38c8462142
If NLS, do not check the ordering of estimated parameters in PAC.
2018-12-12 16:28:19 +01:00
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
...
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
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See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
9c75f6e913
Updated the preprocessor submodule.
2018-11-30 21:30:08 +01:00
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
c79be57447
Fixed definition of h (PAC expectation reduced form).
2018-11-27 10:05:40 +01:00
e6c716ae9b
Added the possibility to use Gauss-Newton in pac/nls.
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Also added the computation of the covariance matrix of the NLS estimator (using
White and Domovitz approach) and integration test.
2018-11-26 09:53:18 +01:00
139c58dd76
Added Gauss Newton algorithm for minimizing sum of squared residuals.
2018-11-26 09:48:50 +01:00
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
cf35496c06
Fixed bug in the evaluation of the sum of squared residuals (PAC/NLS).
2018-11-21 15:21:23 +01:00
7d2d0d6590
Added the possibility to estimate the share of optimizing agents by iterative OLS (PAC).
2018-11-21 15:07:15 +01:00
59d4dd185e
Merge branch 'ident_test' into 'master'
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kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
a7a46a6b75
Add missing file in c407b63e84
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
981e2e247a
Fix MATLAB version number in announcement
2018-11-16 17:51:11 +01:00
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
7cbd3ecbf7
Merge branch 'cmr_steady_issue_2' into 'master'
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evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
Closes #1175
See merge request Dynare/dynare!1635
2018-11-16 14:28:23 +00:00
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744closes #1175
2018-11-16 14:12:55 +01:00
3b69635200
Merge branch 'cmr_steady_issue_1' into 'master'
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evaluate_steady_state_file.m: fix two bugs in debugging mode
See merge request Dynare/dynare!1634
2018-11-16 11:36:25 +00:00
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
3acdcd3657
Update preprocessor submodule
2018-11-15 18:00:20 +01:00
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
6e5465c0ff
Merge branch 'gsa_plot' into 'master'
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Fixes to GSA plots
See merge request Dynare/dynare!1631
2018-11-15 09:12:29 +00:00
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
2018-11-14 15:04:27 +01:00
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
2018-11-14 15:02:15 +01:00
7b0ef3d080
Merge branch 'doc_references' into 'master'
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Cosmetic fixes to reference in manual
See merge request Dynare/dynare!1628
2018-11-14 11:33:49 +00:00
bb1642b5b8
Cosmetic fixes to reference in manual
2018-11-14 12:15:59 +01:00
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
ce49cd95df
Add missing iscolumn and ismatrix for MATLAB < R2010b
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Also fix a bug in isrow (it was not checking the rank of the array).
2018-11-13 16:59:27 +01:00
736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b)
2018-11-13 15:59:16 +01:00
abc8431698
Remove instructions about builing under Windows Subsystem for Linux
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See the discussion in http://eris.dynare.org/pipermail/dev/2018-November/005062.html
2018-11-12 15:36:31 +01:00
c6f5c804d9
Gensylv MEX also needs MatIO (because Dynare++ code does)
2018-11-12 12:56:01 +01:00
2c65f92c6c
preprocessor: submodule update. closes #1210
2018-11-09 15:13:08 +01:00
91a455f2c7
Update preprocessor submodule
2018-11-08 18:12:20 +01:00
331a27398a
Fix another memory leak in k-order DLL
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Re Dynare/dynare#1490 .
2018-11-08 17:30:48 +01:00
Stéphane Adjemia (Scylla)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer