692acc66a7
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
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Reset seed before drawing starting points of MCMC chains
2016-03-22 16:48:27 +01:00
01e5b0943b
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
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Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
2016-03-22 16:33:15 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
2016-03-16 20:09:24 +01:00
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
42ecfa382f
fxing bug in diffuse smoother with missing values
2016-03-06 21:07:50 +01:00
f471105a21
Fixed bug (wrong first input argument when calling create_TeX_loader).
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Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
08375e7ba6
Fixed wrong ordering of the hyperparameters when walling the routine for drawing random deviates from the Weibull distribution.
2016-03-04 16:45:06 +01:00
472f6c4a1c
Fixed typo.
2016-02-29 15:46:40 +01:00
837c812c17
Efficiency changes.
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+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).
Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
87955c61d0
Fixed bug in the routine simulating backward looking non linear stochastic models.
2016-02-26 21:31:50 +01:00
a88c7aac34
Updated dseries submodule (Allows regular expressions in subsasgn method).
2016-02-25 16:58:54 +01:00
c386be3fb7
submodule update: reporting (remove strjoin)
2016-02-24 14:41:22 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
710e8ef3a5
fix copyright dates for 2016
2016-02-23 14:04:04 +01:00
6e5f0edd06
Merge pull request #1123 from JohannesPfeifer/Matlab2015b
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Make Dynare compatible with Matlab2015b
2016-02-22 11:27:56 +01:00
10b3a57c7f
reporting: submodule update
2016-02-22 11:03:09 +01:00
c3ce3105d8
Updated dseries submodule.
2016-02-19 15:28:22 +01:00
01ec055ebd
Updated dseries submodule (bug fixes + new methods).
2016-02-18 10:51:08 +01:00
0459d1bcd4
Fixed bug in Weibull prior.
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Fixed inconsistencies in the ordering of the hyperparameters (shape and scale).
2016-02-11 21:35:29 +01:00
3c7e60b744
Bug related to the steady state of aux. variables.
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Appears in CMR's model where the steady state of the auxiliary variables
is not correct if set_auxiliary_variables routine is only called once.
Added a debug mode (false by default) to check that the mapping defined
by set_auxiliary_variables routine is invariant.
2016-02-05 00:13:20 +01:00
34bc1ab9de
Do not call set_auxiliary_variables routine before evaluating the steady state file.
2016-02-05 00:13:20 +01:00
7d051d1161
Make Dynare compatible with Matlab2015b
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Closes #1058
2016-01-29 18:44:05 +01:00
c969edcd63
Updated dseries submodule (Allow objects with NaNs in cumsum and cumprod overloaded methods).
2015-12-23 19:42:31 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
aec2159ea7
submodule update: reporting
2015-12-17 14:17:04 +01:00
846a391eb1
Fixed bug.
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Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
f28a7a62bb
Only test non-zero measurement error covariance entries for positive definiteness
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Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
313ffb5f32
Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics
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Various improvements to LaTeX output
2015-12-15 17:22:00 +01:00
74283c45d2
Added unit test for priordens routine.
2015-12-15 09:14:50 +01:00
adb5a2359d
Cosmetic change.
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Replaced 1/0 by booleans in priordens routine.
2015-12-15 08:45:13 +01:00
944ed4b42b
Fixed bug.
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Forgot to change the name of the routine for the inverse CDF of the
Weibull distribution.
2015-12-14 23:51:50 +01:00
e53f3a67fa
Fixed unit test for prior_draw routine.
2015-12-14 23:50:56 +01:00
29a0765a48
Removed globals from prior_draw routine.
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When initializing the persistent variables, bayestopt_ and
options_.prior_trunc need to be passed as input arguments.
2015-12-14 23:50:56 +01:00
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
877b2cbb80
Use longtable for collinearity pattern table
2015-12-14 11:27:00 +01:00
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
9cea813249
Add missing packages to collect_LaTeX_Files.m and manual
2015-12-13 16:57:25 +01:00
246ea146d1
Use booktabs package for neater table output
2015-12-13 16:43:25 +01:00
aafa3e15b9
Modularize display_estimation_results_table.m
2015-12-13 16:42:52 +01:00
df4bc5c5c8
Use TeX-name for caption in shock decomposition graphs
2015-12-13 16:42:20 +01:00
482f2bdd2c
Add LaTeX output to Geweke convergence diagnostics
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Also allows for custom header part in dyn_latex_table.m
2015-12-13 16:41:41 +01:00
837916f45b
Add LaTeX-capacities for trace_plot.m
2015-12-13 16:40:20 +01:00
88858a1fde
Cosmetic change.
