Commit Graph

3808 Commits (e4526944a9b988b51d8c80d2b910622e8e9d19e0)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) a15cf73a3e Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries). 2013-09-03 16:07:38 +02:00
Stéphane Adjemian (Charybdis) 21b1b2f9dc Changed the syntax so that the difference between calling a member or a method is more explicit (dynDates) and added unitary tests. 2013-09-02 23:33:13 +02:00
Stéphane Adjemian (Charybdis) c9259140b5 Fixed bug in unitary test. 2013-09-02 23:31:23 +02:00
Stéphane Adjemian (Charybdis) 1d6ea1556d Fixed bug (missing condition on the number of returned arguments). 2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis) 103b6cf803 Changed the syntax so that the difference between calling a member or a method is more explicit.
If a is a dynDate object:

a.format or a.format() are allowed because format is a method.

a.freq is allowed but a.freq() returns an error message because freq (same for time) is a member.
2013-09-02 17:47:11 +02:00
Johannes Pfeifer f77c1f2843 Fix model_diagnostics.m for case where check1 contains NaN as second output
Also stops execution when steady state could not be computed as Jacobian at this incorrect steady state is wrong.
2013-08-25 11:31:51 +02:00
Johannes Pfeifer 139bebd810 Fix display of residuals before displaying error message
The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
Johannes Pfeifer 894c5e541a Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order 2013-08-16 12:04:22 +02:00
Johannes Pfeifer 01c3724371 Deal with pathological case where nobs=1
In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot 30033df22c Deactivate 2nd and 3rd order approximation of purely forward models
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Sébastien Villemot 4a0e674029 Header fix 2013-08-15 11:46:14 +02:00
Sébastien Villemot 542533e5e7 Add missing parenthesis 2013-08-15 09:49:04 +02:00
Johannes Pfeifer 4caa4abaa3 Bugfixes for OSR
- Adds initial check and provides error message (gets rid of cryptic error messages in OSR)
- Takes care of unaccounted errors from resol in osr_obj
- Adds function headers
2013-08-13 11:51:50 +02:00
Sébastien Villemot b4f8532bea Merge pull request #441 from JohannesPfeifer/mode_check
Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00
Sébastien Villemot 45cc328b24 Merge pull request #460 from JohannesPfeifer/stoch_singularity_fix
Fix bug in test for stochastic singularity
2013-08-12 03:09:42 -07:00
Sébastien Villemot 26acc2ec1e Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Sébastien Villemot 139670e1d2 Merge pull request #452 from JohannesPfeifer/shock_decomp
Bugfix and unit test for Shock decomposition
2013-08-12 02:56:29 -07:00
Sébastien Villemot 6414889ee6 Remove spurious keyboard() call 2013-08-12 11:30:28 +02:00
Sébastien Villemot 4bdad2e88b Add missing parenthesis 2013-08-12 11:27:58 +02:00
Johannes Pfeifer 66b72e817e Fix bug in test for stochastic singularity 2013-07-28 16:59:41 +02:00
Johannes Pfeifer ca96013ca9 Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
Also adds additional debugging info
2013-07-28 12:09:59 +02:00
Johannes Pfeifer 53db31dfd3 Add debugging info to steady state for linear models
Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Sébastien Villemot 9837523943 Merge pull request #451 from JohannesPfeifer/simul_debug_info
Add debugging option to simul that allows for checking problems with exo...
2013-07-27 10:11:08 -07:00
Sébastien Villemot d392f97485 Merge pull request #449 from JohannesPfeifer/linesearch_info
Provide additional debugging info before lnsrch1 crashes with error
2013-07-27 10:09:29 -07:00
Sébastien Villemot 3335a2bdb4 Merge pull request #450 from JohannesPfeifer/display_fix
Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
Johannes Pfeifer 18664da6fe Fix for theoretical autocovariances for purely forward looking models
In this case, Ex will by empty, leading to non-conformable empty matrices. Solution: compute correction term without using non-existent states.
2013-07-24 23:38:37 +02:00
Johannes Pfeifer 3e2a75d33a Fix bug in simult_ for purely forward looking models
simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
Houtan Bastani 5515a8a64a reporting: @series: add zerotol option 2013-07-24 10:40:01 -04:00
Houtan Bastani 7d1899df20 dynSeries: fix scalar subtraction for octave 2013-07-22 17:02:13 -04:00
Johannes Pfeifer 1b425520c5 Set options_.smoother=1 if run on calibrated model.
Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00
Johannes Pfeifer 9ddf10830f Add debugging option to simul that allows for checking problems with exogenous variables 2013-07-21 00:05:04 +02:00
Houtan Bastani 2955232780 dynSeries: add scalar addition 2013-07-18 14:50:32 -04:00
Houtan Bastani 10672ff9a3 fix typo 2013-07-18 14:29:47 -04:00
Houtan Bastani 1853d20daf dynSeries: add scalar subtraction 2013-07-18 14:27:09 -04:00
Johannes Pfeifer 6404d3da45 Provide additional debugging info before lnsrch1 crashes with error 2013-07-18 15:04:00 +02:00
Johannes Pfeifer aa59a4e173 Cosmetic fix to displaying steady state error
Gets rid of white space
2013-07-18 15:00:41 +02:00
Sébastien Villemot 5b6e3bdb7a Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1 2013-07-11 11:53:15 -07:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis) 184c403375 Replaced disp(' ') by skipline(). 2013-07-10 16:16:32 +02:00
Stéphane Adjemian (Charybdis) 964b7580d8 Cosmetic change. 2013-07-10 16:15:28 +02:00
Stéphane Adjemian (Charybdis) dfc51d097a Cosmetic change. Replaced warning(...) by disp(...). 2013-07-10 16:09:31 +02:00
Stéphane Adjemian (Charybdis) ab00257c3b Merge branch 'master' into particle_mode_compute 2013-07-10 16:04:19 +02:00
Stéphane Adjemian (Charybdis) 2fae989131 Rewrote the portion of code requesting a user input when non linear filters are used with a gradient based optimization routine.
Closes issues #442 and #443.
2013-07-10 16:03:49 +02:00
Johannes Pfeifer aeda8d17ff Add warning if gradient-based optimizer is used with particle-filtering and offer user choice to change mode-finder 2013-07-10 12:08:59 +02:00
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian 0dfd7fc8eb Merge pull request #445 from JohannesPfeifer/simplex_fix
Fixed bugs and typos in dynare's implementation of the simplex algorithm.
2013-07-09 04:04:39 -07:00
Johannes Pfeifer 83b96814f2 Bugfix mode_compute=8
Corrects typo in first line and adds missing argument to subfunction
2013-07-09 09:48:23 +02:00
Stéphane Adjemian (Charybdis) e0ce89ec8c Fixed bug (print_info wrong calling sequence). 2013-07-08 18:05:37 +02:00
Stéphane Adjemian (Charybdis) 305869f5e1 Cosmetic change. 2013-07-08 16:43:38 +02:00
Stéphane Adjemian (Charybdis) 3fd2a9845a Added routine. 2013-07-08 16:43:17 +02:00
Johannes Pfeifer 41f6c2ff66 Display source of non-positive definite Hessian if parameters at prior bound 2013-07-06 00:26:23 +02:00
Johannes Pfeifer d9579418fd Bugfix for correct display of names of parameters outside of bounds 2013-07-06 00:20:07 +02:00
Johannes Pfeifer ea5d2e90b2 Take care of parameter estimates at prior bounds in check plots
Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
2013-07-05 23:46:05 +02:00
Stéphane Adjemian (Charybdis) 44961e3408 Cosmetic change. Display the cell report in the log file. 2013-07-05 18:07:28 +02:00
Stéphane Adjemian (Charybdis) 6d440fbe56 Added a human readable version of the report (log file). 2013-07-05 18:02:39 +02:00
Stéphane Adjemian (Charybdis) cafbab4392 Added cycle reduction routine (and logarithmic reduction routine) in the unitary tests suite. 2013-07-05 17:28:19 +02:00
Stéphane Adjemian (Charybdis) b997febc92 Added matlab version and system name in the generated report. 2013-07-05 16:11:46 +02:00
Stéphane Adjemian (Charybdis) dc57706b55 Cosmetic change. 2013-07-05 15:56:14 +02:00
Stéphane Adjemian (Charybdis) 0f48674771 Added name2tex to the unitary tests suite. 2013-07-05 15:33:46 +02:00
Stéphane Adjemian (Charybdis) f2d0da4d80 Merge branch 'master' into experimental-unitary-tests 2013-07-05 14:28:56 +02:00
