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Author SHA1 Message Date
Michel Juillard 953ac851c0 & into && 2015-11-09 09:03:55 +01:00
Michel Juillard 660fc64471 adding check for model size before computing value of planner objective. 2015-11-09 09:03:55 +01:00
Stéphane Adjemian (Charybdis) 5bccacaaa5 Fixed lik_init=5. 
Missing initialization for the vector of state variables (a) and Zflag.
 2015-11-04 22:33:15 +01:00
Stéphane Adjemian 4222269324 Merge pull request #1100 from JohannesPfeifer/initial_check_par_names 
Fix display of parameter names changed during estimation
 2015-11-04 14:40:43 +01:00
Stéphane Adjemian cbfe1e77ce Merge pull request #1098 from JohannesPfeifer/particle_filter_missing_check 
Filter out datasets with missing values before particle filtering
 2015-11-04 14:39:56 +01:00
Johannes Pfeifer 1def4f357a Fix display of parameter names changed during estimation 
Relied on the wrong ordering
 2015-10-28 15:34:14 +01:00
Johannes Pfeifer 1f18a2468b Deblank field names to prevent crashes during computation of posterior moments 
Necessary after switching to indirect indexing of structure fields
 2015-10-23 08:53:23 +02:00
Stéphane Adjemian (Charybdis) 4d573e600d Cosmetic change. 2015-10-22 16:10:34 +02:00
Stéphane Adjemian (Charybdis) aabbed0542 Fixed syntax for declaring subfields in oo_ (conditional_variance_decomposition_mc_analysis). 2015-10-22 16:10:34 +02:00
Stéphane Adjemian (Charybdis) fe0f19dc37 Fixed bug. Wrong size of the state vector... 
When dsge_likelihood enters (because of of a detected singularity) in
univariate_kalman_filter routine with  correlated measurement errors.
 2015-10-22 16:10:34 +02:00
Houtan Bastani af0193fe41 submodule update: reporting 2015-10-21 17:50:26 +02:00
Houtan Bastani ab893696eb submodule update: dseries 2015-10-21 17:49:48 +02:00
Houtan Bastani fbe57c0d08 submodule update: reporting 2015-10-21 12:02:49 +02:00
Johannes Pfeifer 554f3df659 Filter out datasets with missing values before particle filtering 2015-10-20 15:49:07 +02:00
Houtan Bastani 713fc3eae8 submodule update: reporting 2015-10-19 15:14:35 +02:00
Stéphane Adjemian (Charybdis) f8efe5dec0 Updated dseries submodule. 2015-10-19 14:28:20 +02:00
Houtan Bastani 0b04804a73 submodule update: dseries 2015-10-19 11:10:10 +02:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis) b01867c47e Bug fix. Closes issue #1094. 2015-10-17 17:44:25 +02:00
Stéphane Adjemian (Hermes) dc20cac3e2 Updated dseries submodule. 2015-10-17 17:43:32 +02:00
Stéphane Adjemian 36992933d2 Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode 
Allows to compute the extended path and the conditional forecasts wit…
 2015-10-16 17:12:54 +02:00
Houtan Bastani 529ccd3773 submodule update: reporting 2015-10-16 15:38:20 +02:00
Houtan Bastani f5043e11b0 update reporting path 2015-10-16 15:37:39 +02:00
Houtan Bastani 1d3b1ae6c3 submodule update: reporting 2015-10-15 12:33:23 +02:00
Stéphane Adjemian c477d25fe2 Merge pull request #1086 from JohannesPfeifer/constant_moments 
Save posterior moments even if the distribution is degenerate
 2015-10-14 22:15:09 +02:00
Stéphane Adjemian f12a468bb3 Merge pull request #1085 from rattoma/optimizer_number_5 
enhancements to optimizer 5
 2015-10-14 17:33:27 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Stéphane Adjemian b4bd896b89 Merge pull request #1087 from JohannesPfeifer/resid_fix 
Remove automatic error from resid.m when steady state does not solve.
 2015-10-14 01:12:34 +02:00
Stéphane Adjemian 61abe6dfc7 Merge pull request #1088 from rattoma/diffuse_filter_and_smoother 
Diffuse filter and smoother
 2015-10-14 01:09:08 +02:00
Stéphane Adjemian 01329a4e0e Merge pull request #1084 from rattoma/gsa 
Gsa and identification commits
 2015-10-13 23:59:54 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Marco Ratto 93e7be66e7 proper use on diffuse_kalman_tol in univariate diffuse filter and smoother 2015-10-13 17:28:29 +02:00
Marco Ratto 0aa7e15d58 - Once Schur stape space transformation is done, map immediately Pinf and Pstar onto the original variablesm to avoid propagation of errors related to multiple unit and zero eigenvalues. 
