Commit Graph

3963 Commits (e36516f76699d9df18344df92f73d62ca681538a)

Author SHA1 Message Date
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.
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
Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
Johannes Pfeifer c2e6feeb75 Deletion of unused definition of H_is_diagonal
Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer e1a0fd0524 Bugfix for conditional variance decomposition
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.
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
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
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
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
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
- 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
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
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
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
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
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
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
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
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
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
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
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.
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
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.
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
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
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
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
Stéphane Adjemian (Charybdis) 6d440fbe56 Added a human readable version of the report (log file). 2013-07-05 18:02:39 +02:00
Stéphane Adjemian (Charybdis) cafbab4392 Added cycle reduction routine (and logarithmic reduction routine) in the unitary tests suite. 2013-07-05 17:28:19 +02:00
Stéphane Adjemian (Charybdis) b997febc92 Added matlab version and system name in the generated report. 2013-07-05 16:11:46 +02:00
Stéphane Adjemian (Charybdis) dc57706b55 Cosmetic change. 2013-07-05 15:56:14 +02:00
Stéphane Adjemian (Charybdis) 0f48674771 Added name2tex to the unitary tests suite. 2013-07-05 15:33:46 +02:00
Stéphane Adjemian (Charybdis) f2d0da4d80 Merge branch 'master' into experimental-unitary-tests 2013-07-05 14:28:56 +02:00
Stéphane Adjemian (Charybdis) a80ed38f5b Moved name2tex in matlab/utilities/general 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 67ee48cddc Added unitary tests. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 141d720b77 Fixed error in copyright. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e9dca040a6 Added missing routine in commit c19905725fd91e91a7fb42437ff8155921a5b8bd. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e75df484e9 Code factorization. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) c93f972ee5 Fixed bug introduced in 72a02846a810c3968040fd900e9f2b5a5fe9b432 and other bugs. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 38cc6add5f Added a loop in name2tex so that the first argument can be a cell of string. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 35c4debfc5 Cosmetic change. 2013-07-05 00:30:01 +02:00
Stéphane Adjemian (Charybdis) f8e5cc7b49 Cosmetic change. 2013-07-05 00:24:17 +02:00
Stéphane Adjemian (Charybdis) 1b35bfb211 Fixed bug (wrong syntax for scp). 2013-07-05 00:02:15 +02:00
Stéphane Adjemian (Charybdis) d428124ac9 Send the report on the web. 2013-07-04 22:12:04 +02:00
Stéphane Adjemian (Charybdis) 89474d5e44 Reorganization of the code with respect to the production of the summary report. 2013-07-04 21:28:08 +02:00
Stéphane Adjemian (Charybdis) 71e8cb569d Added one output argument (return the output of clock). 2013-07-04 21:21:45 +02:00
Stéphane Adjemian (Charybdis) 11bda09860 Fixed typo. 2013-07-04 21:17:54 +02:00
Stéphane Adjemian (Charybdis) fb5c5d4ea6 Added a routine to produce and send a summary report about unitary tests. 2013-07-04 18:06:12 +02:00
Stéphane Adjemian (Charybdis) 42ed03048b Added option for saving the produced detailed report about unitary tests. 2013-07-04 15:57:31 +02:00
Stéphane Adjemian (Charybdis) 6bfda327b3 Fixed bug related to the presence of temporary files (begining with .#) in a folder. 2013-07-04 15:35:55 +02:00
Stéphane Adjemian (Charybdis) 4913413896 Fixed bug. Set elapsed time to NaN if the unitary test fails. 2013-07-04 15:34:50 +02:00
Stéphane Adjemian (Charybdis) bbfe68a09d Fixed bug + Cosmetic change. 2013-07-04 15:06:05 +02:00
Stéphane Adjemian (Charybdis) 1657111fa8 Added tags for unitary tests. 2013-07-04 15:00:24 +02:00
Stéphane Adjemian (Charybdis) 45d7568712 Fixed typo. 2013-07-04 14:38:22 +02:00
Stéphane Adjemian (Charybdis) 479cf5bf8b Added routines to run matlab's unitary tests. 2013-07-04 14:36:31 +02:00
Stéphane Adjemian (Charybdis) fcef6e83b5 Fixed bug related to the name of the tested matlab routine. 2013-07-04 14:10:17 +02:00
Sébastien Villemot 02820b7151 Merge pull request #440 from JohannesPfeifer/shock_decomp
Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
Stéphane Adjemian (Charybdis) c83b047aa0 If mtest is called with one input then it must return two arguments (with detailed information about unitary tests). 2013-07-04 11:54:27 +02:00
Stéphane Adjemian (Charybdis) b4a8155f5b Adapted mtest routine so that it can be used in the matlab routines test suite.
mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
Stéphane Adjemian (Charybdis) a6043ee628 Fixed typo. 2013-07-03 18:14:11 +02:00
Stéphane Adjemian (Charybdis) 71e9081d24 Added a routine that tests if unitary tests are available in a matlab routine. 2013-07-03 17:04:29 +02:00
Stéphane Adjemian (Charybdis) c7f688249d Added new routine that returns all the files available in a folder and its subfolders. 2013-07-03 17:03:00 +02:00
Stéphane Adjemian (Charybdis) e69c7a68f4 Changed unitary tests (check also the number of observations). 2013-07-03 16:30:17 +02:00
Stéphane Adjemian (Charybdis) 0d366ea2cf Added overloaded vertcat method in dynSeries class.
*Exemple*

Suppose ts1, ts2, and ts3 are three dynSeries objects with the same variables. Then

ts4 = [ts1; ts2; ts3]

is a dynSeries object with the observations contained in ts1, ts2 and ts3 (in that order).
2013-07-03 16:25:33 +02:00
Stéphane Adjemian (Charybdis) 6db5ba51cb Added unitary tests. 2013-07-03 15:24:32 +02:00
Stéphane Adjemian (Charybdis) 1fce665e31 Cosmetic change. 2013-07-03 15:16:11 +02:00
Stéphane Adjemian (Charybdis) 0a544809b2 Fixed bug related to broadcasting in dynSeries objects. 2013-07-03 15:16:00 +02:00
Stéphane Adjemian (Charybdis) 55ea513f74 Added broadcasting when assigning new data to a dynSeries object.
*Examples*

 * ts.A(qq(1950,1):qq(1950,4)) = 1 will put ones for variable A in periods 1950Q1 to 1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = 1 will put ones for variables A and B in periods 1950Q1 to 1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(4,1) will put ones(4,1) for variables A and B and sub-periods 1950Q1-1950Q4

 * ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(1,2) will put ones(1,2) for variables A and B and each period between 1950Q1 and 1950Q4
2013-07-03 14:54:05 +02:00
Stéphane Adjemian (Charybdis) 84522ce87f Fixed bug in @dynSeries/subsasgn that pops up when length(S) is equal to two and S(1).type is a dot.
Allows Syntax like:

ts.A1(rg) = B

where ts is a dynSeries object, A1 is a variable in the database, rg is a dynDates object and B an array of doubles.
2013-07-03 11:59:52 +02:00
Stéphane Adjemian (Charybdis) 627dda5fc0 Added error message if @dynSeries/dynSeries is called with an empty string. 2013-07-03 10:59:50 +02:00
Johannes Pfeifer 4ba1b3feb4 Move axis command after plot in graph_decomp for not overriding it 2013-07-03 09:20:48 +02:00
Johannes Pfeifer f56ae63f56 Bugfix for calls to evaluate smoother in shock_decomposition
In shock_decomposition, oo_ is local. Thus, if requested, make evaluate_smoother return oo_
2013-07-03 09:18:44 +02:00
Stéphane Adjemian (Charybdis) 53ce4205e2 Modified behaviour of disp overload method in @dynDate and @dynDates classes. 2013-07-01 18:21:21 +02:00
Stéphane Adjemian (Charybdis) f042fcdd7b Fixed display issues for dynDate and dynDates empty objects. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 7459a5dcbb Changed the behaviour of @dynSeries/save method when the chosen file name corresponds to an existing file in the same folder. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) cb5cb03750 Added @dynDate/horzcat method. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 375d7aae8e Fixed typo and added unitary test. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 5ededa8848 Rewrote @dynSeries/subsasgn.
The following syntaxes are now allowed:

ts{'VARIABLE_NAME'}(range) = data;

where range is a dynDates object and data is an array of doubles, or

ts{'VARIABLE_NAME'}(range) = TS{'OTHER_VARIABLE_NAME'}(range)

