Commit Graph

4059 Commits (b8e3ce0cfd1215064e4fb8aaa0d0110dd88aa07c)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) deed4df569 Added @dseries/mpower method (element-by-element powers). 2013-12-03 23:57:53 +01:00
Sébastien Villemot d9c3073fd9 Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
Johannes Pfeifer 51adbd8008 Update error message if SS-Anova Toolbox is missing 2013-12-03 11:45:29 +01:00
Johannes Pfeifer 3cb16af5e3 Continue harmonizing figure titles in GSA 2013-12-03 11:35:20 +01:00
Houtan Bastani 22949820be bug fix: close unclosed file id, #438 2013-12-02 12:34:09 +01:00
Sébastien Villemot d8d0f2b8cc Revert cosmetic change of 4fa2d5b 2013-11-29 23:09:51 +01:00
Stéphane Adjemian (Scylla) dc3bcb47bf Cosmetic (removed commented line of code). 2013-11-29 19:06:26 +01:00
Stéphane Adjemian (Scylla) a6a10055da Fixed bug (problem with dates selection in @dseries::subsref). 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) e1bff2c885 Adapted unitary tests for octave. 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 59f1967347 Adapted unitary test for octave. 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 67d71a628b Fixed bug (isscalar does not assume that the input is numeric). 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) e615f00bec Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan). 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) ee506c4ebe Added new routine to test if a global variable exist in the base workspace. 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 4f71d74512 Bug fix (wrong handle). 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 121aa5038c Bug fix. Input must be numeric in the first place. 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 0419aa00e2 Cosmetic change (use isdates routine). 2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla) 8eb45edb92 Fix for Octave (need to add extension of the m script). 2013-11-29 19:02:40 +01:00
Sébastien Villemot c1c656f4d9 Fix config of warnings in @dseries/cumsum tests 2013-11-29 17:16:17 +01:00
Stéphane Adjemian (Scylla) 45c117fbff Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time). 2013-11-29 11:46:07 +01:00
Stéphane Adjemian (Scylla) 6e8bd16cf6 Do not define LOG if Matlab unitary tests are run from Octave. 2013-11-29 11:46:07 +01:00
Johannes Pfeifer ec9c32d2b7 Correct name of output folder in writing TeX-Code 2013-11-29 10:25:25 +01:00
Stéphane Adjemian (Scylla) 01f2dd2ab1 Changed the paths to Dynare's prior and post processing hooks. 2013-11-28 15:21:52 +01:00
Stéphane Adjemian (Scylla) 1ff556ada2 Give more informations if the mod file is not found in the current directory. 2013-11-28 14:49:42 +01:00
Stéphane Adjemian (Scylla) baa596f9be Give more details if the mod file is not found in the current directory. 2013-11-28 11:07:14 +01:00
Stéphane Adjemian (Scylla) 4fa2d5b8e9 Added comments and cosmetics. 2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla) be4a53e4fa Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation. 2013-11-28 10:54:15 +01:00
Stéphane Adjemian (Scylla) ee91c7654f Return a human readable message error if order=0 (stoch_simul). 2013-11-28 10:51:20 +01:00
Stéphane Adjemian (Scylla) edb4398e28 Merge branch 'master' into fix-mcmc-algorithm 2013-11-27 17:57:36 +01:00
Stéphane Adjemian (Scylla) 130125c5da Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc). 2013-11-27 12:27:51 +01:00
Stéphane Adjemian (Scylla) fb487bc87e internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
Stéphane Adjemian (Scylla) c92c5c7fb9 Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
Sébastien Villemot 4e4fc2ffdb Use load_xls_file_data in read_variables (for consistency with CSV) 2013-11-26 18:19:48 +01:00
Sébastien Villemot 36ec2561bf load_xls_file_data: under Octave, fail gracefully if io is not present 2013-11-26 18:19:48 +01:00
Sébastien Villemot 93416a93da Improvements in load_csv_file_data
* autodetect whether there are variable names and dates in the file
 * optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
Houtan Bastani eb75397e0f fix try / catch statement in tests for octave 2013-11-26 17:35:27 +01:00
Houtan Bastani 0d4d085447 fix try / catch statement for octave 2013-11-26 17:22:01 +01:00
Houtan Bastani 9454862142 internals: replace % for both matlab and octave with %% 2013-11-26 16:55:04 +01:00
Stéphane Adjemian (Scylla) b8c6e4bb01 Merge branch 'master' into fix-mcmc-algorithm 2013-11-26 16:53:27 +01:00
Houtan Bastani 89268f4f6f internals test: fix printing for octave 2013-11-26 15:29:23 +01:00
Stéphane Adjemian (Scylla) 10150a081d Bug fix (internals command with --load-mh-history option). 2013-11-26 14:03:11 +01:00
Stéphane Adjemian (Scylla) bd630d7210 Removed MC_record field from oo_ structure and the output argument from MCMC routines.
Details about the MCMC can be loaded in the workspace with the following command:

>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>

under the name mcmc_informations, or printed in the command window, using the following
command:

>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
Stéphane Adjemian (Scylla) 80a853944a Also display the initial value of the posterior kernel, when internals --display-mh-history command is used. 2013-11-26 12:37:14 +01:00
Stéphane Adjemian (Scylla) b8a02d4484 Renamed record.InitialLogLiK as record.InitialLogPost. 2013-11-26 12:16:31 +01:00
Stéphane Adjemian (Scylla) f2f072bce1 Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:

>> internals --display-mh-history fs2000a

produces the following output in the Matlab/Octave's command window:

================================
MCMC set-up for fs2000a mod file
================================

MCMC chain number 1:
--------------------

 o Number of MCMC files is 1
 o Number of draws is 6000
 o Acceptance ratio is 35.28%
 o Last value of the posterior kernel is: 1221.81656
 o State of the chain:

       || Initial | Current
   ++++++++++++++++++++++++
   e_a || 0.01570 | 0.01608
   e_m || 0.00528 | 0.00512
   alp || 0.35026 | 0.36909
   bet || 0.99300 | 0.99308
   gam || 0.00086 | 0.00038
   mst || 1.00088 | 1.00147
   rho || 0.65926 | 0.71132
   psi || 0.66428 | 0.60611
   del || 0.00977 | 0.00198

MCMC chain number 2:
--------------------

 o Number of MCMC files is 1
 o Number of draws is 6000
 o Acceptance ratio is 33.38%
 o Last value of the posterior kernel is: 1220.39229
 o State of the chain:

       || Initial | Current
   +++++++++++++++++++++++++
   e_a || 0.01664 |  0.01576
   e_m || 0.00489 |  0.00504
   alp || 0.39701 |  0.36630
   bet || 0.99305 |  0.99219
   gam || 0.00067 | -0.00025
   mst || 1.00186 |  1.00218
   rho || 0.70060 |  0.63847
   psi || 0.65623 |  0.74668
   del || 0.00666 |  0.00842

while the command:

>> internals --load-mh-history

loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
Houtan Bastani dd1a9aaee6 utilities: fixed name2tex regexprep for octave 2013-11-25 06:37:15 +01:00
Houtan Bastani 27181a26d5 load_csv_file_data: fix isdate test 2013-11-25 06:15:35 +01:00
Houtan Bastani 7af47e1e9f dseries: change default to not use sub operator on latex 2013-11-22 17:55:57 +01:00
Houtan Bastani 69caa7ec03 reporting: replace format with date2string 2013-11-22 17:45:15 +01:00
Houtan Bastani afacf27268 reporting: replace getDatesCellStringArray with strings 2013-11-22 17:21:53 +01:00
Houtan Bastani 938751fa60 reporting: replace .time with .dates 2013-11-22 17:14:29 +01:00