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
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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
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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
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(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
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer
6e268c34d4
Cosmetic fixes to dynare_estimation_init.m
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(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.
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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
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- 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
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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
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- 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