Commit Graph

35 Commits (master)

Author SHA1 Message Date
Johannes Pfeifer 5d47ac2aa9 SMC: gracefully exit with unsupported options 2024-02-19 14:26:28 +01:00
Johannes Pfeifer 6975aaef43 selec_posterior_draws.m: fix bug introduced when removing oo_ as an input
Thanks to Francesco Turino
2024-02-09 19:42:36 +01:00
Johannes Pfeifer bcd57142c6 dsge_likelihood.m: clarify that output is minus the posterior 2024-01-16 16:03:29 +01:00
Willi Mutschler 8a29933c6e
method_of_moments: adapt comparison and display scripts for irf_matching 2023-12-21 01:48:28 +01:00
Willi Mutschler e9871d7d47
method_of_moments: cosmetical changes 2023-12-21 01:48:28 +01:00
Willi Mutschler b435aa7f27
Cosmetical change for use_mh_covariance_matrix
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
Willi Mutschler f8a6020d2b
🐛 Fix bug in 4a6783
options_ is missing as an input argument for compute_posterior_covariance_matrix
2023-12-20 18:22:41 +01:00
Sébastien Villemot 38d1c0538a
Merge branch 'posterior_moments' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2242
2023-12-20 14:03:18 +01:00
Johannes Pfeifer 774cb18aac posterior_moments.m: do not request density if output is not used
removes indicator and replaces it by nargout-check
2023-12-20 09:14:03 +01:00
Sébastien Villemot fb18777e58
Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2243
2023-12-19 18:34:37 +01:00
Sébastien Villemot 311808db0a
Merge branch 'header_fix' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2241
2023-12-19 18:32:46 +01:00
Johannes Pfeifer ba52789020 _mc_analysis: move all files to estimation folder for consistency 2023-12-19 14:45:29 +01:00
Johannes Pfeifer c52c21ca24 posterior moments: explicitly load required variables 2023-12-19 14:45:29 +01:00
Johannes Pfeifer d7ae0d0039 OccBin: improve consistency - Make name of opts_simul subfield homogeneous for likelihood computation and smoother - fill the new field opts_regime with init_binding_indicator init_regime_history, to avoid possible conflics with simulations done in realtime filtering steps - smoother: use init_binding_indicator and init_regime_history options set in options_.occbin.smoother 2023-12-18 16:16:50 +01:00
Sébastien Villemot d50330aad3
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2235
2023-12-18 15:55:06 +01:00
Stéphane Adjemian (Ryûk) 4982ce06b4
Remove unnecessary square brackets. 2023-12-18 10:49:49 +01:00
Johannes Pfeifer 4d6d4953e7 GetPosteriorParametersStatistics.m and check_bounds_and_definiteness_estimation.m: cosmetic changes 2023-12-18 09:50:18 +01:00
Stéphane Adjemian (Ryûk) 735bd66d4d
Remove unused output arguments. 2023-12-18 07:48:27 +01:00
Stéphane Adjemian (Ryûk) c841f1474c
isinf(X)~= ⇔ isinf(X). 2023-12-17 08:30:56 +01:00
Stéphane Adjemian (Ryûk) b6619b342b
Remove unused variable. 2023-12-16 23:30:43 +01:00
Stéphane Adjemian (Ryûk) 5d8861ff29
Cosmetic change. 2023-12-16 23:03:02 +01:00
Stéphane Adjemian (Ryûk) 743de7da5c
Remove increment on for-loop index. 2023-12-16 23:03:02 +01:00
Stéphane Adjemian (Guts) 7915b91fdb
Error takes sprintf like arguments directly. 2023-12-16 22:24:26 +01:00
Stéphane Adjemian (Guts) 23af7f64b6
Avoid using disp(sprintf()) constructs. 2023-12-15 18:56:08 +01:00
Stéphane Adjemian (Guts) 0249ea2116
Fix bug introduced in #47af0cde1. 2023-12-15 18:07:12 +01:00
Stéphane Adjemian (Guts) 47af0cde16
Remove calls to eval. 2023-12-15 16:34:27 +01:00
Sébastien Villemot 20b2c79ffb
Remove unneeded uses of feval
Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 16:28:38 +01:00
Sébastien Villemot adddcf6197
minus_logged_prior_density.m: fix syntax error with output arguments
It’s not possible to use tildes for declaration of output arguments (otherwise
these arguments will be uninitialized if requested).

Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
Sébastien Villemot 2005f292e5
Fix syntax error
Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
Stéphane Adjemian (Guts) 4a6783c690
Fix #1914.
Also the first input argument of was wrong (we do not pass bayestopt_
anymore but only the list of estimated parameter names, field `name`).
2023-12-15 14:13:56 +01:00
Johannes Pfeifer c3268c0279
Move various functions from main matlab folder to subfolders 2023-12-14 18:29:04 +01:00
Johannes Pfeifer dbcc0aeb9f GetPosteriorMeanVariance.m: fix header
[skip CI]
2023-12-14 16:01:51 +01:00
Sébastien Villemot 81cd0f1cb5 Merge branch 'plus_folders' into 'master'
Start cleaning up main Matlab folder by moving various functions to subfolders and removing unused ones

See merge request Dynare/dynare!2216
2023-12-14 10:29:07 +00:00
Johannes Pfeifer 2df08f88c7 Move estimation files to separate folder 2023-12-13 22:57:06 +01:00
Stéphane Adjemian (Ryûk) 60c0ed0180
Add Sequential Monte Carlo sampler. 2023-12-13 15:30:38 +01:00