Stéphane Adjemian (Charybdis)
18a19f3200
Added @dynDates/gt method to overload the > operator. Deleted @dynDate/gt method.
2013-10-11 09:44:42 +02:00
Stéphane Adjemian (Charybdis)
a2534c5bbc
Added unitary test.
2013-10-11 09:37:20 +02:00
Stéphane Adjemian (Charybdis)
b957545c73
Removed @dynDate/lt method.
2013-10-11 09:37:05 +02:00
Stéphane Adjemian (Charybdis)
c3e06c70bc
Added dynDates::lt method. Overloads < opterator.
2013-10-10 18:28:26 +02:00
Stéphane Adjemian (Charybdis)
c37c34a102
Fixed typo.
2013-10-10 18:27:31 +02:00
Stéphane Adjemian (Charybdis)
a22852afad
Added routine to compare vectors of common length by lexicographical order.
2013-10-10 16:56:42 +02:00
Stéphane Adjemian (Charybdis)
55cf9ebde1
Replaced texinfo header by a plain text header.
2013-10-10 16:01:37 +02:00
Stéphane Adjemian (Charybdis)
21fa2b949d
Rewrote @dynDates::eq method so that it handles correctly objects with only one element.
2013-10-10 15:52:50 +02:00
Stéphane Adjemian (Charybdis)
74d7bcbc71
Changed dynDates constructor.
2013-10-10 15:13:50 +02:00
Stéphane Adjemian (Charybdis)
294356db22
Fixed unitary test #3 in dynDates constructor.
2013-10-10 15:13:12 +02:00
Stéphane Adjemian (Charybdis)
e9bb2ba77f
Deactivated unitary test #4 in dynDates constructor.
2013-10-10 14:58:15 +02:00
Stéphane Adjemian (Charybdis)
22144ef359
Added a routine for converting a string into a date structure.
...
A date structure has two fields:
o freq, an integer scalar (=1, 4, 12, 52) specifying the frequency.
o time, a 1*2 matrix of integers, time(1) is the year and time(2) the subperiod number.
2013-10-10 14:33:31 +02:00
Stéphane Adjemian (Charybdis)
adcc218a0d
Added new routine to test if a string can be interpreted as a date.
2013-10-10 14:30:38 +02:00
Stéphane Adjemian (Charybdis)
5a1b5aaf73
Fixed bug (month number 10 was missing).
2013-10-10 14:05:12 +02:00
Stéphane Adjemian (Charybdis)
f4e32dbd6f
Efficiency improvements. Rewrote some routines using regular expressions.
2013-10-10 12:52:27 +02:00
Stéphane Adjemian (Charybdis)
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
Stéphane Adjemian (Charybdis)
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
Stéphane Adjemian (Charybdis)
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
Stéphane Adjemian (Charybdis)
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
Stéphane Adjemian (Charybdis)
99b6326540
Same as 38712d987c
.
2013-10-09 15:31:48 +02:00
Stéphane Adjemian (Charybdis)
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
...
Probably needs another option name...
2013-10-09 15:21:32 +02:00
Houtan Bastani
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
Stéphane Adjemian (Charybdis)
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
Michel Juillard
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
...
where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis)
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
Michel Juillard
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
Michel Juillard
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis)
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Sébastien Villemot
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
...
Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis)
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis)
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis)
2967328bb0
Changed behaviour of dynSeries objects.
...
Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis)
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis)
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis)
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis)
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis)
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis)
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis)
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis)
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis)
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis)
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
Michel Juillard
5f483c7d2c
the field 'time' was not updated when adding two time series
2013-10-07 17:17:05 +02:00
Johannes Pfeifer
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
...
Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
Stéphane Adjemian (Charybdis)
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis)
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis)
05946cd684
Changed names of some options for csminwel (mode_compute=4).
2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis)
b2db159cdd
Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis)
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis)
62cad6ff44
Cosmetic changes.
2013-10-03 11:01:11 +02:00
Sébastien Villemot
d9e6985e5b
Fix license info for simpsa
2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis)
979a55a334
Added missing semicolon.
2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis)
5d07145411
Merge branch 'master' into add-simpsa-optimization-routine
2013-10-02 17:48:46 +02:00
Stéphane Adjemian (Charybdis)
581f97bada
Linked simpsa's tolerance options to dynare's defaults.
2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis)
1ff6b2de7b
Fixed bug caused by the size of the vector of parameters (transposition needed).
2013-10-02 17:08:04 +02:00
Stéphane Adjemian (Charybdis)
ab7f0ddedc
Removed the seed set on clock. Changed default values for the options.
2013-10-02 17:07:00 +02:00
Stéphane Adjemian (Charybdis)
fb0ccdd5d2
Provide more sensible lower and upper bounds for simpsa algorithm.
2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis)
3f16129e49
mode_compute = 10 calls simpsa algorithm.
2013-10-02 15:30:55 +02:00
Stéphane Adjemian (Charybdis)
9428007bcb
Added simpsa routines (new optimization algorithm)
2013-10-02 15:29:56 +02:00
Johannes Pfeifer
4b060c47d2
Add more information when IRFs are not displayed due to explosive simulations
2013-10-02 09:50:31 +02:00
Houtan Bastani
45942b244c
stop dynare.m if onlymacro is passed, closes #487
2013-10-01 15:13:18 +02:00
Sébastien Villemot
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
...
Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
Johannes Pfeifer
ad73d1fd93
Fixes bug in display of parameters at prior bound
2013-09-30 17:10:39 +02:00
Johannes Pfeifer
7e7cadb878
Check initial values for violation of inverse gamma prior
...
The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
Sébastien Villemot
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
Houtan Bastani
48c428d748
reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true
2013-09-27 11:14:00 +02:00
Houtan Bastani
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
Houtan Bastani
79d62d85d0
reporting: fix hline for table
2013-09-26 16:08:13 +02:00
Houtan Bastani
ff3774a4a2
reporting: table: remove unused variable
2013-09-26 15:21:08 +02:00
Houtan Bastani
34b3b94c5f
reporting: series: tableRowColor add missing check
2013-09-26 14:48:59 +02:00
Houtan Bastani
a9eb95ff2a
reporting: series: fix spacing of table cell separators and eol's
2013-09-26 14:45:46 +02:00
Houtan Bastani
79f03773d7
reporting: add new series option tableSubSectionHeader
2013-09-26 14:43:13 +02:00
Johannes Pfeifer
90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00
Sébastien Villemot
b3d835bd48
Provisions for MATLAB 8.2 (R2013b)
2013-09-25 16:00:07 +02:00
Houtan Bastani
6a9e9dfdea
reporting: new table option vlineAfterEndOfPeriod
2013-09-25 15:28:34 +02:00
Houtan Bastani
4522c011d6
reporting: default value bug fix
2013-09-25 15:28:34 +02:00
Sébastien Villemot
cfea63b4de
Merge pull request #474 from houtanb/geweke
...
Geweke
2013-09-25 05:54:31 -07:00
Houtan Bastani
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
Stéphane Adjemian (Charybdis)
db485235b5
data, name and tex of the dynSeries class are also private members that cannot be overwritten.
...
(cherry picked from commit 609f94881f
)
2013-09-24 16:47:52 +02:00
Stéphane Adjemian (Charybdis)
3dee1674d5
Added unitary tests.
...
(cherry picked from commit 667e308585
)
2013-09-24 16:47:52 +02:00
Stéphane Adjemian (Charybdis)
2ae0812012
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
...
(cherry picked from commit b0d6e2b7b6
)
2013-09-24 16:47:52 +02:00
Houtan Bastani
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
Houtan Bastani
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
Stéphane Adjemian (Charybdis)
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
Stéphane Adjemian (Charybdis)
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
15825c9034
Changed logic in numgrad2.
...
Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
...
Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
Stéphane Adjemian (Charybdis)
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
Stéphane Adjemian (Charybdis)
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
Stéphane Adjemian (Charybdis)
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
Michel Juillard
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
...
in commit 952139b
2013-09-18 11:23:47 +02:00
Johannes Pfeifer
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
Johannes Pfeifer
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
Sébastien Villemot
e123670675
Fix bug introduced in 952139b
...
The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
Stéphane Adjemian (Charybdis)
743252a571
Fixed typo.
...
Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
Houtan Bastani
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
...
(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis)
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
...
