Merge branch 'master' into new_ep
commit
808fc067e2
18
license.txt
18
license.txt
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@ -177,19 +177,11 @@ License: GPL-3+ with Autoconf exception
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Files: m4/ax_boost_base.m4
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Files: m4/ax_boost_base.m4
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Copyright: 2008 Thomas Porschberg <thomas@randspringer.de>
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Copyright: 2008 Thomas Porschberg <thomas@randspringer.de>
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2009 Peter Adolphs
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2009 Peter Adolphs
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License: other
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License: permissive-autoconf
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Copying and distribution of this file, with or without modification, are
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permitted in any medium without royalty provided the copyright notice
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and this notice are preserved. This file is offered as-is, without any
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warranty.
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Files: m4/ax_compare_version.m4
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Files: m4/ax_compare_version.m4
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Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
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Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
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License: other
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License: permissive-autoconf
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Copying and distribution of this file, with or without modification, are
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permitted in any medium without royalty provided the copyright notice
|
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and this notice are preserved. This file is offered as-is, without any
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warranty.
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Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
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Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
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Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
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Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
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@ -859,3 +851,9 @@ License: CC-BY-SA-4.0
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licenses.
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licenses.
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.
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.
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Creative Commons may be contacted at creativecommons.org.
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Creative Commons may be contacted at creativecommons.org.
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License: permissive-autoconf
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Copying and distribution of this file, with or without modification, are
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permitted in any medium without royalty provided the copyright notice
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and this notice are preserved. This file is offered as-is, without any
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warranty.
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@ -504,7 +504,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
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oo_.Smoother.TrendCoeffs = trend_coeff;
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oo_.Smoother.TrendCoeffs = trend_coeff;
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oo_.Smoother.Variance = P;
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oo_.Smoother.Variance = P;
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i_endo = bayestopt_.smoother_saved_var_list;
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i_endo = bayestopt_.smoother_saved_var_list;
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if options_.nk ~= 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
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if ~isempty(options_.nk) && options_.nk ~= 0 && (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)))
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oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
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oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
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i_endo,:);
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i_endo,:);
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if isfield(options_,'kalman_algo')
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if isfield(options_,'kalman_algo')
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@ -522,7 +522,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
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i1 = dr.order_var(bayestopt_.smoother_var_list(i));
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i1 = dr.order_var(bayestopt_.smoother_var_list(i));
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eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
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eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
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'atT(i,:)'';']);
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'atT(i,:)'';']);
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if options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
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if ~isempty(options_.nk) && options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
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eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
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eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
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' = squeeze(aK(1,i,2:end-(options_.nk-1)));']);
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' = squeeze(aK(1,i,2:end-(options_.nk-1)));']);
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end
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end
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@ -0,0 +1,23 @@
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// Test whether a nonlinear equation specfied as a linear model is correctly filtered out
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var A;
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varexo epsilona;
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parameters rho;
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rho = .42;
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model(linear);
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log(A) = rho*log(A(-1)) + epsilona;
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end;
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initval;
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A = 1.34;
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end;
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steady;
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