ebc7d6f67a
Add comment why use of old correlation matrix from previous draw is correct and revert change
...
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
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
3c5aab9e20
Merge pull request #327 from rattoma/master
...
Identification and sensitivity fixes
2013-03-19 10:52:05 -07:00
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
...
[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;
...
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;
...
2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
22e0b9cc3d
1) fixed bugs when no estimated parameters are declared;
...
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
ea56c41b68
Merge pull request #325 from JohannesPfeifer/master
...
Clarification for second moments at second order and to rplot; restriction of endogenous prior to stationary models
2013-03-19 01:33:27 -07:00
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
...
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
...
Closes #306
2013-03-18 13:44:04 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
030b7c96e0
Merge pull request #322 from JohannesPfeifer/master
...
Another bugfix for rplot
2013-03-18 03:10:52 -07:00
1df8bf15c2
Bugfix in rplot + typo correction
2013-03-18 10:59:32 +01:00
4b095c2ce5
Merge pull request #319 from JohannesPfeifer/master
...
Bugfixes, documentation, and features
2013-03-18 01:52:43 -07:00
e76828bb9c
Bugfix in rplot
...
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
...
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
...
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_
...
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
...
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
...
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
...
Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
cd26c3cebd
Bugfix in dyn_saveas
...
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
...
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
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Ulysses)