4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
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
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
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
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
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
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
...
in commit 952139b
2013-09-18 11:23:47 +02:00
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
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
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
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
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
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
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
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00
2e2315611c
Fixed bug (conversion of variable names in tex).
...
(cherry picked from commit 80218a1b65
2013-09-09 12:16:19 +02:00
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
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
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
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
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
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
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
fecb61421f
Added new class (dynTimeIndex).
2013-09-05 17:38:51 +02:00
feff44fe79
Added dynSeries::lead method.
2013-09-05 16:51:10 +02:00
1edb4c6d9a
Added condition on dynSeries::lag method (input must be positive).
2013-09-05 16:50:27 +02:00
2975350319
Fixed typo (cosmetic).
2013-09-05 16:49:44 +02:00
c9c0a25538
Added missing semicolon and deleted trailing whitespaces.
2013-09-05 12:31:37 +02:00
12fc7a4241
Cosmetic changes. Removed useless curly braces and deleted trailing white spaces.
2013-09-05 12:17:55 +02:00
02eb19fb49
Fixed bug. Added missing case for calls to the dynSeries::lag method.
2013-09-05 12:16:07 +02:00
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
61c4244410
Added unitary test.
2013-09-05 10:14:02 +02:00
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
d44732a8ca
Fixed copy/paste typo in unitary test.
2013-09-05 10:14:02 +02:00
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
a2d5873a3f
Fixed typo (useless space).
2013-09-05 10:14:02 +02:00
c47131f052
Cosmetic change.
2013-09-05 10:14:02 +02:00
ce400706ef
Added test for integer input (dynDate constructor with one numeric input).
2013-09-05 10:14:02 +02:00
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
4dced05d1d
Fixed typo.
2013-09-05 10:14:02 +02:00
d0fed77f97
Added routine for testing if a string contains letter(s).
2013-09-05 10:14:02 +02:00
6183679fd9
Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
...
Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
c2e6feeb75
Deletion of unused definition of H_is_diagonal
...
Cosmetic fix
2013-09-04 11:11:29 +02:00
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
5d5f6257d5
Do not display all the observations if a dynSeries object has more than forty observations.
2013-09-03 17:54:18 +02:00
686e3322e9
Added unitary test.
2013-09-03 16:39:13 +02:00
7dfbb903ea
Check that size and save methods (dynSeries) come in last position.
2013-09-03 16:39:02 +02:00
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
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
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
c9259140b5
Fixed bug in unitary test.
2013-09-02 23:31:23 +02:00
1d6ea1556d
Fixed bug (missing condition on the number of returned arguments).
2013-09-02 23:27:04 +02:00
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
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
139bebd810
Fix display of residuals before displaying error message
...
The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
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
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
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
4a0e674029
Header fix
2013-08-15 11:46:14 +02:00
542533e5e7
Add missing parenthesis
2013-08-15 09:49:04 +02:00
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
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
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
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
139670e1d2
Merge pull request #452 from JohannesPfeifer/shock_decomp
...
Bugfix and unit test for Shock decomposition
2013-08-12 02:56:29 -07:00
6414889ee6
Remove spurious keyboard() call
2013-08-12 11:30:28 +02:00
4bdad2e88b
Add missing parenthesis
2013-08-12 11:27:58 +02:00
66b72e817e
Fix bug in test for stochastic singularity
2013-07-28 16:59:41 +02:00
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
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
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
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
3335a2bdb4
Merge pull request #450 from JohannesPfeifer/display_fix
...
Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
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
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
5515a8a64a
reporting: @series: add zerotol option
2013-07-24 10:40:01 -04:00
7d1899df20
dynSeries: fix scalar subtraction for octave
2013-07-22 17:02:13 -04:00
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
82e45f67aa
reporting: @graph: new option xTickLabels
2013-07-22 13:17:26 -04:00
a961069a66
reporting: @graph: add new option graphSize
2013-07-22 12:41:41 -04:00
9ddf10830f
Add debugging option to simul that allows for checking problems with exogenous variables
2013-07-21 00:05:04 +02:00
2955232780
dynSeries: add scalar addition
2013-07-18 14:50:32 -04:00
10672ff9a3
fix typo
2013-07-18 14:29:47 -04:00
1853d20daf
dynSeries: add scalar subtraction
2013-07-18 14:27:09 -04:00
6404d3da45
Provide additional debugging info before lnsrch1 crashes with error
2013-07-18 15:04:00 +02:00
aa59a4e173
Cosmetic fix to displaying steady state error
...
Gets rid of white space
2013-07-18 15:00:41 +02:00
5b6e3bdb7a
Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1
2013-07-11 11:53:15 -07:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
184c403375
Replaced disp(' ') by skipline().
2013-07-10 16:16:32 +02:00
964b7580d8
Cosmetic change.
2013-07-10 16:15:28 +02:00
dfc51d097a
Cosmetic change. Replaced warning(...) by disp(...).
2013-07-10 16:09:31 +02:00
ab00257c3b
Merge branch 'master' into particle_mode_compute
2013-07-10 16:04:19 +02:00
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
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
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
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
83b96814f2
Bugfix mode_compute=8
...
Corrects typo in first line and adds missing argument to subfunction
2013-07-09 09:48:23 +02:00
e0ce89ec8c
Fixed bug (print_info wrong calling sequence).
2013-07-08 18:05:37 +02:00
305869f5e1
Cosmetic change.
2013-07-08 16:43:38 +02:00
3fd2a9845a
Added routine.
2013-07-08 16:43:17 +02:00
41f6c2ff66
Display source of non-positive definite Hessian if parameters at prior bound
2013-07-06 00:26:23 +02:00
d9579418fd
Bugfix for correct display of names of parameters outside of bounds
2013-07-06 00:20:07 +02:00
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
44961e3408
Cosmetic change. Display the cell report in the log file.
2013-07-05 18:07:28 +02:00
6d440fbe56
Added a human readable version of the report (log file).
2013-07-05 18:02:39 +02:00
cafbab4392
Added cycle reduction routine (and logarithmic reduction routine) in the unitary tests suite.
2013-07-05 17:28:19 +02:00
b997febc92
Added matlab version and system name in the generated report.
2013-07-05 16:11:46 +02:00
dc57706b55
Cosmetic change.
2013-07-05 15:56:14 +02:00
0f48674771
Added name2tex to the unitary tests suite.
2013-07-05 15:33:46 +02:00
f2d0da4d80
Merge branch 'master' into experimental-unitary-tests
2013-07-05 14:28:56 +02:00
a80ed38f5b
Moved name2tex in matlab/utilities/general
2013-07-05 13:56:48 +02:00
67ee48cddc
Added unitary tests.
2013-07-05 13:56:48 +02:00
141d720b77
Fixed error in copyright.
2013-07-05 13:56:48 +02:00
e9dca040a6
Added missing routine in commit c19905725fd91e91a7fb42437ff8155921a5b8bd.
2013-07-05 13:56:48 +02:00
e75df484e9
Code factorization.
2013-07-05 13:56:48 +02:00
c93f972ee5
Fixed bug introduced in 72a02846a810c3968040fd900e9f2b5a5fe9b432 and other bugs.
2013-07-05 13:56:48 +02:00
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
35c4debfc5
Cosmetic change.
2013-07-05 00:30:01 +02:00
f8e5cc7b49
Cosmetic change.
2013-07-05 00:24:17 +02:00
1b35bfb211
Fixed bug (wrong syntax for scp).
2013-07-05 00:02:15 +02:00
d428124ac9
Send the report on the web.
2013-07-04 22:12:04 +02:00
89474d5e44
Reorganization of the code with respect to the production of the summary report.
2013-07-04 21:28:08 +02:00
71e8cb569d
Added one output argument (return the output of clock).
2013-07-04 21:21:45 +02:00
11bda09860
Fixed typo.