- ensure that smoother and filter get the same Pstar and Pinf in diffuse steps
 2015-10-13 17:26:39 +02:00
Marco Ratto 05fc096569 Make multivariate kalman filter and smoother robust to badly scaled covariance matrix of observables. 
This avoids shifting to univariate filter in most cases.
 2015-10-13 17:15:01 +02:00
Houtan Bastani c45a054c6f modify calling structure of execute_prior_posterior_function and update doc 2015-10-13 15:13:35 +02:00
Johannes Pfeifer cb3804ab51 Remove automatic error from resid.m when steady state does not solve. 
Closes #573
 2015-10-13 13:45:54 +02:00
Johannes Pfeifer 1043a019c2 Save posterior moments even if the distribution is degenerate 
Closes #1024
 2015-10-13 11:47:35 +02:00
Marco Ratto 2d59920a70 - systematically check bounds for each parameter during optimization 
- make htol adaptive to each parameter to speed up computations
 2015-10-13 11:07:01 +02:00
Marco Ratto 61d6e49dfd Fix rank condition check, using default MATLAB tolerance (thanks to Jesper Linde and Malin Adolfson) 2015-10-13 10:45:35 +02:00
Marco Ratto bc8f546cbb Provisions to to show in plots the parameter value around which the sensitivity analysis with the option neighborhood_width is done. 2015-10-13 10:44:13 +02:00
Stéphane Adjemian d3eca9338b Merge pull request #1038 from JohannesPfeifer/kernel_density 
Allow computing posterior kernel density
 2015-10-12 23:23:07 +02:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer 38d293b864 Replace globals in disp_th_moments.m by function arguments 2015-10-12 20:42:03 +02:00
Johannes Pfeifer f7ae5e4f60 Adjust table titles to accommodate new filter options 2015-10-12 20:42:02 +02:00
Johannes Pfeifer 281e87f807 Add simulated variance decomposition 2015-10-12 20:42:01 +02:00
Johannes Pfeifer a524681e40 Replace globals in disp_moments.m by function arguments 2015-10-12 20:42:00 +02:00
Johannes Pfeifer 9459ff5d8f Add bandpass filtering to simulated moments 
Also takes precautions for future implementation of one-sided hp filter
 2015-10-12 20:42:00 +02:00
Johannes Pfeifer a4b04ca9b4 Fix UnivariateSpectralDensity.m for filtered variables 
- Adds bandpass filter
- Writes results to oo_
 2015-10-12 20:41:59 +02:00
Johannes Pfeifer 25df325899 Add bandpass filter to th_autocovariances.m 
Also adds documentation
 2015-10-12 20:41:58 +02:00
Johannes Pfeifer e9f2be0c1a Cosmetic changes to UnivariateSpectralDensity.m 2015-10-12 20:41:57 +02:00
MichelJuillard 6d23db41d0 Merge pull request #1082 from JohannesPfeifer/steady_state_file_check 
Check whether steady state file returns column vector
 2015-10-12 16:33:29 +02:00
Johannes Pfeifer 8ef96c46ca Check whether steady state file returns column vector 2015-10-12 16:17:56 +02:00
Stéphane Adjemian (Charybdis) 203455d2a1 Updates particles submodule (mainly bug fixes). 2015-10-12 15:51:16 +02:00
Johannes Pfeifer 7ebbc41d8a Get rid of eval statements by using indirect indexing of structures 2015-10-12 15:36:42 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
Johannes Pfeifer 1ef1f9c75d Transform hard-coded kernel density options to real options 2015-10-12 15:34:51 +02:00
MichelJuillard aa894f8613 Merge pull request #1075 from JohannesPfeifer/stochastic_singularity 
Condition check for stochastic singularity on maximum of non-missing …
 2015-10-12 09:12:31 +02:00
MichelJuillard c2565e803f Merge pull request #1079 from JohannesPfeifer/k_order_pert_fail 
Filter out failure of k_order_pert in likelihood computation
 2015-10-11 20:45:51 +02:00
Johannes Pfeifer fd9f2db79d Allow resuming previous run of CMAES 
Also enables saving of intermediate results, consistent with the manual.
