Commit Graph

6171 Commits (b5262ca1e8b519d365a097a2a57a89d9ae26311b)

Author SHA1 Message Date
Houtan Bastani b5262ca1e8 Merge remote-tracking branch 'rattoma/deterministic' 2017-03-24 16:20:01 +01:00
Houtan Bastani e103462050 Merge remote-tracking branch 'rattoma/gsa' 2017-03-24 16:19:44 +01:00
Houtan Bastani 732aa8c30c Merge remote-tracking branch 'rattoma/slice' 2017-03-24 16:19:04 +01:00
Houtan Bastani 598422931b reporting: submodule update 2017-03-24 16:16:48 +01:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani b8b6228d67 graph_decomp_detail: fix bug, extra argument not referenced 2017-03-24 11:24:14 +01:00
Houtan Bastani 93130ee922 fix bug in WriteShockDecomp2Excel 2017-03-24 10:34:59 +01:00
Houtan Bastani c467c92d29 shock_decomposition: move fig_names to fig_name (fixing typo) 2017-03-24 10:34:59 +01:00
Houtan Bastani e5f1d20221 change dyn_figure to take a nodisplay and graph_format arguments as opposed to options_. closes #1415 2017-03-23 17:59:05 +01:00
Houtan Bastani 2aa85f978a change dyn_figure to take a nodisplay argument as opposed to options_. #1415 2017-03-23 14:30:16 +01:00
Marco Ratto 234aaacf92 factorized display of critical values. 2017-03-23 00:08:05 +01:00
Marco Ratto c60379ae96 upgrade call to evaluate_smoother 2017-03-22 23:32:19 +01:00
Marco Ratto 1db86865f7 better trap missing input arguments 2017-03-22 23:24:41 +01:00
Marco Ratto 99dbc8c74d bug fix with redundant call to prior_bounds 2017-03-22 23:08:18 +01:00
Marco Ratto b77791c541 ensure invhess is empty with slice for proper prior initialization of chains 2017-03-22 23:06:19 +01:00
Stéphane Adjemian (Charybdis) 76097a799f Added missing struct2array routine. 2017-03-22 15:20:13 +01:00
Stéphane Adjemian (Charybdis) ee2c30fd97 Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
Give more informations in case of NaN, Inf or non real variables.

Closes PR #1385.
2017-03-22 14:04:35 +01:00
Stéphane Adjemian (Charybdis) 85fe69b265 Cosmetic change (use logicals). 2017-03-20 11:39:22 +01:00
Johannes Pfeifer 9abac8ccdb Store indicator whether smoother was used with loglinear
Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Johannes Pfeifer 5424fde74e metropolis_draw.m: Replace round by ceil to avoid crashes when 0 draws would be used
(cherry picked from commit 2dc3ad22fdb8fedee7fdd2ed3577978bd8f37324)
2017-03-20 10:19:14 +01:00
Johannes Pfeifer 94ef60556e Account for loglinear option when reading in M_.endo_histval
(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer 6e268c34d4 Cosmetic fixes to dynare_estimation_init.m
(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
2017-03-20 09:27:04 +01:00
Marco Ratto 9427b58bfd add parameter names to mean file, to ensure same behavior of standard mode files. 2017-03-19 12:19:24 +01:00
Marco Ratto 389123d0b5 bug fixes. 2017-03-19 12:19:24 +01:00
Marco Ratto 121333d913 currently, the mode_file specified by the user is re-set to empty. This re-sets mode_file to the user defined value. 2017-03-19 12:19:24 +01:00
Marco Ratto b916d788f4 trap cases where both point and posterior estimates are available 2017-03-19 12:19:24 +01:00
Stéphane Adjemian (Charybdis) a869f5a2c4 Updated m-unit-tests submodule. 2017-03-19 12:15:22 +01:00
Marco Ratto 2b28ba70d9 Make remote parallel computation compatible with new steadystate and auxiliary variable files 2017-03-18 17:28:44 +01:00
Stéphane Adjemian (Charybdis) 6c21d44968 Fixed encoding.
For a non identified an enconding issue was leading scatter_plots function to crash...
2017-03-18 16:28:30 +01:00
Marco Ratto d1550293bf bug fix for the rare case where r2 does not change for some observable 2017-03-18 10:27:36 +01:00
Marco Ratto 576b2d0f85 end-of-line fix 2017-03-18 10:27:36 +01:00
Marco Ratto 0845aa8430 Fixed header and license of GSA. 2017-03-18 10:27:36 +01:00
Marco Ratto a40a854a59 Set copyright for pick.m 2017-03-18 10:27:36 +01:00
Marco Ratto 0f07d17d8c Introduced scatter plot analysis of output results, borrowing from by GLUWIN toolbox. 2017-03-18 10:27:36 +01:00
Marco Ratto a47f6fc2ca - save also info on selected endo names
- bug fix for one single endo variable
- when nograph, no older plot is deleted
2017-03-18 10:27:36 +01:00
Marco Ratto 0752d6a8e6 Trap incompatible user define options in a more transparent way. Fixes #1016. 2017-03-18 10:27:36 +01:00
Marco Ratto a5a086040b Bug fixes for latex and to new smooth* files saved by posterior sampler 2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis) e71ed1bad6 Partially revert f70f45d1271e716498a8761a8e8476f54da3607d. Do not discard repetitions. 2017-03-18 00:06:15 +01:00
Marco Ratto c02de3c652 fixed text to error message 2017-03-18 00:06:15 +01:00
Marco Ratto e180e2f075 1) fixed while for b index
2) ensure there are no repeated draws in sub-draws;
3) speed-up subdraw sampling when all retained draws are used.
2017-03-18 00:06:15 +01:00
Marco Ratto 20b0fc8bac update mh_mode with slice and load_mh_file 2017-03-18 00:06:15 +01:00
Marco Ratto 1e3e2f70a9 set posterior sampler options when load_mh_file 2017-03-18 00:06:15 +01:00
Marco Ratto 49b45a3ba7 sampler options to be set also when load_mh_file = 1 2017-03-18 00:06:15 +01:00
Marco Ratto fd8073720e For very short chains, maximize the max number of sub_draws across chains 2017-03-18 00:06:15 +01:00
Stéphane Adjemian (Charybdis) bc6c6fc486 Removed remaining calls or references to cputime. 2017-03-17 22:49:01 +01:00
Marco Ratto a68e958cf7 As agreed in #1375, moved treatment of filtered_vars in dynare_estimation_init.m 2017-03-17 15:43:00 +01:00
Marco Ratto 4f93c3df15 proper use of varlist in smoothed variables + sort in alphabetic order to find more easily plots for large numbers of variables. 2017-03-17 15:43:00 +01:00
Marco Ratto 4b2d139c7a - store oo_.FilteredVariablesKStepAheadVariances only if options_.filter_covariance. this can save a lot of memory for large models
- oo_.FilteredVariables must be stored independently to a previous MCMC. evaluate_smoother must in any case provide full info in oo_
- options_.filtered_vars does not always imply filtered variables are computed. options_.nk is more robust.
2017-03-17 15:43:00 +01:00
Stéphane Adjemian (Charybdis) 510bbe200e Bug fix (wrong number of output arguments when calling evaluate_smoother). 2017-03-17 15:09:05 +01:00
Stéphane Adjemian (Charybdis) 0adb065b7e Bug fix (wrong count of the number of output arguments). 2017-03-17 14:21:53 +01:00