Commit Graph

3963 Commits (e36516f76699d9df18344df92f73d62ca681538a)

Author SHA1 Message Date
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
Stéphane Adjemian (Charybdis) 120db8f1ea Cosmetic changes. 2013-06-24 10:24:55 +02:00
Johannes Pfeifer 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
Johannes Pfeifer 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
Stéphane Adjemian (Charybdis) 33053a7303 Fixed bug. 2013-06-20 18:04:38 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 24b0b22e4d Factorized code using ispd routine and fixed bugs in models with measurement errors. 2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis) 268095276c Factorized code using ispd routine. 2013-06-20 12:59:01 +02:00
Stéphane Adjemian (Charybdis) 3701707e63 Rewrote ispd routine more efficiently using cholesky decomposition. 2013-06-20 12:57:53 +02:00
Stéphane Adjemian (Charybdis) 60cab18e78 Added new routine. 2013-06-20 12:56:53 +02:00
Stéphane Adjemian (Charybdis) 78a1607bc1 Fixed typo. 2013-06-20 11:55:33 +02:00
Stéphane Adjemian (Charybdis) 6dc7325c9f Fixed seed in non linear filters. 2013-06-20 11:49:10 +02:00
Stéphane Adjemian (Charybdis) ea920649bd Removed useless line. 2013-06-20 11:43:33 +02:00
Stéphane Adjemian (Charybdis) 39ef86f118 Partially reverted commit 06237375db. 2013-06-18 22:30:49 +02:00
Frédéric Karamé 1bbfd90498 Added online auxiliary filter as options_.mode_compute=10. 2013-06-18 16:18:55 +02:00
Frédéric Karamé 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
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 59c8089214 Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 479034ae6d Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 480704ff17 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 7f53a992c0 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 3a10b47a79 Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 473ec84255 Added unitary tests. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 00c5f4623a Added unit test. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 47a5a20a64 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 0108a94c4e Added unitary test in @dynSeries/align method. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 38f912268a Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 2d1a1fc742 Added the possibility to rename the selected variables to be saved in a data file. 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi 7cff2a32db Get rid of extra space characters. 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi 2faca37231 Allows to compute the sum of two dynSeries with different starting dates 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi eb7c28f2d7 Allows to compute the difference between two dynSeries with different starting dates 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi 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
Ferhat Mihoubi 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
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis) 8e897b63e2 Fixed typo introduced in commit e8ed4c1f67. 2013-06-13 16:39:12 +02:00
Johannes Pfeifer e8ed4c1f67 Bunch of cosmetic changes 2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis) 8574dfd053 Adapted print_info routine. 2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 0f570d1d98 Added input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis) 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
Houtan Bastani 1a6f8753d1 reporting: in windows, replace native filesep with forward slash for inclusion in tex file 2013-06-11 17:12:16 +02:00
Houtan Bastani dec9c3a315 reporting: search for pdflatex.exe on windows 2013-06-11 17:11:48 +02:00
Houtan Bastani 58a583c248 reporting: fix echo command in system searches for pdflatex 2013-06-11 17:11:15 +02:00
Johannes Pfeifer 97f777ea15 Make sure that recursive forecasting happens in increasing order of observations (required for plotting) 2013-06-09 10:56:58 +02:00
Johannes Pfeifer 3347352a45 Fix plots for Recursive Forecasting and save them to graphs subfolder. 2013-06-09 10:55:52 +02:00
Johannes Pfeifer 79748dd150 Correct displayed information if not total dataset is used. 2013-06-09 10:45:41 +02:00
Ferhat Mihoubi 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
Ferhat Mihoubi 2dc04c8c00 Correct a typo when solving an equation containing only lead and current values of endogenous 2013-06-07 20:27:10 +02:00
Houtan Bastani 037ec55dfd dynDate: add missing case to throw error if another char is passed 2013-06-07 17:23:22 +02:00
Michel Juillard ed4d184c9d fixing bug for shock_decomposition with calibrated model (issue #259) 2013-06-03 16:45:39 +02:00
Johannes Pfeifer 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
