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
4a301a92d3
Merge pull request #542 from JohannesPfeifer/cosmetic_changes
...
Fix typo in manual and make sure that index is an integer in GetPosterio...
2013-11-22 05:59:10 -08:00
967ade48e5
Remove redundant slashes from manual
2013-11-22 14:55:05 +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
...
Fix typo in use_calibration
2013-11-21 14:23:32 -08:00
ebe816e0ca
Merge pull request #540 from JohannesPfeifer/fix_parameter_updating
...
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
46dc981ce4
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
12140fb814
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
b4a9ba78e7
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +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
a943463ee5
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
6f25bfbea0
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
e49ec69719
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
4f87313ed6
fix comment
2013-11-19 13:47:28 +01:00
fa32a24e2a
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
Stéphane Adjemian (Scylla)
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer