Commit Graph

6183 Commits (c9edb8d215458132f5a033598c0c6afd9c17748d)

Author SHA1 Message Date
Johannes Pfeifer ed823c2ef6 Make PosteriorIRF obey irf_shocks
The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
Sébastien Villemot 163fc15430 Merge pull request #402 from JohannesPfeifer/Kalman_documentation
Document kalman_algo and kalman_tol
2013-05-18 10:49:45 -07:00
Johannes Pfeifer 04691bacaf Document kalman_algo and kalman_tol
Closes #324
2013-05-18 19:43:54 +02:00
Johannes Pfeifer 834e18c02c Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-18 10:44:07 +02:00
Johannes Pfeifer 115b16236b Fix bug in dsge_likelihood for univariate_kalman_filter
ÿÿÿ

Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 921e7fdafd Document how functions with a kink are differentiated
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.

Closes #355
2013-05-17 16:53:14 +02:00
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani a4c4f9e04d reporting: @series: fix comment 2013-05-17 13:50:43 +02:00
Houtan Bastani 5c1846eb1e reporting: @series: fix coloring 2013-05-17 13:49:45 +02:00
Sébastien Villemot e30cbef217 Better fix for the issue raised in cc5527c commit message 2013-05-17 10:39:05 +02:00
Sébastien Villemot 4f8af445f7 Revert "Move filling of decision rules to respective orders"
This reverts commit cc5527c843.

This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
2013-05-17 10:32:27 +02:00
Houtan Bastani 0d9cf39fa0 reporting: @report: bug fix: test for os x on octave 2013-05-16 14:31:50 +02:00
Houtan Bastani 08d1d0b521 reporting: @report: simplify test for os x 2013-05-16 14:31:49 +02:00
Houtan Bastani 9d8c135f59 reporting: use matlab2tikz when using Octave w OS X 2013-05-16 14:31:49 +02:00
Houtan Bastani 7037e2a4bc reporting: centralize/automate display.m 2013-05-16 14:31:40 +02:00
Houtan Bastani 965f54884d reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani 7428ea2cc6 reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani f877620b93 reporting: remove footnote option 2013-05-15 16:28:32 +02:00
Houtan Bastani 20e5a4d4b6 reporting: remove config option 2013-05-15 16:23:58 +02:00
Houtan Bastani 5920457437 reporting: aesthetic change 2013-05-15 13:05:33 +02:00
Houtan Bastani 8d19a322b0 doc: comment example & and spacing to make more legible 2013-05-15 13:05:33 +02:00
Houtan Bastani 1a83647928 reporting: @report: add compiler option to compile() as alternative method to pass compiler information 2013-05-15 13:05:33 +02:00
Houtan Bastani fe68b69302 reporting: @report: throw explicit error if user has not passed compiler option on Windows 2013-05-15 13:05:26 +02:00
Houtan Bastani 55a782711a doc: use @ref{} as opposed to @code{} when referring to an option 2013-05-15 11:47:46 +02:00
Houtan Bastani 0dd7a2988b doc: use @math{} 2013-05-15 11:45:05 +02:00
Sébastien Villemot 5a91cdc8e4 Ref. manual: fix incorrect uses of @xref 2013-05-15 10:19:26 +02:00
Sébastien Villemot 1bbbfce2f4 Ref. manual: fix menus 2013-05-15 10:16:15 +02:00
Houtan Bastani 374ec36714 reporting: doc: documentation for reporting features 2013-05-14 18:48:34 +02:00
Houtan Bastani e6b99ad617 reporting: @graph: only take string representation of color 2013-05-14 18:36:01 +02:00
Houtan Bastani cbd43ee9df reporting: on error reading user options, print actual option passed not lowercase version of it 2013-05-14 17:24:41 +02:00
Houtan Bastani d6210a4a34 reporting: @series: fix display 2013-05-14 16:52:09 +02:00
Houtan Bastani a4a5eb6022 reporting: @series: change showTableMarkers to tableShowMarkers 2013-05-14 16:52:09 +02:00
Houtan Bastani b631fc1d7f reporting: @series: change lineWidth to graphLineWidth 2013-05-14 16:52:09 +02:00
Houtan Bastani f6ff010b36 reporting: @series: rename lineStyle as graphLineStyle 2013-05-14 16:52:08 +02:00
Houtan Bastani 8a45999e19 reporting: change color to graphLineColor 2013-05-14 16:52:08 +02:00
Houtan Bastani df3b337924 reporting: @series: remove unnecessary assertion 2013-05-14 16:52:08 +02:00
Houtan Bastani 022ae5bb1a doc: replace TeX with @TeX{} and LaTeX with @LaTeX{} 2013-05-14 15:18:07 +02:00
Houtan Bastani e185ee7172 reporting: fix typos in validity checks 2013-05-14 13:11:46 +02:00
Houtan Bastani 710fb9e225 doc: fix typo 2013-05-14 13:11:46 +02:00
Houtan Bastani 0c6f7dd8cd reporting: change hlines to showHlines 2013-05-14 13:11:46 +02:00
Houtan Bastani af094d0271 reporting: implement hlines option 2013-05-14 13:11:46 +02:00
Houtan Bastani e437480d26 reporting: change vlines to showVlines 2013-05-14 13:11:46 +02:00
Stéphane Adjemian fc83427185 Merge pull request #393 from JohannesPfeifer/display_tables
Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Sébastien Villemot aacced64cc Merge pull request #397 from JohannesPfeifer/master
Make manual on drop-option more explicit
2013-05-14 02:48:30 -07:00
Johannes Pfeifer 787b361afa Make manual on drop-option more explicit
Closes #396
2013-05-14 11:29:12 +02:00
Sébastien Villemot 0d5a9e3a06 Merge pull request #391 from JohannesPfeifer/master
Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
Johannes Pfeifer cc5527c843 Move filling of decision rules to respective orders
Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
2013-05-13 19:23:38 +02:00
Houtan Bastani df0749d166 reporting: change zeroline to showZeroline 2013-05-13 18:48:43 +02:00
Houtan Bastani 788b7e3d11 reporting: bug fix: only assign a tempname to figname when one doesn't already exist 2013-05-13 18:19:16 +02:00