c51066d76d
Complete re-writing to make the function modular (the input being either J or H or Hess etc.).
2011-05-02 11:12:39 +02:00
a512436295
new wrapper for graphical outputs in identification.
2011-05-02 11:10:33 +02:00
cda26e6fcc
Further simplification and improved display of critical params affected by collinearity issues.
2011-05-02 11:07:58 +02:00
fa4f4b159a
provide results in square matrix form for easier display.
2011-05-02 11:06:27 +02:00
7cdd0250f8
Removed trap which sometimes gives problems.
2011-05-02 11:03:56 +02:00
180a3bad9c
New wrapper for identification analysis, given the parameter set provides results.
...
Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
181186a205
Patch from George: fixes bug in partial information ( closes #179 )
2011-05-02 10:25:25 +02:00
d55d1d7b10
Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18).
2011-05-02 10:24:50 +02:00
e8fe8c7711
Added exceptions when the parameters updated in the steadystate file are complex or NaN.
2011-05-02 10:24:50 +02:00
71aec0eb39
shock_decomposition: bug correction
2011-04-30 19:52:26 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
85a6c18b7f
Merge branch 'master' of ssh://kirikou/srv/d_kirikou/git/dynare
2011-04-28 18:18:25 +02:00
79b1c94a46
manual: add dynare_sensitivity options
2011-04-28 18:10:09 +02:00
14d7ab433f
Added new info value (22) for cases where the steady state given by the steadystate file has NaNs.
2011-04-28 17:53:03 +02:00
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
44903ea38a
Build system: remove unused directive
2011-04-28 10:44:02 +02:00
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
dc8a3c9864
Userguide: minor update related to Dynare stable version
2011-04-27 11:58:14 +02:00
896a80928b
Cosmetic change
2011-04-27 11:57:49 +02:00
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
b86224199d
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
e263b9258f
removed useless addpath
2011-04-21 10:18:27 +02:00
89a232465b
doc: add placeholders for identification options
2011-04-20 14:33:59 +02:00
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
33787d4b1e
improved dyntable.m
2011-04-18 11:25:55 +02:00
d2e0ef021c
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
5d7c26d47c
Reference manual: point to implementation details of 1st order solution
2011-04-15 18:43:59 +02:00
cc5f415090
Reference manual: explain how to cite Dynare
2011-04-15 18:43:27 +02:00
6b71b6800d
-) remove useless burn-in iterations;
...
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
7c92b2308a
Small improvements around analytic scores and Hessian
2011-04-15 15:26:33 +02:00
8aeb76fee6
-) small change to tolerance for eigenvector elements
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-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
f23d683663
Build system fix for documentation
2011-04-15 10:54:01 +02:00
54e900c7b6
build system: bug fix
2011-04-14 11:24:17 +02:00
252d300fcb
SWZ: update submodule pointer
2011-04-13 09:58:57 +02:00
c1ce21b50e
Updated paper about 1st order
2011-04-12 19:04:07 +02:00
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
26d5534320
fixed typo
2011-04-12 16:42:55 +02:00
a966eeb99f
bug fix: writeOutput calls from within writeOutput were losing tef_terms info
2011-04-12 16:42:55 +02:00
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
d0d04065e6
Merged from 4.2 branch commits:
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9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba
* 1) bug fixes: non-initialized ide_strength when no param is identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).
2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
5e230e41b4
Fixed initialization of options related to identification.
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(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
Marco Ratto
Sébastien Villemot
Stéphane Adjemian (Gpm)
Michel Juillard
Houtan Bastani
Stéphane Adjemian (Scylla)