0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
80a2a6b712
Merge remote-tracking branch 'jpfeifer/irf_debug_feedback'
2013-11-13 14:26:58 +01:00
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
f30b88f50c
Changed default options_.initial_period (has to be a dates object).
2013-10-15 16:18:46 +02:00
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
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- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
c4998f93d3
Transfer hardcoded osr options to options structure
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Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
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
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
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
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
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
9145d3691f
Merge pull request #409 from rattoma/endo_prior_restrictions
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New option to set prior (sign) restrictions irfs.
2013-05-31 01:33:32 -07:00
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
7bef23f1b3
Allow asymmetric mode check plots, using the new option
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mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
2013-05-23 11:37:00 +02:00
09bc0a0aaa
fixed bug with seeds in hybrid matlab-octave parallel clusters
2013-04-05 17:25:34 +02:00
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
a090a7c35e
Add endogenous priors
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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
ebf93d672f
stochastic extended path: additional changes
2013-03-12 09:36:58 +01:00
46a59423f2
Revert "Remove unused options_.verbosity"
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This reverts commit cacb0470f8#295 .
2013-02-28 12:20:21 +01:00
cacb0470f8
Remove unused options_.verbosity
2013-02-26 15:14:33 +01:00
5c0d387c4f
Cosmetic change. Changed the organization of options for (stochastic) extended path
2012-11-29 12:56:01 +01:00
b6c72f18fa
-add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters)
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-modify the default of parameters for the gaussian approximation using the scaled unscented transformation
2012-11-16 12:18:55 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
6c7501d906
move console setting to global_initialization.m
2012-10-30 14:10:54 +01:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
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the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
205b455ad7
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.
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Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
2012-09-06 14:13:29 +02:00
0508bf9a41
Added missing default options for stochastic simulation of nonlinear backward looking models.
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(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
2012-08-27 12:53:11 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
d39bbdaa85
forcing reinitialization of persistent variables of
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dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
2012-07-19 17:08:42 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
Stéphane Adjemian (Penelope)
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer
Frédéric Karamé
Sébastien Villemot
Marco Ratto
Johannes Pfeifer
Michel Juillard
Houtan Bastani