bcd2d8e744
Updated dseries submodule (bug fix).
2017-03-22 09:41:10 +01:00
db4c686d64
Updated dseries submodule (@arima class with X13-CENSUS).
2017-03-22 09:41:10 +01:00
368373546e
Changed branch name for dseries submodule (master-with-fame-io -> ecb-master).
2017-03-22 09:41:10 +01:00
2eab0c61fc
Updated dseries submodule (fixes inplace modification issues).
2017-03-22 09:41:10 +01:00
d09ddd9feb
use datestr(now) instead of datetime
2017-03-22 09:41:10 +01:00
262cf20f16
Changed isint function.
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To make it consistent with the routine available in the dates toolbox.
2017-03-22 09:41:10 +01:00
b240ced4a8
Changed repositories and branches for submodules.
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Submodules dates and dseries now target the private repositories available at
https://gitlab.com/McModelTeam
We use the new oop syntax with the matla-fame-io submodule in dseries.
2017-03-22 09:41:10 +01:00
48acf40c00
var_forecast: clean up writing of var forecast matlab file
2017-03-22 09:41:10 +01:00
e205c8813f
var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3
2017-03-22 09:41:10 +01:00
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
d46d107837
var_forecast: fix bug in writing of forecast
2017-03-22 09:41:10 +01:00
20ba99cf94
var_forecast: clean up writing of forecast function
2017-03-22 09:41:10 +01:00
7c28e217e5
var_forecast: cleaner output
2017-03-22 09:41:10 +01:00
19dc4deb9f
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
df1ef46135
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
c8f432d2f4
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
5e53c7909b
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
1ae6c9a634
Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
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This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
113fbd4866
var_forecast: simplify calculation in function
2017-03-22 09:41:09 +01:00
dfce1ece1e
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
c0629b42f0
var_forecast: fix bugs
2017-03-22 09:41:09 +01:00
98a86d341c
var_expectation: first draft
2017-03-22 09:41:09 +01:00
db1c9d655b
change name of coefficients matrix in .mat file
2017-03-22 09:41:09 +01:00
c99aa4aed0
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
b8c5dfa472
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
85fe69b265
Cosmetic change (use logicals).
2017-03-20 11:39:22 +01:00
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
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
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
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
9427b58bfd
add parameter names to mean file, to ensure same behavior of standard mode files.
2017-03-19 12:19:24 +01:00
389123d0b5
bug fixes.
2017-03-19 12:19:24 +01:00
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
b916d788f4
trap cases where both point and posterior estimates are available
2017-03-19 12:19:24 +01:00
a869f5a2c4
Updated m-unit-tests submodule.
2017-03-19 12:15:22 +01:00
2b28ba70d9
Make remote parallel computation compatible with new steadystate and auxiliary variable files
2017-03-18 17:28:44 +01:00
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
d1550293bf
bug fix for the rare case where r2 does not change for some observable
2017-03-18 10:27:36 +01:00
576b2d0f85
end-of-line fix
2017-03-18 10:27:36 +01:00
0845aa8430
Fixed header and license of GSA.
2017-03-18 10:27:36 +01:00
a40a854a59
Set copyright for pick.m
2017-03-18 10:27:36 +01:00
0f07d17d8c
Introduced scatter plot analysis of output results, borrowing from by GLUWIN toolbox.
2017-03-18 10:27:36 +01:00
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
0752d6a8e6
Trap incompatible user define options in a more transparent way. Fixes #1016 .
2017-03-18 10:27:36 +01:00
a5a086040b
Bug fixes for latex and to new smooth* files saved by posterior sampler
2017-03-18 10:27:36 +01:00
e71ed1bad6
Partially revert f70f45d1271e716498a8761a8e8476f54da3607d. Do not discard repetitions.
2017-03-18 00:06:15 +01:00
c02de3c652
fixed text to error message
2017-03-18 00:06:15 +01:00
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
20b0fc8bac
update mh_mode with slice and load_mh_file
2017-03-18 00:06:15 +01:00
1e3e2f70a9
set posterior sampler options when load_mh_file
2017-03-18 00:06:15 +01:00
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
fd8073720e
For very short chains, maximize the max number of sub_draws across chains
2017-03-18 00:06:15 +01:00
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
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
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
510bbe200e
Bug fix (wrong number of output arguments when calling evaluate_smoother).
2017-03-17 15:09:05 +01:00
0adb065b7e
Bug fix (wrong count of the number of output arguments).
2017-03-17 14:21:53 +01:00
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
b6a8887da3
Bug fix (missing declaration of freq if initial_date is empty).
2017-03-17 12:42:00 +01:00
6b64c47ec2
Bug fix with stored shock_decomp options
2017-03-17 12:41:59 +01:00
ab21c383a6
Added check for change in options_.nobs, for rolling calls to smoother
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Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.
qz_criterium also set to fix evaluate_likelihood.m for similar issues
2017-03-17 12:41:59 +01:00
19cc38b39e
allow to start from quarterly growth rate variables
2017-03-17 12:41:59 +01:00
ce6f76713d
cosmetic change
2017-03-17 12:41:59 +01:00
7a6b4f3464
extra option about choosing the time periods for which to plot decompositions
2017-03-17 12:41:59 +01:00
1920fb0bfe
fixed timing bugs in annualized shock decomposition
2017-03-17 12:41:59 +01:00
d7723877cf
bug fixes for annualized nominal variables
2017-03-17 12:41:59 +01:00
ac43beb801
bug fix with 'others' in conditional decomposition
2017-03-17 12:41:59 +01:00
9005054c6f
optional output argument for plot_shock_decomposition.m + several fixes to annualized computations and plots.
2017-03-17 12:41:59 +01:00
39c3cf7718
bug fix with realtime conditional shock decomp
2017-03-17 12:41:59 +01:00
a8107e154a
added new annual aggregation types, for consistent quantity/price aggregations, if required.
2017-03-17 12:41:59 +01:00
cb3362b89d
missing utility for xls export of shock decomps.
2017-03-17 12:41:59 +01:00
5a51e9cc78
fixed zero line in all cases
2017-03-17 12:41:59 +01:00
a50a4f458a
Bug fix: all shock decomp options need to be stored in mydata for uimenu's.
2017-03-17 12:41:59 +01:00
e21c887775
bug fix with steady state option
2017-03-17 12:41:59 +01:00
61d55127ed
Fixed bug with naming of screen option
2017-03-17 12:41:59 +01:00
e7442bcf78
added geometric average.
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Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00
46d6e59c9a
small fix to file names
2017-03-17 12:41:59 +01:00
bfe6d04bf2
- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
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- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
bb4ecbf5a8
Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
2017-03-17 12:41:59 +01:00
a7ae355e8f
Fixed dating issues in some plot shock decomps
2017-03-17 12:41:59 +01:00
441d34a6ee
Fixed bug with realtime conditional shock decompo
2017-03-17 12:41:59 +01:00
f87e240b30
Some better diversification of fig names and captions
2017-03-17 12:41:59 +01:00
92f79a14f4
Added realtime conditional forecast shock decomposition
2017-03-17 12:41:59 +01:00
3bebeb1832
Legend for detailed plots
2017-03-17 12:41:59 +01:00
3fdf7be6e8
- removed useless internal option fig_mode
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- better captions/figure nsmes
- moved plots to graphs subdir
- fixed latex issuea [label and caption].
2017-03-17 12:41:59 +01:00
10773e2cbb
results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior.
2017-03-17 12:41:59 +01:00
d304fd26c1
shock_decomposition.m has to rely on plot_shock_decomposition.m, to make behaviour robust.
2017-03-17 12:41:59 +01:00
c2d2c46edf
fixed figure name
2017-03-17 12:41:59 +01:00
02b3e20377
allow uimenu's also for colored graphs + better organization of userdata info
2017-03-17 12:41:59 +01:00
4ff586247e
bug fix in Others group label
2017-03-17 12:41:59 +01:00
2c54d4432a
- Bug fix with screen_shocks option
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- fix to figure title
2017-03-17 12:41:59 +01:00
ad55e1b085
initialize screen_shocks option of shock decomp
2017-03-17 12:41:59 +01:00
9e73a9e86b
add steady state line
2017-03-17 12:41:59 +01:00
94297b71cc
bug fixes around plot_shock_decomposition.m utilities
2017-03-17 12:41:59 +01:00
0bf30889f9
Fixed header + bug fix for default options + set only local nograph
2017-03-17 12:41:59 +01:00
e3c825f01a
fixed header
2017-03-17 12:41:59 +01:00
73e5650dcc
Revert "shock_decomposition should also follow global options_.nograph"
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This reverts commit 01971dbeb032642421f60b468517fbbe0995a222.
2017-03-17 12:41:59 +01:00
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
d2d6e19d87
fixes around default options in shock decompositions
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Marco Ratto