Commit Graph

5024 Commits (b67e9626f772848229e48b4cf1cb29923de60ddf)

Author SHA1 Message Date
Johannes Pfeifer b67e9626f7 Add more information to header of rand_multivariate_student.m 2015-05-10 10:06:42 +02:00
Stéphane Adjemian 29f9cb4d53 Merge pull request #929 from JohannesPfeifer/delete_stale_files
Delete stale files from previous MCMC runs
2015-05-09 22:47:25 +02:00
Stéphane Adjemian (Charybdis) b8eb0ff72d Added online help to prior command (cli). 2015-05-09 22:36:19 +02:00
Johannes Pfeifer fa1f7794d5 Delete stale files from previous MCMC runs
Closes #566. Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Stéphane Adjemian 450520e946 Merge pull request #926 from JohannesPfeifer/return_values
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
2015-05-09 14:27:03 +02:00
Johannes Pfeifer 8aec696b95 Fix various copy and paste errors in check_input_arguments.m
During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
Johannes Pfeifer 481c470ac9 Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
Closes #284
2015-05-09 08:03:55 +02:00
Stéphane Adjemian 3bcb89bd72 Merge pull request #893 from JohannesPfeifer/Fix_message
Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
Stéphane Adjemian (Hermes) f960e7bb68 Merged branch simpsa-inf-fix. 2015-05-07 16:01:43 +02:00
Stéphane Adjemian (Hermes) 6d0dfc2d3f Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms. 2015-05-07 15:59:46 +02:00
Stéphane Adjemian f26cec2430 Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
Fix compatibility of mode_compute=7
2015-05-07 15:16:15 +02:00
Stéphane Adjemian de526eae57 Merge pull request #906 from JohannesPfeifer/table_display
Cosmetic fixes to the on-screen display of tables
2015-05-07 15:15:38 +02:00
Stéphane Adjemian efc5ec7002 Merge pull request #908 from JohannesPfeifer/optimizer_doc
Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
Stéphane Adjemian ddc7464b9b Merge pull request #911 from JohannesPfeifer/MH_cosmetics
Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian 971142131e Merge pull request #918 from JohannesPfeifer/Geweke_fix
Fix Geweke convergence when used with load_mh_file
2015-05-07 14:09:36 +02:00
Stéphane Adjemian cd509427bf Merge pull request #919 from JohannesPfeifer/Trace_Plot
Add possibility to plot posterior density to trace_plot.m
2015-05-07 14:09:11 +02:00
Stéphane Adjemian 0e0cb1a191 Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-07 14:07:21 +02:00
Stéphane Adjemian 3a79f28941 Merge pull request #921 from JohannesPfeifer/dynasave
Add check for field existence to dynasave.m
2015-05-07 12:49:31 +02:00
Stéphane Adjemian 7e3778df7f Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
Marco Ratto e2b59630c1 diffuse_kalman_tol not properly triggered 2015-05-07 10:18:55 +02:00
Johannes Pfeifer 0c7b4f542c Add check for presence of NaN in JJ to identification_analysis.m
Usually happens when model has a unit root and unconditional second moments are NaN
2015-05-06 16:14:45 +02:00
Michel Juillard f2617fcf74 deterministic simulations: more efficient manner to build the Jacobian matrix
of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
Johannes Pfeifer 7d263dcd2f Add check for field existence to dynasave.m
Otherwise, if simulations do not exist, a cryptic crash happens
2015-05-05 16:09:05 +02:00
Johannes Pfeifer b8c6c87908 Fix plotting of Bayesian IRFs where IRFs turn from negative to positive. 2015-05-05 16:02:37 +02:00
Johannes Pfeifer 6d7cbe33c5 Add possibility to plot posterior density to trace_plot.m 2015-05-04 10:49:24 +02:00
Johannes Pfeifer 50f0dadec8 Fix Geweke convergence when used with load_mh_file
By accessing mh_replic instead of NumberOfDraws, the diagnostics were not correctly computed on the full chain
2015-05-02 14:23:23 +02:00
Houtan Bastani e550aa806a change convert_oo_ to be forward compatible 2015-04-30 15:25:54 +02:00
Houtan Bastani 9cf352e471 bug fix in check_valid_ver 2015-04-30 15:24:12 +02:00
Houtan Bastani a93e0157e4 add utilities to convert oo_ between different versions of dynare, #546 2015-04-30 14:45:53 +02:00
Johannes Pfeifer 67b3c5deef Cosmetic changes to masterParallel.m 2015-04-30 09:04:09 +02:00
Houtan Bastani 7570328c0d reporting: submodule update. closes #869 2015-04-29 16:22:12 +02:00
Marco Ratto 6a17fe5de3 Fix provisions for matlab 8.5 win32 bits. 2015-04-29 11:33:14 +02:00
Houtan Bastani 07c74f7f7d reporting: submodule update (to be reverted when Debian tex distro is finally updated) 2015-04-28 17:39:04 +02:00
Houtan Bastani fa5eb67d91 reporting: submodule update (to deal with Debian's outdated LaTeX distro. Revert when servers are updated), #867 2015-04-28 16:39:02 +02:00
Houtan Bastani c9b404fc1b reporting: submodule update, #867 2015-04-27 18:28:11 +02:00
Houtan Bastani 18e9521450 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
Houtan Bastani 17e03a82e3 fix comment 2015-04-27 11:07:52 +02:00
Johannes Pfeifer b4941c02d3 Cosmetic Fixes to Metropolis-Hastings routines
- Adds comments and headers and fixes typos in previous ones
- Make naming in random_walk_metropolis_hastings_core.m more intuitive
2015-04-25 19:28:16 +02:00
Johannes Pfeifer 9408319e48 Cosmetic changes related to solvopt.m 2015-04-24 12:31:27 +02:00
Houtan Bastani 4ffebeee2e dseries: submodule update 2015-04-23 14:15:47 +02:00
Sébastien Villemot db272f114b Compatibility fixes for MATLAB <= 7.7.
The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
Johannes Pfeifer 8285121f9b Allow selection of tolerance for display of decision rules 2015-04-22 15:37:35 +02:00
Johannes Pfeifer 20a4f551ed Improve display of decision rules by accounting for variable lengths
Also cleans up file by factoring code
2015-04-22 15:29:04 +02:00
Johannes Pfeifer 0dac179944 Improve display of tables
Closes #892 by allowing for optional inputs for cell lengths. Replaces centering of headers by right-flush to improve readability.
2015-04-22 15:26:03 +02:00
Sébastien Villemot f86b91d3d6 Perfect foresight solver: inform the user when we switch to a homotopy method. 2015-04-22 14:44:39 +02:00
Houtan Bastani ac15eda6de Revert "Add check for valid filename"
This reverts commit 39c7b793f2.

(would not be necessary if 9f7d3524e9 had
been rebased)
2015-04-22 13:55:35 +02:00
Houtan Bastani 57f89d6843 Merge pull request #905 from JohannesPfeifer/filename_check
Add check for valid filename
2015-04-22 13:47:15 +02:00
Johannes Pfeifer 9f7d3524e9 Add check for valid filename
Uses the same restrictions as variable names.
2015-04-22 13:30:09 +02:00
Sébastien Villemot 8ab1239d79 Fix handling of warnings in perfect foresight solver with homotopy. 2015-04-22 12:23:20 +02:00
Houtan Bastani df697febcb dseries: submodule update 2015-04-22 11:38:36 +02:00