Commit Graph

3474 Commits (cb2228acad5c9cee3675a56fa535f896b6da00a0)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis) 8574dfd053 Adapted print_info routine. 2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis) 9d3a1d242a Added fake argument to matlab's implementation of mjdgges.
Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
Stéphane Adjemian (Charybdis) 0f570d1d98 Added input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis) a71b770fec Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6). 2013-06-12 09:53:18 +02:00
Houtan Bastani 1a6f8753d1 reporting: in windows, replace native filesep with forward slash for inclusion in tex file 2013-06-11 17:12:16 +02:00
Houtan Bastani dec9c3a315 reporting: search for pdflatex.exe on windows 2013-06-11 17:11:48 +02:00
Houtan Bastani 58a583c248 reporting: fix echo command in system searches for pdflatex 2013-06-11 17:11:15 +02:00
Johannes Pfeifer 97f777ea15 Make sure that recursive forecasting happens in increasing order of observations (required for plotting) 2013-06-09 10:56:58 +02:00
Johannes Pfeifer 3347352a45 Fix plots for Recursive Forecasting and save them to graphs subfolder. 2013-06-09 10:55:52 +02:00
Johannes Pfeifer 79748dd150 Correct displayed information if not total dataset is used. 2013-06-09 10:45:41 +02:00
Ferhat Mihoubi bdee6d14ec Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options. 2013-06-08 17:16:20 +02:00
Ferhat Mihoubi 2dc04c8c00 Correct a typo when solving an equation containing only lead and current values of endogenous 2013-06-07 20:27:10 +02:00
Houtan Bastani 037ec55dfd dynDate: add missing case to throw error if another char is passed 2013-06-07 17:23:22 +02:00
Michel Juillard ed4d184c9d fixing bug for shock_decomposition with calibrated model (issue #259) 2013-06-03 16:45:39 +02:00
Johannes Pfeifer c82658a2a5 Bugfix for steady;
1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot 8c14339a0f Merge pull request #399 from JohannesPfeifer/master
Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
Sébastien Villemot bf94bb3df8 Implement clock option of set_dynare_seed
Also improve documentation of set_dynare_seed.

Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot 9210ad68b5 Merge pull request #410 from rattoma/parallel_option
new option for user specific files
2013-05-31 05:46:31 -07:00
Sébastien Villemot 9145d3691f Merge pull request #409 from rattoma/endo_prior_restrictions
New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
Marco Ratto 4923ba0952 Introduced new option that allows to set prior (sign) restrictions to irf's 2013-05-30 10:57:39 +02:00
Sébastien Villemot 2822fcd979 Fix bug introduced in 767dce0a 2013-05-28 10:16:26 +02:00
Sébastien Villemot 71ded60742 Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
Marco Ratto 26602ecf3c Bug fix for negative values of x(kk) 2013-05-27 12:00:39 +02:00
Sébastien Villemot f7403c452e Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
Johannes Pfeifer 12bbf051a3 Add missing graph title that lead to crash 2013-05-26 08:30:47 +02:00
Johannes Pfeifer bd68970c62 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-26 08:11:53 +02:00
Sébastien Villemot 74ee859b37 Merge pull request #408 from rattoma/master
allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
Johannes Pfeifer 767dce0a3b Check in McMCDiagnostics.m whether all consecutive MH files are present
Closes #390
2013-05-24 11:18:31 +02:00
Sébastien Villemot 57cf45ef0b Merge pull request #404 from JohannesPfeifer/BVAR_graphs
Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
Johannes Pfeifer 77488f5f22 Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
Sébastien Villemot b6a054dc4f Merge pull request #403 from JohannesPfeifer/irf_shocks
Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
Sébastien Villemot 353d864429 Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
Marco Ratto 73765b52ca Allow using new option
options_.parallel_info.local_files

that allow porting to remote threads user-specific local files needed to run the  project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
Sébastien Villemot c035ca30af Fix nonexistent variable names 2013-05-23 13:03:52 +02:00
Sébastien Villemot da1a190630 Remove spurious displayed variables 2013-05-23 11:52:28 +02:00
Marco Ratto 7bef23f1b3 Allow asymmetric mode check plots, using the new option
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
Johannes Pfeifer 5842c6c1c5 Make unconditional forecasts save figures to graph folder
Also provides more expressive title
2013-05-20 00:14:05 +02:00
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
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
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