2013-07-04 21:17:54 +02:00
fb5c5d4ea6
Added a routine to produce and send a summary report about unitary tests.
2013-07-04 18:06:12 +02:00
42ed03048b
Added option for saving the produced detailed report about unitary tests.
2013-07-04 15:57:31 +02:00
6bfda327b3
Fixed bug related to the presence of temporary files (begining with .#) in a folder.
2013-07-04 15:35:55 +02:00
4913413896
Fixed bug. Set elapsed time to NaN if the unitary test fails.
2013-07-04 15:34:50 +02:00
bbfe68a09d
Fixed bug + Cosmetic change.
2013-07-04 15:06:05 +02:00
1657111fa8
Added tags for unitary tests.
2013-07-04 15:00:24 +02:00
45d7568712
Fixed typo.
2013-07-04 14:38:22 +02:00
479cf5bf8b
Added routines to run matlab's unitary tests.
2013-07-04 14:36:31 +02:00
fcef6e83b5
Fixed bug related to the name of the tested matlab routine.
2013-07-04 14:10:17 +02:00
02820b7151
Merge pull request #440 from JohannesPfeifer/shock_decomp
...
Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
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
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
a6043ee628
Fixed typo.
2013-07-03 18:14:11 +02:00
71e9081d24
Added a routine that tests if unitary tests are available in a matlab routine.
2013-07-03 17:04:29 +02:00
c7f688249d
Added new routine that returns all the files available in a folder and its subfolders.
2013-07-03 17:03:00 +02:00
e69c7a68f4
Changed unitary tests (check also the number of observations).
2013-07-03 16:30:17 +02:00
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
6db5ba51cb
Added unitary tests.
2013-07-03 15:24:32 +02:00
1fce665e31
Cosmetic change.
2013-07-03 15:16:11 +02:00
0a544809b2
Fixed bug related to broadcasting in dynSeries objects.
2013-07-03 15:16:00 +02:00
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
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
627dda5fc0
Added error message if @dynSeries/dynSeries is called with an empty string.
2013-07-03 10:59:50 +02:00
4ba1b3feb4
Move axis command after plot in graph_decomp for not overriding it
2013-07-03 09:20:48 +02:00
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
53ce4205e2
Modified behaviour of disp overload method in @dynDate and @dynDates classes.
2013-07-01 18:21:21 +02:00
f042fcdd7b
Fixed display issues for dynDate and dynDates empty objects.
2013-07-01 17:24:22 +02:00
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
cb5cb03750
Added @dynDate/horzcat method.
2013-07-01 17:24:22 +02:00
375d7aae8e
Fixed typo and added unitary test.
2013-07-01 17:24:22 +02:00
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
b5c3ef2ade
Added new unitary test in @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
c3da506760
Added provisions for recursive call to @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
0fea61a551
Fixed typo (wrong numbering of the last unitary tests).
2013-07-01 17:24:22 +02:00
603aeeccb6
Added provisions for date(s) selection.
2013-07-01 17:24:22 +02:00
e7b22213de
Added comments.
2013-07-01 17:24:22 +02:00
06ef8fce30
Fixed typo.
2013-06-28 22:02:24 +02:00
c5b79f55e5
Fixed bug.
2013-06-28 17:18:13 +02:00
0b8202bae3
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 17:00:16 +02:00
e60d438e86
Fixed bug.
2013-06-28 16:59:47 +02:00
c3ec2704a7
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 16:27:40 +02:00
b281830983
Added new initialization mode ofr the Kalman filter and smoother.
2013-06-28 16:26:53 +02:00
14462b772d
Removed commented lines of code.
2013-06-28 13:41:17 +02:00
56e3d70618
Merge branch 'master' into experimental-smoother-on-calibrated-model
2013-06-28 12:09:41 +02:00
fde998ca4a
Removed leading wihite spaces in variable names.
2013-06-28 12:06:48 +02:00
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
61b3262d2c
Removed output argument.
2013-06-28 11:19:46 +02:00
6d6d92fe5b
Replaced oo by oo_ (otherwise the results are not returned in the global structure).
2013-06-28 11:19:18 +02:00
3f2a77b25d
Removed useless copy of options_ global structure.
2013-06-28 11:18:39 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
62af90efd4
error when bad value passed to graph_format
2013-06-27 16:45:08 +02:00
664997eec8
Removed leading wihite spaces in variable names.
2013-06-27 10:38:49 +02:00
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
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
...
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
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
8c9a8657ef
reporting: bug fix in echo for octave
2013-06-24 17:00:59 +02:00
51fc443e39
Fixed bug.
2013-06-24 15:40:39 +02:00
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
28f3ca1d07
Added overloaded disp and display methods for dynSeries objects.
2013-06-24 15:40:39 +02:00
51c4eb6cb3
Fixed bug.
2013-06-24 15:40:39 +02:00
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
bd90e73854
reporting: fix typo
2013-06-24 12:12:26 +02:00
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
55edb3c12e
Stop the simplex algorithm (mode_compute=8) if improving too slowly.
2013-06-24 10:24:56 +02:00
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
08feada8b0
Fixed bug.
2013-06-24 10:24:55 +02:00
120db8f1ea
Cosmetic changes.
2013-06-24 10:24:55 +02:00
2eb43cf2f6
Add check for purely backwards model to k_order_pert
...
The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
...
Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67.
2013-06-13 16:39:12 +02:00
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
9d3a1d242a
Added fake argument to matlab's implementation of mjdgges.
...
Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
a71b770fec
Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6).
2013-06-12 09:53:18 +02:00
1a6f8753d1
reporting: in windows, replace native filesep with forward slash for inclusion in tex file
2013-06-11 17:12:16 +02:00
dec9c3a315
reporting: search for pdflatex.exe on windows
2013-06-11 17:11:48 +02:00
58a583c248
reporting: fix echo command in system searches for pdflatex
2013-06-11 17:11:15 +02:00
97f777ea15
Make sure that recursive forecasting happens in increasing order of observations (required for plotting)
2013-06-09 10:56:58 +02:00
3347352a45
Fix plots for Recursive Forecasting and save them to graphs subfolder.
2013-06-09 10:55:52 +02:00
79748dd150
Correct displayed information if not total dataset is used.
2013-06-09 10:45:41 +02:00
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
2dc04c8c00
Correct a typo when solving an equation containing only lead and current values of endogenous
2013-06-07 20:27:10 +02:00
037ec55dfd
dynDate: add missing case to throw error if another char is passed
2013-06-07 17:23:22 +02:00
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +02:00
c82658a2a5
Bugfix for steady;
...
1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
8c14339a0f
Merge pull request #399 from JohannesPfeifer/master
...
Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
bf94bb3df8
Implement clock option of set_dynare_seed
...
Also improve documentation of set_dynare_seed.
Closes #362
2013-05-31 16:35:09 +02:00
9210ad68b5
Merge pull request #410 from rattoma/parallel_option
...
new option for user specific files
2013-05-31 05:46:31 -07:00
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
...
New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
2822fcd979
Fix bug introduced in 767dce0a
2013-05-28 10:16:26 +02:00
71ded60742
Merge pull request #401 from JohannesPfeifer/MCMCdiagnostics
...
Check in McMCDiagnostics.m whether all consecutive MH files are present
2013-05-27 05:51:16 -07:00
26602ecf3c
Bug fix for negative values of x(kk)
2013-05-27 12:00:39 +02:00
f7403c452e
Merge pull request #411 from JohannesPfeifer/cond_forecast_graphs
...
Add missing graph title that lead to crash in unconditional forecast test
2013-05-27 02:13:24 -07:00
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
bd68970c62
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-26 08:11:53 +02:00
74ee859b37
Merge pull request #408 from rattoma/master
...
allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
767dce0a3b
Check in McMCDiagnostics.m whether all consecutive MH files are present
...
Closes #390
2013-05-24 11:18:31 +02:00
57cf45ef0b
Merge pull request #404 from JohannesPfeifer/BVAR_graphs
...
