Johannes Pfeifer
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +01:00
Houtan Bastani
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Johannes Pfeifer
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
Johannes Pfeifer
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
Stéphane Adjemian
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Sébastien Villemot
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Sébastien Villemot
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
Johannes Pfeifer
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
Michel Juillard
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Sébastien Villemot
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Michel Juillard
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
Johannes Pfeifer
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Sébastien Villemot
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Houtan Bastani
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
Houtan Bastani
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
Houtan Bastani
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
Michel Juillard
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
Johannes Pfeifer
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
Johannes Pfeifer
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
Stéphane Adjemian (Charybdis)
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
Stéphane Adjemian (Charybdis)
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
Stéphane Adjemian (Charybdis)
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
Stéphane Adjemian (Charybdis)
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
Stéphane Adjemian (Charybdis)
99b6326540
Same as 38712d987c
.
2013-10-09 15:31:48 +02:00
Stéphane Adjemian (Charybdis)
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
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Probably needs another option name...
2013-10-09 15:21:32 +02:00
Houtan Bastani
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
Stéphane Adjemian (Charybdis)
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
Michel Juillard
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
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where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis)
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
Michel Juillard
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
Michel Juillard
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis)
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Sébastien Villemot
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
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Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis)
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis)
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis)
2967328bb0
Changed behaviour of dynSeries objects.
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Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis)
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis)
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis)
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis)
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00