documentation
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Clarify Ramsey optimal policy in manual
2015-04-17 08:48:05 +02:00
0a27b71f7e
Merge pull request #886 from rattoma/gsa
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Enhance and harmonize reduced form mapping routine
2015-04-17 08:41:32 +02:00
8d3a10c952
Merge pull request #889 from JohannesPfeifer/csminwel_fix
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Bugfix and cosmetic improvements for csminwel
2015-04-17 08:39:27 +02:00
bc6cf0345f
Clean up csminwel1.m
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Adds documentation and puts calling of numerical gradient to nested function as previously suggested in comment at the bottom of file
2015-04-17 07:05:01 +02:00
b629d3ca19
Cosmetic changes to csminwel routines
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Mostly adds documentation
2015-04-17 07:05:00 +02:00
84f0060cbd
Fix bug where inverse Hessian from csminwel1.m was taken as Hessian
2015-04-17 07:05:00 +02:00
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
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Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
b0f4f2af78
Harmonize use of front-end mcf_analysis.m in GSA and identification routines.
2015-04-16 18:25:35 +02:00
57e9b9fa8b
Revived reduced form mapping routine:
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1) use new mcf_analysis.m;
2) use generic filtering when threshold does not work;
3) make log-tranformed mapping meaningful and comparable to baseline;
3) harmonize names of files saved and reduced number of directories created;
2015-04-16 16:13:16 +02:00
0faf6e1981
Allow inverse transform and set minimum threshold for lam
2015-04-16 16:13:00 +02:00
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
1509e07728
Merge pull request #884 from rattoma/gsa
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fix graphic issues with eps
2015-04-16 12:44:03 +02:00
4e1e7732fd
fix graphic issues with eps
2015-04-16 12:30:27 +02:00
fe243e5f8b
Merge pull request #883 from rattoma/gsa
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missing bits in fixes to graphical issues #881 .
2015-04-16 09:16:50 +02:00
8d679bff6f
missing bits in fixes to graphical issues #881 .
2015-04-16 08:52:42 +02:00
31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
00c317e109
Merge pull request #882 from rattoma/gsa
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fix graph output issues #881
2015-04-15 23:26:19 +02:00
41cebf7e4e
- fix nograph option in GSA graphical output
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- fix graphical output issues on unix
2015-04-15 22:54:36 +02:00
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
f0770186ca
Exhanged mode_compute=2 and mode_compute=102.
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These options are for the simulated annealing algorithm, the Mathworks' global optimization
toolbox is mandatory for mode_compute=102. The first option relies on a
free implementation (works also with Octave).
2015-04-15 12:42:08 +02:00
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Marco Ratto
Stéphane Adjemian