21e9b22d7c
Merge branch 'get-prior-info-fixes'
2014-02-03 14:25:53 +01:00
6962bc8171
Convert use of unique to be compatible with older Matlab version
2014-02-03 13:19:11 +01:00
85815ca651
Adds new option to select which variables to consider for estimation
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First step for ticket #336
2014-02-03 13:10:31 +01:00
2ee11fa860
Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605 .
2014-02-03 12:25:29 +01:00
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
c6cd5b40d9
Consider only unique members of varlist in estimation
2014-02-03 10:03:17 +01:00
e0ed06e608
Consider only unique variables in stoch_simul
2014-02-03 09:54:27 +01:00
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
9d36a326f1
Merge pull request #603 from rattoma/master
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HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805).
2014-01-30 17:57:36 +01:00
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
9d4adbcf72
Merge branch 'master' of https://github.com/DynareTeam/dynare
2014-01-28 18:46:27 +01:00
16b7a9ed98
Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code
2014-01-28 18:45:40 +01:00
c2345fd23b
Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances
2014-01-28 18:42:47 +01:00
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
0ec62c6360
Fix Latex Bug in display_estimation_results_table.m
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Missing line break resulted in compilation errors
2014-01-28 18:39:51 +01:00
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
d1fe0e78cb
reporting: support data of all frequencies in table
2014-01-03 17:20:17 +01:00
7e6eb2fbab
reporting: support monthly data in table
2014-01-03 16:04:39 +01:00
21a22cb670
reporting: simplify code
2014-01-03 16:01:26 +01:00
c391876196
Workaround for a strange bug with Octave.
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If there is any call to exist(fname) before the call to the preprocessor, then
Octave will use the old copy of the .m instead of the newly generated one.
Deleting the .m beforehand fixes the problem.
2014-01-03 14:29:09 +01:00
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
66d48f5917
Compatibility fixes for Octave 3.8.
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- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
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Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00
b9df616c18
Fix treatment of error conditions in bytecode.
2013-12-13 16:49:08 +01:00
6e8b35c7f3
Fix bug in method disp of dseries.
2013-12-13 16:49:08 +01:00
8e6df85604
Fixed bug.
2013-12-13 15:53:06 +01:00
fd5742a399
Add a second output argument to CheckPath nonzero iff the routine creates a new directory.
2013-12-13 15:53:06 +01:00
08199dc881
reporting: fix if statement for changes in dynDates/dates class
2013-12-13 15:36:04 +01:00
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
832f8ee82f
Bug fixes (related to the loading of the mcmc files) + Cosmetic changes.
2013-12-13 12:49:19 +01:00
58c40fdca9
ramsey_policy: correcting the computation of the value of the
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objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
77fdd3bfda
ms-sbvar: corrected bug with final_subperiod default value and
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clarified in the manual.
2013-12-13 09:56:11 +01:00
3990707e36
reporting: fix typo
2013-12-12 16:05:57 +01:00
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
85905cbb1d
reporting: for windows filenames escape underscore
2013-12-12 16:05:57 +01:00
7cc259ea46
fix permissions
2013-12-12 16:05:57 +01:00
1ddd00b502
ms-sbvar: corrected bug in initialization/computation of final
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subperiod
2013-12-12 10:02:31 +01:00
ed15f0bcac
ms-sbvar: corrected bug in initialization/computation of final subperiod
2013-12-12 09:10:09 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
6cb18b34fb
Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block.
2013-12-11 16:43:15 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
1dc3f2119a
Merge pull request #561 from rattoma/master
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Fixed bugs and continue GSA plots harmonization
2013-12-11 01:51:50 -08:00
f16689e76f
Do not systematically throw an errror message if the parameters in the provided mode_file does not exactly match the set of estimated parameters.
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If some parameters are missing in the provided mode_file and if mode_compute>0, use the prior mean as an initial condition.
