f2f072bce1
Added options to the internals command to load mh-history files or display informations about MCMC settings and state.
...
For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:
>> internals --display-mh-history fs2000a
produces the following output in the Matlab/Octave's command window:
================================
MCMC set-up for fs2000a mod file
================================
MCMC chain number 1:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 35.28%
o Last value of the posterior kernel is: 1221.81656
o State of the chain:
|| Initial | Current
++++++++++++++++++++++++
e_a || 0.01570 | 0.01608
e_m || 0.00528 | 0.00512
alp || 0.35026 | 0.36909
bet || 0.99300 | 0.99308
gam || 0.00086 | 0.00038
mst || 1.00088 | 1.00147
rho || 0.65926 | 0.71132
psi || 0.66428 | 0.60611
del || 0.00977 | 0.00198
MCMC chain number 2:
--------------------
o Number of MCMC files is 1
o Number of draws is 6000
o Acceptance ratio is 33.38%
o Last value of the posterior kernel is: 1220.39229
o State of the chain:
|| Initial | Current
+++++++++++++++++++++++++
e_a || 0.01664 | 0.01576
e_m || 0.00489 | 0.00504
alp || 0.39701 | 0.36630
bet || 0.99305 | 0.99219
gam || 0.00067 | -0.00025
mst || 1.00186 | 1.00218
rho || 0.70060 | 0.63847
psi || 0.65623 | 0.74668
del || 0.00666 | 0.00842
while the command:
>> internals --load-mh-history
loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
2013-11-26 11:28:40 +01:00
43f11de27b
Merge branch 'master' into fix-mcmc-algorithm
2013-11-22 16:56:23 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
d02171080c
Rewrote name2tex routine and fixed bug.
2013-11-22 16:53:02 +01:00
1fe3e4bc77
Cosmetic change.
2013-11-22 16:53:02 +01:00
da6e0fd096
Make sure that index is an integer in GetPosteriorMeanVariance.m
2013-11-22 14:53:50 +01:00
f14aed8f6a
Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes.
2013-11-22 11:28:24 +01:00
a65197f273
Fixed bug (missing output argument).
2013-11-22 11:13:49 +01:00
29850cf2c5
Merge pull request #541 from JohannesPfeifer/typo_use_calibration
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Fix typo in use_calibration
2013-11-21 14:23:32 -08:00
ebe816e0ca
Merge pull request #540 from JohannesPfeifer/fix_parameter_updating
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Fixed typo that prevented correct updating of parameters when using resi...
2013-11-21 14:22:35 -08:00
d935751c18
Fix typo in use_calibration
2013-11-21 21:19:29 +01:00
23bd54ce72
Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block
2013-11-21 19:39:50 +01:00
c0aaabc329
Merge branch 'master' into fix-mcmc-algorithm
2013-11-21 15:42:58 +01:00
1393564701
Fixed bug of unknown origin...
2013-11-21 15:24:35 +01:00
1ef53c1d6a
Solve backward compatibility issues for mh-history files. Fixes #537 .
2013-11-21 12:41:25 +01:00
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
4f87313ed6
fix comment
2013-11-19 13:47:28 +01:00
7abcd5bcb1
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
aa0af5e556
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
f908d64d9e
Removed unused variable.
2013-11-17 16:37:53 +01:00
450c785b6c
Added explicit error message for case 52 in print_info (DSGE-VAR models).
2013-11-16 23:35:10 +01:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
9238523c26
If a DSGE-VAR is estimated, check that the user do not try to estimate/calibrate correlations between structural innovations and that there is no measurement errors. Closes #521 .
2013-11-16 23:26:19 +01:00
0a4427af27
Fixed bug in simplex_optimization_routine (simplex -> options).
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Closes #536 .
2013-11-16 20:22:37 +01:00
c8d77b204c
Rewrote the header documentation of simplex_optimization_routine.
2013-11-16 20:13:08 +01:00
49def96bed
Removed bayestopt_ as a global from simplex_optimization_routine.
2013-11-16 20:12:39 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
b99db45707
Fixed bug (dynare path has to be defined sooner, otherwise isoctave is unknown in warning_config).
2013-11-15 17:03:58 +01:00
ddf90fb769
Merge pull request #533 from JohannesPfeifer/master
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Fix bug when datafile was changed and nobs resulting from old dataset wa...
2013-11-15 07:52:51 -08:00
530ad8e2d8
Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset
2013-11-15 16:47:25 +01:00
2009d7bc66
Added overloaded plot function for dseries objects.
2013-11-15 15:28:19 +01:00
7cef9c4dfa
Fixed unitary tests in @dseries/ydiff.
2013-11-14 18:02:42 +01:00
683861396c
Fixed unitary test in @dseries/subsref.
2013-11-14 17:58:09 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
e36516f766
Same as commit #92adc85d04217c05af1288bb77806ed9c73fd85f for ygrowth and ydiff methods.
2013-11-14 14:30:19 +01:00
61cf9899e1
Fixed bug (dates member was not updated).
2013-11-14 14:29:29 +01:00
98dde877ab
Cosmetic changes.
2013-11-14 13:43:31 +01:00
18749508e4
Fixed bug in @dseries/save.
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The default value of the file name (without extension) was wrong when the method was called with the dot notation.
2013-11-14 12:55:11 +01:00
92adc85d04
Change renaming of the variables to be more consistent (qgrowth(X) instead of QGROWTH_X).
2013-11-14 10:04:10 +01:00
400a4da434
Access the @dseries/pop method with dot notation. Fixed bug.
2013-11-14 00:13:31 +01:00
824d1ed74d
Cosmetic changes in unitary tests for @dseries/mtimes (initialize t in the try/catch block).
2013-11-14 00:03:34 +01:00
844936cdc4
Fixed bug (wrong calling sequence to isdseries function).
2013-11-14 00:02:17 +01:00
d56ae08ccc
Changed behaviour of @dseries/pop method. If only one argument is provided, remove the last variable.
2013-11-13 22:10:50 +01:00
80a2a6b712
Merge remote-tracking branch 'jpfeifer/irf_debug_feedback'
2013-11-13 14:26:58 +01:00
0d97252570
Fixed bug in @dseries/insert method when more than one variable has to be inserted.
2013-11-13 12:16:37 +01:00
b38082c558
Fixed header.
2013-11-13 12:15:02 +01:00
e0c4c937f3
Fixed bug (vobs member was not updated).
2013-11-13 11:24:27 +01:00
b43bfec85f
Fixed typos.
2013-11-13 11:24:01 +01:00
280825a3ca
Access the @dseries/insert method with dot notation.
2013-11-13 11:00:22 +01:00
6d4b6f6e67
Added missing unitary tests in the testsuite.
2013-11-13 10:59:44 +01:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot