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108 Commits (c3b9c499baeb4422da58868e625ee0d5c7a499d3)

Author SHA1 Message Date
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot 188d269467 Merge pull request #379 from JohannesPfeifer/master 
Bugfix in initial_estimation_checks; making graphs more explicit
 2013-04-30 05:05:04 -07:00
Marco Ratto ab5b922e46 -) fixed bug introduced in commit 66527df; 
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
 2013-04-30 11:41:13 +02:00
Marco Ratto f5a6835c63 Fixed bug with calls to dsge smoother which were broken with missing values; 
Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
 2013-04-29 13:52:20 +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
Marco Ratto b77445e5f9 1) Allow threshold reduced form mapping also for posterior samples; 
2) Improve the notation of info saved of  threshold reduced form mapping which was obscure.
 2013-04-11 10:14:29 +02:00
Marco Ratto 9a622298e8 Fixed spurious bugs when new MC smoother is invoked when an old one is already present in gsa results subfolders 2013-03-27 17:39:55 +01:00
Marco Ratto d6993cecc4 1) trap the case where the model does not solve for any parameter values in the MC sample; 
2) fixed initialization of alpha2_stab;
 2013-03-19 17:02:31 +01:00
Marco Ratto 931b22cb26 option kalman_algo was not properly managed by gsa toolbox 2013-02-08 14:29:52 +01:00
Marco Ratto 285e40eb2c Pass new options nodisplay and graph_format to options_ 2012-10-01 08:49:58 +02:00
Marco Ratto a74f7c0285 Reduce the number of plots produced by default with rmse filtering and redform filtering 2012-06-29 00:48:24 +02:00
Marco Ratto 2aaa88caa7 Merge from the latest gsa routines for 4.2.5. 
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
 2012-06-11 01:33:01 +02:00
Marco Ratto 6b908a38eb when identification=1, the only morris options allowed remain 
morris 1 or 2.
 2012-06-08 15:27:41 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Marco Ratto 0130d6cbe4 octave fix for windows as well 2011-10-25 19:20:48 +02:00
Marco Ratto 3f43f556c8 Fixes for octave with unix 2011-10-25 19:10:45 +02:00
Marco Ratto b4fa7ef84e Make gsa compatible with octave; 2011-10-25 18:00:54 +02:00
Michel Juillard 88be4fa3d4 fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00
Sébastien Villemot 2a8425d9bc GSA: remove useless addpath (already done in dynare_config.m) 2011-10-12 17:46:48 +02:00
Marco Ratto b4d773d593 First fix for gsa. 
prior_posterior_statistics is broken, so some gsa tests are also broken
 2011-09-28 21:20:42 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. 
Added texinfo header to dynare_resolve.
 2011-09-19 16:41:53 +02:00
Marco Ratto 80582b19bd Provisions for new options 
pvalue_ks
pvalue_corr
 2011-07-07 09:48:06 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Marco Ratto 5e230e41b4 Fixed initialization of options related to identification. 
(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
 2011-04-12 11:37:58 +02:00
Marco Ratto fc0b867f5a Fixed bug with empty qz_criterium. 
(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
 2011-04-07 10:36:37 +02:00
Marco Ratto b7133ebeb5 Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Marco Ratto f83d7db907 Fix of .mat extension with save for octave. 2011-01-21 11:28:28 +01:00
ratto 414ea4daf0 forced order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:38 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
ratto b863a6d6fc Added new identification options introduced in the preprocessor. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:47 +00:00
ratto 3739a7a6d8 Fixed bugs with new morris options! 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 16:40:46 +00:00
ratto 430088cf42 Always initialize oo_.dr with dynare_resolve! 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 16:24:14 +00:00
ratto 106a48dd8a Modified morris options to allows analytic derivatives a la Iskrev. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 14:56:51 +00:00
ratto 531021acef USe '/' for unix compatibility 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 15:25:19 +00:00
sebastien e287be53ca trunk: changed to GPL headers in Marco Ratto's files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:53:09 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
michel 464e29706f reverted r2010 because of problem with FILENAME token 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:10:12 +00:00
michel a148c0a3f1 undoing changes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:38:44 +00:00
michel 36f264a1ca put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:15:19 +00:00
ratto 4e889a9eed Impose redform=1 when morris=1; 
Change checks for existence of the toolboxes.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 14:31:45 +00:00
ratto 460267525b Moved position for mode_file option. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:50:46 +00:00
ratto 6b6598914f Default empty list of names and use of ':' for all names; 
Use of empty datafile;

Extended use of various data options:
nobs, first_obs, prefilter, presample, loglinear, nograph;

Prepared for available mode_file option n dynare_sensitivity.m;


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1797 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:14:37 +00:00
michel 74fb4a04c5 v4: fixing initvalf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 07:22:10 +00:00
michel 284560a79c update of GSA code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 09:55:28 +00:00
assia 1a7990cf5d functions related to dynare_sensitivity deleted 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1790 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 09:45:11 +00:00
michel 0efeef2486 v4 dynare_sensitivity.m: options_gsa are now local and nonsticky 
automatic addition of gsa path if it exists
                         otherwise error message


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1783 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-05 10:49:59 +00:00
ratto 6218d28bb8 bug with ksstat initialization for screening 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-05 09:25:15 +00:00
ratto 28da4a09c5 Updated sensitivity package !!! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:19:51 +00:00
ratto 9a380cd784 added option of only likelihood analysis in posterior filtering 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@942 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 12:32:37 +00:00
ratto fe818c6c73 opt_gsa updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-06-20 14:57:08 +00:00
ratto fe5af81556 changed directory structure 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-04 09:04:36 +00:00
ratto 76fd18af8b output directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-13 12:59:09 +00:00
ratto 3476711051 posterior option in SA 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-11 15:31:45 +00:00
ratto e2728b9447 added prior option to save for glue; changed names of files: _stab to _prior. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 16:27:29 +00:00
ratto 3b0f302e9c added 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:14:47 +00:00