45d7568712
Fixed typo.
2013-07-04 14:38:22 +02:00
479cf5bf8b
Added routines to run matlab's unitary tests.
2013-07-04 14:36:31 +02:00
fcef6e83b5
Fixed bug related to the name of the tested matlab routine.
2013-07-04 14:10:17 +02:00
02820b7151
Merge pull request #440 from JohannesPfeifer/shock_decomp
...
Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
c83b047aa0
If mtest is called with one input then it must return two arguments (with detailed information about unitary tests).
2013-07-04 11:54:27 +02:00
b4a8155f5b
Adapted mtest routine so that it can be used in the matlab routines test suite.
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mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
a6043ee628
Fixed typo.
2013-07-03 18:14:11 +02:00
71e9081d24
Added a routine that tests if unitary tests are available in a matlab routine.
2013-07-03 17:04:29 +02:00
c7f688249d
Added new routine that returns all the files available in a folder and its subfolders.
2013-07-03 17:03:00 +02:00
e69c7a68f4
Changed unitary tests (check also the number of observations).
2013-07-03 16:30:17 +02:00
0d366ea2cf
Added overloaded vertcat method in dynSeries class.
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*Exemple*
Suppose ts1, ts2, and ts3 are three dynSeries objects with the same variables. Then
ts4 = [ts1; ts2; ts3]
is a dynSeries object with the observations contained in ts1, ts2 and ts3 (in that order).
2013-07-03 16:25:33 +02:00
6db5ba51cb
Added unitary tests.
2013-07-03 15:24:32 +02:00
1fce665e31
Cosmetic change.
2013-07-03 15:16:11 +02:00
0a544809b2
Fixed bug related to broadcasting in dynSeries objects.
2013-07-03 15:16:00 +02:00
55ea513f74
Added broadcasting when assigning new data to a dynSeries object.
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*Examples*
* ts.A(qq(1950,1):qq(1950,4)) = 1 will put ones for variable A in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = 1 will put ones for variables A and B in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(4,1) will put ones(4,1) for variables A and B and sub-periods 1950Q1-1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(1,2) will put ones(1,2) for variables A and B and each period between 1950Q1 and 1950Q4
2013-07-03 14:54:05 +02:00
84522ce87f
Fixed bug in @dynSeries/subsasgn that pops up when length(S) is equal to two and S(1).type is a dot.
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Allows Syntax like:
ts.A1(rg) = B
where ts is a dynSeries object, A1 is a variable in the database, rg is a dynDates object and B an array of doubles.
2013-07-03 11:59:52 +02:00
627dda5fc0
Added error message if @dynSeries/dynSeries is called with an empty string.
2013-07-03 10:59:50 +02:00
4ba1b3feb4
Move axis command after plot in graph_decomp for not overriding it
2013-07-03 09:20:48 +02:00
f56ae63f56
Bugfix for calls to evaluate smoother in shock_decomposition
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In shock_decomposition, oo_ is local. Thus, if requested, make evaluate_smoother return oo_
2013-07-03 09:18:44 +02:00
53ce4205e2
Modified behaviour of disp overload method in @dynDate and @dynDates classes.
2013-07-01 18:21:21 +02:00
f042fcdd7b
Fixed display issues for dynDate and dynDates empty objects.
2013-07-01 17:24:22 +02:00
7459a5dcbb
Changed the behaviour of @dynSeries/save method when the chosen file name corresponds to an existing file in the same folder.
2013-07-01 17:24:22 +02:00
cb5cb03750
Added @dynDate/horzcat method.
2013-07-01 17:24:22 +02:00
375d7aae8e
Fixed typo and added unitary test.
2013-07-01 17:24:22 +02:00
5ededa8848
Rewrote @dynSeries/subsasgn.
...
The following syntaxes are now allowed:
ts{'VARIABLE_NAME'}(range) = data;
where range is a dynDates object and data is an array of doubles, or
ts{'VARIABLE_NAME'}(range) = TS{'OTHER_VARIABLE_NAME'}(range)
where ts and TS are dynSeries objects.
2013-07-01 17:24:22 +02:00
b5c3ef2ade
Added new unitary test in @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
c3da506760
Added provisions for recursive call to @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
0fea61a551
Fixed typo (wrong numbering of the last unitary tests).
2013-07-01 17:24:22 +02:00
603aeeccb6
Added provisions for date(s) selection.
2013-07-01 17:24:22 +02:00
e7b22213de
Added comments.
2013-07-01 17:24:22 +02:00
06ef8fce30
Fixed typo.
2013-06-28 22:02:24 +02:00
c5b79f55e5
Fixed bug.
2013-06-28 17:18:13 +02:00
0b8202bae3
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 17:00:16 +02:00
e60d438e86
Fixed bug.
2013-06-28 16:59:47 +02:00
c3ec2704a7
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 16:27:40 +02:00
b281830983
Added new initialization mode ofr the Kalman filter and smoother.
2013-06-28 16:26:53 +02:00
14462b772d
Removed commented lines of code.
2013-06-28 13:41:17 +02:00
56e3d70618
Merge branch 'master' into experimental-smoother-on-calibrated-model
2013-06-28 12:09:41 +02:00
fde998ca4a
Removed leading wihite spaces in variable names.
2013-06-28 12:06:48 +02:00
ddc57885c5
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-28 12:06:48 +02:00
61b3262d2c
Removed output argument.
2013-06-28 11:19:46 +02:00
6d6d92fe5b
Replaced oo by oo_ (otherwise the results are not returned in the global structure).
2013-06-28 11:19:18 +02:00
3f2a77b25d
Removed useless copy of options_ global structure.
