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7963 Commits (da691bb21c6a6855f787c6e2cccd488b5efe25d3)

Author SHA1 Message Date
Johannes Pfeifer da691bb21c Fix reading in of initval files from Excel 
series_-indicator was not set
 2014-11-27 10:44:21 +01:00
Johannes Pfeifer c7237a7d13 Document that all types of vectors are possible in initval file 
Also documents required size
 2014-11-27 10:43:41 +01:00
Johannes Pfeifer 566835bba6 Check size of initval-file provided values and issue more explicit error message 2014-11-27 09:09:30 +01:00
Johannes Pfeifer 6d7c8ef963 Allow reading in of row vectors in initval file 2014-11-27 09:08:57 +01:00
Stéphane Adjemian 6aa7c038ef Merge pull request #799 from JohannesPfeifer/simplex 
Further fixes to simplex algorithm related to unset options
 2014-11-25 11:45:59 +01:00
Houtan Bastani 4b41aa70c4 preprocessor: add optim option to osr, #779 2014-11-25 11:44:52 +01:00
Houtan Bastani 97e93941c5 gsa: corrcoef: add missing function from octave forge nan package, #796 2014-11-25 11:25:45 +01:00
Johannes Pfeifer d27e5bc5c2 Modify unit test for mode_compute=8 to set optimizer options 2014-11-25 09:56:55 +01:00
Johannes Pfeifer 3d6316bc5e Fix handling of some options in simplex_optimization_routine.m 
One was unset, leading to crashes, and the other one was ignored due to naming conflicts
 2014-11-25 09:56:14 +01:00
Johannes Pfeifer 268e8627f0 Add missing simple option to global_initialization.m 2014-11-25 09:54:41 +01:00
Houtan Bastani fdeb0d5d7c Merge pull request #797 from JohannesPfeifer/osr_unit_test 
Add initial values to prevent unit test from crashing due to numerical i...
 2014-11-24 17:47:06 +01:00
Johannes Pfeifer 1ac96c6808 Add initial values to prevent unit test from crashing due to numerical inaccuracy. 2014-11-24 17:40:29 +01:00
Houtan Bastani 289afb5109 license: remove license for file that is no longer in repo 2014-11-24 17:28:42 +01:00
Houtan Bastani 103788bb5b gsa: add corrcoef from octave forge nan package. closes #796 2014-11-24 17:28:38 +01:00
Houtan Bastani 2254f846c5 bug fix: remove consecutive plus signs 2014-11-24 12:26:10 +01:00
Houtan Bastani 3150b854b7 Merge pull request #795 from JohannesPfeifer/osr_test 
Shorten length of unit test file to prevent crash
 2014-11-24 11:05:18 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard 6d12f2141f Merge pull request #765 from JohannesPfeifer/analytic_derivation_message 
Fix message in dynare_estimation_init.m
 2014-11-21 22:10:30 +01:00
MichelJuillard dc319a973c Merge pull request #768 from JohannesPfeifer/model_diagnostics 
Improvements to model diagnostics
 2014-11-21 22:09:08 +01:00
MichelJuillard afb60b2528 Merge pull request #767 from JohannesPfeifer/osr_scaling 
Fix computation of objective function in OSR when covariances are specified
 2014-11-21 22:03:00 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting 
Fix forecasting with exogenous deterministic variables
 2014-11-21 21:48:19 +01:00
Houtan Bastani f3f2da54ff load_csv_file: try loading io package before error and expand error message 2014-11-21 16:15:12 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
MichelJuillard 8e9cd95a89 Merge pull request #760 from JohannesPfeifer/fix_smoother 
Fix bug when calling non-Bayesian smoother after Bayesian estimation
 2014-11-20 10:27:15 +01:00
Houtan Bastani e0ae604cef doc: update gsa option defaults to accord with changes in 6f68ad69a8 2014-11-20 10:25:34 +01:00
Houtan Bastani 974ea63b36 Merge pull request #787 from rattoma/gsa 
New compact plots for GSA and IRF/moment calibration
 2014-11-20 10:20:23 +01:00
Houtan Bastani 014a077fe4 Merge pull request #788 from rattoma/master 
Updated affiliation
 2014-11-20 10:14:31 +01:00
Marco Ratto 0de4eadb66 Updated affiliation 2014-11-20 08:42:33 +01:00
Marco Ratto 876635c371 1) Provisions for using mcf_analysis in map_calibration.m 
2) Changed synthetic plotting of all restrictions
 2014-11-19 19:37:51 +01:00
Marco Ratto a48e053e3a Do not number saved figure when only is saved. 2014-11-19 19:36:27 +01:00
Marco Ratto 3a32d61d32 provisions for using new mcf_analysis.m 2014-11-19 19:35:44 +01:00
Marco Ratto f3c9b39dce Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots. 2014-11-19 19:32:07 +01:00
Houtan Bastani 313433ec45 ms-sbvar: submodule update 2014-11-19 14:40:51 +01:00
Houtan Bastani 5224ceeebb Merge pull request #786 from rattoma/master 
Proper use of nodecomposition option in posterior estimation and identification
 2014-11-18 18:22:21 +01:00
Marco Ratto 6f68ad69a8 Merge remote-tracking branch 'remotes/personal/gsa' into gsa 2014-11-18 15:44:44 +01:00
Marco Ratto 79f68a5f32 1) proper use of new nodecomposition option; 
2) bug fix on variable list;
 2014-11-18 15:23:26 +01:00
Marco Ratto e01e957888 document nodecomposition 2014-11-18 13:04:37 +01:00
Marco Ratto 3d14c1078e Proper use of nodecomposition option in posterior estimation and identification. 2014-11-18 12:12:22 +01:00
Houtan Bastani ae8cedb24d Merge pull request #785 from rattoma/master 
Properly deal with dseries in identification. This fixes #781
 2014-11-18 11:55:32 +01:00
Houtan Bastani f3ec84971b preprocessor: add diffuse_filter and prior_trunc options to identification, #677 2014-11-18 11:53:34 +01:00
Marco Ratto e3ac15458a Properly deal with dseries in identification. This fixes #781 2014-11-18 11:34:49 +01:00
Houtan Bastani 8d96310436 Merge pull request #702 from rattoma/master 
Use the nodecomposition option which is available in th_autocovarianc...
 2014-11-17 12:16:43 +01:00
Houtan Bastani 4b338b4bcb preprocessor: add nodecomposition option to estimation and stoch_simul, #702 2014-11-17 12:15:38 +01:00
Houtan Bastani c3fdb7517c Merge pull request #782 from JohannesPfeifer/perfect_foresight_message 
Cosmetic change to perfect foresight + unit tests
 2014-11-17 11:32:07 +01:00
Johannes Pfeifer b735042f05 Fix naming of option selected_variables_only in manual 2014-11-16 21:11:06 +01:00
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00
Johannes Pfeifer c5c5caace5 Add utility to convert Dynare 4.5 results structure to 4.4 2014-11-16 21:11:06 +01:00
Johannes Pfeifer cb4fb6aaf1 Replace eval-command in dynare_estimation.m by direct call to fields 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 86cac40362 Harmonize field length for FilteredVariables for calibrated smoother 
Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 4b1e815728 Always display value of posterior/likelihood at the mode 
Also clarifies that minus the posterior/likelihood is displayed
 2014-11-16 21:11:06 +01:00