727a9582c8
speed-up execution of test
2017-03-18 10:27:36 +01:00
a5a086040b
Bug fixes for latex and to new smooth* files saved by posterior sampler
2017-03-18 10:27:36 +01:00
e71ed1bad6
Partially revert f70f45d1271e716498a8761a8e8476f54da3607d. Do not discard repetitions.
2017-03-18 00:06:15 +01:00
c02de3c652
fixed text to error message
2017-03-18 00:06:15 +01:00
e180e2f075
1) fixed while for b index
...
2) ensure there are no repeated draws in sub-draws;
3) speed-up subdraw sampling when all retained draws are used.
2017-03-18 00:06:15 +01:00
20b0fc8bac
update mh_mode with slice and load_mh_file
2017-03-18 00:06:15 +01:00
f52035a3a0
updated documentation about sub_draws
2017-03-18 00:06:15 +01:00
1e3e2f70a9
set posterior sampler options when load_mh_file
2017-03-18 00:06:15 +01:00
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
fd8073720e
For very short chains, maximize the max number of sub_draws across chains
2017-03-18 00:06:15 +01:00
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
117458e663
Complete c921212fe5.
2017-03-17 18:33:17 +01:00
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
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FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
a9732afaf6
document behavior of filtered_vars, filter_covariance and filter_step_ahead
2017-03-17 15:43:00 +01:00
4f93c3df15
proper use of varlist in smoothed variables + sort in alphabetic order to find more easily plots for large numbers of variables.
2017-03-17 15:43:00 +01:00
4b2d139c7a
- store oo_.FilteredVariablesKStepAheadVariances only if options_.filter_covariance. this can save a lot of memory for large models
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- oo_.FilteredVariables must be stored independently to a previous MCMC. evaluate_smoother must in any case provide full info in oo_
- options_.filtered_vars does not always imply filtered variables are computed. options_.nk is more robust.
2017-03-17 15:43:00 +01:00
510bbe200e
Bug fix (wrong number of output arguments when calling evaluate_smoother).
2017-03-17 15:09:05 +01:00
0adb065b7e
Bug fix (wrong count of the number of output arguments).
2017-03-17 14:21:53 +01:00
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
b6a8887da3
Bug fix (missing declaration of freq if initial_date is empty).
2017-03-17 12:42:00 +01:00
ef9338bfd6
Fixed bugs in Reference Manual.
2017-03-17 12:42:00 +01:00
6b64c47ec2
Bug fix with stored shock_decomp options
2017-03-17 12:41:59 +01:00
ab21c383a6
Added check for change in options_.nobs, for rolling calls to smoother
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Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.
qz_criterium also set to fix evaluate_likelihood.m for similar issues
2017-03-17 12:41:59 +01:00
19cc38b39e
allow to start from quarterly growth rate variables
2017-03-17 12:41:59 +01:00
ce6f76713d
cosmetic change
2017-03-17 12:41:59 +01:00
7a6b4f3464
extra option about choosing the time periods for which to plot decompositions
2017-03-17 12:41:59 +01:00
1920fb0bfe
fixed timing bugs in annualized shock decomposition
2017-03-17 12:41:59 +01:00
d7723877cf
bug fixes for annualized nominal variables
2017-03-17 12:41:59 +01:00
ac43beb801
bug fix with 'others' in conditional decomposition
2017-03-17 12:41:59 +01:00
9005054c6f
optional output argument for plot_shock_decomposition.m + several fixes to annualized computations and plots.
2017-03-17 12:41:59 +01:00
39c3cf7718
bug fix with realtime conditional shock decomp
2017-03-17 12:41:59 +01:00
a8107e154a
added new annual aggregation types, for consistent quantity/price aggregations, if required.
2017-03-17 12:41:59 +01:00
cb3362b89d
missing utility for xls export of shock decomps.
2017-03-17 12:41:59 +01:00
5a51e9cc78
fixed zero line in all cases
2017-03-17 12:41:59 +01:00
a50a4f458a
Bug fix: all shock decomp options need to be stored in mydata for uimenu's.
2017-03-17 12:41:59 +01:00
e21c887775
bug fix with steady state option
2017-03-17 12:41:59 +01:00
61d55127ed
Fixed bug with naming of screen option
2017-03-17 12:41:59 +01:00
e7442bcf78
added geometric average.
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Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00
d35ee4b58e
adapted testing routine
2017-03-17 12:41:59 +01:00
46d6e59c9a
small fix to file names
2017-03-17 12:41:59 +01:00
bfe6d04bf2
- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
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- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
bb4ecbf5a8
Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
2017-03-17 12:41:59 +01:00
a7ae355e8f
Fixed dating issues in some plot shock decomps
2017-03-17 12:41:59 +01:00
441d34a6ee
Fixed bug with realtime conditional shock decompo
2017-03-17 12:41:59 +01:00
f87e240b30
Some better diversification of fig names and captions
2017-03-17 12:41:59 +01:00
27f4f81bbd
document save_realtime option of shock decomp
2017-03-17 12:41:59 +01:00
92f79a14f4
Added realtime conditional forecast shock decomposition
2017-03-17 12:41:59 +01:00
3bebeb1832
Legend for detailed plots
2017-03-17 12:41:59 +01:00
Marco Ratto
Stéphane Adjemian (Charybdis)
Johannes Pfeifer