c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
...
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
5cb9b02863
Fix unfold for third order pruning
2013-04-24 13:09:40 +02:00
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
...
the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
d97e036868
fixing missing increment of index in unfold3, unfold21, unfold12
2013-04-21 20:48:26 +02:00
24caaf9864
Merge pull request #373 from FerhatMihoubi/master
...
2 requests
2013-04-19 09:30:48 -07:00
9387b4a28d
Consider the case of non available variable in the csv file
2013-04-19 18:26:20 +02:00
41b11709e8
reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
...
If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
86952b06b0
reporting: @section: adjust spacing
2013-04-19 18:24:01 +02:00
7bbffd7cef
Deals with empty values in csv file, removed a useless test
2013-04-19 16:04:06 +02:00
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
e1f702f83a
Various fixes to steady state computation in estimation DLL
...
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
c7bb71199d
reporting: @reporting: open pdf file after compilation (Matlab only)
2013-04-18 17:28:59 +02:00
ac47e81fb1
reporting: @graph: set prettier spacing of xticklabels
2013-04-18 17:19:48 +02:00
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
409675ce9c
Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided.
2013-04-12 17:55:14 +02:00
3b3d753d54
Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied.
2013-04-12 17:53:13 +02:00
b955b20bf3
Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted.
2013-04-12 17:50:52 +02:00
63502db6c0
Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added.
2013-04-12 17:48:00 +02:00
be91a24daa
Fixed bug that was affecting the display of dynDates objects.
2013-04-12 17:41:32 +02:00
6eecf0ba10
Fixed typo in header.
2013-04-12 17:21:10 +02:00
1dd0518188
Added unitary test in dynSeries/subsasgn.
2013-04-12 16:27:46 +02:00
681e7b677d
Added the possibility to use two regular expressions in dynSeries/subsasgn method.
...
As in dynSeries/extract we consider a tensor product.
2013-04-12 16:26:57 +02:00
f447ea8feb
Added unitary test in dynSeries/extract method.
2013-04-12 15:59:19 +02:00
2a9e075c63
Added the possibility to use two regaular expressions in @dynSeries/extract method.
...
*Example*
Suppose that a dynSeries object contains the following set of variables
GDP_1
GDP_2
GDP_3
GDP_4
GDP_5
GDP_6
GDP_7
HICP_1
HICP_2
HICP_3
HICP_4
HICP_5
HICP_6
HICP_7
Consumption_1
Consumption_2
Consumption_3
Consumption_4
Consumption_5
Consumption_6
Consumption_7
Then the syntax:
b = a{'@GDP,HICP@_@1,2,3@'}
will instantiate a new dynSeries object containing variables:
GDP_1
GDP_2
GDP_3
HICP_1
HICP_2
HICP_3
2013-04-12 15:58:55 +02:00
0cdb636d67
Remove possible leading and trailing white spaces in variable names.
2013-04-12 14:39:39 +02:00
c85f27b910
add comments
2013-04-12 10:38:34 +02:00
8976bcf82c
fix bug in the dimension of the noise vector
2013-04-12 10:38:33 +02:00
ae55884261
factorization of the Neff routine
2013-04-12 10:38:33 +02:00
25179aba7f
add a routine to build the proposal distribution for the conditional particle filter
2013-04-12 10:38:33 +02:00
3b92c1b1c7
remove unused variables
2013-04-11 19:07:34 +02:00
73fcf9719e
fix comment and error
2013-04-11 19:07:34 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
b77445e5f9
1) Allow threshold reduced form mapping also for posterior samples;
...
2) Improve the notation of info saved of threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
b0f9131f13
reporting: @report: add compile method
2013-04-10 18:08:14 +02:00
17c7c3f0d2
reporting: add more info to stdout during processing/writing
2013-04-10 14:55:19 +02:00
a0f25ee621
reporting: comment cleanup
2013-04-10 13:01:22 +02:00
3e9e35aff6
reporting: allow for manual height adjustment of sections
2013-04-10 12:53:41 +02:00
c071df7f78
Clarify terminology used for filtered variables
...
Closes #317
2013-04-10 10:44:24 +02:00
c8a888729d
reporting: @graph: keep line handles for use with legend
2013-04-09 17:37:54 +02:00
7ea21ca765
reporting: @graph: legend uses tex
2013-04-09 17:37:54 +02:00
87102cbdea
reporting: @graph: ensure xlim is not larger than actual xlimits
2013-04-09 17:37:54 +02:00
8468a1bc04
reporting: @graph: use green shading which is easier to see because 'FaceAlpha' doesn't work on octave (at least on os x)
2013-04-09 11:49:16 +02:00
a3cf461bea
reporting: @graph: if shading, move to bottom
2013-04-09 11:16:30 +02:00
e672d88d7a
reporting: @graph: uistack fix for octave & move zeroline writing up
2013-04-09 11:16:01 +02:00
9ca6898446
Fixed bug introduced in commit c9402d9ecc for local threads
2013-04-08 12:47:41 +02:00
c9402d9ecc
Several bug fixes:
...
1) properly manage hybrid matlab/octave computations;
2) check for function handles under octave, which cannot be saved on a mat file;
3) bug fix for non standard octave path;
4) synchronization fix under octave;
5) Retrieve missing output files when remote threads are finished;
6) check if input files have been updated, like in metropolis computations with load_mh_file=1;
7) check if output files are missing to trap synchronization failures: this may be inefficient and needs to be improved for unix/windows clusters;
8) fixed cleanup with multiple remote nodes.
2013-04-05 17:44:08 +02:00
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Stéphane Adjemian
Ferhat Mihoubi
Marco Ratto
Sébastien Villemot
Frédéric Karamé