da691bb21c
Fix reading in of initval files from Excel
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series_-indicator was not set
2014-11-27 10:44:21 +01:00
566835bba6
Check size of initval-file provided values and issue more explicit error message
2014-11-27 09:09:30 +01:00
6d7c8ef963
Allow reading in of row vectors in initval file
2014-11-27 09:08:57 +01:00
6aa7c038ef
Merge pull request #799 from JohannesPfeifer/simplex
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Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00
97e93941c5
gsa: corrcoef: add missing function from octave forge nan package, #796
2014-11-25 11:25:45 +01:00
3d6316bc5e
Fix handling of some options in simplex_optimization_routine.m
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One was unset, leading to crashes, and the other one was ignored due to naming conflicts
2014-11-25 09:56:14 +01:00
268e8627f0
Add missing simple option to global_initialization.m
2014-11-25 09:54:41 +01:00
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
6d12f2141f
Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
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Fix message in dynare_estimation_init.m
2014-11-21 22:10:30 +01:00
dc319a973c
Merge pull request #768 from JohannesPfeifer/model_diagnostics
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Improvements to model diagnostics
2014-11-21 22:09:08 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
f3f2da54ff
load_csv_file: try loading io package before error and expand error message
2014-11-21 16:15:12 +01:00
8e9cd95a89
Merge pull request #760 from JohannesPfeifer/fix_smoother
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Fix bug when calling non-Bayesian smoother after Bayesian estimation
2014-11-20 10:27:15 +01:00
974ea63b36
Merge pull request #787 from rattoma/gsa
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New compact plots for GSA and IRF/moment calibration
2014-11-20 10:20:23 +01:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
a48e053e3a
Do not number saved figure when only is saved.
2014-11-19 19:36:27 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
f3c9b39dce
Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
2014-11-19 19:32:07 +01:00
6f68ad69a8
Merge remote-tracking branch 'remotes/personal/gsa' into gsa
2014-11-18 15:44:44 +01:00
79f68a5f32
1) proper use of new nodecomposition option;
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2) bug fix on variable list;
2014-11-18 15:23:26 +01:00
3d14c1078e
Proper use of nodecomposition option in posterior estimation and identification.
2014-11-18 12:12:22 +01:00
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
8d96310436
Merge pull request #702 from rattoma/master
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Use the nodecomposition option which is available in th_autocovarianc...
2014-11-17 12:16:43 +01:00
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
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Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
c5c5caace5
Add utility to convert Dynare 4.5 results structure to 4.4
2014-11-16 21:11:06 +01:00
cb4fb6aaf1
Replace eval-command in dynare_estimation.m by direct call to fields
2014-11-16 21:11:06 +01:00
86cac40362
Harmonize field length for FilteredVariables for calibrated smoother
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Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
2014-11-16 21:11:06 +01:00
4b1e815728
Always display value of posterior/likelihood at the mode
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Also clarifies that minus the posterior/likelihood is displayed
2014-11-16 21:11:06 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
45ef721d03
Fix computation of SmoothedMeasurementErrors in Bayesian smoother
2014-11-16 21:08:18 +01:00
1cbb17f929
Make sure classical filtered variables have the same length as the Bayesian ones, i.e. nobs.
2014-11-16 21:08:18 +01:00
49abff9e4d
pm3.m: If no TeX names are provided, default to variable names provided
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Old default assumes that only moments for endogenous variables considered. This leads to wrong results if e.g. shocks are considered.
2014-11-16 21:08:18 +01:00
61253bcb81
Add header with info to pm3.m
2014-11-16 21:08:18 +01:00
9f20aaa8e4
Cosmetic fix to wording of error message in resol.m
2014-11-16 21:08:18 +01:00
b76bc6d79e
Make sure all computed moments in Bayesian estimation return column vectors
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The HPD were the only exemption, being row vectors.
2014-11-16 21:08:18 +01:00
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
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It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
704f8650af
Properly initialize var_yf in forcst.m
2014-11-16 21:08:17 +01:00
af9e30c658
Change display of failed solution to a warning
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Problem can be missed too easily otherwise
2014-11-16 14:35:58 +01:00
a871441896
1) Forced nodisplay to avoid proliferation of plots;
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2) added waitbar;
2014-11-14 18:00:41 +01:00
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
2014-11-14 17:59:08 +01:00
6a4f79684c
Merge remote-tracking branch 'remotes/personal/gsa' into gsa
2014-11-14 17:47:58 +01:00
06572f26a4
Use the nodecomposition option which is available in th_autocovariances.m: for large models with the HP filter option, this may spare a lot of time, if only the unconditional moments are needed on output;
2014-11-14 17:28:17 +01:00
aae7c23fe2
Added unitary test for hessian routine.
2014-11-14 16:33:34 +01:00
ff3c8e94e1
Clean up hessian.m
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Fix description of algorithm and document the function better. Also removes manual increasing of loop variable and moves computation of temporary variable not depending on loop variables outside of the loop as it needs to be computed only once.
2014-11-14 16:33:34 +01:00
83931dca66
Added legends for the figures.
2014-11-14 14:53:37 +01:00
90487c03e0
The naming of the resulting SA restrictions files (Smirnov statistics plots) changed so that the file names shows the endogenous variable and shock name of interest. E.g. If the model file name is ls2003a.mod the file name of the plot may be
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ls2003a_prior_irf_calib_y_VS_e_ys_SA_1 showing the endogenous variable name y and shock e_ys.
2014-11-14 14:51:54 +01:00
f999f960f8
bug fix: add missing comment
2014-11-14 12:27:20 +01:00
b14c10c1a2
Merge pull request #775 from JohannesPfeifer/sim1_imaginary
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Take care of imaginary numbers in perfect foresight simulations
2014-11-14 12:24:27 +01:00
2300464cae
Merge branch 'simplex'
2014-11-14 11:07:58 +01:00
Johannes Pfeifer
Stéphane Adjemian
Houtan Bastani
MichelJuillard
Marco Ratto
Jukka Heikkonen