Closes #348
(cherry picked from commit b7b4a9afdc
)
2013-09-11 17:24:12 +02:00
Stéphane Adjemian (Charybdis)
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
...
(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis)
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
Johannes Pfeifer
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00
Stéphane Adjemian (Charybdis)
2e2315611c
Fixed bug (conversion of variable names in tex).
...
(cherry picked from commit 80218a1b65
)
2013-09-09 12:16:19 +02:00
Stéphane Adjemian (Charybdis)
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
Stéphane Adjemian (Charybdis)
6b237eb6c2
Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
...
This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define
>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;
B and F can be used as lag and lead operators and the following syntax:
>> us = ts(F^2);
is equivalent to
>> us = ts.lead(2)
or
>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
Stéphane Adjemian (Charybdis)
f14db386c6
Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log .
2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis)
e641cdd455
Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable.
2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis)
4ce2c3644a
Fixed bug (The argument of inputname must be the input argument number not the input argument itself).
2013-09-06 12:01:53 +02:00
Stéphane Adjemian (Charybdis)
23a6ad22dd
Fixed bug causing unitary tests for dynSeries::plus and dynSeries::minus to fail.
...
See http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log
2013-09-06 10:33:50 +02:00
Stéphane Adjemian (Charybdis)
f4c01a43bc
Introduce new syntax for shifting backward or forward a dynSeries object.
...
Suppose that ts is a dynSeries object and let
t = dynTimeIndex();
Then
us = ts.lag(); <=> us = ts(t-1);
us = ts.lag(2); <=> us = ts(t-2);
us = ts.lead(); <=> us = ts(t+1);
Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
Stéphane Adjemian (Charybdis)
fecb61421f
Added new class (dynTimeIndex).
2013-09-05 17:38:51 +02:00
Stéphane Adjemian (Charybdis)
feff44fe79
Added dynSeries::lead method.
2013-09-05 16:51:10 +02:00
Stéphane Adjemian (Charybdis)
1edb4c6d9a
Added condition on dynSeries::lag method (input must be positive).
2013-09-05 16:50:27 +02:00
Stéphane Adjemian (Charybdis)
2975350319
Fixed typo (cosmetic).
2013-09-05 16:49:44 +02:00
Stéphane Adjemian (Charybdis)
c9c0a25538
Added missing semicolon and deleted trailing whitespaces.
2013-09-05 12:31:37 +02:00
Stéphane Adjemian (Charybdis)
12fc7a4241
Cosmetic changes. Removed useless curly braces and deleted trailing white spaces.
2013-09-05 12:17:55 +02:00
Stéphane Adjemian (Charybdis)
02eb19fb49
Fixed bug. Added missing case for calls to the dynSeries::lag method.
2013-09-05 12:16:07 +02:00
Stéphane Adjemian (Charybdis)
b76b0c8add
Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed.
2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis)
61c4244410
Added unitary test.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
56be6eb463
Added new interface to dynDate. The constructor accepts a character ('Y', 'A', 'Q', 'M' or 'W') as the second input to specify the frequency instead of an integer (1, 4, 12, or 52). The following expressions are equivalent:
...
a = dynDate([1945 3],4);
a = dynDate([1945 3],'Q');
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
d44732a8ca
Fixed copy/paste typo in unitary test.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
9a5749343c
Added tests in dynDate constructor (when dynDate is called with two input arguments: time and frequency).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
a2d5873a3f
Fixed typo (useless space).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
c47131f052
Cosmetic change.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
ce400706ef
Added test for integer input (dynDate constructor with one numeric input).
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
0f10880d07
Added 'Y' or 'A' for yearly data in dynDate class.
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Follwing expressions are equivalent:
a = dynDate('2009');
a = dynDate('2009y');
a = dynDate('2009a');
a = dynaDate(2009);
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
4dced05d1d
Fixed typo.
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis)
d0fed77f97
Added routine for testing if a string contains letter(s).
2013-09-05 10:14:02 +02:00
Sébastien Villemot
6183679fd9
Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
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Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
Johannes Pfeifer
c2e6feeb75
Deletion of unused definition of H_is_diagonal
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Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer
e1a0fd0524
Bugfix for conditional variance decomposition
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sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
Stéphane Adjemian (Charybdis)
5d5f6257d5
Do not display all the observations if a dynSeries object has more than forty observations.
