Commit Graph

5781 Commits (c0f12968ee18f746472c38a0f7eefc1675b5e52c)

Author SHA1 Message Date
Johannes Pfeifer c0f12968ee Create graph folder in rplot if it does not exist 2013-04-29 22:30:52 +02:00
Johannes Pfeifer 5798501da0 Adds mod-file of a well-documented non-linear New Keynesian model with
recursive formulation of price setting equations where the steady state
file is used to update parameters and invoke a non-linear solver.
2013-04-27 21:12:50 +02:00
Johannes Pfeifer 3c27394561 Fix bug introduced in df611e9e9d 2013-04-27 16:53:08 +02:00
Johannes Pfeifer 69372d290d Make Stability Mapping more readable.
Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
Johannes Pfeifer 27fda91c8c Replace relative by absolute filenames
Closes #329
2013-04-27 16:36:10 +02:00
Johannes Pfeifer dc8bc3ef65 Use filesep instead of '/' 2013-04-27 16:22:25 +02:00
Johannes Pfeifer 4b4e7ad671 Make rplot save figures in graph-folder and obey nodisplay option
option
2013-04-27 14:58:16 +02:00
Johannes Pfeifer 76961ee59b Provide RMSE with more expressive figure titles 2013-04-27 12:53:06 +02:00
Johannes Pfeifer 935f8eb025 Provide Redform Mapping with more expressive figure titles 2013-04-27 12:52:48 +02:00
Johannes Pfeifer df611e9e9d Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones 2013-04-27 11:53:35 +02:00
Johannes Pfeifer 32417def82 Provide stability mapping with more expressive figure titles 2013-04-27 10:58:36 +02:00
Johannes Pfeifer c0797ea283 Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
Johannes Pfeifer dce8e74c33 Fix bug where initial_estimation_checks was performed on prior mean instead of specified mode
If the mode_file option was used, xparam1 was reloaded from the
mode-file after the initial checks, sometimes leading to very cryptic
errors. Now the initial checks already load the correct parameter
vector.
2013-04-26 21:10:36 +02:00
Johannes Pfeifer 2815d5fbd4 Make error message for prior violation more explicit by adding second argument to info() 2013-04-26 20:20:23 +02:00
Johannes Pfeifer d3457ee4d9 Make UnivariateSpectralDensity save plots to graphs-folder
Also make the plots obey the nodisplay option
2013-04-26 19:59:32 +02:00
Johannes Pfeifer 58b6c3122f Cosmetic Changes to Graphs 2013-04-26 19:57:36 +02:00
Johannes Pfeifer 9310467658 Fix crash in print_info
If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
Johannes Pfeifer c55d0a3ae4 Remove pruning_forecast_approximation introduced in cdb7b01879 2013-04-25 12:04:44 +02:00
Johannes Pfeifer 7e63b562d9 Add unit test for order=3
The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
Johannes Pfeifer cdb7b01879 Implement Andreasen et al. 2013 pruning at order
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Houtan Bastani efaa3c71c5 reporting: @graph: add option to turn legend box on or off 2013-04-24 18:12:11 +02:00
Houtan Bastani e65ee25883 reporting: @graph: avoid legend crash on octave 2013-04-24 17:59:45 +02:00
Sébastien Villemot aa36cf26a1 Merge pull request #369 from JohannesPfeifer/master
Bugfix in third order perturbation
2013-04-24 04:44:37 -07:00
Johannes Pfeifer 5cb9b02863 Fix unfold for third order pruning 2013-04-24 13:09:40 +02:00
Houtan Bastani e376258025 fix dynare++ build on OS X 2013-04-23 14:32:39 +02:00
Houtan Bastani fe7a1248ba fix typo 2013-04-23 14:32:39 +02:00
Sébastien Villemot a7e29af81c Fix handling of auxiliary variables in endval block 2013-04-22 18:02:32 +02:00
Sébastien Villemot cf146ec4e5 Reset oo_.{exo_}steady_state to zero before endval
This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
Michel Juillard 9b3c83554a adding the constant (steady state + effect of future uncertainty) to
the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
Michel Juillard d97e036868 fixing missing increment of index in unfold3, unfold21, unfold12 2013-04-21 20:48:26 +02:00
Stéphane Adjemian 24caaf9864 Merge pull request #373 from FerhatMihoubi/master
2 requests
2013-04-19 09:30:48 -07:00
Ferhat Mihoubi 9387b4a28d Consider the case of non available variable in the csv file 2013-04-19 18:26:20 +02:00
Houtan Bastani 41b11709e8 reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
Houtan Bastani 86952b06b0 reporting: @section: adjust spacing 2013-04-19 18:24:01 +02:00
Sébastien Villemot 2670be408e Bug fix in steady state solver 2013-04-19 18:01:19 +02:00
Sébastien Villemot 7495668ef2 Minor simplification and improvements 2013-04-19 18:01:19 +02:00
Ferhat Mihoubi 7bbffd7cef Deals with empty values in csv file, removed a useless test 2013-04-19 16:04:06 +02:00
Sébastien Villemot b916346176 Merge pull request #371 from rattoma/master
bug fixes for GSA tools
2013-04-19 01:35:00 -07:00
Marco Ratto ad34f3dbf1 Fixed bugs related to the case where no shock standard deviation is estimated 2013-04-18 19:36:41 +02:00
Marco Ratto 3aa9419835 rename local variables to minimize the risk of overlapping with names stored in data file 2013-04-18 19:35:49 +02:00
Sébastien Villemot e1f702f83a Various fixes to steady state computation in estimation DLL
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Houtan Bastani c7bb71199d reporting: @reporting: open pdf file after compilation (Matlab only) 2013-04-18 17:28:59 +02:00
Houtan Bastani ac47e81fb1 reporting: @graph: set prettier spacing of xticklabels 2013-04-18 17:19:48 +02:00
Stéphane Adjemian (Charybdis) 8eed899f92 Fixed bug. Compilation of bytecode was crashing with USE_OMP. 2013-04-18 11:20:35 +02:00
Houtan Bastani e786fa8627 the last 32bit release of matlab for osx was 7.11 (R2010b) 2013-04-18 11:12:33 +02:00
Houtan Bastani 47b53dbeea build system: osx fix for bytecode mex in octave 2013-04-17 17:45:28 +02:00
Sébastien Villemot 8dbf195422 Compatibility fix with GCC 4.8 2013-04-15 17:18:38 +02:00
Stéphane Adjemian (Charybdis) 409675ce9c Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided. 2013-04-12 17:55:14 +02:00
Stéphane Adjemian (Charybdis) 3b3d753d54 Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied. 2013-04-12 17:53:13 +02:00
Stéphane Adjemian (Charybdis) b955b20bf3 Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted. 2013-04-12 17:50:52 +02:00