Stéphane Adjemian (Argos)
f3c6328af6
Fix header doc.
2024-01-07 17:22:23 +01:00
Stéphane Adjemian (Argos)
f1d444e198
Approximation of the likelihood with a second order multivariate polynomial.
2024-01-07 17:20:51 +01:00
44044904c1
Merge branch 'forecast_graph' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2259
2024-01-03 10:12:57 +01:00
b89e79862a
Merge branch 'bvar' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2258
2024-01-03 10:11:33 +01:00
02d1e8d3ed
forecast_graphs.m: fix wrong naming
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Also removes eval
2023-12-27 20:54:43 +01:00
a6ad26788e
BVAR: remove dedicated graph functions
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one was empty, the other was moved to an inline function
2023-12-27 20:43:28 +01:00
8f07f37138
🐛 makedataset.m: correct error message with first_obs specified
2023-12-27 17:51:57 +01:00
9c28f5feaf
graph_comparison_irfs.m: compatibility fix for Octave
2023-12-21 21:17:53 +01:00
c36b695cd9
Merge branch 'get_mean' into 'master'
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get_mean.m: remove globals and fix internal logic
See merge request Dynare/dynare!2250
2023-12-21 14:37:22 +00:00
6cad684980
Merge branch 'dynare-plot_initval_decomp'
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Ref. !2249
2023-12-21 14:04:06 +01:00
a4e6531420
check existence of oo_.initval_decomposition and, if absent, compute it
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Closes : #1913
2023-12-21 14:03:51 +01:00
fbf62255c6
fix undefined new filter option
2023-12-21 14:02:20 +01:00
e918589e02
fix undefined index j using wildcard
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Closes : #1915
2023-12-21 14:02:13 +01:00
8deeaa7252
Add version of get_mean without globals
2023-12-21 13:41:17 +01:00
e3e6f4c9b4
🐛 get_mean.m: fix internal logic
2023-12-21 13:40:23 +01:00
2f07fa2921
irf_matching: adaptations for new interface
2023-12-21 01:49:40 +01:00
329f0d2d54
method_of_moments: Remove unused output from IRF Matching for GMM/SMM
2023-12-21 01:48:28 +01:00
68b92a1ab9
method_of_moments: fixes required by changes introduced with SMC
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60c0ed0180
2023-12-21 01:48:28 +01:00
9148b5b210
irf_matching: add message for explosive irfs to get_error_message
2023-12-21 01:48:28 +01:00
0b839467e6
method_of_moments: consistently use uppercases for NaN, Inf, IRFs
2023-12-21 01:48:28 +01:00
0787589479
method_of_moments: use / instead of filesep for latex filenames
2023-12-21 01:48:28 +01:00
37efafe475
method_of_moments: cosmetical changes to comments and messages
2023-12-21 01:48:28 +01:00
bd3ca58727
method_of_moments: remove spurious diag(diag(x))
2023-12-21 01:48:28 +01:00
65f8b56fb0
irf_matching: add checks for inverse and logdet of weighting matrix
2023-12-21 01:48:28 +01:00
2521314c39
irf_matching: make comparison graph prettier
2023-12-21 01:48:28 +01:00
378e38c8c2
method_of_moments: remove to do list and maintaining authors
2023-12-21 01:48:28 +01:00
c59daa6139
method_of_moments: use underscore instead of camel case for variables
2023-12-21 01:48:28 +01:00
937ee0ef77
irf_matching: add steady-state as input to irf_matching_file
2023-12-21 01:48:28 +01:00
8515a195ab
method_of_moments: add irf_matching to run script
2023-12-21 01:48:28 +01:00
8a29933c6e
method_of_moments: adapt comparison and display scripts for irf_matching
2023-12-21 01:48:28 +01:00
f210ffa3ae
method_of_moments: add irf_matching to print_info_on_estimation_settings
2023-12-21 01:48:28 +01:00
20ec0a6c97
method_of_moments: add irf_matching to objective_function
2023-12-21 01:48:28 +01:00
e9871d7d47
method_of_moments: cosmetical changes
2023-12-21 01:48:28 +01:00
459842e4f6
irfmatching: add mode_compute_irf_matching function
2023-12-21 01:48:28 +01:00
2d8bcd6918
irfmatching: add function to translate irf_matching blocks into useful structures
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This needs to be adapted once we implement an interface in the preprocessor
2023-12-21 01:48:28 +01:00
c45c0efeba
irfmatching: add options and checks to options_mom_
2023-12-21 01:48:28 +01:00
613b3869e1
irfmatching: add function to check for existence of irf_matching_file
2023-12-21 01:48:28 +01:00
95bfb84014
method_of_moments: cosmetical changes to headers, comments, semicolons
2023-12-21 01:48:28 +01:00
37c7ca2d97
method_of_moments: don't use oo_ as input
2023-12-21 01:48:28 +01:00
dedbb3be57
method_of_moments: rename Bounds to BoundsInfo
2023-12-21 01:48:28 +01:00
b435aa7f27
Cosmetical change for use_mh_covariance_matrix
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With use_mh_covariance_matrix we do not load previous simulations, but only base the proposal density on a previous run; so skip the display.
2023-12-20 18:22:41 +01:00
f8a6020d2b
🐛 Fix bug in 4a6783
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options_ is missing as an input argument for compute_posterior_covariance_matrix
2023-12-20 18:22:41 +01:00
5f1ae3bb19
🐛 Fix bugs in parallel toolbox introduced in 47af0c
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1. 'fGlobalVar' was misspelled
2. Removing the eval crashes the parallel option as global variables are not passed correctly. Because it originally was an assignment where the variable named options_ was assigned to fGlobalVar.options_, but after 47af0cdewe only assign the string 'options_' stored in GlobalNames{j}.
2023-12-20 18:22:41 +01:00
38d1c0538a
Merge branch 'posterior_moments' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2242
2023-12-20 14:03:18 +01:00
774cb18aac
posterior_moments.m: do not request density if output is not used
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removes indicator and replaces it by nargout-check
2023-12-20 09:14:03 +01:00
fb18777e58
Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2243
2023-12-19 18:34:37 +01:00
311808db0a
Merge branch 'header_fix' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2241
2023-12-19 18:32:46 +01:00
52b92ce64d
Merge branch 'parallel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2240
2023-12-19 18:32:24 +01:00
ba52789020
_mc_analysis: move all files to estimation folder for consistency
2023-12-19 14:45:29 +01:00
c52c21ca24
posterior moments: explicitly load required variables
2023-12-19 14:45:29 +01:00
Stéphane Adjemian (Argos)
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Willi Mutschler