where ts and TS are dynSeries objects.
2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) b5c3ef2ade Added new unitary test in @dynSeries/subsasgn overloaded method. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) c3da506760 Added provisions for recursive call to @dynSeries/subsasgn overloaded method. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 0fea61a551 Fixed typo (wrong numbering of the last unitary tests). 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 603aeeccb6 Added provisions for date(s) selection. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) e7b22213de Added comments. 2013-07-01 17:24:22 +02:00
Stéphane Adjemian (Charybdis) 06ef8fce30 Fixed typo. 2013-06-28 22:02:24 +02:00
Stéphane Adjemian (Charybdis) c5b79f55e5 Fixed bug. 2013-06-28 17:18:13 +02:00
Stéphane Adjemian (Charybdis) 0b8202bae3 Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model 2013-06-28 17:00:16 +02:00
Stéphane Adjemian (Charybdis) e60d438e86 Fixed bug. 2013-06-28 16:59:47 +02:00
Stéphane Adjemian (Charybdis) c3ec2704a7 Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model 2013-06-28 16:27:40 +02:00
Stéphane Adjemian (Charybdis) b281830983 Added new initialization mode ofr the Kalman filter and smoother. 2013-06-28 16:26:53 +02:00
Stéphane Adjemian (Charybdis) 14462b772d Removed commented lines of code. 2013-06-28 13:41:17 +02:00
Stéphane Adjemian (Charybdis) 56e3d70618 Merge branch 'master' into experimental-smoother-on-calibrated-model 2013-06-28 12:09:41 +02:00
Stéphane Adjemian (Charybdis) fde998ca4a Removed leading wihite spaces in variable names. 2013-06-28 12:06:48 +02:00
Stéphane Adjemian (Charybdis) ddc57885c5 Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window). 2013-06-28 12:06:48 +02:00
Stéphane Adjemian (Charybdis) 61b3262d2c Removed output argument. 2013-06-28 11:19:46 +02:00
Stéphane Adjemian (Charybdis) 6d6d92fe5b Replaced oo by oo_ (otherwise the results are not returned in the global structure). 2013-06-28 11:19:18 +02:00
Stéphane Adjemian (Charybdis) 3f2a77b25d Removed useless copy of options_ global structure. 2013-06-28 11:18:39 +02:00
Stéphane Adjemian (Charybdis) 5d56a4f2b0 Make calib_smoother command call evaluate_smoother matlab routine. 2013-06-28 11:14:24 +02:00
Houtan Bastani 62af90efd4 error when bad value passed to graph_format 2013-06-27 16:45:08 +02:00
Stéphane Adjemian (Charybdis) 664997eec8 Removed leading wihite spaces in variable names. 2013-06-27 10:38:49 +02:00
Stéphane Adjemian (Charybdis) 0e5819ee38 Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window). 2013-06-26 16:10:56 +02:00
Sébastien Villemot 5288f2a67a Merge pull request #432 from JohannesPfeifer/osr_crit
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
Houtan Bastani d4891ba0b5 bug fix: matlab2tikz path 2013-06-25 12:27:44 +02:00
Stéphane Adjemian (Charybdis) bb8fdce127 Fixed bug reported by Johannes (presample option was non active in nonlinear filters). 2013-06-25 09:45:34 +02:00
Johannes Pfeifer c4998f93d3 Transfer hardcoded osr options to options structure
Implements #423. To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
Houtan Bastani 8c9a8657ef reporting: bug fix in echo for octave 2013-06-24 17:00:59 +02:00
Stéphane Adjemian (Charybdis) 51fc443e39 Fixed bug. 2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis) f258ffbfbc Check the name of the data file in @dynSeries/save method (do not erase the original data file). 2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis) 28f3ca1d07 Added overloaded disp and display methods for dynSeries objects. 2013-06-24 15:40:39 +02:00
Stéphane Adjemian (Charybdis) 51c4eb6cb3 Fixed bug. 2013-06-24 15:40:39 +02:00
Sébastien Villemot fa4ad71185 Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice 2013-06-24 12:23:46 +02:00
Houtan Bastani bd90e73854 reporting: fix typo 2013-06-24 12:12:26 +02:00
Houtan Bastani 0b50587f9c matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir 2013-06-24 12:07:11 +02:00
Stéphane Adjemian (Charybdis) 55edb3c12e Stop the simplex algorithm (mode_compute=8) if improving too slowly. 2013-06-24 10:24:56 +02:00
Stéphane Adjemian (Charybdis) b26b651403 Added test on the reciprocical condition number of PredictedObservedVariance. 2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis) fbec03fe1c Fixed bug related to the shape of the weights vector in paricle filter with pruning. 2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis) 08feada8b0 Fixed bug. 2013-06-24 10:24:55 +02:00