Commit Graph

9908 Commits (b4e2f38b6c1977c143ffa7d504cc9d2360ff2b4a)

Author SHA1 Message Date
Johannes Pfeifer c2b9bd1cff Add missing check for display of results in evaluate_steady_state.m 2016-08-26 18:31:52 +02:00
Houtan Bastani f0909834c0 preprocessor: external_function: add comma to function output args 2016-08-25 15:35:32 +02:00
Houtan Bastani 5d2ac18e75 emacs config: force tabs with length equal 2 spaces in c-mode 2016-08-25 15:33:41 +02:00
Stéphane Adjemian e61aa1b407 Merge pull request #1273 from JohannesPfeifer/var_exo_det
Provide informative error message when var_exo_det is used with purel…
2016-08-24 17:08:52 +02:00
Johannes Pfeifer 5996211356 Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out) 2016-08-24 15:05:28 +02:00
Stéphane Adjemian (Hermes) 3252557aab Build on debian/Ubuntu. Add texlive-fonts-extra package after `apt-get build-dep dynare`.
Closes #1263.
2016-08-24 14:48:36 +02:00
Johannes Pfeifer c6dc36536d Add specification check of Ramsey policy to initial_estimation_checks.m
Related to #1173
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 582bcb7a8e Add missing Ramsey error code to dsge_likelihood.m 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 41a714ee2b Move check for correct number of instruments to ramsey_policy.m
No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 1f26aed03d Condition output of diagnostics in evaluate_steady_state.m on options.debug
Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
Johannes Pfeifer eff52f51b7 Ramsey: exit with error code if solver fails at specified tolerance
Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer c470e028e1 Ramsey: add check for complex numbers in conditional steady state 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 01f1abb19a Provide dedicated maxit option for Ramsey 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 922410e241 dyn_ramsey_static.m: Cosmetic header fix 2016-08-24 13:32:11 +02:00
Johannes Pfeifer f60aec3be3 Fix number of Lagrange multipliers in evaluate_steady_state.m
Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
Johannes Pfeifer d65a2f855f Fix display of instrument termination value in evaluate_steady_state.m
Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Houtan Bastani b94f30c40a bug fix: accord repmat syntax with that before R2013b 2016-08-24 12:03:07 +02:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani d65f32d550 fix bug introduced in 72e84657a7 re eig args. #1266 2016-08-24 11:31:07 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Stéphane Adjemian (Hermes) 0868b774a0 Added debian package to be installed for building Dynare.
See issue #1263.
2016-08-23 21:51:00 +02:00
Stéphane Adjemian 3bc6974bd0 Merge pull request #1271 from JohannesPfeifer/license_test
Add check whether toolbox is installed.
2016-08-23 18:37:06 +02:00
Johannes Pfeifer b4d958d706 dynare_solve.m: account for second mcp-solver in solution check 2016-08-23 17:28:41 +02:00
Johannes Pfeifer cc81f26f0d Adjust error message in steady_.m if PATH is selected on Octave 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Johannes Pfeifer dfd44c58d6 Fix error messages in get_complementarity_conditions.m 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 76e2112df9 Improve manual on lmmcp 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 8f689ce8d2 Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 6d3c73a906 Harmonize tolerance criterion used in evaluate_steady_state.m
Should be solve_tolf instead of dynatol.f
2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 299d7edf8b Expand stack_solve_algo=7 unit tests to other solve_algo 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 9c9e103627 Make csolve compatible with sparse matrices
Required for stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Johannes Pfeifer dea930d329 lnsrch1.m: do not display debugging info for perfect_foresight_solver
Necessary info does not exist within function to correctly identify problematic variables, leading to crashes with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Stéphane Adjemian (Hermes) 38e1ec6b1e Fixed bug.
Routine forcst was crashing if at least one of the observed variables,
with measurement error, was not in varlist.
2016-08-23 17:22:41 +02:00
Stéphane Adjemian (Hermes) 5df056b38f Fixed bug (conf_sig).
Use options_.forecasts.conf_sig instead of options_.conf_sig.
2016-08-23 17:22:41 +02:00
Johannes Pfeifer dd22b9609e Add function generate_trace_plots.m that plots trace plots for all estimated parameters 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 1befd3b515 Make trace plots uniquely identified by adding chain number to save names 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 08d53206a9 Port textwidth figure format change to dynare_estimation_1.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 8341ac33f8 Document treatment of measurement error in forecasts
Also removes wrong info on HPDTotalsup/inf
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 894090e6be Add missing 1 to min operator in TeX_loader 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 68e32e8e25 map_calibration.m: Remove manual setting of xticks
Clutters x-axis too much
2016-08-23 17:22:41 +02:00
Johannes Pfeifer bf725787e6 Only generate forecast with measurement error if observed variables are requested 2016-08-23 17:22:41 +02:00
Johannes Pfeifer eaaa0e5045 Fix TeX-names in GSA when mapping is over all parameters, not just structural ones 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 0d7d63fe9b Fix duplicate TeX-label for IRFs 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 054c9bde76 Fix variable naming in simultxdet.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 0f72e6ed63 Account for measurement error in non-MCMC forecasts 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 46450c6f1f Change textwidth depending on number of subplots
Prevents overblown figures
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 7050cab9c9 Consider measurement error for uncertainty bands in Bayesian estimation 2016-08-23 17:22:41 +02:00