cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
db485235b5
data, name and tex of the dynSeries class are also private members that cannot be overwritten.
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(cherry picked from commit 609f94881f
2013-09-24 16:47:52 +02:00
3dee1674d5
Added unitary tests.
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(cherry picked from commit 667e308585
2013-09-24 16:47:52 +02:00
2ae0812012
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
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(cherry picked from commit b0d6e2b7b6
2013-09-24 16:47:52 +02:00
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
30cb093048
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
5058e4d00f
fix typo
2013-09-23 14:42:57 +02:00
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
a4246ef2c8
Merge pull request #473 from JohannesPfeifer/affiliation
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Update Johannes's Affiliation
2013-09-21 13:32:27 -07:00
768792ea04
Update Johannes's Affiliation
2013-09-21 19:34:08 +02:00
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
15825c9034
Changed logic in numgrad2.
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Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
48ed621152
Update Junior's affiliation
2013-09-20 10:28:08 +02:00
3015233c2c
Add missing dash
2013-09-20 10:18:19 +02:00
91e06bc27e
Update Ferhat's affiliation
2013-09-20 10:16:12 +02:00
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
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in commit 952139b
2013-09-18 11:23:47 +02:00
9a0df42970
Merge pull request #470 from JohannesPfeifer/displayposterior
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Improve display of posterior parameters and clarify use of HPD
2013-09-17 01:10:51 -07:00
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
27f1858f17
Adds documentation of Geweke convergence diagnostics
2013-09-16 19:19:06 +02:00
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
e123670675
Fix bug introduced in 952139b
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The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
743252a571
Fixed typo.
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Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
2013-09-11 17:25:07 +02:00
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
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Closes #348
(cherry picked from commit b7b4a9afdc
2013-09-11 17:24:12 +02:00
44d64fcfec
Merge branch 'johannes@github-agtrend'
2013-09-11 11:01:14 +02:00
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard