8eb45edb92
Fix for Octave (need to add extension of the m script).
2013-11-29 19:02:40 +01:00
c1c656f4d9
Fix config of warnings in @dseries/cumsum tests
2013-11-29 17:16:17 +01:00
330dca7d36
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
839ae22b1f
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
...
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
1deb04771a
Merge pull request #547 from JohannesPfeifer/fix_typo_tex
...
Correct name of output folder in writing TeX-Code
2013-11-29 01:53:33 -08:00
ec9c32d2b7
Correct name of output folder in writing TeX-Code
2013-11-29 10:25:25 +01:00
d212197ecb
Fix incorrect usage of @xref
2013-11-28 16:25:40 +01:00
d3175b75a9
Add newline at the end of CSV files.
...
csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
1ff556ada2
Give more informations if the mod file is not found in the current directory.
2013-11-28 14:49:42 +01:00
baa596f9be
Give more details if the mod file is not found in the current directory.
2013-11-28 11:07:14 +01:00
4fa2d5b8e9
Added comments and cosmetics.
2013-11-28 10:57:54 +01:00
be4a53e4fa
Same as commit #ee91c7654ff753728850e68366c60fe1be33ebb3 for estimation.
2013-11-28 10:54:15 +01:00
ee91c7654f
Return a human readable message error if order=0 (stoch_simul).
2013-11-28 10:51:20 +01:00
edb4398e28
Merge branch 'master' into fix-mcmc-algorithm
2013-11-27 17:57:36 +01:00
0a07cf3c61
Closes #543 .
2013-11-27 16:43:00 +01:00
130125c5da
Changed the error message issued when the initial conditions for the estimated parameters are outside the bounds (the error message depends on the value of options_.prior_trunc).
2013-11-27 12:27:51 +01:00
fb487bc87e
internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files.
2013-11-27 11:56:38 +01:00
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
4e4fc2ffdb
Use load_xls_file_data in read_variables (for consistency with CSV)
2013-11-26 18:19:48 +01:00
36ec2561bf
load_xls_file_data: under Octave, fail gracefully if io is not present
2013-11-26 18:19:48 +01:00
93416a93da
Improvements in load_csv_file_data
...
* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
eb75397e0f
fix try / catch statement in tests for octave
2013-11-26 17:35:27 +01:00
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
84982652a0
Changed chapter nine. Description of internals command.
2013-11-26 16:51:49 +01:00
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
10150a081d
Bug fix (internals command with --load-mh-history option).
2013-11-26 14:03:11 +01:00
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
80a853944a
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
2013-11-26 12:37:14 +01:00
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
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
e29990df62
Improve documentation on nonlinear solver algorithms
2013-11-25 17:46:08 +01:00
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
27181a26d5
load_csv_file_data: fix isdate test
2013-11-25 06:15:35 +01:00
7af47e1e9f
dseries: change default to not use sub operator on latex
2013-11-22 17:55:57 +01:00
69caa7ec03
reporting: replace format with date2string
2013-11-22 17:45:15 +01:00
afacf27268
reporting: replace getDatesCellStringArray with strings
2013-11-22 17:21:53 +01:00
938751fa60
reporting: replace .time with .dates
2013-11-22 17:14:29 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +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
830c09760e
preprocessor: remove clang warning on declaration of const static double in class definition
2013-11-22 14:59:34 +01:00
Stéphane Adjemian (Scylla)
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani