c5a0f932c2
Change wrong Windows-style file separators to Linux ones
2014-11-16 21:11:06 +01:00
c5c5caace5
Add utility to convert Dynare 4.5 results structure to 4.4
2014-11-16 21:11:06 +01:00
cb4fb6aaf1
Replace eval-command in dynare_estimation.m by direct call to fields
2014-11-16 21:11:06 +01:00
86cac40362
Harmonize field length for FilteredVariables for calibrated smoother
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Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
2014-11-16 21:11:06 +01:00
4b1e815728
Always display value of posterior/likelihood at the mode
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Also clarifies that minus the posterior/likelihood is displayed
2014-11-16 21:11:06 +01:00
747f90d89b
Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks
2014-11-16 21:08:18 +01:00
9d25963976
Document different in FilteredVariablesKStepAhead-matrix between classical and Bayesian smoother
2014-11-16 21:08:18 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
45ef721d03
Fix computation of SmoothedMeasurementErrors in Bayesian smoother
2014-11-16 21:08:18 +01:00
1cbb17f929
Make sure classical filtered variables have the same length as the Bayesian ones, i.e. nobs.
2014-11-16 21:08:18 +01:00
3902afa783
Improve documentation on filtered variables
2014-11-16 21:08:18 +01:00
49abff9e4d
pm3.m: If no TeX names are provided, default to variable names provided
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Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
2014-11-16 21:08:18 +01:00
61253bcb81
Add header with info to pm3.m
2014-11-16 21:08:18 +01:00
9f20aaa8e4
Cosmetic fix to wording of error message in resol.m
2014-11-16 21:08:18 +01:00
b76bc6d79e
Make sure all computed moments in Bayesian estimation return column vectors
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The HPD were the only exemption, being row vectors.
2014-11-16 21:08:18 +01:00
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
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It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
704f8650af
Properly initialize var_yf in forcst.m
2014-11-16 21:08:17 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
aae7c23fe2
Added unitary test for hessian routine.
2014-11-14 16:33:34 +01:00
ff3c8e94e1
Clean up hessian.m
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Fix description of algorithm and document the function better. Also removes manual increasing of loop variable and moves computation of temporary variable not depending on loop variables outside of the loop as it needs to be computed only once.
2014-11-14 16:33:34 +01:00
f999f960f8
bug fix: add missing comment
2014-11-14 12:27:20 +01:00
b14c10c1a2
Merge pull request #775 from JohannesPfeifer/sim1_imaginary
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Take care of imaginary numbers in perfect foresight simulations
2014-11-14 12:24:27 +01:00
2300464cae
Merge branch 'simplex'
2014-11-14 11:07:58 +01:00
9fa92b0d02
fixing error message
2014-11-14 07:15:24 +01:00
a8e7c30e6a
Added @dseries/exist method.
2014-11-13 16:53:06 +01:00
cc96d46911
Transfer hard-coded verbosity of simplex algorithm into an option
2014-11-10 19:54:44 +01:00
7c59edead2
Make simplex_optimization_routine.m usable outside of estimation
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Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
c3467ddca2
Simplex: return only scalar best value instead of full vector
2014-11-10 19:41:50 +01:00
7b90fd9c32
Merge pull request #777 from JohannesPfeifer/simul_no_varexo
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Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:32:49 +01:00
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
2e776d544a
Merge branch 'master' of github.com:DynareTeam/dynare
2014-11-10 15:17:54 +01:00
1285e0090d
Do not use git protocol to connect to github.
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For submodules use https protocol (dynbot is not recognized by github).
2014-11-10 15:11:53 +01:00
bbf6ea50b0
Added workaround for bug in some Matlab versions (wrong type).
2014-11-10 11:21:05 +01:00
0691b08303
Adapated internals routine (name of dynTest routine has changed).
2014-11-09 22:20:43 +01:00
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
479189ef47
Updated path in dynare_config.
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For m-unit-tests module.
2014-11-07 22:41:25 +01:00
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
e6789a3707
Merge pull request #761 from JohannesPfeifer/message_test_calibration
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Clarify message in test_for_deep_parameters_calibration.m
2014-11-07 17:27:15 +01:00
00f6e93869
Merge pull request #759 from JohannesPfeifer/xls_range
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Provide example for xls_range option in manual
2014-11-07 17:26:34 +01:00
1f25e7d479
Merge pull request #757 from JohannesPfeifer/fix_display
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Add missing run index to looped variable in resol.m
2014-11-07 17:25:50 +01:00
a1a0cc098b
skipline: simplify code
2014-11-07 16:44:05 +01:00
f98a41007e
skipline: fix function header
2014-11-07 16:44:05 +01:00
ae52f7615c
bug fix: skipline
2014-11-07 16:44:05 +01:00
6edef09aba
Added fake input argument in @dates/isequal.
2014-11-07 16:12:47 +01:00
d77dec9726
Added optional tolerance parameter in @dseries/isequal method.
2014-11-06 15:43:23 +01:00
884cbc3fbe
dseries: bug fix: add delimiter for importdata for .csv files
2014-11-06 14:46:27 +01:00
3f4f348a0a
dseries: variable in error messages isn't set
2014-11-06 14:34:05 +01:00
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Telemachus)
Michel Juillard
Stéphane Adjemian