5996211356
Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out)
2016-08-24 15:05:28 +02:00
c6dc36536d
Add specification check of Ramsey policy to initial_estimation_checks.m
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Related to #1173
2016-08-24 13:32:11 +02:00
582bcb7a8e
Add missing Ramsey error code to dsge_likelihood.m
2016-08-24 13:32:11 +02:00
41a714ee2b
Move check for correct number of instruments to ramsey_policy.m
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No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
1f26aed03d
Condition output of diagnostics in evaluate_steady_state.m on options.debug
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Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
eff52f51b7
Ramsey: exit with error code if solver fails at specified tolerance
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Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
c470e028e1
Ramsey: add check for complex numbers in conditional steady state
2016-08-24 13:32:11 +02:00
01f1abb19a
Provide dedicated maxit option for Ramsey
2016-08-24 13:32:11 +02:00
922410e241
dyn_ramsey_static.m: Cosmetic header fix
2016-08-24 13:32:11 +02:00
f60aec3be3
Fix number of Lagrange multipliers in evaluate_steady_state.m
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Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
d65a2f855f
Fix display of instrument termination value in evaluate_steady_state.m
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Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
b94f30c40a
bug fix: accord repmat syntax with that before R2013b
2016-08-24 12:03:07 +02:00
d65f32d550
fix bug introduced in 72e84657a7 re eig args. #1266
2016-08-24 11:31:07 +02:00
3bc6974bd0
Merge pull request #1271 from JohannesPfeifer/license_test
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Add check whether toolbox is installed.
2016-08-23 18:37:06 +02:00
b4d958d706
dynare_solve.m: account for second mcp-solver in solution check
2016-08-23 17:28:41 +02:00
cc81f26f0d
Adjust error message in steady_.m if PATH is selected on Octave
2016-08-23 17:28:41 +02:00
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00
dfd44c58d6
Fix error messages in get_complementarity_conditions.m
2016-08-23 17:28:41 +02:00
2751ab08bb
Provide interface to original PATH files and document how to obtain them
2016-08-23 17:28:41 +02:00
8f689ce8d2
Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m
2016-08-23 17:28:41 +02:00
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
6d3c73a906
Harmonize tolerance criterion used in evaluate_steady_state.m
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Should be solve_tolf instead of dynatol.f
2016-08-23 17:28:41 +02:00
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
9c9e103627
Make csolve compatible with sparse matrices
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Required for stack_solve_algo=7
2016-08-23 17:28:41 +02:00
dea930d329
lnsrch1.m: do not display debugging info for perfect_foresight_solver
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Necessary info does not exist within function to correctly identify problematic variables, leading to crashes with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
38e1ec6b1e
Fixed bug.
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Routine forcst was crashing if at least one of the observed variables,
with measurement error, was not in varlist.
2016-08-23 17:22:41 +02:00
5df056b38f
Fixed bug (conf_sig).
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Use options_.forecasts.conf_sig instead of options_.conf_sig.