 2015-10-11 19:13:48 +02:00
Johannes Pfeifer e3e34e1c7d Reduce default accuracy criterion in cmaes.m 2015-10-11 18:50:05 +02:00
Johannes Pfeifer df47be4076 Properly set bounds and H0 for CMAES 2015-10-11 18:21:25 +02:00
Johannes Pfeifer d513d38f73 Filter out failure of k_order_pert in likelihood computation 2015-10-11 17:55:27 +02:00
Johannes Pfeifer 33aa22a80f Condition check for stochastic singularity on maximum of non-missing observations 
closes #1071
 2015-10-11 10:49:15 +02:00
MichelJuillard 866ab33575 Merge pull request #1042 from JohannesPfeifer/discretionary 
Various fixes for discretionary_policy
 2015-10-10 22:25:46 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function 
Add functionality Prior posterior function
 2015-10-10 22:17:53 +02:00
Michel Juillard 6502c311a0 replaced global timer by local timer 2015-10-10 14:33:30 +02:00
Stéphane Adjemian (Charybdis) 18a5eea7e0 Fixed bug in clear_persistent_variables routine. 
The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
 2015-10-10 00:21:18 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison 
Bugfixes and improvements for model_comparison
 2015-10-09 17:11:15 +02:00
Michel Juillard f7f158f078 Revert "removed global objective_function_penalty_base" 
This reverts commit 5ade8d7c6f.
 2015-10-09 14:23:32 +02:00
Michel Juillard 784b8d893c Revert "reducing penalty value to 0.1 when there is no ground to make it proportional" 
This reverts commit a6f123fd50.
 2015-10-09 14:23:32 +02:00
Michel Juillard 818fa47375 Revert "adding new functions for penalty optimization" 
This reverts commit b9e535e99e.
 2015-10-09 14:23:31 +02:00
Michel Juillard 295eed6118 Revert "adapted dsge-var code for new handling of penalties" 
This reverts commit 3966296aca.
 2015-10-09 14:23:31 +02:00
Michel Juillard f464760c45 Revert "remove global objective_function_penalty_base" 
This reverts commit cf858c7fcb.
 2015-10-09 14:23:31 +02:00
Michel Juillard 035adeb89e Revert "More fixing related to objective_function_penalty_base" 
This reverts commit 1ad8df4635.
 2015-10-09 14:23:31 +02:00
Michel Juillard 1a9aa17c9e Revert "More fixings around objective_function" 
This reverts commit 05cd51111c.
 2015-10-09 14:23:31 +02:00
Michel Juillard 9be5c31761 Revert "More fixing of the same" 
This reverts commit a54dda165f.
 2015-10-09 14:23:31 +02:00
Michel Juillard 063a548bd3 Revert "changed persitent variables into local ones in mr_hessian.m" 
This reverts commit fe077fc710.
 2015-10-09 14:23:31 +02:00
Michel Juillard bc37c838c7 Revert "more fixes for penalty objective function" 
This reverts commit 3dac7f8809.
 2015-10-09 14:23:31 +02:00
Michel Juillard a7a3bbef89 Revert "reset newratflag = 0 in dynare_minimize_objective" 
This reverts commit d4cf3576e4.
 2015-10-09 14:23:31 +02:00
Michel Juillard 7202c497de Revert "removed initialization of mr_hessian()" 
This reverts commit f48a026d89.
 2015-10-09 14:23:31 +02:00
Michel Juillard f48a026d89 removed initialization of mr_hessian() 2015-10-08 20:57:00 +02:00
Michel Juillard d4cf3576e4 reset newratflag = 0 in dynare_minimize_objective 2015-10-08 20:57:00 +02:00
Michel Juillard 3dac7f8809 more fixes for penalty objective function 2015-10-08 20:57:00 +02:00
Michel Juillard fe077fc710 changed persitent variables into local ones in mr_hessian.m 2015-10-08 20:57:00 +02:00
Michel Juillard a54dda165f More fixing of the same 2015-10-08 20:57:00 +02:00
Michel Juillard 05cd51111c More fixings around objective_function 2015-10-08 20:57:00 +02:00
Michel Juillard 1ad8df4635 More fixing related to objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Michel Juillard cf858c7fcb remove global objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Michel Juillard 3966296aca adapted dsge-var code for new handling of penalties 2015-10-08 20:57:00 +02:00
Michel Juillard b9e535e99e adding new functions for penalty optimization 2015-10-08 20:57:00 +02:00
Michel Juillard a6f123fd50 reducing penalty value to 0.1 when there is no ground to make it proportional 2015-10-08 20:57:00 +02:00
Michel Juillard 5ade8d7c6f removed global objective_function_penalty_base 
added penalty_objective_function.m and penalty_hessian.m
 2015-10-08 20:57:00 +02:00
Stéphane Adjemian (Charybdis) 9131472429 Do not ask for confirmation when deleting a non empty directory (Octave) 2015-10-07 18:13:44 +02:00
Stéphane Adjemian (Charybdis) c064e9ed5e Make unit test compatible with Octave. 2015-10-07 17:47:14 +02:00
Stéphane Adjemian (Charybdis) 44c198f3f4 Updated dseries module (fix for csv files). 2015-10-07 11:58:17 +02:00
MichelJuillard f4e8fc74da Merge pull request #1068 from JohannesPfeifer/trust_region 
Test for solution before breaking with error code -3 in trust_region
 2015-10-06 14:17:25 +02:00
Johannes Pfeifer 934901036b Test for solution before breaking with error code -3 in trust_region.m 
Fixes #1067
 2015-10-06 13:59:59 +02:00
Stéphane Adjemian (Charybdis) 489bffdfd8 Fixed option names for mode_compute=6. 2015-10-06 11:34:56 +02:00
Stéphane Adjemian (Charybdis) 03b92c6387 Added file to clear all functions with persistent variables. 2015-10-06 11:34:56 +02:00
Houtan Bastani 07e29125a2 Revert "Merge pull request #1064 from JohannesPfeifer/trust_region" 
This reverts commit 9cc96b93c0, reversing
changes made to 1bc965625c.
 2015-10-06 09:52:16 +02:00
Houtan Bastani 51463929d1 reporting submodule update 2015-10-02 16:22:35 +02:00
Stéphane Adjemian (Charybdis) a42a9a427f Added a routine to test if a file is older than all the files in a folder (and subfolders). 2015-09-25 23:37:45 +02:00
Johannes Pfeifer c01352ea3b Fix exit criterion in trust_region.m 
Otherwise, error code -3 (Trust region became uselessly small) was accepted as a solved steady state
 2015-09-25 09:11:47 +02:00
ferhat 7c5272d852 Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
Stéphane Adjemian (Charybdis) a911568b37 Updated dseries submodule and reference manual. 
Remove the possibility to instantiate an empty dseries with a range of dates.
 2015-09-14 14:07:51 +02:00
Houtan Bastani 268384572b Merge pull request #1017 from JohannesPfeifer/gsa_fix 
Fix bugs in gsa with morris and posterior sampling
 2015-09-09 11:44:49 +02:00
Stéphane Adjemian (Charybdis) e5e9bdb892 Adding missing exception... 
For cases where a generalized eigenvalue is too close to 0/0.
 2015-09-04 11:02:39 +02:00
Stéphane Adjemian (Charybdis) 59618d132e Do not print warning backtrace when some parameters are not initialized. 2015-09-03 18:31:02 +02:00
Stéphane Adjemian (Charybdis) 267218b5b2 Updated m-unit-tests submodule. 2015-09-01 14:55:23 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window 
Add capacities for rolling window estimation
 2015-08-31 12:56:02 +02:00
Stéphane Adjemian ffa281a058 Merge pull request #1043 from JohannesPfeifer/check_matlab_path 
Make check_matlab_path.m able to deal with one-letter files
 2015-08-31 09:12:35 +02:00
Johannes Pfeifer b592987fb4 Base evaluation of linearity at steady state for exogenous variables 2015-08-30 11:56:26 +02:00
Johannes Pfeifer 9e504a1293 discretionary_policy: Add check whether equation number is consistent with declared number of instruments 
Also fixes unit test that violated this.
 2015-08-30 11:43:54 +02:00
Johannes Pfeifer 3b64c37cb3 Update information in M_ if discretionary_policy_1.m changes lead_lag_incidence 2015-08-30 11:42:49 +02:00
Johannes Pfeifer 9d90a204f7 Clean up evaluate_planner_objective.m 2015-08-30 11:16:26 +02:00
Johannes Pfeifer c66ee8941a Document discretionary_policy_engine.m 2015-08-30 11:14:35 +02:00
Stéphane Adjemian (Charybdis) d8eff0843f Updated particles submodule. 2015-08-28 11:20:24 +02:00
Johannes Pfeifer 14e2b6ec67 Make check_matlab_path.m able to deal with one-letter files 
Closes #1040
 2015-08-27 15:34:54 +02:00
Stéphane Adjemian 9179d331e0 Merge pull request #1036 from JohannesPfeifer/cosmetics 
Speedup and compatibility
 2015-08-27 11:46:16 +02:00
Stéphane Adjemian (Charybdis) d125c2effc Fixed bug (wrong syntax for switch, case 5). 2015-08-27 11:37:07 +02:00
Johannes Pfeifer cc3aeafd00 Save planner objective function with discretionary_policy 2015-08-26 10:00:35 +02:00
Johannes Pfeifer f5dac58ffc Remove redundant check whether nobs is empty from dynare_estimation.m 2015-08-25 15:40:44 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer 26437e1c32 Replace eval by indirect addressing of fields. 2015-08-25 09:45:39 +02:00
Johannes Pfeifer 24a91ab6bc Replace inline by anonymous functions 
Inline will be removed from future Matlab versions
 2015-08-25 09:44:48 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani a88d1bd0f8 Merge pull request #1032 from JohannesPfeifer/mode_check 
Add missing fclose to mode_check.m
 2015-08-17 14:45:25 +02:00
Johannes Pfeifer ee66f892ca Add missing fclose to mode_check.m 2015-08-17 14:42:52 +02:00
Houtan Bastani e8b894c791 submodule update: dseries 2015-08-17 12:16:21 +02:00
Houtan Bastani b7b9202672 Merge pull request #1029 from JohannesPfeifer/display_Jacobian 
Fix wrong display type in display_problematic_vars_Jacobian.m
 2015-08-17 11:00:25 +02:00
Johannes Pfeifer 6f8000f0f3 Condition test whether varobs was defined on existence of field 2015-08-17 10:48:41 +02:00
Johannes Pfeifer c322315010 Fix wrong display type in display_problematic_vars_Jacobian.m 
Equation number is a double, not a string.
 2015-08-15 11:58:43 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual 
IRFs smaller and not smaller equal should not be displayed
 2015-08-14 12:36:08 +02:00
Johannes Pfeifer 6e93c83b69 model_comparison: Do not issue warning if all prior densities are 1 
If the user specifies nothing, this is the default, which should not result in a warning
 2015-08-13 17:49:15 +02:00
Johannes Pfeifer a072294cab Improve documentation for model_comparison.m 2015-08-13 17:49:15 +02:00
Johannes Pfeifer 680625f260 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Johannes Pfeifer 9651f62aa0 Fix bug preventing selecting modified harmonic mean for model_comparison 2015-08-13 17:48:09 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std 
Clarify that oo_.posterior_std comes from mode computing
 2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Johannes Pfeifer 2476ffdbb9 Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain 
Closes #917
 2015-08-11 14:37:37 +02:00
Johannes Pfeifer 7bdc6de481 Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode 
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
 2015-08-11 11:24:58 +02:00
Johannes Pfeifer beab158a67 Various cosmetic fixes 2015-08-10 21:35:51 +02:00
Houtan Bastani 6e3a73190f fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
Johannes Pfeifer df54dcaddb filt_mc: Fix saving of variables that might not exist 2015-08-06 11:56:56 +02:00
Johannes Pfeifer ef4200b3c3 Fix compatibility of gsa with new data interface 2015-08-06 11:56:15 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration 
Filter out non-fully calibrated model when use_calibration is used wi…
 2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m 
for Octave 4.0.0
 2015-07-31 11:25:54 +02:00
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML 
Required after 9557142cc4.
Closes #849
 2015-07-31 11:23:58 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det 
variables as for endogenous ones. Closes issue #617.