Sébastien Villemot 8c14339a0f Merge pull request #399 from JohannesPfeifer/master
Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
Sébastien Villemot 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
Sébastien Villemot 9210ad68b5 Merge pull request #410 from rattoma/parallel_option
new option for user specific files
2013-05-31 05:46:31 -07:00
Sébastien Villemot 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
Marco Ratto 4923ba0952 Introduced new option that allows to set prior (sign) restrictions to irf's 2013-05-30 10:57:39 +02:00
Sébastien Villemot 2822fcd979 Fix bug introduced in 767dce0a 2013-05-28 10:16:26 +02:00
Sébastien Villemot 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
Marco Ratto 26602ecf3c Bug fix for negative values of x(kk) 2013-05-27 12:00:39 +02:00
Sébastien Villemot 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
Johannes Pfeifer 12bbf051a3 Add missing graph title that lead to crash 2013-05-26 08:30:47 +02:00
Johannes Pfeifer bd68970c62 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-26 08:11:53 +02:00
Sébastien Villemot 74ee859b37 Merge pull request #408 from rattoma/master
allow asymmetric mode check plots
2013-05-24 02:38:01 -07:00
Johannes Pfeifer 767dce0a3b Check in McMCDiagnostics.m whether all consecutive MH files are present
Closes #390
2013-05-24 11:18:31 +02:00
Sébastien Villemot 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
Johannes Pfeifer 77488f5f22 Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
Sébastien Villemot b6a054dc4f Merge pull request #403 from JohannesPfeifer/irf_shocks
Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
Sébastien Villemot 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
Marco Ratto 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
Sébastien Villemot c035ca30af Fix nonexistent variable names 2013-05-23 13:03:52 +02:00
Sébastien Villemot da1a190630 Remove spurious displayed variables 2013-05-23 11:52:28 +02:00
Marco Ratto 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
Johannes Pfeifer 5842c6c1c5 Make unconditional forecasts save figures to graph folder
Also provides more expressive title
2013-05-20 00:14:05 +02:00
Johannes Pfeifer 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
Johannes Pfeifer 834e18c02c Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-05-18 10:44:07 +02:00
Johannes Pfeifer 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
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani a4c4f9e04d reporting: @series: fix comment 2013-05-17 13:50:43 +02:00
Houtan Bastani 5c1846eb1e reporting: @series: fix coloring 2013-05-17 13:49:45 +02:00
Sébastien Villemot e30cbef217 Better fix for the issue raised in cc5527c commit message 2013-05-17 10:39:05 +02:00
Sébastien Villemot 4f8af445f7 Revert "Move filling of decision rules to respective orders"
This reverts commit cc5527c843.

This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
2013-05-17 10:32:27 +02:00
Houtan Bastani 0d9cf39fa0 reporting: @report: bug fix: test for os x on octave 2013-05-16 14:31:50 +02:00
Houtan Bastani 08d1d0b521 reporting: @report: simplify test for os x 2013-05-16 14:31:49 +02:00
Houtan Bastani 9d8c135f59 reporting: use matlab2tikz when using Octave w OS X 2013-05-16 14:31:49 +02:00
Houtan Bastani 7037e2a4bc reporting: centralize/automate display.m 2013-05-16 14:31:40 +02:00
Houtan Bastani 965f54884d reporting: @seriesElements: rename numElements to numSeriesElements to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani 7428ea2cc6 reporting: @objArray: change numObjs to numObjArray to conform with other numClass methods 2013-05-16 14:31:40 +02:00
Houtan Bastani f877620b93 reporting: remove footnote option 2013-05-15 16:28:32 +02:00
Houtan Bastani 20e5a4d4b6 reporting: remove config option 2013-05-15 16:23:58 +02:00
Houtan Bastani 5920457437 reporting: aesthetic change 2013-05-15 13:05:33 +02:00
Houtan Bastani 1a83647928 reporting: @report: add compiler option to compile() as alternative method to pass compiler information 2013-05-15 13:05:33 +02:00
Houtan Bastani fe68b69302 reporting: @report: throw explicit error if user has not passed compiler option on Windows 2013-05-15 13:05:26 +02:00
Houtan Bastani e6b99ad617 reporting: @graph: only take string representation of color 2013-05-14 18:36:01 +02:00
Houtan Bastani cbd43ee9df reporting: on error reading user options, print actual option passed not lowercase version of it 2013-05-14 17:24:41 +02:00
Houtan Bastani d6210a4a34 reporting: @series: fix display 2013-05-14 16:52:09 +02:00
Houtan Bastani a4a5eb6022 reporting: @series: change showTableMarkers to tableShowMarkers 2013-05-14 16:52:09 +02:00
Houtan Bastani b631fc1d7f reporting: @series: change lineWidth to graphLineWidth 2013-05-14 16:52:09 +02:00
Houtan Bastani f6ff010b36 reporting: @series: rename lineStyle as graphLineStyle 2013-05-14 16:52:08 +02:00
Houtan Bastani 8a45999e19 reporting: change color to graphLineColor 2013-05-14 16:52:08 +02:00
Houtan Bastani df3b337924 reporting: @series: remove unnecessary assertion 2013-05-14 16:52:08 +02:00
Houtan Bastani e185ee7172 reporting: fix typos in validity checks 2013-05-14 13:11:46 +02:00
Houtan Bastani 0c6f7dd8cd reporting: change hlines to showHlines 2013-05-14 13:11:46 +02:00
Houtan Bastani af094d0271 reporting: implement hlines option 2013-05-14 13:11:46 +02:00
Houtan Bastani e437480d26 reporting: change vlines to showVlines 2013-05-14 13:11:46 +02:00
Stéphane Adjemian fc83427185 Merge pull request #393 from JohannesPfeifer/display_tables
Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
Sébastien Villemot 0d5a9e3a06 Merge pull request #391 from JohannesPfeifer/master
Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
Johannes Pfeifer cc5527c843 Move filling of decision rules to respective orders
Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
2013-05-13 19:23:38 +02:00
Houtan Bastani df0749d166 reporting: change zeroline to showZeroline 2013-05-13 18:48:43 +02:00
Houtan Bastani 788b7e3d11 reporting: bug fix: only assign a tempname to figname when one doesn't already exist 2013-05-13 18:19:16 +02:00
Houtan Bastani 9fa99b5337 reporting: make option names uniform by removing underscores to conform with Matlab style options
Conflicts:
	matlab/reports/@series/series.m
	matlab/reports/@series/write.m
2013-05-13 18:16:52 +02:00
Houtan Bastani bd11ea293e reporting: change tableMarkers to showTableMarkers 2013-05-13 18:16:52 +02:00
Houtan Bastani f03bf0a615 reporting: preserve case when assigning method options while allowing user to enter any case 2013-05-13 18:16:52 +02:00
Houtan Bastani 333d515fe9 reporting: change legend_boxoff to showLegendBox 2013-05-13 18:16:52 +02:00
Houtan Bastani 80c9bf6c4c reporting: change legend to showLegend 2013-05-13 18:16:52 +02:00
Houtan Bastani 36ee655d03 reporting: change showdate to showDate 2013-05-13 18:16:52 +02:00
Houtan Bastani 89b0bd0904 reporting: change grid option to showGrid 2013-05-13 18:16:52 +02:00
Sébastien Villemot 03ec4fa88d Merge pull request #394 from JohannesPfeifer/k_order_pert_pruning_simult
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
2013-05-13 08:34:31 -07:00
Stéphane Adjemian (Charybdis) 86ee57876d Fixed bug when NAMES__ is not defined. 2013-05-13 16:27:37 +02:00
Stéphane Adjemian (Charybdis) ccaefc4032 Added @dynSeries/lag method. 2013-05-13 13:53:25 +02:00
MichelJuillard 459a93d2d5 Merge pull request #395 from JohannesPfeifer/prior_violation
Make error message if mode violated prior more explicit
2013-05-12 06:47:26 -07:00
Johannes Pfeifer d9fb19e479 Make error message if mode violated prior more explicit 2013-05-12 13:27:55 +02:00
Johannes Pfeifer 44a6641782 Bugfix for simult_.m when used with k_order_pert and pruning at order=1
In the rare combination of k_order_solver, pruning, and order=1 the steady state was not subtracted from the starting values when doing simulations
2013-05-11 12:14:11 +02:00
Johannes Pfeifer 7aea75f348 Add function for displaying estimation results
The commit moves the creation of results tables, both the ones displayed
and printed to LaTeX, from dynare_estimation_1.m to a separate function.
This factorization later allows to use this function to display results
from other estimation routines. At the same time, it removes the display
of t-statistics for posterior estimates ( #339 )
2013-05-10 18:58:08 +02:00
Johannes Pfeifer 42081aec88 Filter out stale loglinear option
With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
Houtan Bastani adb8685f4d fix typo 2013-05-03 14:54:47 +02:00
Houtan Bastani eebdfd623c reporting: fix xticklabels 2013-05-03 14:44:30 +02:00
Sébastien Villemot 67e245934f Merge pull request #384 from JohannesPfeifer/master
Remove mexErrorCheck from k_order_pert to make it obey the noprint-option
2013-05-03 02:37:25 -07:00
Houtan Bastani 6243c71ea7 reporting: cosmetic changes 2013-05-03 08:05:09 +02:00
Houtan Bastani 249cd9646e reporting: for octave, use octave tikz conversion as opposed to matlab2tikz 2013-05-03 07:37:12 +02:00
Houtan Bastani a90618f748 reporting: write pdf compilation to stdout in Octave 2013-05-03 07:33:50 +02:00
Johannes Pfeifer 996ff3bfd3 Remove mexErrCheck from k_order_pert to make it obey the noprint-option
Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
Johannes Pfeifer 7094a45f6d Revert "Make error message for prior violation more explicit by adding second argument to info()"
This reverts commit 2815d5fbd4.
2013-05-02 14:31:29 +02:00
Johannes Pfeifer 1e0a728906 Fix bug introduced in 27fda91c8c
For parallel computations, the relative path is necessary.
2013-05-02 14:27:05 +02:00
Marco Ratto 1b2cf2a45b Fixed bug introduced in commit d541202. 2013-05-02 08:36:29 +02:00
Sébastien Villemot 188d269467 Merge pull request #379 from JohannesPfeifer/master
Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
Marco Ratto ab5b922e46 -) fixed bug introduced in commit 66527df;
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Marco Ratto afc2454913 Bug fix: when no analytic derivation and change in x very small. 2013-04-30 11:38:18 +02:00
Johannes Pfeifer 50f97ffc16 Capitalize figure title in mh_autocorrelation_function 2013-04-29 23:40:22 +02:00
Johannes Pfeifer fe6f63aa2e Fixed bug in name2index
Previously, the strings were concatenated, rendering calls to strmatch
wrong. Changed to cell arrays on which strmatch operates.
2013-04-29 23:17:11 +02:00
Johannes Pfeifer 749fff9dcb Make traceplot and mh_autocorrelation save graphs; add legend 2013-04-29 23:15:44 +02:00
Johannes Pfeifer c0f12968ee Create graph folder in rplot if it does not exist 2013-04-29 22:30:52 +02:00
Marco Ratto f5a6835c63 Fixed bug with calls to dsge smoother which were broken with missing values;
Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
Johannes Pfeifer 3c27394561 Fix bug introduced in df611e9e9d 2013-04-27 16:53:08 +02:00
Johannes Pfeifer 69372d290d Make Stability Mapping more readable.
Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
Johannes Pfeifer 27fda91c8c Replace relative by absolute filenames
Closes #329
2013-04-27 16:36:10 +02:00
Johannes Pfeifer dc8bc3ef65 Use filesep instead of '/' 2013-04-27 16:22:25 +02:00
Johannes Pfeifer 4b4e7ad671 Make rplot save figures in graph-folder and obey nodisplay option
option
2013-04-27 14:58:16 +02:00
Johannes Pfeifer 76961ee59b Provide RMSE with more expressive figure titles 2013-04-27 12:53:06 +02:00
Johannes Pfeifer 935f8eb025 Provide Redform Mapping with more expressive figure titles 2013-04-27 12:52:48 +02:00
Johannes Pfeifer df611e9e9d Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones 2013-04-27 11:53:35 +02:00
Johannes Pfeifer 32417def82 Provide stability mapping with more expressive figure titles 2013-04-27 10:58:36 +02:00
Johannes Pfeifer c0797ea283 Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
Johannes Pfeifer dce8e74c33 Fix bug where initial_estimation_checks was performed on prior mean instead of specified mode
If the mode_file option was used, xparam1 was reloaded from the
mode-file after the initial checks, sometimes leading to very cryptic
errors. Now the initial checks already load the correct parameter
vector.
2013-04-26 21:10:36 +02:00
Johannes Pfeifer 2815d5fbd4 Make error message for prior violation more explicit by adding second argument to info() 2013-04-26 20:20:23 +02:00
Johannes Pfeifer d3457ee4d9 Make UnivariateSpectralDensity save plots to graphs-folder
Also make the plots obey the nodisplay option
2013-04-26 19:59:32 +02:00
Johannes Pfeifer 58b6c3122f Cosmetic Changes to Graphs 2013-04-26 19:57:36 +02:00
Houtan Bastani 4ba3815a0d Merge pull request #377 from JohannesPfeifer/master
Fix small bug in print_info
2013-04-26 08:48:45 -07:00
Johannes Pfeifer 9310467658 Fix crash in print_info
If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
Houtan Bastani 8f65eafb8f fix typo 2013-04-26 15:04:56 +02:00
Sébastien Villemot e783084126 Fix comment blocks 2013-04-26 09:50:56 +02:00
Houtan Bastani 1f6cfb7f15 faster load_csv_file_data on Matlab using importdata 2013-04-25 18:40:19 +02:00
Houtan Bastani cc923e5315 reporting: @graph: add shade_color option 2013-04-25 18:40:02 +02:00
Houtan Bastani e3bb2760cf reporting: @graph: add option shade_opacity 2013-04-25 18:40:02 +02:00
Johannes Pfeifer c55d0a3ae4 Remove pruning_forecast_approximation introduced in cdb7b01879 2013-04-25 12:04:44 +02:00
Johannes Pfeifer cdb7b01879 Implement Andreasen et al. 2013 pruning at order
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Houtan Bastani efaa3c71c5 reporting: @graph: add option to turn legend box on or off 2013-04-24 18:12:11 +02:00
Houtan Bastani e65ee25883 reporting: @graph: avoid legend crash on octave 2013-04-24 17:59:45 +02:00
Johannes Pfeifer 5cb9b02863 Fix unfold for third order pruning 2013-04-24 13:09:40 +02:00
Michel Juillard 9b3c83554a adding the constant (steady state + effect of future uncertainty) to
the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
Michel Juillard d97e036868 fixing missing increment of index in unfold3, unfold21, unfold12 2013-04-21 20:48:26 +02:00
Stéphane Adjemian 24caaf9864 Merge pull request #373 from FerhatMihoubi/master
2 requests
2013-04-19 09:30:48 -07:00
Ferhat Mihoubi 9387b4a28d Consider the case of non available variable in the csv file 2013-04-19 18:26:20 +02:00
Houtan Bastani 41b11709e8 reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
Houtan Bastani 86952b06b0 reporting: @section: adjust spacing 2013-04-19 18:24:01 +02:00
Ferhat Mihoubi 7bbffd7cef Deals with empty values in csv file, removed a useless test 2013-04-19 16:04:06 +02:00
Marco Ratto ad34f3dbf1 Fixed bugs related to the case where no shock standard deviation is estimated 2013-04-18 19:36:41 +02:00
Marco Ratto 3aa9419835 rename local variables to minimize the risk of overlapping with names stored in data file 2013-04-18 19:35:49 +02:00
Sébastien Villemot e1f702f83a Various fixes to steady state computation in estimation DLL
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Houtan Bastani c7bb71199d reporting: @reporting: open pdf file after compilation (Matlab only) 2013-04-18 17:28:59 +02:00
Houtan Bastani ac47e81fb1 reporting: @graph: set prettier spacing of xticklabels 2013-04-18 17:19:48 +02:00
Houtan Bastani e786fa8627 the last 32bit release of matlab for osx was 7.11 (R2010b) 2013-04-18 11:12:33 +02:00
Stéphane Adjemian (Charybdis) 409675ce9c Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided. 2013-04-12 17:55:14 +02:00
Stéphane Adjemian (Charybdis) 3b3d753d54 Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied. 2013-04-12 17:53:13 +02:00
Stéphane Adjemian (Charybdis) b955b20bf3 Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted. 2013-04-12 17:50:52 +02:00
Stéphane Adjemian (Charybdis) 63502db6c0 Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added. 2013-04-12 17:48:00 +02:00
Stéphane Adjemian (Charybdis) be91a24daa Fixed bug that was affecting the display of dynDates objects. 2013-04-12 17:41:32 +02:00
Stéphane Adjemian (Charybdis) 6eecf0ba10 Fixed typo in header. 2013-04-12 17:21:10 +02:00
Stéphane Adjemian (Charybdis) 1dd0518188 Added unitary test in dynSeries/subsasgn. 2013-04-12 16:27:46 +02:00
Stéphane Adjemian (Charybdis) 681e7b677d Added the possibility to use two regular expressions in dynSeries/subsasgn method.
As in dynSeries/extract we consider a tensor product.
2013-04-12 16:26:57 +02:00
Stéphane Adjemian (Charybdis) f447ea8feb Added unitary test in dynSeries/extract method. 2013-04-12 15:59:19 +02:00
Stéphane Adjemian (Charybdis) 2a9e075c63 Added the possibility to use two regaular expressions in @dynSeries/extract method.
*Example*

Suppose that a dynSeries object contains the following set of variables

GDP_1
GDP_2
GDP_3
GDP_4
GDP_5
GDP_6
GDP_7
HICP_1
HICP_2
HICP_3
HICP_4
HICP_5
HICP_6
HICP_7
Consumption_1
Consumption_2
Consumption_3
Consumption_4
Consumption_5
Consumption_6
Consumption_7

Then the syntax:

b = a{'@GDP,HICP@_@1,2,3@'}

will instantiate a new dynSeries object containing variables:

GDP_1
GDP_2
GDP_3
HICP_1
HICP_2
HICP_3
2013-04-12 15:58:55 +02:00
Stéphane Adjemian (Charybdis) 0cdb636d67 Remove possible leading and trailing white spaces in variable names. 2013-04-12 14:39:39 +02:00
Frédéric Karamé c85f27b910 add comments 2013-04-12 10:38:34 +02:00
Frédéric Karamé 8976bcf82c fix bug in the dimension of the noise vector 2013-04-12 10:38:33 +02:00
Frédéric Karamé ae55884261 factorization of the Neff routine 2013-04-12 10:38:33 +02:00
Frédéric Karamé 25179aba7f add a routine to build the proposal distribution for the conditional particle filter 2013-04-12 10:38:33 +02:00
Houtan Bastani 3b92c1b1c7 remove unused variables 2013-04-11 19:07:34 +02:00
Houtan Bastani 73fcf9719e fix comment and error 2013-04-11 19:07:34 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Marco Ratto b77445e5f9 1) Allow threshold reduced form mapping also for posterior samples;
2) Improve the notation of info saved of  threshold reduced form mapping which was obscure.
2013-04-11 10:14:29 +02:00
Houtan Bastani b0f9131f13 reporting: @report: add compile method 2013-04-10 18:08:14 +02:00
Houtan Bastani 17c7c3f0d2 reporting: add more info to stdout during processing/writing 2013-04-10 14:55:19 +02:00
Houtan Bastani a0f25ee621 reporting: comment cleanup 2013-04-10 13:01:22 +02:00
Houtan Bastani 3e9e35aff6 reporting: allow for manual height adjustment of sections 2013-04-10 12:53:41 +02:00
Johannes Pfeifer c071df7f78 Clarify terminology used for filtered variables
Closes #317
2013-04-10 10:44:24 +02:00
Houtan Bastani c8a888729d reporting: @graph: keep line handles for use with legend 2013-04-09 17:37:54 +02:00
Houtan Bastani 7ea21ca765 reporting: @graph: legend uses tex 2013-04-09 17:37:54 +02:00
Houtan Bastani 87102cbdea reporting: @graph: ensure xlim is not larger than actual xlimits 2013-04-09 17:37:54 +02:00
Houtan Bastani 8468a1bc04 reporting: @graph: use green shading which is easier to see because 'FaceAlpha' doesn't work on octave (at least on os x) 2013-04-09 11:49:16 +02:00
Houtan Bastani a3cf461bea reporting: @graph: if shading, move to bottom 2013-04-09 11:16:30 +02:00
Houtan Bastani e672d88d7a reporting: @graph: uistack fix for octave & move zeroline writing up 2013-04-09 11:16:01 +02:00
Marco Ratto 9ca6898446 Fixed bug introduced in commit c9402d9ecc for local threads 2013-04-08 12:47:41 +02:00
Marco Ratto c9402d9ecc Several bug fixes:
1) properly manage hybrid matlab/octave computations;
2) check for function handles under octave, which cannot be saved on a mat file;
3) bug fix for non standard octave path;
4) synchronization fix under octave;
5) Retrieve missing output files when remote threads are finished;
6) check if input files have been updated, like in metropolis computations with load_mh_file=1;
7) check if output files are missing to trap synchronization failures: this may be inefficient and needs to be improved for unix/windows clusters;
8) fixed cleanup with multiple remote nodes.
2013-04-05 17:44:08 +02:00
Marco Ratto 844cbac2b3 fixed output argument as a proper char matrix for both unix and windows OS. 2013-04-05 17:30:50 +02:00
Marco Ratto 8de02041ef synchronization pause(1) to fix bug in matlab-octave clusters under unix 2013-04-05 17:29:40 +02:00
Marco Ratto 0fb688136e 1) used Environment input argument to GiveCPUnumber to fix bug with hybrid unix/windows clusters;
2) removed return after failure of ping; some machines like hal can be connected but do not allow ping;
2013-04-05 17:28:43 +02:00
Marco Ratto 09bc0a0aaa fixed bug with seeds in hybrid matlab-octave parallel clusters 2013-04-05 17:25:34 +02:00
Marco Ratto fe0054f370 allow posterior irf plots for octave 2013-04-05 17:17:47 +02:00
Marco Ratto 84f0d6c7da bug fix for octave under windows and hybrid unix-windows clusters 2013-04-05 17:16:17 +02:00
Sébastien Villemot 2bc167fc6a ILU wrapper around LUINC: don't test setup.type
It is anyway impossible to have exactly the same behaviour of ilu and luinc
with respect to zero filling and maximum pivot
2013-04-05 15:05:19 +02:00
Houtan Bastani f944dde89a reporting: @graph: push zeroline to bottom 2013-04-05 13:15:00 +02:00
Houtan Bastani 0cb0a23ec1 reporting: @graph: add zeroline option 2013-04-05 11:48:56 +02:00
Houtan Bastani 1f9e6dea8d add strjoin to missing 2013-04-04 11:35:45 +02:00
Houtan Bastani 18a24de73d reporting: @report: simplified syntax for adding vspace 2013-04-04 08:50:49 +02:00
Houtan Bastani 5f304863e5 reporting: @elements: add end.m 2013-04-04 08:48:24 +02:00
Houtan Bastani 8f7bcfc22d reporting: @table: fix display 2013-04-04 08:42:41 +02:00
Houtan Bastani aa7bb4625e reporting: fix typo 2013-04-04 07:35:54 +02:00
Houtan Bastani eae3f2fe28 reporting: @series: write tex name to table 2013-04-03 19:13:32 +02:00
Houtan Bastani a8b9dd24b8 dynSeries: tex_rename: allow to be used with one arg when the dynSeries has only one var 2013-04-03 19:13:32 +02:00
Houtan Bastani b089cae9f6 bug fix: tmp should be char not cell 2013-04-03 19:13:32 +02:00
Stéphane Adjemian (Charybdis) cd3a5b8f32 Changed interface and calibration (cubature & unscented transform). 2013-04-03 18:40:14 +02:00
Houtan Bastani 3efe8b5232 reporting: @series: add align_right option 2013-04-03 16:28:17 +02:00
Houtan Bastani b7786bf4bb reporting: @table: add vline_after option 2013-04-03 14:40:06 +02:00
Houtan Bastani 38d56ecfca reporting: @table: allow control of title font size 2013-04-03 11:37:19 +02:00
Houtan Bastani 965896d8c9 reporting: @series support writing colors/marking table rows 2013-04-02 15:00:27 +02:00
Houtan Bastani 21333de9ef reporting: @seriesElements: bug fix 2013-04-02 15:00:27 +02:00
Houtan Bastani 0569e46faa reporting: fix typo 2013-04-02 15:00:27 +02:00
Houtan Bastani 25a013b222 reporting: @series: use graph_* to precede graph-specific options 2013-04-02 15:00:27 +02:00
Houtan Bastani 53e0768f8f dynDates: add end keyword 2013-04-02 11:12:00 +02:00
Houtan Bastani 54b0f3184d reporting: @table: use @series 2013-04-02 11:08:23 +02:00
Stéphane Adjemian (Charybdis) 4e1165c905 Added Gaussian unscented cubature (order three approximation). 2013-03-30 11:06:41 +01:00
Stéphane Adjemian (Charybdis) 5ed35c2927 Fixed bug in insert_object_in_one_dimensional_cell_array routine when the original cell array is empty. 2013-03-30 11:06:41 +01:00
Houtan Bastani ea718d6998 dynDate: fix typos 2013-03-29 18:51:26 +01:00
Houtan Bastani 9637a9d4ce reporting: @graph: bug fix 2013-03-29 17:58:54 +01:00
Houtan Bastani 1006b849de reporting: factorize max range code for eventual use with @table 2013-03-29 17:25:04 +01:00
Houtan Bastani 513272a832 reporting: simplifying syntax at report object level for series 2013-03-29 17:25:04 +01:00
Houtan Bastani 95ee0857b9 reporting: use end keyword in simplified syntax 2013-03-29 17:25:04 +01:00
Houtan Bastani 691c3b79f8 dynDates: bug fix 2013-03-29 17:25:04 +01:00
Houtan Bastani 25d8ea8bfc reporting: @series use size instead of numel 2013-03-29 15:55:28 +01:00
Houtan Bastani 9417bd1106 reporting: support end keyword for indexing 2013-03-29 15:55:28 +01:00
Houtan Bastani 340be3329e reporting: @graph: code cleanup 2013-03-29 15:55:27 +01:00
Houtan Bastani 5f0746aafe reporting: @graph: issue warning if no series to plot 2013-03-29 15:55:27 +01:00
Stéphane Adjemian (Charybdis) aa73a3f5ed Added unitary test in dynSeries/subsref. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 7fe697a7e0 Added the possibility to extract variables from dynSeries object using indices instead of variable names.
If ts is a dynSeries object containing variables A1, A2, A3, A4, A5, then the following syntaxes are equivalent:

ts{[1, 2, 5]}

ts{'A1','A2','A5'}

and will create a new dynSeries object made of variables A1, A2 and A5.
2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) bc1689fa05 Added iscellofchar function.
Test if all the elements of a two dimensional cell array are strings.
2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) ae80129db6 Added unitary test for @dynSeries/size. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 45b89a17c3 Give dot access to the @dynSeries/size function. 2013-03-29 14:53:34 +01:00
Stéphane Adjemian (Charybdis) 9f117f9d00 Changed behaviour of @dynSeries/size.
If called with a second input argument (dim), size returns the number of observations if dim==1 or
the number of variables if dim==2. Without this second argument, size returns the number of
observations and the number of variables.
2013-03-29 14:53:34 +01:00
Houtan Bastani 077f98445b reporting: numel -> numElements, numPages 2013-03-29 10:16:16 +01:00
Houtan Bastani 26a14fe9d9 reporting: @section: remove unsupported field 2013-03-28 18:08:16 +01:00
Houtan Bastani ffbaf1a5b5 reporting: fix typo 2013-03-28 18:08:16 +01:00
Houtan Bastani 430f7b538f reporting: @graph, @series, support syntax simplification 2013-03-28 18:08:16 +01:00
Houtan Bastani aecd2a89ad reporting: rename numElements as numel 2013-03-28 18:08:15 +01:00
Houtan Bastani 09931c07ee reporting: @series class 2013-03-28 18:08:15 +01:00
Sébastien Villemot f92965b28c CSV datafiles: document it, autodetect extension 2013-03-28 12:50:04 +01:00
Stéphane Adjemian (Charybdis) 8311caf304 Closes #346 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 1dd2512532 Added unitary test in @dynSeries/subsasgn 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 5e16db5760 Closes #333 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 44287a2d75 Added routine. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) fbc34e74d4 Fixed bug. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 6f8aed5109 Fixed numbering of the unitary tests in @dynSeries/subsasgn method. 2013-03-28 12:31:34 +01:00
Stéphane Adjemian (Charybdis) 974e8b1a39 Fixed bug. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 5132e501cf Fixed bug. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 35542ec904 Added the possibility to factorize the extraction of variables from a dynSeries object.
In addition to the already implemented selection mechanism using matlab's regular expressions,
we allow the following syntax:

a = ts{'GDP_@US,JP,FR@'};

to extract variables GDP_US, GDP_JP and GDP_FR from dynSeries object ts. If one of these variables
does not exist, an error message is issued.
2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 15a916512f Added unitary test in @dynSeries/extract method. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 3da56958bc Cosmetic change. Removed commented line of code. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 13ffe7d52c Added test in @dynSeries/check method. 2013-03-28 12:31:33 +01:00
Stéphane Adjemian (Charybdis) 12517aa9f4 Fixed bug. Missing definition of time member in @dynSeries/merge method. 2013-03-28 12:31:33 +01:00
Marco Ratto 9a622298e8 Fixed spurious bugs when new MC smoother is invoked when an old one is already present in gsa results subfolders 2013-03-27 17:39:55 +01:00
Marco Ratto 543b4040c2 Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option. 2013-03-27 17:38:18 +01:00
Marco Ratto bfa3ecbe3b 1) Fix compatibility problems with the Port field in unix nodes of the cluster
2) better cleanup of remnants of remote parallel runs when Strategy ==1
3) for  windows sessions eliminate the use of start, replaced by psexec -d  instanced, to allow cleanup of .bat file
4) fix bug in Strategy==1 that was not properly cleaned by deleting new files on exit
2013-03-27 17:16:28 +01:00
Marco Ratto 203c8ea643 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) Fix bug when local machine is accessed through the network in windows;
3) small bug fix in remote directory check;
2013-03-27 16:33:11 +01:00
Marco Ratto b82bc0586a 1) Fix for octave compatibility;
2) cleanup slavejob files
2013-03-27 16:31:45 +01:00
Marco Ratto 2133ae43a6 Allow for exceptions in deleting new files created remotely 2013-03-27 16:30:46 +01:00
Marco Ratto f2cce399b8 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) fix in defining the list of files;
2013-03-27 16:30:12 +01:00
Marco Ratto 8cd68dc02a 1) Fix compatibility problems with the Port field in unix nodes of the cluster;
2) bug fix in security checks;
2013-03-27 16:29:50 +01:00
Marco Ratto 0a2f7f3e6d Fix compatibility problems with the Port field in unix nodes of the cluster 2013-03-27 16:28:31 +01:00
Johannes Pfeifer f995f3da90 Bugfix in correlation_mc_analysis
Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
Johannes Pfeifer a403d324dc Fix Typo in correlation_mc_analysis 2013-03-27 10:12:53 +01:00
Sébastien Villemot feb0eb8a11 Adapt for change of ismember in MATLAB R2013a 2013-03-25 14:34:07 +01:00
Sébastien Villemot 3025a14ed9 Adapt for removal of luinc in MATLAB R2013a 2013-03-25 12:05:56 +01:00
Ferhat Mihoubi 33bac21c33 Adds end of line codes for various environments 2013-03-22 16:46:52 +01:00
Ferhat Mihoubi 5c2a6b80eb Revert "indicates the endline code for various environments"
This reverts commit f16a8b1658.
2013-03-22 16:14:19 +01:00
Ferhat Mihoubi ac6326758a Adds new preconditioners in iterative solvers 2013-03-22 15:46:47 +01:00
Ferhat Mihoubi 7a8b407380 Adds csv files in the file formats supported by datafile 2013-03-22 15:30:20 +01:00