- 29 Nov, 2013 12 commits
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
- 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
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Sébastien Villemot authored
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks Closes #469
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Stéphane Adjemian authored
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Correct name of output folder in writing TeX-Code
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Johannes Pfeifer authored
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- 28 Nov, 2013 8 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
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.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- 27 Nov, 2013 5 commits
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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).
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Stéphane Adjemian authored
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.
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Stéphane Adjemian authored
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- 26 Nov, 2013 14 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
* autodetect whether there are variable names and dates in the file * optimize under Octave, using csv2cell and parcecell from io package
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Houtan Bastani authored
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Houtan Bastani authored
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Houtan Bastani authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Houtan Bastani authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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>
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Stéphane Adjemian authored
Also display the initial value of the posterior kernel, when internals --display-mh-history command is used.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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: --------...
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- 25 Nov, 2013 1 commit
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Sébastien Villemot authored
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