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Author SHA1 Message Date
Johannes Pfeifer 9d9cb322c8 Make sure fields of estim_params are always properly initialized 2016-08-21 11:24:29 +02:00
MichelJuillard cc5cafdd15 Merge pull request #1254 from JohannesPfeifer/log_density_save 
Save log_density at the mode and document oo_.posterior-fields
 2016-08-21 11:13:19 +02:00
Michel Juillard 0ebef17df2 fix shocks_decomposition bug introduced in commit 75d699cbfa 2016-08-21 11:11:19 +02:00
MichelJuillard 4750eb64ff Merge pull request #1269 from JohannesPfeifer/eig_R2014a 
Condition use of eig to compute left eigenvector on Matlab version
 2016-08-21 09:54:47 +02:00
Johannes Pfeifer 72e84657a7 Condition use of eig to compute left eigenvector on Matlab version 
Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
 2016-08-20 20:43:20 +02:00
MichelJuillard b5b9f46ff9 Merge pull request #1222 from JohannesPfeifer/paralleldelete 
dynareParallelDelete.m: Condition delete-command on existence of file…
 2016-08-20 18:37:01 +02:00
Johannes Pfeifer 4a723872eb dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning 
Closes #1195
 2016-08-20 18:02:04 +02:00
MichelJuillard ee428ffb41 Merge pull request #1251 from JohannesPfeifer/resid_command 
Check for complexity of steady state in resid.m
 2016-08-20 17:41:22 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar 
BVAR: Save prior and posterior information in oo_
 2016-08-20 17:39:34 +02:00
MichelJuillard 2e9725cfd0 Merge pull request #1267 from JohannesPfeifer/estimation_init 
Fix two bugs in dynare_estimation_init.m
 2016-08-20 17:36:48 +02:00
Michel Juillard 75d699cbfa fixing dates in shocks_decomposition. 
Interface still missing
 2016-08-20 16:31:25 +02:00
Johannes Pfeifer b1f1826d5f Fix two bugs in dynare_estimation_init.m 
Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
 2016-08-17 21:47:46 +02:00
MichelJuillard 2b674b27d1 Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle 
dynare_solve.m: make sure str2func is only used on strings
 2016-08-12 12:06:32 +02:00
Johannes Pfeifer 80049a6d09 dynare_solve.m: make sure str2func is only used on strings 
Otherwise, code crashes
 2016-08-12 11:59:57 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options 
Translates these options into optim_opt structure
 2016-07-22 16:53:19 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer f2f44a0989 Save log_density at the mode and document oo_.posterior-fields 2016-07-20 20:48:24 +02:00
Johannes Pfeifer 72b8c650e5 Add missing logical operator from likelihood functions introduces when removing global penalty 2016-07-18 11:11:43 +02:00
Johannes Pfeifer 578fb04590 Check for complexity of steady state in resid.m 
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
 2016-07-14 15:04:27 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup 
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
 2016-07-03 10:56:44 +02:00
Michel Juillard 2f2413e64a addind ep accuracy check 2016-07-03 10:56:44 +02:00
Marco Ratto bf293396b6 Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC 
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
 2016-07-01 20:40:17 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m 
All lower caps and no inputs
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 9275cd089b Add eps-loader to rplot.m 
Also makes sure that every single graph is saved when looping over figures
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 2a2d81784b Allow rplot to plot exogenous variables 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi) 46a149576b Merge branch 'pr#1241' 2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) b6ecf5fdd0 Updated particles submodule (fixes for apf and cpf). 2016-07-01 11:41:39 +02:00
Houtan Bastani 848d81eb84 Merge pull request #1238 from rattoma/gsa 
Bug fixes for identification with ML
 2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes) fcaf457f35 Cosmetic change (code factorization). 2016-06-24 17:35:56 +02:00
Johannes Pfeifer 420e80e538 discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled 
Prevents cryptic crashes due to NaN in derivatives of objective function
 2016-06-23 20:50:17 +02:00
Johannes Pfeifer 317f958184 Ramsey: Test whether number of instruments matches number of missing equation 
Otherwise cryptic crashes can result
 2016-06-23 20:48:01 +02:00
Marco Ratto be758613f4 fixed bugs that prevented the computation of the asymptotic Hessian with ML. 2016-06-19 11:09:59 +02:00
Marco Ratto 25120e54f5 added check for singular values whose eigenvectors contains only ONE column 2016-06-19 11:08:37 +02:00
Stéphane Adjemian (Hermes) 25243712ba Fixed bug on non linux platforms + Cosmetic changes. 
The paths to mex files was wrong.
 2016-06-17 22:02:34 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition 
Required after writing results into oo_.mle_mode for ML estimation
 2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes) 1dea10d478 Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87 2016-06-17 00:16:06 +02:00
Stéphane Adjemian (Hermes) af9b069830 Moved isoctave routine in base directory. 2016-06-17 00:04:00 +02:00
Stéphane Adjemian (Hermes) d80f6d9a99 Minimize the number of calls to addpath. 
These calls have a prohibitive cost...
 2016-06-16 23:55:07 +02:00
Stéphane Adjemian 3ae44efbea Merge pull request #1218 from rattoma/gsa 
Allow Screening with neighborhood_width sampling.
 2016-06-16 22:18:39 +02:00
Stéphane Adjemian (Lupi) 33d35bc3c5 Added quantile routine in missing. 
This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
 2016-06-16 14:33:57 +02:00
Johannes Pfeifer f86b0a5ad6 Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3b09ab5424 Save Smoother.Trend and Smoother.Constant after MCMC 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3efe283bf0 Make oo_.Smoother.TrendCoeff have size of endogenous variables 
Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes) 65ae97d37d Fixed bug. 
For uniform priors use the prior mean when computing the prior
moments (prior mode is not defined).
 2016-06-16 11:59:47 +02:00
Stéphane Adjemian (Hermes) 789f21257e Avoid side effects on globals (prior CLI and write_latex_prior_table commands). 2016-06-16 11:57:16 +02:00
Stéphane Adjemian (Hermes) 2c074d7cd2 Check that a prior is defined in prior CLI command 
Behaviour consistent with the logic introduced in commit
64d01a806e.
 2016-06-16 11:16:23 +02:00
Stéphane Adjemian (Hermes) a91e4dec75 Bug fixes. 
Introduced when we increased the size of the mat files saved on
disk (see commit #e2942662479f822cd4ca1251158f0b5037c3a446).
 2016-06-16 11:15:22 +02:00
Stéphane Adjemian (Hermes) 64d01a806e Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m 
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
 2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi) fcb738616c Fixed bug in extened_path_mc. 
Wrong calling sequence to the routine defining the shocks.
 2016-06-15 16:01:08 +02:00
Stéphane Adjemian (Lupi) 1e7fc89e8d Replaced filesep by hard coded slash. 
See 57501f802e.
 2016-06-15 13:14:55 +02:00
Stéphane Adjemian (Lupi) 57501f802e Revert "Cosmetic change." 
This reverts commit 544da84e73.

On Windows filesep returns a backslash ('\') as expected but
LaTeX, even on Windows, only understands slashes ('/') when
defining paths (for graphic or file inclusion).
 2016-06-15 13:07:59 +02:00
Stéphane Adjemian (Hermes) 473d335851 Fixed bug (wrong structure names). 2016-06-15 00:35:40 +02:00
Johannes Pfeifer 029e9495ba Fix bug in dsge_var_likelihood.m where constant was not considered for dof when Gamma function was computed 
Does not affect the maximum of the posterior as it only affects constant term
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2cf882fec5 Remove comments on dynare_estimation_1.m after implementing store_smoother_results 2016-06-15 00:30:28 +02:00
Johannes Pfeifer d08fd37986 Do not set oo_.posterior.optimization-fields when mh_posterior_mode_estimation is used 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 552a9b5230 Fix bugs previously introduces in dynare_estimation_1.m related to penalty function 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 2446ab02ba Transform persistent variables of newrat.m into function arguments 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0c00e28799 Remove objective_function_penalty_base 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 329b91d717 Harmonize output of objective functions 
Closes #1149
Mirrors 1ad8df4635
 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0edd8e2025 Add penalty_hessian.m and penalty_objective_function.m 2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes) 544da84e73 Cosmetic change. 
Systematically use filesep instead of '/'.
 2016-06-14 22:49:01 +02:00
Stéphane Adjemian (Hermes) 96128b32ab Fixed bug (missing folder separator). 2016-06-14 21:53:14 +02:00
Stéphane Adjemian (Hermes) 2a65e7a85a Merge branch 'master' into johannes-identification-fixes 2016-06-14 18:17:36 +02:00
Johannes Pfeifer fff88f1dc7 display_estimation_results_table.m: Move TeXEnd inside of if-clause to prevent crashes 2016-06-14 15:50:48 +02:00
Johannes Pfeifer b3877b3a9e Save chain's proposal density and make load_mh_file and mh_recover load it 
Closes #504
 2016-06-14 15:09:05 +02:00
Johannes Pfeifer faab010753 Change file ending from TeX to tex to prevent problems on Linux 
Related to b454c28096
 2016-06-14 12:13:48 +02:00
Houtan Bastani 5303d7079b submodule update: particles 2016-06-14 12:02:15 +02:00
Johannes Pfeifer 59cbee2b56 Provide output on posterior variance decomposition 
Closes #1219
 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 5ca4204806 Only set texnames in McMCDiagnostics.m if TeX is requested 2016-06-14 11:53:38 +02:00
Johannes Pfeifer dc1c5f182c Make gsa function correctly extract parameter (TeX) names 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 6be02ef086 Add caller function info to dyn_latex_table.m 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 55b2cd6f4c Make sure underscores and backslashes are correctly handled in TeX-loaders of gsa 2016-06-14 11:53:38 +02:00
Johannes Pfeifer 7325dbe54e Expand collect_LaTeX_Files.m to gsa redform subfolders 2016-06-14 11:52:49 +02:00
Johannes Pfeifer a02f7cc8f3 Correct header of DsgeSmoother.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 42f47e0f55 Correctly indent filt_mc_.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer c3e1c01864 Enable TeX output in rmse-mapping of gsa 2016-06-14 11:52:49 +02:00
Johannes Pfeifer cb9095977e Allow for underscores in TeX-output of gsa 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 59eec342d2 Allow for second header string in dyntable.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer d02f8d0377 Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer f76a353d65 Allow for underscores in first header element in dyn_latex_table.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 2c4c7558f4 Add TeX output to stab_map_2.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 11687d8c66 Expand collect_LaTeX_Files.m to gsa Output folder 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 74212ab199 Delete redundant legend input argument in filt_mc_.m that creates warning message in Matlab 2016-06-14 11:52:49 +02:00
Johannes Pfeifer ed1dbcac53 Fix setting of names and parameter names in stab_map_ 2016-06-14 11:52:49 +02:00
Johannes Pfeifer cba10b0d90 Bugfix for setting tex-names in mcf_analysis.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 6f410f4cc1 Provide LaTeX output for model_comparison.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer f5c08fc0e8 Create LaTeX output for Smirnov tests 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 9b82c72e4f Remove global options structure from dyntable 2016-06-14 11:52:17 +02:00
Johannes Pfeifer 849505ec62 Fix display of NaN parameters in TeX-table in ident_bruteforce.m 2016-06-14 11:52:17 +02:00
Johannes Pfeifer f851252b25 Pass options_ to dyn_latex_table.m to make it honor noprint option 2016-06-14 11:52:17 +02:00
Johannes Pfeifer c6f98433d2 Reset colormap to jet in plot_identification.m 
Necessary after Matlab changed default
 2016-06-14 11:52:17 +02:00
Johannes Pfeifer 73ec852433 Deal with required naming after allowing for correlations in identification in #1200 2016-06-14 11:52:17 +02:00
Johannes Pfeifer 00cdc05d58 Pass title texts to ident_bruteforce.m to make sure that previous TeX output is not overwritten by advanced option 2016-06-14 11:52:17 +02:00