Commit Graph

3676 Commits (b76b0c8add6a8e48b4152525a6447a01dc214ba9)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) b76b0c8add Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed. 2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis) 61c4244410 Added unitary test. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 56be6eb463 Added new interface to dynDate. The constructor accepts a character ('Y', 'A', 'Q', 'M' or 'W') as the second input to specify the frequency instead of an integer (1, 4, 12, or 52). The following expressions are equivalent:
a = dynDate([1945 3],4);
a = dynDate([1945 3],'Q');
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) d44732a8ca Fixed copy/paste typo in unitary test. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 9a5749343c Added tests in dynDate constructor (when dynDate is called with two input arguments: time and frequency). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) a2d5873a3f Fixed typo (useless space). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) c47131f052 Cosmetic change. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) ce400706ef Added test for integer input (dynDate constructor with one numeric input). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 0f10880d07 Added 'Y' or 'A' for yearly data in dynDate class.
Follwing expressions are equivalent:

a = dynDate('2009');
a = dynDate('2009y');
a = dynDate('2009a');
a = dynaDate(2009);
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 4dced05d1d Fixed typo. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) d0fed77f97 Added routine for testing if a string contains letter(s). 2013-09-05 10:14:02 +02:00
Sébastien Villemot 6183679fd9 Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
Johannes Pfeifer c2e6feeb75 Deletion of unused definition of H_is_diagonal
Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer e1a0fd0524 Bugfix for conditional variance decomposition
sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
Stéphane Adjemian (Charybdis) 5d5f6257d5 Do not display all the observations if a dynSeries object has more than forty observations. 2013-09-03 17:54:18 +02:00
Stéphane Adjemian (Charybdis) 686e3322e9 Added unitary test. 2013-09-03 16:39:13 +02:00
Stéphane Adjemian (Charybdis) 7dfbb903ea Check that size and save methods (dynSeries) come in last position. 2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis) 15df9972b6 Added argument to shiftS routine so that it can be called recursively to remove more than one element in a one dimensional cell array. 2013-09-03 16:17:35 +02:00
Stéphane Adjemian (Charybdis) a15cf73a3e Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries). 2013-09-03 16:07:38 +02:00
Stéphane Adjemian (Charybdis) 21b1b2f9dc Changed the syntax so that the difference between calling a member or a method is more explicit (dynDates) and added unitary tests. 2013-09-02 23:33:13 +02:00
Stéphane Adjemian (Charybdis) c9259140b5 Fixed bug in unitary test. 2013-09-02 23:31:23 +02:00
Stéphane Adjemian (Charybdis) 1d6ea1556d Fixed bug (missing condition on the number of returned arguments). 2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis) 103b6cf803 Changed the syntax so that the difference between calling a member or a method is more explicit.
If a is a dynDate object:

a.format or a.format() are allowed because format is a method.

a.freq is allowed but a.freq() returns an error message because freq (same for time) is a member.
2013-09-02 17:47:11 +02:00
Johannes Pfeifer f77c1f2843 Fix model_diagnostics.m for case where check1 contains NaN as second output
Also stops execution when steady state could not be computed as Jacobian at this incorrect steady state is wrong.
2013-08-25 11:31:51 +02:00
Johannes Pfeifer 139bebd810 Fix display of residuals before displaying error message
The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
Johannes Pfeifer 894c5e541a Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order 2013-08-16 12:04:22 +02:00
Johannes Pfeifer 01c3724371 Deal with pathological case where nobs=1
In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot 30033df22c Deactivate 2nd and 3rd order approximation of purely forward models
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Sébastien Villemot 4a0e674029 Header fix 2013-08-15 11:46:14 +02:00
Sébastien Villemot 542533e5e7 Add missing parenthesis 2013-08-15 09:49:04 +02:00
Johannes Pfeifer 4caa4abaa3 Bugfixes for OSR
- Adds initial check and provides error message (gets rid of cryptic error messages in OSR)
- Takes care of unaccounted errors from resol in osr_obj
- Adds function headers
2013-08-13 11:51:50 +02:00
Sébastien Villemot b4f8532bea Merge pull request #441 from JohannesPfeifer/mode_check
Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Sébastien Villemot 45cc328b24 Merge pull request #460 from JohannesPfeifer/stoch_singularity_fix
Fix bug in test for stochastic singularity
2013-08-12 03:09:42 -07:00
Sébastien Villemot 26acc2ec1e Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Sébastien Villemot 139670e1d2 Merge pull request #452 from JohannesPfeifer/shock_decomp
Bugfix and unit test for Shock decomposition
2013-08-12 02:56:29 -07:00
Sébastien Villemot 6414889ee6 Remove spurious keyboard() call 2013-08-12 11:30:28 +02:00
Sébastien Villemot 4bdad2e88b Add missing parenthesis 2013-08-12 11:27:58 +02:00
Johannes Pfeifer 66b72e817e Fix bug in test for stochastic singularity 2013-07-28 16:59:41 +02:00
Johannes Pfeifer ca96013ca9 Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
Also adds additional debugging info
2013-07-28 12:09:59 +02:00
Johannes Pfeifer 53db31dfd3 Add debugging info to steady state for linear models
Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Sébastien Villemot 9837523943 Merge pull request #451 from JohannesPfeifer/simul_debug_info
Add debugging option to simul that allows for checking problems with exo...
2013-07-27 10:11:08 -07:00
Sébastien Villemot d392f97485 Merge pull request #449 from JohannesPfeifer/linesearch_info
Provide additional debugging info before lnsrch1 crashes with error
2013-07-27 10:09:29 -07:00
Sébastien Villemot 3335a2bdb4 Merge pull request #450 from JohannesPfeifer/display_fix
Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
Johannes Pfeifer 18664da6fe Fix for theoretical autocovariances for purely forward looking models
In this case, Ex will by empty, leading to non-conformable empty matrices. Solution: compute correction term without using non-existent states.
2013-07-24 23:38:37 +02:00
Johannes Pfeifer 3e2a75d33a Fix bug in simult_ for purely forward looking models
simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
Houtan Bastani 5515a8a64a reporting: @series: add zerotol option 2013-07-24 10:40:01 -04:00
Houtan Bastani 7d1899df20 dynSeries: fix scalar subtraction for octave 2013-07-22 17:02:13 -04:00
Johannes Pfeifer 1b425520c5 Set options_.smoother=1 if run on calibrated model.
Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00