2013-09-03 17:54:18 +02:00
Stéphane Adjemian (Charybdis)
686e3322e9
Added unitary test.
2013-09-03 16:39:13 +02:00
Stéphane Adjemian (Charybdis)
7dfbb903ea
Check that size and save methods (dynSeries) come in last position.
2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis)
15df9972b6
Added argument to shiftS routine so that it can be called recursively to remove more than one element in a one dimensional cell array.
2013-09-03 16:17:35 +02:00
Stéphane Adjemian (Charybdis)
a15cf73a3e
Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries).
2013-09-03 16:07:38 +02:00
Stéphane Adjemian (Charybdis)
21b1b2f9dc
Changed the syntax so that the difference between calling a member or a method is more explicit (dynDates) and added unitary tests.
2013-09-02 23:33:13 +02:00
Stéphane Adjemian (Charybdis)
c9259140b5
Fixed bug in unitary test.
2013-09-02 23:31:23 +02:00
Stéphane Adjemian (Charybdis)
1d6ea1556d
Fixed bug (missing condition on the number of returned arguments).
2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis)
103b6cf803
Changed the syntax so that the difference between calling a member or a method is more explicit.
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If a is a dynDate object:
a.format or a.format() are allowed because format is a method.
a.freq is allowed but a.freq() returns an error message because freq (same for time) is a member.
2013-09-02 17:47:11 +02:00
Johannes Pfeifer
f77c1f2843
Fix model_diagnostics.m for case where check1 contains NaN as second output
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Also stops execution when steady state could not be computed as Jacobian at this incorrect steady state is wrong.
2013-08-25 11:31:51 +02:00
Johannes Pfeifer
139bebd810
Fix display of residuals before displaying error message
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The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
Johannes Pfeifer
894c5e541a
Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order
2013-08-16 12:04:22 +02:00
Johannes Pfeifer
01c3724371
Deal with pathological case where nobs=1
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In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
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There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Sébastien Villemot
4a0e674029
Header fix
2013-08-15 11:46:14 +02:00
Sébastien Villemot
542533e5e7
Add missing parenthesis
2013-08-15 09:49:04 +02:00
Johannes Pfeifer
4caa4abaa3
Bugfixes for OSR
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- Adds initial check and provides error message (gets rid of cryptic error messages in OSR)
- Takes care of unaccounted errors from resol in osr_obj
- Adds function headers
2013-08-13 11:51:50 +02:00
Sébastien Villemot
b4f8532bea
Merge pull request #441 from JohannesPfeifer/mode_check
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Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Sébastien Villemot
45cc328b24
Merge pull request #460 from JohannesPfeifer/stoch_singularity_fix
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Fix bug in test for stochastic singularity
2013-08-12 03:09:42 -07:00
Sébastien Villemot
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Sébastien Villemot
139670e1d2
Merge pull request #452 from JohannesPfeifer/shock_decomp
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Bugfix and unit test for Shock decomposition
2013-08-12 02:56:29 -07:00
Sébastien Villemot
6414889ee6
Remove spurious keyboard() call
2013-08-12 11:30:28 +02:00
Sébastien Villemot
4bdad2e88b
Add missing parenthesis
2013-08-12 11:27:58 +02:00
Johannes Pfeifer
66b72e817e
Fix bug in test for stochastic singularity
2013-07-28 16:59:41 +02:00
Johannes Pfeifer
ca96013ca9
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
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Also adds additional debugging info
2013-07-28 12:09:59 +02:00
Johannes Pfeifer
53db31dfd3
Add debugging info to steady state for linear models
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Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Sébastien Villemot
9837523943
Merge pull request #451 from JohannesPfeifer/simul_debug_info
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Add debugging option to simul that allows for checking problems with exo...
2013-07-27 10:11:08 -07:00
Sébastien Villemot
d392f97485
Merge pull request #449 from JohannesPfeifer/linesearch_info
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Provide additional debugging info before lnsrch1 crashes with error
2013-07-27 10:09:29 -07:00
Sébastien Villemot
3335a2bdb4
Merge pull request #450 from JohannesPfeifer/display_fix
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Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
Johannes Pfeifer
18664da6fe
Fix for theoretical autocovariances for purely forward looking models
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In this case, Ex will by empty, leading to non-conformable empty matrices. Solution: compute correction term without using non-existent states.
2013-07-24 23:38:37 +02:00
Johannes Pfeifer
3e2a75d33a
Fix bug in simult_ for purely forward looking models
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simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
Houtan Bastani
5515a8a64a
reporting: @series: add zerotol option
2013-07-24 10:40:01 -04:00
Houtan Bastani
7d1899df20
dynSeries: fix scalar subtraction for octave
2013-07-22 17:02:13 -04:00
Johannes Pfeifer
1b425520c5
Set options_.smoother=1 if run on calibrated model.
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Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
Houtan Bastani
82e45f67aa
reporting: @graph: new option xTickLabels
2013-07-22 13:17:26 -04:00
Houtan Bastani
a961069a66
reporting: @graph: add new option graphSize
2013-07-22 12:41:41 -04:00
Johannes Pfeifer
9ddf10830f
Add debugging option to simul that allows for checking problems with exogenous variables
2013-07-21 00:05:04 +02:00
Houtan Bastani
2955232780
dynSeries: add scalar addition
2013-07-18 14:50:32 -04:00
Houtan Bastani
10672ff9a3
fix typo
2013-07-18 14:29:47 -04:00
Houtan Bastani
1853d20daf
dynSeries: add scalar subtraction
2013-07-18 14:27:09 -04:00
Johannes Pfeifer
6404d3da45
Provide additional debugging info before lnsrch1 crashes with error
2013-07-18 15:04:00 +02:00
Johannes Pfeifer
aa59a4e173
Cosmetic fix to displaying steady state error
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Gets rid of white space
2013-07-18 15:00:41 +02:00
Sébastien Villemot
5b6e3bdb7a
Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1
2013-07-11 11:53:15 -07:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis)
184c403375
Replaced disp(' ') by skipline().
2013-07-10 16:16:32 +02:00
Stéphane Adjemian (Charybdis)
964b7580d8
Cosmetic change.
2013-07-10 16:15:28 +02:00
Stéphane Adjemian (Charybdis)
dfc51d097a
Cosmetic change. Replaced warning(...) by disp(...).
2013-07-10 16:09:31 +02:00
Stéphane Adjemian (Charybdis)
ab00257c3b
Merge branch 'master' into particle_mode_compute
2013-07-10 16:04:19 +02:00
Stéphane Adjemian (Charybdis)
2fae989131
Rewrote the portion of code requesting a user input when non linear filters are used with a gradient based optimization routine.
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Closes issues #442 and #443 .
2013-07-10 16:03:49 +02:00
Johannes Pfeifer
aeda8d17ff
Add warning if gradient-based optimizer is used with particle-filtering and offer user choice to change mode-finder
2013-07-10 12:08:59 +02:00
Stéphane Adjemian (Charybdis)
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
Stéphane Adjemian
0dfd7fc8eb
Merge pull request #445 from JohannesPfeifer/simplex_fix
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Fixed bugs and typos in dynare's implementation of the simplex algorithm.
2013-07-09 04:04:39 -07:00
Johannes Pfeifer
83b96814f2
Bugfix mode_compute=8
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Corrects typo in first line and adds missing argument to subfunction
2013-07-09 09:48:23 +02:00
Stéphane Adjemian (Charybdis)
e0ce89ec8c
Fixed bug (print_info wrong calling sequence).
2013-07-08 18:05:37 +02:00
Stéphane Adjemian (Charybdis)
305869f5e1
Cosmetic change.
2013-07-08 16:43:38 +02:00
Stéphane Adjemian (Charybdis)
3fd2a9845a
Added routine.
2013-07-08 16:43:17 +02:00
Johannes Pfeifer
41f6c2ff66
Display source of non-positive definite Hessian if parameters at prior bound
2013-07-06 00:26:23 +02:00
Johannes Pfeifer
d9579418fd
Bugfix for correct display of names of parameters outside of bounds
2013-07-06 00:20:07 +02:00
Johannes Pfeifer
ea5d2e90b2
Take care of parameter estimates at prior bounds in check plots
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Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
2013-07-05 23:46:05 +02:00
Stéphane Adjemian (Charybdis)
44961e3408
Cosmetic change. Display the cell report in the log file.
2013-07-05 18:07:28 +02:00