2013-06-28 11:18:39 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
62af90efd4
error when bad value passed to graph_format
2013-06-27 16:45:08 +02:00
664997eec8
Removed leading wihite spaces in variable names.
2013-06-27 10:38:49 +02:00
0e5819ee38
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-26 16:10:56 +02:00
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
...
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
c4998f93d3
Transfer hardcoded osr options to options structure
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Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
8c9a8657ef
reporting: bug fix in echo for octave
2013-06-24 17:00:59 +02:00
51fc443e39
Fixed bug.
2013-06-24 15:40:39 +02:00
f258ffbfbc
Check the name of the data file in @dynSeries/save method (do not erase the original data file).
2013-06-24 15:40:39 +02:00
28f3ca1d07
Added overloaded disp and display methods for dynSeries objects.
2013-06-24 15:40:39 +02:00
51c4eb6cb3
Fixed bug.
2013-06-24 15:40:39 +02:00
fa4ad71185
Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice
2013-06-24 12:23:46 +02:00
bd90e73854
reporting: fix typo
2013-06-24 12:12:26 +02:00
0b50587f9c
matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir
2013-06-24 12:07:11 +02:00
55edb3c12e
Stop the simplex algorithm (mode_compute=8) if improving too slowly.
2013-06-24 10:24:56 +02:00
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
08feada8b0
Fixed bug.
2013-06-24 10:24:55 +02:00
120db8f1ea
Cosmetic changes.
2013-06-24 10:24:55 +02:00
2eb43cf2f6
Add check for purely backwards model to k_order_pert
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The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
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Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67.
2013-06-13 16:39:12 +02:00
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
9d3a1d242a
Added fake argument to matlab's implementation of mjdgges.
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Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
a71b770fec
Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6).
2013-06-12 09:53:18 +02:00
1a6f8753d1
reporting: in windows, replace native filesep with forward slash for inclusion in tex file
2013-06-11 17:12:16 +02:00
dec9c3a315
reporting: search for pdflatex.exe on windows
2013-06-11 17:11:48 +02:00
58a583c248
reporting: fix echo command in system searches for pdflatex
2013-06-11 17:11:15 +02:00
97f777ea15
Make sure that recursive forecasting happens in increasing order of observations (required for plotting)
2013-06-09 10:56:58 +02:00
3347352a45
Fix plots for Recursive Forecasting and save them to graphs subfolder.
2013-06-09 10:55:52 +02:00
79748dd150
Correct displayed information if not total dataset is used.
2013-06-09 10:45:41 +02:00
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
2dc04c8c00
Correct a typo when solving an equation containing only lead and current values of endogenous
2013-06-07 20:27:10 +02:00
037ec55dfd
dynDate: add missing case to throw error if another char is passed
2013-06-07 17:23:22 +02:00
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +02:00
c82658a2a5
Bugfix for steady;
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1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
8c14339a0f
Merge pull request #399 from JohannesPfeifer/master
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Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
bf94bb3df8
Implement clock option of set_dynare_seed
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Also improve documentation of set_dynare_seed.
Closes #362
2013-05-31 16:35:09 +02:00
9210ad68b5
Merge pull request #410 from rattoma/parallel_option
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new option for user specific files
2013-05-31 05:46:31 -07:00
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
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New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
2822fcd979
Fix bug introduced in 767dce0a
2013-05-28 10:16:26 +02:00
71ded60742
Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
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Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
26602ecf3c
Bug fix for negative values of x(kk)
2013-05-27 12:00:39 +02:00
f7403c452e
Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
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Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
bd68970c62
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-26 08:11:53 +02:00
74ee859b37
Merge pull request #408 from rattoma/master
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allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
767dce0a3b
Check in McMCDiagnostics.m whether all consecutive MH files are present
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Closes #390
2013-05-24 11:18:31 +02:00
57cf45ef0b
Merge pull request #404 from JohannesPfeifer/BVAR_graphs
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Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
77488f5f22
Make BVAR obey graph-options and save to graph folder
2013-05-24 11:04:21 +02:00
b6a054dc4f
Merge pull request #403 from JohannesPfeifer/irf_shocks
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Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
353d864429
Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
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Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
73765b52ca
Allow using new option
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options_.parallel_info.local_files
that allow porting to remote threads user-specific local files needed to run the project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
c035ca30af
Fix nonexistent variable names
2013-05-23 13:03:52 +02:00
da1a190630
Remove spurious displayed variables
2013-05-23 11:52:28 +02:00
7bef23f1b3
Allow asymmetric mode check plots, using the new option
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mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
5842c6c1c5
Make unconditional forecasts save figures to graph folder
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
ed823c2ef6
Make PosteriorIRF obey irf_shocks
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The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
834e18c02c
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-18 10:44:07 +02:00
115b16236b
Fix bug in dsge_likelihood for univariate_kalman_filter
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ÿÿÿ
Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
5e00e5f330
reporting: @series: add new option tableMarkerLimit
2013-05-17 14:02:59 +02:00
a4c4f9e04d
reporting: @series: fix comment
2013-05-17 13:50:43 +02:00
5c1846eb1e
reporting: @series: fix coloring
2013-05-17 13:49:45 +02:00
e30cbef217
Better fix for the issue raised in cc5527c commit message
2013-05-17 10:39:05 +02:00
4f8af445f7
Revert "Move filling of decision rules to respective orders"
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This reverts commit cc5527c843
2013-05-17 10:32:27 +02:00
0d9cf39fa0
reporting: @report: bug fix: test for os x on octave
2013-05-16 14:31:50 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Frédéric Karamé
Ferhat Mihoubi
Michel Juillard
Marco Ratto
Johannes Pfeifer