Stéphane Adjemian (Charybdis) a80ed38f5b Moved name2tex in matlab/utilities/general 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 67ee48cddc Added unitary tests. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 141d720b77 Fixed error in copyright. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e9dca040a6 Added missing routine in commit c19905725fd91e91a7fb42437ff8155921a5b8bd. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) e75df484e9 Code factorization. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) c93f972ee5 Fixed bug introduced in 72a02846a810c3968040fd900e9f2b5a5fe9b432 and other bugs. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 38cc6add5f Added a loop in name2tex so that the first argument can be a cell of string. 2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis) 35c4debfc5 Cosmetic change. 2013-07-05 00:30:01 +02:00
Stéphane Adjemian (Charybdis) f8e5cc7b49 Cosmetic change. 2013-07-05 00:24:17 +02:00
Stéphane Adjemian (Charybdis) 1b35bfb211 Fixed bug (wrong syntax for scp). 2013-07-05 00:02:15 +02:00
Stéphane Adjemian (Charybdis) d428124ac9 Send the report on the web. 2013-07-04 22:12:04 +02:00
Stéphane Adjemian (Charybdis) 89474d5e44 Reorganization of the code with respect to the production of the summary report. 2013-07-04 21:28:08 +02:00
Stéphane Adjemian (Charybdis) 71e8cb569d Added one output argument (return the output of clock). 2013-07-04 21:21:45 +02:00
Stéphane Adjemian (Charybdis) 11bda09860 Fixed typo. 2013-07-04 21:17:54 +02:00
Stéphane Adjemian (Charybdis) fb5c5d4ea6 Added a routine to produce and send a summary report about unitary tests. 2013-07-04 18:06:12 +02:00
Stéphane Adjemian (Charybdis) 42ed03048b Added option for saving the produced detailed report about unitary tests. 2013-07-04 15:57:31 +02:00
Stéphane Adjemian (Charybdis) 6bfda327b3 Fixed bug related to the presence of temporary files (begining with .#) in a folder. 2013-07-04 15:35:55 +02:00
Stéphane Adjemian (Charybdis) 4913413896 Fixed bug. Set elapsed time to NaN if the unitary test fails. 2013-07-04 15:34:50 +02:00
Stéphane Adjemian (Charybdis) bbfe68a09d Fixed bug + Cosmetic change. 2013-07-04 15:06:05 +02:00
Stéphane Adjemian (Charybdis) 1657111fa8 Added tags for unitary tests. 2013-07-04 15:00:24 +02:00
Stéphane Adjemian (Charybdis) 45d7568712 Fixed typo. 2013-07-04 14:38:22 +02:00
Stéphane Adjemian (Charybdis) 479cf5bf8b Added routines to run matlab's unitary tests. 2013-07-04 14:36:31 +02:00
Stéphane Adjemian (Charybdis) fcef6e83b5 Fixed bug related to the name of the tested matlab routine. 2013-07-04 14:10:17 +02:00
Sébastien Villemot 02820b7151 Merge pull request #440 from JohannesPfeifer/shock_decomp
Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
Stéphane Adjemian (Charybdis) c83b047aa0 If mtest is called with one input then it must return two arguments (with detailed information about unitary tests). 2013-07-04 11:54:27 +02:00
Stéphane Adjemian (Charybdis) b4a8155f5b Adapted mtest routine so that it can be used in the matlab routines test suite.
mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
Stéphane Adjemian (Charybdis) a6043ee628 Fixed typo. 2013-07-03 18:14:11 +02:00
Stéphane Adjemian (Charybdis) 71e9081d24 Added a routine that tests if unitary tests are available in a matlab routine. 2013-07-03 17:04:29 +02:00
Stéphane Adjemian (Charybdis) c7f688249d Added new routine that returns all the files available in a folder and its subfolders. 2013-07-03 17:03:00 +02:00
Stéphane Adjemian (Charybdis) e69c7a68f4 Changed unitary tests (check also the number of observations). 2013-07-03 16:30:17 +02:00
Stéphane Adjemian (Charybdis) 0d366ea2cf Added overloaded vertcat method in dynSeries class.
*Exemple*

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

ts4 = [ts1; ts2; ts3]

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

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

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

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

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

ts.A1(rg) = B

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

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

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

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

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