bb6d3f539e
fixing bug in writing variance decomposition files
2012-10-21 10:14:38 +02:00
7922366f71
fix bug in setting oo_.dr.state_var. This bug could generate wrong row
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labels in Policy and Transition Functions.
2012-10-14 22:54:49 +02:00
4c18bfea47
allow for missing column headings in XLS(X) data file. Such a column
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can't be used for data, but it happens that dates for example don't
have a column headings
2012-10-14 22:50:50 +02:00
c2c88600a1
More explicit error message when no estimated_params and no smoother
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Closes : #222
2012-10-08 14:42:09 +02:00
cc26a1d806
Add comment for the use case when there is no estimated_params
2012-10-08 14:32:22 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
c88a8aaaa6
changed warnings into errors when load_mh_file or recovery is used and
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there is no metropolis history file
2012-10-08 11:50:48 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
e835c7d945
Bug fix: graphic options are not passed to global options_ (for the next release try to skip the use of the global here).
2012-10-02 08:59:49 +02:00
dd8f16c8db
Revert "reset penalty to 1.e8." Too big a penaly is not desirable.
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This reverts commit fcceec896a
2012-10-01 14:23:21 +02:00
fcceec896a
reset penalty to 1.e8.
2012-10-01 08:53:50 +02:00
560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
3744061112
Save the names of the estimated parameters in <MODEL_NAME>_mode.mat when mode_compute is equal to six (stochastic optimization).
2012-09-29 00:08:05 +02:00
421e1a39fc
Merge remote-tracking branch 'ratto/master'
2012-09-27 16:36:00 +02:00
7c6ae272f6
ms-sbvar: remove field removal for file tags
2012-09-27 15:32:33 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
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the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
d0d0b6ed52
Use new numgrad routines.
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options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
f944a43b0c
added code for computing risky steady state in regular models (not
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portfolio models)
2012-09-19 22:51:44 +02:00
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
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all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
c29fa9d81c
Fixed bug (wrong index).
2012-09-19 17:03:07 +02:00
914d97fb53
Added waitbar to prior_sampler routine.
2012-09-19 16:27:43 +02:00
0f7076846f
Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive.
2012-09-19 13:44:57 +02:00
465bb6c144
Added missing call to set_state_space.
2012-09-19 12:27:11 +02:00
59a3db051f
Temporarly set options_.order equal to one in get_prior_info routine.
2012-09-19 12:07:16 +02:00
7fd9ab1473
Remove unused variables
2012-09-19 10:47:12 +02:00
9d555075d6
Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr
2012-09-19 00:05:28 +02:00
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
6adb58dbc1
Remove workaround for Octave 3.2 (we now require 3.4)
2012-09-18 11:42:11 +02:00
c41ce4ae69
Merge remote-tracking branch 'ratto/master'
2012-09-18 11:13:50 +02:00
fd7386b593
Merge remote-tracking branch 'jpfeifer/master'
2012-09-18 11:13:46 +02:00
cba7a3fcc8
Homogeneize behavior for PDF and FIG under Octave
2012-09-18 11:12:11 +02:00
fce6c5cc31
Increase accuracy in printing cosn for collinearity patterns
2012-09-18 10:42:01 +02:00
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
8d4c812671
Merge remote-tracking branch 'ratto/master'
2012-09-17 10:29:53 +02:00
Michel Juillard
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer