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
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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;
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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
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Bugfix for dsge_likelihood with univariate_kalman_filter
2013-05-31 09:24:35 -07:00
bf94bb3df8
Implement clock option of set_dynare_seed
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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
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new option for user specific files
2013-05-31 05:46:31 -07:00
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
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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
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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
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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
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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
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Closes #390
2013-05-24 11:18:31 +02:00
57cf45ef0b
Merge pull request #404 from JohannesPfeifer/BVAR_graphs
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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
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Make PosteriorIRF obey irf_shocks
2013-05-24 01:59:37 -07:00
353d864429
Merge pull request #405 from JohannesPfeifer/cond_forecast_graphs
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Make unconditional forecasts save figures to graph folder
2013-05-24 01:20:07 -07:00
73765b52ca
Allow using new option
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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
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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
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
ed823c2ef6
Make PosteriorIRF obey irf_shocks
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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
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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"
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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
a4a5eb6022
reporting: @series: change showTableMarkers to tableShowMarkers
2013-05-14 16:52:09 +02:00
b631fc1d7f
reporting: @series: change lineWidth to graphLineWidth
2013-05-14 16:52:09 +02:00
f6ff010b36
reporting: @series: rename lineStyle as graphLineStyle
2013-05-14 16:52:08 +02:00
8a45999e19
reporting: change color to graphLineColor
2013-05-14 16:52:08 +02:00
df3b337924
reporting: @series: remove unnecessary assertion
2013-05-14 16:52:08 +02:00
e185ee7172
reporting: fix typos in validity checks
2013-05-14 13:11:46 +02:00
0c6f7dd8cd
reporting: change hlines to showHlines
2013-05-14 13:11:46 +02:00
af094d0271
reporting: implement hlines option
2013-05-14 13:11:46 +02:00
e437480d26
reporting: change vlines to showVlines
2013-05-14 13:11:46 +02:00
fc83427185
Merge pull request #393 from JohannesPfeifer/display_tables
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Add function for displaying estimation results
2013-05-14 03:18:19 -07:00
0d5a9e3a06
Merge pull request #391 from JohannesPfeifer/master
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Small bugfix in k_order_pert and check for stale order loglinear
2013-05-14 01:08:21 -07:00
cc5527c843
Move filling of decision rules to respective orders
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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
df0749d166
reporting: change zeroline to showZeroline
2013-05-13 18:48:43 +02:00
788b7e3d11
reporting: bug fix: only assign a tempname to figname when one doesn't already exist
2013-05-13 18:19:16 +02:00
9fa99b5337
reporting: make option names uniform by removing underscores to conform with Matlab style options
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Conflicts:
matlab/reports/@series/series.m
matlab/reports/@series/write.m
2013-05-13 18:16:52 +02:00
bd11ea293e
reporting: change tableMarkers to showTableMarkers
2013-05-13 18:16:52 +02:00
f03bf0a615
reporting: preserve case when assigning method options while allowing user to enter any case
2013-05-13 18:16:52 +02:00
333d515fe9
reporting: change legend_boxoff to showLegendBox
2013-05-13 18:16:52 +02:00
80c9bf6c4c
reporting: change legend to showLegend
2013-05-13 18:16:52 +02:00
36ee655d03
reporting: change showdate to showDate
2013-05-13 18:16:52 +02:00
89b0bd0904
reporting: change grid option to showGrid
2013-05-13 18:16:52 +02:00
03ec4fa88d
Merge pull request #394 from JohannesPfeifer/k_order_pert_pruning_simult
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Bugfix for simult_.m when used with k_order_pert and pruning at order=1
2013-05-13 08:34:31 -07:00
86ee57876d
Fixed bug when NAMES__ is not defined.
2013-05-13 16:27:37 +02:00
ccaefc4032
Added @dynSeries/lag method.
2013-05-13 13:53:25 +02:00
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
d9fb19e479
Make error message if mode violated prior more explicit
2013-05-12 13:27:55 +02:00
44a6641782
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
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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
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
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
adb8685f4d
fix typo
2013-05-03 14:54:47 +02:00
eebdfd623c
reporting: fix xticklabels
2013-05-03 14:44:30 +02:00
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
6243c71ea7
reporting: cosmetic changes
2013-05-03 08:05:09 +02:00
249cd9646e
reporting: for octave, use octave tikz conversion as opposed to matlab2tikz
2013-05-03 07:37:12 +02:00
a90618f748
reporting: write pdf compilation to stdout in Octave
2013-05-03 07:33:50 +02:00
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
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
2013-05-02 14:31:29 +02:00
1e0a728906
Fix bug introduced in 27fda91c8c
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For parallel computations, the relative path is necessary.
2013-05-02 14:27:05 +02:00
1b2cf2a45b
Fixed bug introduced in commit d541202.
2013-05-02 08:36:29 +02:00
188d269467
Merge pull request #379 from JohannesPfeifer/master
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Bugfix in initial_estimation_checks; making graphs more explicit
2013-04-30 05:05:04 -07:00
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
afc2454913
Bug fix: when no analytic derivation and change in x very small.
2013-04-30 11:38:18 +02:00
50f97ffc16
Capitalize figure title in mh_autocorrelation_function
2013-04-29 23:40:22 +02:00
fe6f63aa2e
Fixed bug in name2index
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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
749fff9dcb
Make traceplot and mh_autocorrelation save graphs; add legend
2013-04-29 23:15:44 +02:00
c0f12968ee
Create graph folder in rplot if it does not exist
2013-04-29 22:30:52 +02:00
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
69372d290d
Make Stability Mapping more readable.
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Increased linewidth and changed color to differentiate from background
grid.
2013-04-27 16:43:01 +02:00
27fda91c8c
Replace relative by absolute filenames
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Closes #329
2013-04-27 16:36:10 +02:00
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
4b4e7ad671
Make rplot save figures in graph-folder and obey nodisplay option
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option
2013-04-27 14:58:16 +02:00
76961ee59b
Provide RMSE with more expressive figure titles
2013-04-27 12:53:06 +02:00
935f8eb025
Provide Redform Mapping with more expressive figure titles
2013-04-27 12:52:48 +02:00
df611e9e9d
Make sure GSA only computes statistics on original endogenous variables, not auxiliary ones
2013-04-27 11:53:35 +02:00
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
c0797ea283
Suppress output of row_header_width
2013-04-27 08:28:24 +02:00
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
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
d3457ee4d9
Make UnivariateSpectralDensity save plots to graphs-folder
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Also make the plots obey the nodisplay option
2013-04-26 19:59:32 +02:00
58b6c3122f
Cosmetic Changes to Graphs
2013-04-26 19:57:36 +02:00
4ba3815a0d
Merge pull request #377 from JohannesPfeifer/master
...
Fix small bug in print_info
2013-04-26 08:48:45 -07:00
9310467658
Fix crash in print_info
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If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
8f65eafb8f
fix typo
2013-04-26 15:04:56 +02:00
e783084126
Fix comment blocks
2013-04-26 09:50:56 +02:00
1f6cfb7f15
faster load_csv_file_data on Matlab using importdata
2013-04-25 18:40:19 +02:00
cc923e5315
reporting: @graph: add shade_color option
2013-04-25 18:40:02 +02:00
e3bb2760cf
reporting: @graph: add option shade_opacity
2013-04-25 18:40:02 +02:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
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
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
5cb9b02863
Fix unfold for third order pruning
2013-04-24 13:09:40 +02:00
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
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the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
d97e036868
fixing missing increment of index in unfold3, unfold21, unfold12
2013-04-21 20:48:26 +02:00
24caaf9864
Merge pull request #373 from FerhatMihoubi/master
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2 requests
2013-04-19 09:30:48 -07:00
9387b4a28d
Consider the case of non available variable in the csv file
2013-04-19 18:26:20 +02:00
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
86952b06b0
reporting: @section: adjust spacing
2013-04-19 18:24:01 +02:00
7bbffd7cef
Deals with empty values in csv file, removed a useless test
2013-04-19 16:04:06 +02:00
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
e1f702f83a
Various fixes to steady state computation in estimation DLL
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Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
c7bb71199d
reporting: @reporting: open pdf file after compilation (Matlab only)
2013-04-18 17:28:59 +02:00
ac47e81fb1
reporting: @graph: set prettier spacing of xticklabels
2013-04-18 17:19:48 +02:00
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
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
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
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
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
be91a24daa
Fixed bug that was affecting the display of dynDates objects.
2013-04-12 17:41:32 +02:00
6eecf0ba10
Fixed typo in header.
2013-04-12 17:21:10 +02:00
1dd0518188
Added unitary test in dynSeries/subsasgn.
2013-04-12 16:27:46 +02:00
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
f447ea8feb
Added unitary test in dynSeries/extract method.
2013-04-12 15:59:19 +02:00
2a9e075c63
Added the possibility to use two regaular expressions in @dynSeries/extract method.
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*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
0cdb636d67
Remove possible leading and trailing white spaces in variable names.
2013-04-12 14:39:39 +02:00
c85f27b910
add comments
2013-04-12 10:38:34 +02:00
8976bcf82c
fix bug in the dimension of the noise vector
2013-04-12 10:38:33 +02:00
ae55884261
factorization of the Neff routine
2013-04-12 10:38:33 +02:00
25179aba7f
add a routine to build the proposal distribution for the conditional particle filter
2013-04-12 10:38:33 +02:00
3b92c1b1c7
remove unused variables
2013-04-11 19:07:34 +02:00
73fcf9719e
fix comment and error
2013-04-11 19:07:34 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
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
b0f9131f13
reporting: @report: add compile method
2013-04-10 18:08:14 +02:00
17c7c3f0d2
reporting: add more info to stdout during processing/writing
2013-04-10 14:55:19 +02:00
a0f25ee621
reporting: comment cleanup
2013-04-10 13:01:22 +02:00
3e9e35aff6
reporting: allow for manual height adjustment of sections
2013-04-10 12:53:41 +02:00
c071df7f78
Clarify terminology used for filtered variables
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Closes #317
2013-04-10 10:44:24 +02:00
c8a888729d
reporting: @graph: keep line handles for use with legend
2013-04-09 17:37:54 +02:00
7ea21ca765
reporting: @graph: legend uses tex
2013-04-09 17:37:54 +02:00
87102cbdea
reporting: @graph: ensure xlim is not larger than actual xlimits
2013-04-09 17:37:54 +02:00
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
a3cf461bea
reporting: @graph: if shading, move to bottom
2013-04-09 11:16:30 +02:00
e672d88d7a
reporting: @graph: uistack fix for octave & move zeroline writing up
2013-04-09 11:16:01 +02:00
9ca6898446
Fixed bug introduced in commit c9402d9ecc for local threads
2013-04-08 12:47:41 +02:00
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
844cbac2b3
fixed output argument as a proper char matrix for both unix and windows OS.
2013-04-05 17:30:50 +02:00
8de02041ef
synchronization pause(1) to fix bug in matlab-octave clusters under unix
2013-04-05 17:29:40 +02:00
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
09bc0a0aaa
fixed bug with seeds in hybrid matlab-octave parallel clusters
2013-04-05 17:25:34 +02:00
fe0054f370
allow posterior irf plots for octave
2013-04-05 17:17:47 +02:00
84f0d6c7da
bug fix for octave under windows and hybrid unix-windows clusters
2013-04-05 17:16:17 +02:00
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
f944dde89a
reporting: @graph: push zeroline to bottom
2013-04-05 13:15:00 +02:00
0cb0a23ec1
reporting: @graph: add zeroline option
2013-04-05 11:48:56 +02:00
1f9e6dea8d
add strjoin to missing
2013-04-04 11:35:45 +02:00
18a24de73d
reporting: @report: simplified syntax for adding vspace
2013-04-04 08:50:49 +02:00
5f304863e5
reporting: @elements: add end.m
2013-04-04 08:48:24 +02:00
8f7bcfc22d
reporting: @table: fix display
2013-04-04 08:42:41 +02:00
aa7bb4625e
reporting: fix typo
2013-04-04 07:35:54 +02:00
eae3f2fe28
reporting: @series: write tex name to table
2013-04-03 19:13:32 +02:00
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
b089cae9f6
bug fix: tmp should be char not cell
2013-04-03 19:13:32 +02:00
cd3a5b8f32
Changed interface and calibration (cubature & unscented transform).
2013-04-03 18:40:14 +02:00
3efe8b5232
reporting: @series: add align_right option
2013-04-03 16:28:17 +02:00
b7786bf4bb
reporting: @table: add vline_after option
2013-04-03 14:40:06 +02:00
38d56ecfca
reporting: @table: allow control of title font size
2013-04-03 11:37:19 +02:00
965896d8c9
reporting: @series support writing colors/marking table rows
2013-04-02 15:00:27 +02:00
21333de9ef
reporting: @seriesElements: bug fix
2013-04-02 15:00:27 +02:00
0569e46faa
reporting: fix typo
2013-04-02 15:00:27 +02:00
25a013b222
reporting: @series: use graph_* to precede graph-specific options
2013-04-02 15:00:27 +02:00
53e0768f8f
dynDates: add end keyword
2013-04-02 11:12:00 +02:00
54b0f3184d
reporting: @table: use @series
2013-04-02 11:08:23 +02:00
4e1165c905
Added Gaussian unscented cubature (order three approximation).
2013-03-30 11:06:41 +01:00
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
ea718d6998
dynDate: fix typos
2013-03-29 18:51:26 +01:00
9637a9d4ce
reporting: @graph: bug fix
2013-03-29 17:58:54 +01:00
1006b849de
reporting: factorize max range code for eventual use with @table
2013-03-29 17:25:04 +01:00
513272a832
reporting: simplifying syntax at report object level for series
2013-03-29 17:25:04 +01:00
95ee0857b9
reporting: use end keyword in simplified syntax
2013-03-29 17:25:04 +01:00
691c3b79f8
dynDates: bug fix
2013-03-29 17:25:04 +01:00
25d8ea8bfc
reporting: @series use size instead of numel
2013-03-29 15:55:28 +01:00
9417bd1106
reporting: support end keyword for indexing
2013-03-29 15:55:28 +01:00
340be3329e
reporting: @graph: code cleanup
2013-03-29 15:55:27 +01:00
5f0746aafe
reporting: @graph: issue warning if no series to plot
2013-03-29 15:55:27 +01:00
aa73a3f5ed
Added unitary test in dynSeries/subsref.
2013-03-29 14:53:34 +01:00
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
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
ae80129db6
Added unitary test for @dynSeries/size.
2013-03-29 14:53:34 +01:00
45b89a17c3
Give dot access to the @dynSeries/size function.
2013-03-29 14:53:34 +01:00
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
077f98445b
reporting: numel -> numElements, numPages
2013-03-29 10:16:16 +01:00
26a14fe9d9
reporting: @section: remove unsupported field
2013-03-28 18:08:16 +01:00
ffbaf1a5b5
reporting: fix typo
2013-03-28 18:08:16 +01:00
430f7b538f
reporting: @graph, @series, support syntax simplification
2013-03-28 18:08:16 +01:00
aecd2a89ad
reporting: rename numElements as numel
2013-03-28 18:08:15 +01:00
09931c07ee
reporting: @series class
2013-03-28 18:08:15 +01:00
f92965b28c
CSV datafiles: document it, autodetect extension
2013-03-28 12:50:04 +01:00
8311caf304
Closes #346
2013-03-28 12:31:34 +01:00
1dd2512532
Added unitary test in @dynSeries/subsasgn
2013-03-28 12:31:34 +01:00
5e16db5760
Closes #333
2013-03-28 12:31:34 +01:00
44287a2d75
Added routine.
2013-03-28 12:31:34 +01:00
fbc34e74d4
Fixed bug.
2013-03-28 12:31:34 +01:00
6f8aed5109
Fixed numbering of the unitary tests in @dynSeries/subsasgn method.
2013-03-28 12:31:34 +01:00
974e8b1a39
Fixed bug.
2013-03-28 12:31:33 +01:00
5132e501cf
Fixed bug.
2013-03-28 12:31:33 +01:00
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
15a916512f
Added unitary test in @dynSeries/extract method.
2013-03-28 12:31:33 +01:00
3da56958bc
Cosmetic change. Removed commented line of code.
2013-03-28 12:31:33 +01:00
13ffe7d52c
Added test in @dynSeries/check method.
2013-03-28 12:31:33 +01:00
12517aa9f4
Fixed bug. Missing definition of time member in @dynSeries/merge method.
2013-03-28 12:31:33 +01:00
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
543b4040c2
Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option.
2013-03-27 17:38:18 +01:00
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
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
b82bc0586a
1) Fix for octave compatibility;
...
2) cleanup slavejob files
2013-03-27 16:31:45 +01:00
2133ae43a6
Allow for exceptions in deleting new files created remotely
2013-03-27 16:30:46 +01:00
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
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
0a2f7f3e6d
Fix compatibility problems with the Port field in unix nodes of the cluster
2013-03-27 16:28:31 +01:00
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
a403d324dc
Fix Typo in correlation_mc_analysis
2013-03-27 10:12:53 +01:00
feb0eb8a11
Adapt for change of ismember in MATLAB R2013a
2013-03-25 14:34:07 +01:00
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
33bac21c33
Adds end of line codes for various environments
2013-03-22 16:46:52 +01:00
5c2a6b80eb
Revert "indicates the endline code for various environments"
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This reverts commit f16a8b1658
2013-03-22 16:14:19 +01:00
ac6326758a
Adds new preconditioners in iterative solvers
2013-03-22 15:46:47 +01:00
7a8b407380
Adds csv files in the file formats supported by datafile
2013-03-22 15:30:20 +01:00
f16a8b1658
indicates the endline code for various environments
2013-03-22 15:27:42 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
ebc7d6f67a
Add comment why use of old correlation matrix from previous draw is correct and revert change
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Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
2013-03-21 20:49:33 +01:00
3bbdbf8387
Provisions for MATLAB 8.1 (R2013a)
2013-03-21 18:26:04 +01:00
894a81efb2
Added two new routines to rename name and tex name of a variable in a dynSeries object.
2013-03-21 16:42:13 +01:00
262c6a3a1c
Changed the naming convention of the variables in the overloaded operators for the dynSeries class.
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Names for the results of basic operations on dynSeries objects was '--NA--'. The name of the result
variables now keep track of the operations. For instance, if we have two dynSeries objects, ts1 and
ts2, respectively holding two variables 'A1' and 'B1', then:
- the name of the variable in ts3=ts1+ts2 is 'plus(A1,B1)'
- the name of the variable in ts3=ts1-ts2 is 'minus(A1,B1)'
- the name of the variable in ts3=ts1*ts2 is 'multiply(A1,B1)'
- the name of the variable in ts3=ts1/ts2 is 'divide(A1,B1)'
- the tex name of the variable in ts3=ts1+ts2 is '(A1+B1)'
- the tex name of the variable in ts3=ts1-ts2 is '(A1-B1)'
- the tex name of the variable in ts3=ts1*ts2 is '(A1*B1)'
- the tex name of the variable in ts3=ts1/ts2 is '(A1/B1)'
2013-03-21 16:42:13 +01:00
055ae25785
Fixed typo.
2013-03-21 16:42:13 +01:00
0be1b434d1
Fixed typo.
2013-03-21 16:42:13 +01:00
e6a1fbbd81
Fixed typo.
2013-03-21 16:42:12 +01:00
0d16bffff9
Added @dynSeries/check function.
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Returns zero if the input argument is a well defined dynSeries object.
2013-03-21 16:42:12 +01:00
bb7a1c134d
Rewrote @dynSeries/subsasgn method.
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+ Added the possibility to rename the assigned variables.
+ Added unitary tests.
2013-03-21 16:42:12 +01:00
b195f0ce89
Added @dynSeries/insert method.
2013-03-21 16:42:12 +01:00
e60087e671
Added new routine to insert an arbitrary object in a one dimensional cell array.
2013-03-21 16:42:12 +01:00
31d4fe5e6d
Added new routine to insert column vector in a matrix.
2013-03-21 16:42:12 +01:00
6c8e1ca94a
Added @dynSeries/align method.
2013-03-21 16:42:12 +01:00
6d7a9d6f93
Fixed bug.
2013-03-21 16:42:12 +01:00
54ad672453
Issue an error if two dynSeries objects with common variable names are concatenated. Added a unitary test.
2013-03-21 16:42:12 +01:00
4d09ee6ae2
Added new routine.
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Compare two one dimensional cells of strings and count the number of common strings. The
optional second argument returns a formated list of common variables.
*Example*
If we have:
A = {'A1'; 'A2'; 'A3'; 'A4'; 'A5'; 'A6'};
B = {'B1'; 'A2'; 'B3'; 'A4'; 'A1'};
then
[n,message] = common_strings_in_cell_arrays(A,B);
returns n=3 and message='A2, A4 and A1'.
2013-03-21 16:42:12 +01:00
78a89f874c
Handle the case where the variable to be removed does not exist. Added a unitary test.
2013-03-21 16:42:12 +01:00
9b4b7c46a7
Added @dynSeries/eq method.
2013-03-21 16:42:12 +01:00
2e10cbc2c5
Added @dynSeries/pop method.
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Removes a variable form a dynSeries object.
2013-03-21 16:42:11 +01:00
fdfb1173ee
Added unitary test in @dynSeries/merge.
2013-03-21 16:42:11 +01:00
b67ed0bb1f
Removed useless deblank command.
2013-03-21 16:42:11 +01:00
7d798f60ed
Added missing tex member in @dynSeries/merge method.
2013-03-21 16:42:11 +01:00
603fdbddd1
Changed default names for the variables.
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If the names of the variables are not provided when instantiating a dynSeries object
then the default name is of the form Variable_i (i=1,...,N, where N is the number of
variables in the dataset).
2013-03-21 16:42:11 +01:00
69b86d8223
Changed unitary test.
2013-03-21 16:42:11 +01:00
b03bd4c647
Removed useless condition in @dynSeries/subsasgn.
2013-03-21 16:42:11 +01:00
d8d913c9eb
Removed useless test.
2013-03-21 16:42:11 +01:00
5dff466669
Fixed bug (added missing tex member to extracted variables).
2013-03-21 16:42:11 +01:00
e5fba538a3
Changed behaviour of @dynSeries/qgrowth (name of the variables).
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+ Prefix variable names with QGROWTH_
+ Prefix tex variable names with \delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
baf741a496
Changed behaviour of @dynSeries/ygrowth (name of the variables).
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+ Prefix variable names with YGROWTH_
+ Prefix tex variable names with \delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
cc199bb80b
Changed behaviour of @dynSeries/qdiff (name of the variables).
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+ Prefix variable names with QDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
69aaac1fb8
Added unitary test for @dynSeries/ydiff.
2013-03-21 16:42:11 +01:00
bb061f9f2d
Changed behaviour of @dynSeries/ydiff (name of the variables).
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+ Prefix variable names with YDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
2c0683a4a3
Changed copyright year.
2013-03-21 16:42:10 +01:00
a975761600
Changed behaviour of @dynSeries/uminus and fixed bug.
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+ Prefix variable names with the minus symbol.
+ Set tex member.
2013-03-21 16:42:10 +01:00
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
9a9f8ebf38
Deduce tex names from the names of the variables in dynSeries objects.
2013-03-21 16:42:10 +01:00
3850167d07
Added a routine to convert variable names with underscores into somthing readable by a tex processor.
2013-03-21 16:42:10 +01:00
7631851c98
Added @dynDates/union function.
2013-03-21 16:42:10 +01:00
f0c87fa183
Changed behaviour of @dynDates/display.
2013-03-21 16:42:10 +01:00
2673729a2d
reporting: @vspace
2013-03-20 18:17:36 +01:00
09d6d0d855
reporting: spacing cleanup
2013-03-20 16:07:06 +01:00
664f94afbc
reporting: @table, @graph: require data to be dynSeries, simplify checks
2013-03-20 15:42:56 +01:00
86296ba1f5
reporting: @table: vlines
2013-03-20 12:56:49 +01:00
74ef1aa7ed
Fixing bug introduced in ae82c284dc
2013-03-19 20:48:09 +01:00
156397ec31
Fix bug in ML forecasting if observables are not included
2013-03-19 19:04:03 +01:00
597d30d0bf
bug fix in call to priordens;
2013-03-19 17:07:14 +01:00
92e4e73765
Trap the cases where the state space matrices are not stored for memory allocation issues
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[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
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2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
d6993cecc4
1) trap the case where the model does not solve for any parameter values in the MC sample;
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2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
22e0b9cc3d
1) fixed bugs when no estimated parameters are declared;
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2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.
This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
6f2ff28d1b
reporting: @table: only print given date range
2013-03-19 14:35:05 +01:00
49586d0b54
reporting: add centering
2013-03-19 14:34:56 +01:00
e02e06b03f
reporting: @table: simplify code
2013-03-19 12:51:02 +01:00
b7969980d0
reporting: @page: allow for multiple titles, title_format, first args can be provided as strings or cellstr, multiple args as cellstr
2013-03-19 12:50:07 +01:00
40e5c61ec7
Restrict endogenous prior to stationary models and allow for measurement error
2013-03-18 23:46:15 +01:00
1883eb092b
Clarify theoretical second moments for order=2
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Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
c85338f022
Add figure title for rplot
2013-03-18 22:51:54 +01:00
0e5acda10e
bug fix: fputs not a matlab function
2013-03-18 16:25:38 +01:00
aac25a88bd
bug fix: substr not a matlab function
2013-03-18 16:19:48 +01:00
ec9f53a23b
bug fix: single quotes
2013-03-18 16:17:29 +01:00
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
1df8bf15c2
Bugfix in rplot + typo correction
2013-03-18 10:59:32 +01:00
e76828bb9c
Bugfix in rplot
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Make other plot types take into account that variables are in rows, not
columns
2013-03-18 08:46:25 +01:00
98ec0095df
Add warning for variance decomposition at order=2
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At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278 ). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
a090a7c35e
Add endogenous priors
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Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
f1406487dc
Make field names consistent with different analysis steps and manual
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still related to #316 (https://github.com/DynareTeam/dynare/pull/316 )
2013-03-17 22:47:47 +01:00
4c8f3a89cc
Make graph titles more expressive
2013-03-17 22:45:50 +01:00
3b29e69e40
Prevent spectral density plots being triggered in identification
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If options_.SpectralDensity.trigger is specified, identification would
otherwise plot graphs in every MC step
2013-03-17 15:30:49 +01:00
c58aebd2ef
Fix dyn_saveas for Octave
2013-03-16 14:21:16 +01:00
c0029bc109
Merge pull request #316 from JohannesPfeifer/master
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Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
cd26c3cebd
Bugfix in dyn_saveas
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Fixed a bug for the non-Octave version where only the last active figure
was printed instead of the figure with the actual handle. Octave
eps-version still needs to be taken care of.
2013-03-16 11:47:56 +01:00
36ea30346c
Add missing legend to plot
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Add missing legend to sensitivity plot
2013-03-16 11:41:03 +01:00
8185ee9729
reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange
2013-03-15 18:56:03 +01:00
b9e61f13ce
dynDates: bug fix
2013-03-15 18:56:03 +01:00
1d70daa3d9
reporting: @graph: support multiple data sets in one graph
2013-03-15 18:56:03 +01:00
d8ae22cebd
reporting: cosmetic changes
2013-03-15 18:56:03 +01:00
ed5f2a8bf0
reporting: @section: check user input
2013-03-15 18:56:02 +01:00
5715dea155
reporting: @page: check user input
2013-03-15 18:56:02 +01:00
5aabe16a03
reporting: @report: check user input
2013-03-15 18:56:02 +01:00
e8e9b2416a
reporting: @graph: check user input
2013-03-15 18:56:02 +01:00
6b9107c1b1
reporting: @table: user input bug fix
2013-03-15 17:23:21 +01:00
8591e7b4b7
fix typo
2013-03-15 16:43:56 +01:00
e18dc65871
Merge remote-tracking branch 'upstream/master'
2013-03-15 15:38:37 +01:00
fe882dfe3d
Added @dynDates/minus method.
2013-03-14 23:08:35 +01:00
8664a12ed1
Fixed bug.
2013-03-14 23:08:35 +01:00
f72c45787c
Cosmetic change.
2013-03-14 23:08:35 +01:00
b51ba4ae6f
Added @dynDates/intersect function.
2013-03-14 23:08:35 +01:00
9b16ee5f88
Added @dynDates/isempty function.
2013-03-14 23:08:35 +01:00
e51cc1dac2
Added @dynDates/plus method.
2013-03-14 23:08:35 +01:00
4514a410dc
Added dynDates/eq method.
2013-03-14 23:08:35 +01:00
ca5bf548a2
Changed the behaviour of @dynDate/eq.
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Return zero if A and B have no common frequencies (previously an error was returned).
2013-03-14 23:08:35 +01:00
81f7f8a4d4
reporting: check user input for table class
2013-03-14 19:15:00 +01:00
12b2b96ab0
reporting: allow selection of series in table
2013-03-14 18:45:10 +01:00
2116ab0f4c
reporting: xrange & yrange
2013-03-14 18:37:31 +01:00
1d3dc37781
Allow declaration of dates with lowercase frequencies.
2013-03-14 18:35:35 +01:00
f3f985dd37
Removed useless addpath command from unitary test.
2013-03-14 18:35:35 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Sébastien Villemot
Frédéric Karamé
Ferhat Mihoubi
Michel Juillard
Marco Ratto
Johannes Pfeifer