Houtan Bastani
7341ca4e6d
Merge pull request #1399 from JohannesPfeifer/dname
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Fix check for existence of dname variable
2017-03-07 13:58:29 +01:00
Johannes Pfeifer
56edaf5cb0
Fix check for existence of dname variable
2017-03-07 13:55:29 +01:00
Houtan Bastani
33b38ab643
preprocessor: write error messages to cerr instead of cout, replace \n with endl
2017-03-01 12:44:31 +01:00
Houtan Bastani
2d25858886
preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397
2017-03-01 12:20:55 +01:00
Houtan Bastani
0b52b778ed
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
2017-02-24 11:20:54 +01:00
Stéphane Adjemian (Charybdis)
927b813ed8
Removed printing of debugging info.
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Introduced in ffebf6b262
.
2017-02-15 13:35:33 +01:00
Stéphane Adjemian (Charybdis)
ffebf6b262
Check positive steady state for loglinear option...
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1e-9 is too far from zero. Set 1e-16 as a threshold value for the positivity test.
2017-02-15 12:41:56 +01:00
Stéphane Adjemian (Charybdis)
8925e7ca1f
Cosmetic patch (remove some warnings about potentially uninitialized variables in bytecode).
2017-02-13 19:22:26 +01:00
Houtan Bastani
39855c95d2
preprocessor: aesthetic fix
2017-02-10 12:47:43 +01:00
Houtan Bastani
fabca90345
preprocessor: aesthetic fix
2017-02-09 16:23:42 +01:00
Houtan Bastani
7ced4b5580
preprocessor: change error to warning because we don’t end processing in this situation; fix error message
2017-02-09 16:21:18 +01:00
Houtan Bastani
edd2e98086
preprocessor: replace exit(1) with exit(EXIT_FAILURE)
2017-02-09 12:46:37 +01:00
Stéphane Adjemian (Charybdis)
593d62a7c1
Removed optimizers/fs2000_12.mod from testsuite...
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Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
Stéphane Adjemian (Charybdis)
9fbef0c107
Removed penalty_hessian routine.
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+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
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To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
35078e13ee
Completed header + cosmetic changes.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
8d4abe4a9f
Cosmetic changes.
2017-02-08 13:07:24 +00:00
Stéphane Adjemian (Charybdis)
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
Houtan Bastani
e88739a5ea
doc: add preprocessor copyright info
2017-02-01 18:16:51 +01:00
Houtan Bastani
25e9a81b71
doc: update for preprocessor
2017-02-01 18:06:44 +01:00
Houtan Bastani
3776b910a1
preprocessor: remove introduction to C++ programming
2017-01-31 17:11:28 +01:00
Houtan Bastani
5b6a888d7f
preprocessor: fix typo
2017-01-31 17:11:03 +01:00
Houtan Bastani
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
3a0b9a1143
preprocessor: don’t automatically declare external functions
2017-01-27 20:36:26 +01:00
Houtan Bastani
3d4619fd85
preprocessor: handle undeclared external functions and lagged variables
2017-01-27 20:36:26 +01:00
Houtan Bastani
cfae273038
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
Houtan Bastani
bfd239aa26
preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286
2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Lupi)
1cabe76b06
Do not compute posterior kernel densities in some integration tests.
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These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
Stéphane Adjemian
5285f581e8
Merge pull request #1383 from JohannesPfeifer/readme
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readme.md: Fix typos and add info on make clean
2017-01-27 15:09:48 +01:00
Johannes Pfeifer
f9f755770d
readme.md: Fix typos and add info on make clean and build dependencies
2017-01-27 14:28:19 +01:00
Stéphane Adjemian (Charybdis)
62c954ff12
Fixes #1287 .
2017-01-25 22:13:36 +01:00
Stéphane Adjemian (Charybdis)
40993c4ebe
Document integration and unit tests in README.md.
2017-01-25 17:14:51 +01:00
Stéphane Adjemian (Charybdis)
0b1b873160
Updated dseries submodule.
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Fixes remaining Octave failing unit tests.
2017-01-25 09:18:28 +01:00
Stéphane Adjemian (Charybdis)
b152f3920d
Added the possiblity to run the testsuite on a subset of tests.
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*Example*
To run all the tests related to the numerical gradient, just type:
~$ make m/gradient
in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:
~$ make o/gradient
If you want to test against Matlab and Octave:
~$ make gradient.
*Remark*
[1] Integration tests in subfolders can be accessed using the same approach. For
instance:
~/m/observation_trends_and_prefiltering/MCMC
will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.
[2] Autocompletion works.
[3] Some folders/subfolders are still missing...
(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
Houtan Bastani
a6e74ac7af
doc: update manual copyright date
2017-01-23 14:24:30 -05:00
Stéphane Adjemian (Charybdis)
da31cca7d4
Fixed bug.
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NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in
options_, consequently this option was no honored.
2017-01-20 17:35:43 +01:00
Houtan Bastani
1de5ac8ecf
Merge pull request #1379 from JohannesPfeifer/octave_tests
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Adjust Octave unit tests
2017-01-18 09:06:40 -05:00
Johannes Pfeifer
875497bc71
Unit test lpdfgweibull.m: adjust upper integration bound under Octave
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Does not correctly integrate otherwise as more than 99% of support is 0
2017-01-18 11:01:13 +01:00
Johannes Pfeifer
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
Houtan Bastani
477a09e9ef
Merge pull request #1376 from JohannesPfeifer/remove_unused_varexo2
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unit tests: remove more unused exogenous variables
2017-01-11 00:26:26 +01:00
Johannes Pfeifer
d5a6f132b5
unit tests: remove more unused exogenous variables
2017-01-10 19:58:44 +01:00
Houtan Bastani
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
Stéphane Adjemian
f3af328cb8
Merge pull request #1371 from JohannesPfeifer/remove_unused_varexo
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Remove unused exogenous variables from unit tests
2017-01-09 10:41:19 +01:00
MichelJuillard
562b8f7a5c
Merge pull request #1139 from JohannesPfeifer/Ramsey_documentation
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Correct manual on Ramsey
2017-01-08 20:03:59 +01:00
Johannes Pfeifer
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
Johannes Pfeifer
901121fe30
Merge pull request #1 from MichelJuillard/Ramsey_documentation
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minor changes
2017-01-08 18:51:53 +01:00
Michel Juillard
1554f15a65
- rephrased description of objective function value when Lagrange multipliers are
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set to 0
- type correction
2017-01-08 17:16:41 +01:00
Houtan Bastani
7fb7dd7ccc
fix nested parens for params derivatives. closes #1201
2017-01-05 18:19:37 +01:00
Houtan Bastani
a5d3ef21ad
update license file for 2017
2017-01-05 15:24:19 +01:00