 2015-07-29 16:12:53 +02:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Johannes Pfeifer 4c15342e98 Add option for selection of draw number to execute_prior_posterior_function.m 2015-07-28 15:37:01 +02:00
Johannes Pfeifer 161f2d8bc7 Add functionality for prior and posterior computations 2015-07-28 15:37:00 +02:00
Johannes Pfeifer 2620322122 Cosmetic improvements in prior_draw.m 2015-07-28 15:37:00 +02:00
Johannes Pfeifer f57cf46df9 Make GetOneDraw.m only compute posterior for prior if needed 
Potentially saves a lot of time
 2015-07-28 15:37:00 +02:00
Johannes Pfeifer ca5c714e29 Replace global variables in CutSample.m and metropolis_draw.m by function arguments 
Makes them usable outside of their current environment
 2015-07-28 15:36:59 +02:00
Johannes Pfeifer 5131f3907f Make sure the used global variables are correctly set and available in the base workspace 2015-07-28 15:36:59 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m 
Closes #979
 2015-07-28 15:23:53 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash 
Add missing return statement to evaluate_steady_state_file.m
 2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex 
Bugfixes related to collect_LaTeX_Files.m
 2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix 
Add check whether bayestopt_ is empty
 2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions 
Prior distributions
 2015-07-27 21:53:19 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message 
In debugging modus, provide termination values of steady state finding.
 2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp 
Add headers and more documentation to shock_decomposition.m and graph…
 2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m 
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
 2015-07-27 18:10:27 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Michel Juillard 22eb824c6f extended path: fixing bug 2015-07-27 14:31:42 +02:00
Johannes Pfeifer 19fdb309ac Fix computation of prior mode for uniform distribution 
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
 2015-07-27 10:19:02 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m 
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
 2015-07-26 17:49:54 +02:00
Johannes Pfeifer f679594908 Add check whether bayestopt_ is empty 
Otherwise crashes for calibrated smoother occur
 2015-07-25 07:32:48 +02:00
Johannes Pfeifer 8b49b30f91 Add unit tests for prior sampling 2015-07-24 16:32:05 +02:00
Johannes Pfeifer b5aeefe526 Make prior_draw.m check for uniform distribution violation of bounds 
Follows the logic for all other distributions
 2015-07-24 16:23:40 +02:00
Johannes Pfeifer 560d9719db Correct copy and paste mistake in prior_draw.m for inverse gamma II 
In case of bound violations, it was instead sampled from inverse gamma I
 2015-07-24 15:59:40 +02:00
Johannes Pfeifer 3d9f12d769 Add check whether prior mean violates Generalized (Inverse) Gamma 
Performs check as for generalized beta distribution
 2015-07-24 15:08:52 +02:00
Johannes Pfeifer f788271b9c In debugging modus, provide termination values of steady state finding. 
Closes #3
 2015-07-24 10:44:46 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
MichelJuillard 61d514c9eb Merge pull request #991 from JohannesPfeifer/marginal_density 
marginal_density.m: performance improvements
 2015-07-23 18:26:06 +02:00
Johannes Pfeifer 5d775d3d76 marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
Johannes Pfeifer 4202dff6c9 marginal_density.m: only compute determinant once 
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
 2015-07-23 18:13:15 +02:00
Johannes Pfeifer 9e3f89fd3b marginal_density.m: move inversion out of loop 
Related to #270
 2015-07-23 17:54:46 +02:00
MichelJuillard a156f2b42c Merge pull request #990 from JohannesPfeifer/mode_file 
Delete mode-file option after completing estimation
 2015-07-23 17:22:48 +02:00
Johannes Pfeifer 7f0318856a Delete mode-file option after completing estimation 
Prevents the recursive estimation from altering the option and closes #378
 2015-07-23 16:52:21 +02:00
Johannes Pfeifer d67e003e03 Correct check condition in dynare_estimation_init.m introduced in b2017ffece 2015-07-23 16:45:40 +02:00
MichelJuillard d82524ad1d Merge pull request #987 from JohannesPfeifer/mixed_estimation 
Prevent mixed ML/Bayesian estimation
 2015-07-23 15:57:03 +02:00
MichelJuillard 5791e15007 Merge pull request #985 from JohannesPfeifer/display_jacobian 
Change display_problematic_vars_Jacobian.m to use number of auxiliary…
 2015-07-23 15:55:48 +02:00
MichelJuillard 13cb9930f4 Merge pull request #983 from JohannesPfeifer/lyap_fix 
Two fixes regarding solution of lyapunov equations
 2015-07-23 15:55:12 +02:00
Michel Juillard 53fef04e29 Merge branch 'new_ep' 2015-07-23 15:46:09 +02:00
Johannes Pfeifer b2017ffece Check whether estimation is fully ML or fully Bayesian 
Closes #754
 2015-07-23 14:44:25 +02:00