Make BVAR obey graph-options and save to graph folder
2013-05-24 02:11:24 -07:00
77488f5f22
Make BVAR obey graph-options and save to graph folder
2013-05-24 11:04:21 +02:00
b6a054dc4f
Merge pull request #403 from JohannesPfeifer/irf_shocks
...
Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
353d864429
Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
...
Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
73765b52ca
Allow using new option
...
options_.parallel_info.local_files
that allow porting to remote threads user-specific local files needed to run the project (e.g. used within the steadystate file)
2013-05-23 17:54:22 +02:00
c035ca30af
Fix nonexistent variable names
2013-05-23 13:03:52 +02:00
da1a190630
Remove spurious displayed variables
2013-05-23 11:52:28 +02:00
7bef23f1b3
Allow asymmetric mode check plots, using the new option
...
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
5842c6c1c5
Make unconditional forecasts save figures to graph folder
...
Also provides more expressive title
2013-05-20 00:14:05 +02:00
ed823c2ef6
Make PosteriorIRF obey irf_shocks
...
The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
2013-05-18 20:49:51 +02:00
834e18c02c
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-05-18 10:44:07 +02:00
115b16236b
Fix bug in dsge_likelihood for univariate_kalman_filter
...
ÿÿÿ
Lines 399-418 set the measurement covariance matrix and save it to H1.
If it is diagonal, it is not recomputed again as
correlated_errors_have_been_checked is 0. In that case, lines 654-675
are not entered and univariate_kalman_filter tries to use the old H, but
it was named H1 before, leading to a crash. Changing the name of the
matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
uses the correctly updated matrix of the
~correlated_errors_have_been_checked and the previously computed H1 in
the other cases.
2013-05-17 23:54:17 +02:00
5e00e5f330
reporting: @series: add new option tableMarkerLimit
2013-05-17 14:02:59 +02:00
a4c4f9e04d
reporting: @series: fix comment
2013-05-17 13:50:43 +02:00
5c1846eb1e
reporting: @series: fix coloring
2013-05-17 13:49:45 +02:00
e30cbef217
Better fix for the issue raised in cc5527c commit message
2013-05-17 10:39:05 +02:00
4f8af445f7
Revert "Move filling of decision rules to respective orders"
...
This reverts commit cc5527c843
2013-05-17 10:32:27 +02:00
0d9cf39fa0
reporting: @report: bug fix: test for os x on octave
2013-05-16 14:31:50 +02:00
08d1d0b521
reporting: @report: simplify test for os x
2013-05-16 14:31:49 +02:00
9d8c135f59
reporting: use matlab2tikz when using Octave w OS X
2013-05-16 14:31:49 +02:00
7037e2a4bc
reporting: centralize/automate display.m
2013-05-16 14:31:40 +02:00
965f54884d
reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods
2013-05-16 14:31:40 +02:00
7428ea2cc6
reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods
2013-05-16 14:31:40 +02:00
f877620b93
reporting: remove footnote option
2013-05-15 16:28:32 +02:00
20e5a4d4b6
reporting: remove config option
2013-05-15 16:23:58 +02:00
5920457437
reporting: aesthetic change
2013-05-15 13:05:33 +02:00
1a83647928
reporting: @report: add compiler option to compile() as alternative method to pass compiler information
2013-05-15 13:05:33 +02:00
fe68b69302
reporting: @report: throw explicit error if user has not passed compiler option on Windows
2013-05-15 13:05:26 +02:00
e6b99ad617
reporting: @graph: only take string representation of color
2013-05-14 18:36:01 +02:00
cbd43ee9df
reporting: on error reading user options, print actual option passed not lowercase version of it
2013-05-14 17:24:41 +02:00
d6210a4a34
reporting: @series: fix display
2013-05-14 16:52:09 +02:00
Stéphane Adjemian (Charybdis)
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Frédéric Karamé
Ferhat Mihoubi
Marco Ratto
Johannes Pfeifer