Commit Graph

9924 Commits (c7b751bd50dc3530a0bb3675ecab68c25d1c0609)

Author SHA1 Message Date
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00
Stéphane Adjemian 05a906fa8b Merge pull request #1301 from JohannesPfeifer/recursive_plot
Use raw_data in forecast plots instead of prefiltered data
2016-10-10 09:44:46 +02:00
Stéphane Adjemian c41c310cc5 Merge pull request #1310 from JohannesPfeifer/debug_mode
Make solve_algo=0 less and mode_check potentially more verbose
2016-10-10 09:40:37 +02:00
Stéphane Adjemian 9736bd2f77 Merge pull request #1311 from JohannesPfeifer/filename_manual
Manual: add that if several files differ only by the extension, the f…
2016-10-10 09:38:56 +02:00
Johannes Pfeifer fe9d024d9f Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes 2016-10-09 22:28:29 +02:00
Johannes Pfeifer 6b82788180 Display reason for mode_check-problems when debugging is enabled 2016-10-09 22:16:26 +02:00
Johannes Pfeifer 29d1e80eda Decrease verbosity of solve_algo=0
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
2016-10-09 22:15:48 +02:00
Houtan Bastani dbec97c447 preprocessor: fix warning in parsing 2016-10-07 14:41:33 +02:00
Stéphane Adjemian (Charybdis) 83bc67f0c0 Display informative message when the model cannot be solved at the prior mode. 2016-10-07 12:30:47 +02:00
Houtan Bastani acd8a4e73a Merge pull request #1305 from JohannesPfeifer/octave_tests
Widen tolerance of trend unit tests under Octave
2016-10-07 11:33:16 +02:00
Johannes Pfeifer 22b20eee96 Widen tolerance of trend unit tests under Octave 2016-10-06 21:01:35 +02:00
Johannes Pfeifer 17dec97c4f Use raw_data in forecast plots instead of prefiltered data 2016-10-05 19:04:13 +02:00
Houtan Bastani f074c67d59 Merge pull request #1297 from JohannesPfeifer/estimation_fixes
Bugfixes and cosmetic changes related to estimation
2016-10-04 11:10:12 +02:00
Johannes Pfeifer d5233336b5 Make naming in GetPosteriorMeanVariance.m more expressive 2016-10-04 11:00:00 +02:00
Johannes Pfeifer b2984f43c9 GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file
In this case, the reported results were NaN
2016-10-04 10:59:01 +02:00
Johannes Pfeifer b4e2f38b6c posterior_sampler_core: condition setting of seed on presence of Octave 2016-10-04 10:58:38 +02:00
Johannes Pfeifer 7ff6c5b2b7 Cosmetic change to posterior_sampler_initialization.m 2016-10-03 22:10:00 +02:00
Johannes Pfeifer bfbd4aa101 Fix header of dyn_autocorr 2016-10-03 21:30:02 +02:00
Houtan Bastani 5f97efe15a octave: don't check with user when deleting directory 2016-10-03 14:49:21 +02:00
Houtan Bastani 68bc9cb9bb Merge pull request #1281 from rattoma/master
Fixed bug with new harmonized setting of Smoothed Variables, which co…
2016-09-30 16:29:23 +02:00
Houtan Bastani dc0c67bff5 Merge pull request #1289 from rattoma/shock_decomp
Bug fix for provisions in shock_decomposition.m to adapt for the new …
2016-09-30 16:24:43 +02:00
Houtan Bastani acf1cd8600 Revert "bug fix following change in fe7b7819b0. #1280"
This reverts commit 9b1dc544cb.
2016-09-30 16:23:35 +02:00
Houtan Bastani 9b1dc544cb bug fix following change in fe7b7819b0. #1280 2016-09-30 15:47:26 +02:00
Houtan Bastani 4b3c98d953 preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294 2016-09-30 14:31:13 +02:00
Houtan Bastani 9cdd2cc965 add missing semicolon 2016-09-29 12:31:59 +02:00
Houtan Bastani f5a14cc537 octave: add .mat extension to save command 2016-09-28 16:33:46 +02:00
Houtan Bastani de13e98791 octave expects the first argument of strmatch to be a string 2016-09-27 16:49:16 +02:00
Houtan Bastani 245359a7df doc: remove last reference to java package for octave 2016-09-27 16:03:45 +02:00
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani 744b52d362 fix bug introduced in 1c892bb3e9 2016-09-27 15:28:43 +02:00
Houtan Bastani 1c892bb3e9 octave: try to load the needed package before ending with an error 2016-09-27 15:26:59 +02:00
Michel Juillard 1669b274a2 fixed bug whith recursive estimation and mode_compute=0 2016-09-27 15:11:42 +02:00
Houtan Bastani daa77a7a68 test suite: add .mod file name to execution command to see which test is running in top 2016-09-27 10:55:03 +02:00
Houtan Bastani 2a6b3caa34 when saving, use .mat file extension because Octave doesn’t support it by default 2016-09-26 11:00:41 +02:00
Houtan Bastani d4f5977380 test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
Houtan Bastani e84e81dd01 fix typo 2016-09-23 18:37:49 +02:00
Houtan Bastani c6f4af8894 preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani e09b4571d7 osr: fix call to strmatch for octave. Closes #1291 2016-09-23 16:13:30 +02:00
Marco Ratto fe7b7819b0 Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af to close #1280 2016-09-22 18:41:33 +02:00
Houtan Bastani 99d7b2b8b2 test suite: add rules for o.trs left out of 6b2c7c36d4 2016-09-21 16:16:29 +02:00
Houtan Bastani aa08138206 test suite: resolve more race conditions 2016-09-21 16:14:59 +02:00
Houtan Bastani 6b2c7c36d4 test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod 2016-09-21 11:42:13 +02:00
Houtan Bastani 8bf2036049 gitignore: ignore dataset saved by default when Octave crashes 2016-09-20 17:20:18 +02:00
Houtan Bastani fd9c81f0ef test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069 2016-09-20 17:17:25 +02:00
Houtan Bastani a44fa17cc1 Merge pull request #1284 from JohannesPfeifer/Matlab2016b
Account for Matlab 2016b in installer and mex-folder
2016-09-19 11:53:19 +02:00
Johannes Pfeifer b50602962d Account for Matlab 2016b in installer and mex-folder 2016-09-18 16:33:49 +02:00
Houtan Bastani 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Stéphane Adjemian (Hermes) e536621b95 Changed help message returned by prior CLI command
Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes) 5e398559f4 Added option to CLI prior command.
>> prior moments(distribution)

Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.

The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:

M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat

and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00