2016-08-23 17:22:41 +02:00
dd22b9609e
Add function generate_trace_plots.m that plots trace plots for all estimated parameters
2016-08-23 17:22:41 +02:00
1befd3b515
Make trace plots uniquely identified by adding chain number to save names
2016-08-23 17:22:41 +02:00
08d53206a9
Port textwidth figure format change to dynare_estimation_1.m
2016-08-23 17:22:41 +02:00
894090e6be
Add missing 1 to min operator in TeX_loader
2016-08-23 17:22:41 +02:00
68e32e8e25
map_calibration.m: Remove manual setting of xticks
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Clutters x-axis too much
2016-08-23 17:22:41 +02:00
bf725787e6
Only generate forecast with measurement error if observed variables are requested
2016-08-23 17:22:41 +02:00
eaaa0e5045
Fix TeX-names in GSA when mapping is over all parameters, not just structural ones
2016-08-23 17:22:41 +02:00
0d7d63fe9b
Fix duplicate TeX-label for IRFs
2016-08-23 17:22:41 +02:00
054c9bde76
Fix variable naming in simultxdet.m
2016-08-23 17:22:41 +02:00
0f72e6ed63
Account for measurement error in non-MCMC forecasts
2016-08-23 17:22:41 +02:00
46450c6f1f
Change textwidth depending on number of subplots
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Prevents overblown figures
2016-08-23 17:22:41 +02:00
7050cab9c9
Consider measurement error for uncertainty bands in Bayesian estimation
2016-08-23 17:22:41 +02:00
daa9d15c75
Improve readability of plots generated by pm3_core.m
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- Do not plot zero axis if plots are not centered around it
- Limit decimal points of yticks
2016-08-23 17:22:41 +02:00
84ab37fd7a
Remove globals from forcst.m
2016-08-23 17:22:41 +02:00
424050f380
Make sure IRFs only have full periods as xticks
2016-08-23 17:22:41 +02:00
73afe7d02f
Change fixed LaTeX figure width into \textwidth scaling
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Improves readability
2016-08-23 17:22:41 +02:00
9a3414f652
Add missing deblank to conditional_variance_decomposition_mc_analysis.m which crashes otherwise if variables have different name length
2016-08-23 17:22:41 +02:00
de383a263e
Prevent TeX_binder from including itself
2016-08-23 17:22:41 +02:00
5b60ffa0f7
Option fast_kalman_filter is also available with kalman_algo=0.
2016-08-22 23:31:02 +02:00
73d0a82267
Add comment on logic of singularity testing in univariate_kalman_filter_d.m
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See discussion on mailing list 18/06/2016
2016-08-22 19:24:35 +02:00
8dc96cafa4
If F is identically 0 in Kalman filter, discard parameter draw instead of treating current observation as unobserved
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See discussion on mailing list 18/06/2016
2016-08-22 19:24:35 +02:00
fa3a71bcae
Make warning message in dynare_estimation_1.m more informative
2016-08-22 19:24:35 +02:00
75e52ed71d
Make sure fast_kalman_filter is only used with diffuse_periods=0
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Closes #1234
2016-08-22 19:24:35 +02:00
af72c1bd22
Add missing comment sign in DsgeSmoother.m
2016-08-22 19:24:35 +02:00
20e5d76d54
Fix missing negation in check for fast Kalman filter
2016-08-22 19:24:35 +02:00
36ccec75ce
Add missing constant 2*pi to missing_observations_kalman_filter_d.m
2016-08-22 19:24:35 +02:00
63b8c4d2dd
Fix smoother for univariate filter with (correlated) measurement error
2016-08-22 19:24:35 +02:00
f61453211c
Correct header of missing_DiffuseKalmanSmootherH3_Z.m and make sure H is vector
2016-08-22 19:24:35 +02:00
178bf4165c
Make sure Zflag for augmented state space is correctly set when measurement error is correlated
2016-08-22 19:24:35 +02:00
f95619b46a
Add header info to univariate_kalman_filter.m
2016-08-22 19:24:35 +02:00
7c96e22985
Fix bug in dsge_likelihood.m where diagonal of measurement error covariance matrix was not correctly read out
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This is a prerequisite for the univariate filter that operates along a vector for H instead of along the diagonal. Because of this, the likelihood in the presence of measurement error was wrong
2016-08-22 19:24:35 +02:00
6368636ee0
Move Kalman filter options consistency checks to dynare_estimation_init.m
2016-08-22 19:24:35 +02:00
8aaca040b3
Expand check of fast_kalman_filter for presence of block-option
2016-08-22 19:24:35 +02:00
bffea9b426
Fix error code for inf-likelihood
2016-08-22 19:24:35 +02:00
e939d51d58
display_problematic_vars_Jacobian.m: Fix bug where exogenous variables in dynamic Jacobian were not accounted for Prevents crashes in debug mode
2016-08-22 19:24:35 +02:00
ed22b6c4f8
Make datatomfile.m datafiles save name of creator and date
2016-08-22 19:24:35 +02:00
15f95cec4a
Add comments to Kalman filtering routines
2016-08-22 19:24:35 +02:00
39e7c39243
Filter out infinite likelihoods
2016-08-22 19:24:35 +02:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
55e20aab1f
Delete unused passing of file in posterior_sampler.m
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Ports 919645d30e2361fb4c960ee78e42d401ad3d95ba to master
2016-08-22 16:27:32 +02:00
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
912409a71c
Merge pull request #1268 from JohannesPfeifer/dynare_solve_error_message
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Remove error-display from dynare_solve.m
2016-08-21 16:07:35 +02:00
e7b8222144
Updated header of dynare_solve.m
2016-08-21 11:47:52 +02:00
14ab41e414
Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs
2016-08-21 11:45:11 +02:00
335ce74acb
Remove error-display from dynare_solve.m
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Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
2016-08-21 11:44:18 +02:00
4d8295afdf
Cosmetic fixes to display_problematic_vars_Jacobian.m
2016-08-21 11:28:47 +02:00
9d9cb322c8
Make sure fields of estim_params are always properly initialized
2016-08-21 11:24:29 +02:00
cc5cafdd15
Merge pull request #1254 from JohannesPfeifer/log_density_save
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Save log_density at the mode and document oo_.posterior-fields
2016-08-21 11:13:19 +02:00
0ebef17df2
fix shocks_decomposition bug introduced in commit 75d699cbfa
2016-08-21 11:11:19 +02:00
4750eb64ff
Merge pull request #1269 from JohannesPfeifer/eig_R2014a
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Condition use of eig to compute left eigenvector on Matlab version
2016-08-21 09:54:47 +02:00
72e84657a7
Condition use of eig to compute left eigenvector on Matlab version
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Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
2016-08-20 20:43:20 +02:00
b5b9f46ff9
Merge pull request #1222 from JohannesPfeifer/paralleldelete
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dynareParallelDelete.m: Condition delete-command on existence of file…
2016-08-20 18:37:01 +02:00
4a723872eb
dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning
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Closes #1195
2016-08-20 18:02:04 +02:00
ee428ffb41
Merge pull request #1251 from JohannesPfeifer/resid_command
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Check for complexity of steady state in resid.m
2016-08-20 17:41:22 +02:00
5c69c789f6
Merge pull request #1261 from JohannesPfeifer/bvar
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BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
2e9725cfd0
Merge pull request #1267 from JohannesPfeifer/estimation_init
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Fix two bugs in dynare_estimation_init.m
2016-08-20 17:36:48 +02:00
75d699cbfa
fixing dates in shocks_decomposition.
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Interface still missing
2016-08-20 16:31:25 +02:00
b1f1826d5f
Fix two bugs in dynare_estimation_init.m
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Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
2016-08-17 21:47:46 +02:00
2b674b27d1
Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle
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dynare_solve.m: make sure str2func is only used on strings
2016-08-12 12:06:32 +02:00
80049a6d09
dynare_solve.m: make sure str2func is only used on strings
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Otherwise, code crashes
2016-08-12 11:59:57 +02:00
c156a5907c
BVAR: Save prior and posterior information in oo_
2016-08-01 10:41:04 +02:00
8dadd1519e
Restore backward compatibility of OSR command with maxit and tolf options
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Translates these options into optim_opt structure
2016-07-22 16:53:19 +02:00
1bd5c7cc0d
Disentangle options_.conf_sig and set default to 0.9
2016-07-21 12:17:30 +02:00
f2f44a0989
Save log_density at the mode and document oo_.posterior-fields
2016-07-20 20:48:24 +02:00
72b8c650e5
Add missing logical operator from likelihood functions introduces when removing global penalty
2016-07-18 11:11:43 +02:00
578fb04590
Check for complexity of steady state in resid.m
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Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
2016-07-14 15:04:27 +02:00
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
2f2413e64a
addind ep accuracy check
2016-07-03 10:56:44 +02:00
bf293396b6
Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
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(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
2016-07-01 20:40:17 +02:00
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
9275cd089b
Add eps-loader to rplot.m
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Also makes sure that every single graph is saved when looping over figures
2016-07-01 19:09:29 +02:00
2a2d81784b
Allow rplot to plot exogenous variables
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian
MichelJuillard
Marco Ratto