Johannes Pfeifer
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59dd96db83
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Bayesian smoother: fix field naming for Filtered_Variables_X_step_ahead
Naming used length of vector instead of actual steps
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2021-01-27 17:41:37 +01:00 |
Johannes Pfeifer
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312d053ae1
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Use LaTeX labels in figures
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2020-06-17 21:48:25 +02:00 |
Stéphane Adjemian (Scylla)
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7be8f10e0e
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Use cells of strings instead of char arrays.
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2018-01-09 22:30:01 +01:00 |
Stéphane Adjemian (Charybdis)
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4195033561
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Fixed typo introduced in 88e1701289 .
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2017-05-20 01:21:28 +02:00 |
Stéphane Adjemian (Charybdis)
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5417b27ac7
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Fixed indentation of matlab files.
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2017-05-16 15:10:20 +02:00 |
Stéphane Adjemian (Charybdis)
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a53636e24e
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Fixed copyright notices.
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2017-05-16 14:11:15 +02:00 |
Stéphane Adjemian (Charybdis)
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88e1701289
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Removed useless commas and semicolons.
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2017-05-16 13:24:46 +02:00 |
Johannes Pfeifer
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d8b0495c77
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Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option
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2016-12-26 13:11:01 +01:00 |
Johannes Pfeifer
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3ebc982b02
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Add state_uncertainty to Bayesian smoother
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2016-11-04 09:23:55 +01:00 |
Johannes Pfeifer
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b70bc9433f
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pm3: restore Matlab compatibility by loading file into a variable
In R2016b the variables loaded in the function need to be known in advance
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2016-10-06 14:21:25 +02:00 |
Johannes Pfeifer
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46450c6f1f
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Change textwidth depending on number of subplots
Prevents overblown figures
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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73afe7d02f
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Change fixed LaTeX figure width into \textwidth scaling
Improves readability
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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3b09ab5424
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Save Smoother.Trend and Smoother.Constant after MCMC
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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5d6d1336ef
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Enable filter_covariance option in posterior sampling
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2016-06-16 12:05:38 +02:00 |
Houtan Bastani
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b454c28096
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fix latex compilation on linux. #1207
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2016-06-14 11:37:16 +02:00 |
Johannes Pfeifer
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12ee5b7276
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Fix copyrights and references to random_walk_metropolis_hastings headers
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2016-05-19 17:15:31 +02:00 |
Johannes Pfeifer
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b7cbb563d6
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Allow suppressing density of smoother and forecast objects
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2015-10-12 15:34:52 +02:00 |
Johannes Pfeifer
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bcc1008d3d
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Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
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2015-06-08 17:57:15 +02:00 |
Johannes Pfeifer
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efb23bbca0
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Add captions to pm3.m TeX-output
Otherwise, it is impossible to know that is displayed
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2015-06-08 17:57:13 +02:00 |
Stéphane Adjemian (Hermes)
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3602a0b1a8
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Fix bug in pm3 for filtered variables that led to crashes.
Manual merge of Johannes PR #737.
-> Check for size of array failed with singleton dimension.
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2015-06-01 18:22:54 +02:00 |
Johannes Pfeifer
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49abff9e4d
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pm3.m: If no TeX names are provided, default to variable names provided
Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
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2014-11-16 21:08:18 +01:00 |
Johannes Pfeifer
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61253bcb81
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Add header with info to pm3.m
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2014-11-16 21:08:18 +01:00 |
Johannes Pfeifer
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b76bc6d79e
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Make sure all computed moments in Bayesian estimation return column vectors
The HPD were the only exemption, being row vectors.
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2014-11-16 21:08:18 +01:00 |
Johannes Pfeifer
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cac48d2e80
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Initialize stock1_filter_step_ahead to prevent crash in Octave
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2013-12-13 18:29:48 +01:00 |
Johannes Pfeifer
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cd3b5bf3d9
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Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
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2013-12-11 16:43:15 +01:00 |
Stéphane Adjemian (Scylla)
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d52a0d2c89
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Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
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2013-11-20 18:03:12 +01:00 |
Stéphane Adjemian (Charybdis)
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ddd95361ba
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Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
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2013-11-04 10:54:45 +01:00 |
Sébastien Villemot
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61485ab809
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Fix copyright notices
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2013-06-12 17:04:46 +02:00 |
Johannes Pfeifer
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195ed8baac
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Make storage of moments consistent with manual
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
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2013-03-10 19:46:31 +01:00 |
Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
Marco Ratto
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4480f5b494
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Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
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2012-05-30 11:22:59 +02:00 |
Marco Ratto
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4c6a01da2e
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under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
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2011-04-06 14:22:34 +02:00 |
Houtan Bastani
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8a0dabd07d
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use || and && as opposed to | and & where appropriate
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2011-02-16 15:14:38 +01:00 |
Marco Ratto
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12555b4320
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Skip parallel plots under Octave
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2011-02-07 14:34:10 +01:00 |
Sébastien Villemot
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02652f6eb8
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Updated copyright notices
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2011-02-04 17:27:33 +01:00 |
Sébastien Villemot
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757a9067c0
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Global reindentation of MATLAB files
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2011-02-04 17:17:48 +01:00 |
Marco Ratto
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9090a8f76b
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Reverted adaptivity for plotting in parallel or not.
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2010-10-08 19:44:10 +02:00 |
Houtan Bastani
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a20bc07fdf
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replace deprecated Matlab function strvcat with char
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2010-09-27 16:11:14 +02:00 |
Marco Ratto
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73c46ee9ce
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Changes to header/comments.
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2010-05-31 11:48:34 +02:00 |
Sébastien Villemot
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d6faa47807
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Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
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2010-02-15 16:52:36 +01:00 |
Marco Ratto
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bc4c342e6a
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debugged nvar wrongly put in local vars for core
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2010-02-12 17:27:29 +01:00 |
Marco Ratto
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837399182c
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parallelized pm3.
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2010-02-10 18:47:20 +01:00 |
sebastien
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1be52aaa5f
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Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
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2010-01-05 10:46:10 +00:00 |
sebastien
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502e3e1df8
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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
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2009-12-16 17:17:34 +00:00 |
ratto
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c198c52fbc
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fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-03-23 09:29:11 +00:00 |
sebastien
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161ff7483d
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trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-03-05 10:52:14 +00:00 |
sebastien
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7107df448c
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trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-02-26 11:13:04 +00:00 |
michel
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4f3d871b77
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fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-08-24 19:30:55 +00:00 |
sebastien
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47a4d91700
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v4 matlab:
* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-08-01 18:53:30 +00:00 |
sebastien
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cc66aebdb8
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v4 pm3.m: disabled PDF and FIG output for Octave
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1912 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-07-01 11:17:00 +00:00 |