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Use logicals instead of 0/1.
2015-12-11 19:11:47 +01:00
dc1df09519
Fixed bug.
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Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
f185d15c36
Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae.
2015-12-11 18:50:54 +01:00
4670ecb9d6
Cosmetic changes.
2015-12-11 18:50:54 +01:00
d1020e6170
Fixed GSA for Weibull prior.
2015-12-11 18:50:54 +01:00
5834ed4446
Added checks for the input arguments of wblinv routine.
2015-12-11 18:50:54 +01:00
d676c67f03
Added CDF for the Weibull distribution.
2015-12-11 18:50:54 +01:00
d9cb5da148
Added unit test.
2015-12-11 18:50:54 +01:00
32475c90b0
Fixed typo in unit test.
2015-12-11 18:50:54 +01:00
1a07f95218
Fixed bug in the unit test for the mode of beta density.
2015-12-11 18:50:54 +01:00
0a4b9bfb3d
Added missing semicolon.
2015-12-11 18:50:54 +01:00
09498d30eb
Updated header doc.
2015-12-11 18:50:54 +01:00
3c42f7e362
Added try-catch blocks in unit tests.
2015-12-11 18:50:54 +01:00
8c9736f93f
Add unit tests for compute_prior_mode.m
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(cherry picked from commit 7d9c3ee365aba25c131b423596a1446eafd9c6ec)
2015-12-11 18:50:54 +01:00
09b4928ca8
Added lower bound as an argument.
2015-12-11 18:50:54 +01:00
cfefa6951c
Changed inputs of inverse_gamma_specification routine and added unit tests.
2015-12-11 18:50:54 +01:00
887e44f2b0
Cosmetic change. Removed loop.
2015-12-11 18:50:54 +01:00
85a4a082ad
Added a routine for computing the hyperparameters of the Beta distribution from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
24848a2ba4
Added a routine for computing the hyperparameters of the Gamma density from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
02d53b5d1d
Use statistics toolbox if available for the Weibull inverse CDF.
2015-12-11 18:50:54 +01:00
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
a859861e19
Fixed Bug.
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Forgot to rename calls to the routine generating Weibull deviates.
2015-12-04 18:42:26 +01:00
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
954e57c421
reporting: submodule update
2015-12-02 12:39:51 +01:00
b7e7d73177
reporting: submodule update
2015-12-01 14:34:26 +01:00
9c42ebaa56
fix bug introduced in commit 105100c7fe
2015-11-30 21:31:25 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
eb3d0cd20e
fix problem with nobs
2015-11-28 17:38:00 +01:00
09e03e7a6f
Move closing of file in mode_check.m out of the loop
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Code will otherwise crash with more than one figure to plot.
2015-11-28 14:07:36 +01:00
2f010aa5de
Set Filter order for BK-filter in disp_moments.m to more reasonable value
2015-11-28 14:06:56 +01:00
0eba93dd71
Add missing input argument in newrat.m to prevent crashes
2015-11-28 14:06:10 +01:00
231cf19438
Fix a typo in basic_plan.m
2015-11-27 12:11:42 +01:00
83a6963286
Rewrote get_file_extension.
2015-11-26 20:53:13 +01:00
73313dc5b7
Merge pull request #1107 from FerhatMihoubi/Branch_bytecode_display_and_exogenous_in_extended_path
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Branch bytecode display and exogenous in extended path
2015-11-19 17:09:09 +01:00
e555c8181d
Corrections in the way to handle the exogenous
2015-11-19 17:04:56 +01:00
215de7e8dc
Closes #1057 .
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Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:
>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)
and add/commit the generated file.
2015-11-12 14:38:16 +01:00
dd2cf673d2
Updated the dates submodule.
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The setdiff method can return a second output argument (vector of indices). If A and B are two dates objects, and if setdiff is called with two output argument:
[C, IA] = setdiff(A, B)
then we have:
C = A(IA)
2015-11-11 22:51:25 +01:00
edd275bfcc
Merge pull request #1103 from FerhatMihoubi/Branch_fix_bug_det_cond_forecast
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Fix bugs in det_cond_forecast.m
2015-11-11 18:37:55 +01:00
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
6ee212331f
submodule update: reporting
2015-11-11 15:11:31 +01:00
f3ee32690e
fixed bug introduced in commit 660fc6
2015-11-10 09:27:36 +01:00
53e9307fe2
modified too big message in evaluate_planner_objective
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Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Stéphane Adjemian
Johannes Pfeifer
Houtan Bastani
Michel Juillard
ferhat