2013-12-11 10:01:22 +01:00
4afcf8fdaf
Fixed typo.
2013-12-11 10:01:22 +01:00
cf1bd26f84
Removed old version of homotopic_steps (extended path).
2013-12-11 10:01:22 +01:00
1a8e50dd7a
Same as commit #52a5262b7bbeb0a47961be42d8fba4845ead31cc for the simul command.
2013-12-11 10:01:22 +01:00
3790ab1dc7
Cosmetic changes. Removed useless spaces and semicolons.
2013-12-11 10:01:22 +01:00
cf567dd5c0
Bug fix. Force axis tight in @dseries/plot method (otherwise the method crashes if Matlab/octave considers a too large x-abscissa).
2013-12-11 10:01:22 +01:00
a51db32145
Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).
2013-12-11 10:01:22 +01:00
a90807f85b
Cosmetic change
2013-12-10 17:35:55 +01:00
eb70ddfe66
threshold_redform must override detailed mapping also with log-transformation
2013-12-10 17:31:26 +01:00
db9b61df78
Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.
2013-12-10 17:10:04 +01:00
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
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2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
b3c4f9427f
Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title)
2013-12-10 11:22:15 +01:00
67d7ba75f0
1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
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2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
2013-12-10 11:05:54 +01:00
2d6e513738
Bug fix with irf restriction on period larger than 1
2013-12-10 10:54:47 +01:00
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
2d966208c4
write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc
2013-12-09 17:36:08 +01:00
10652be09a
write_latex_definitions: use texttt for variable names, #478
2013-12-09 17:24:50 +01:00
3539dc7153
write_latex_definitions: use longtable, #478
2013-12-09 17:04:32 +01:00
07bea735de
Merge pull request #557 from rattoma/master
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Fixes to mode_compute=5. (1) force univariate steps at every iteration: ...
2013-12-09 05:29:47 -08:00
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
ef777de3d5
fix typo fix
2013-12-08 11:40:10 +01:00
e765c16b73
fix typo
2013-12-08 10:47:39 +01:00
e5854cb201
Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary.
2013-12-07 10:52:27 +01:00
ea888fe646
write_latex_definitions: use M_ as global
2013-12-06 16:01:38 +01:00
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
c06a8df8a4
Merge pull request #553 from rattoma/master
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Trap the case where only one parameter is estimated and only one non-con...
2013-12-06 06:16:50 -08:00
d969a8129c
Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
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(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
c9ebe21faf
Harmonize plotting of IRFS
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In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
d9c3073fd9
Merge pull request #539 from JohannesPfeifer/stab_map_bivariate
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Continue harmonizing figure titles in GSA
2013-12-03 06:50:51 -08:00
51adbd8008
Update error message if SS-Anova Toolbox is missing
2013-12-03 11:45:29 +01:00
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
22949820be
bug fix: close unclosed file id, #438
2013-12-02 12:34:09 +01:00
d8d0f2b8cc
Revert cosmetic change of 4fa2d5b
2013-11-29 23:09:51 +01:00
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
a6a10055da
Fixed bug (problem with dates selection in @dseries::subsref).
2013-11-29 19:02:40 +01:00
e1bff2c885
Adapted unitary tests for octave.
2013-11-29 19:02:40 +01:00
59f1967347
Adapted unitary test for octave.
2013-11-29 19:02:40 +01:00
67d71a628b
Fixed bug (isscalar does not assume that the input is numeric).
2013-11-29 19:02:40 +01:00
e615f00bec
Fixed bug in unitary test (due to a change of behaviour introduced last week by Houtan).
2013-11-29 19:02:40 +01:00
ee506c4ebe
Added new routine to test if a global variable exist in the base workspace.
2013-11-29 19:02:40 +01:00
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
121aa5038c
Bug fix. Input must be numeric in the first place.
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Marco Ratto
Sébastien Villemot
Houtan Bastani
ferhat