Sébastien Villemot
982f906eb6
Provisions for Octave 3.6.1 (MinGW)
2012-03-13 17:43:30 +01:00
Sébastien Villemot
ebfeae2ccf
Provisions for MATLAB 7.14 (R2012a)
2012-03-13 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
75675d3677
Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
2012-03-12 10:34:28 +01:00
Stéphane Adjemian (Charybdis)
4aedf7e9c0
Added a commented line to print the effective number of particles if needed.
2012-03-12 10:29:25 +01:00
Michel Juillard
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Sébastien Villemot
4ba016cc16
Merge remote-tracking branch 'ferhat/master'
2012-03-09 20:13:22 +01:00
Stéphane Adjemian (Charybdis)
10cd5f200a
Changed options.
2012-03-09 16:36:43 +01:00
Stéphane Adjemian (Charybdis)
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
...
In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
Stéphane Adjemian (Charybdis)
13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
Stéphane Adjemian (Charybdis)
1ac55d8be8
Fixed bug.
2012-03-09 12:57:58 +01:00
Stéphane Adjemian (Charybdis)
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
Houtan Bastani
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Ferhat Mihoubi
75331d7a4f
The global oo_.steady_state should also be updated in the homotopy loop
2012-03-09 11:47:13 +01:00
Houtan Bastani
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Sébastien Villemot
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
Houtan Bastani
ad580b8cc6
MS-SBVAR: clean up plotting functions
2012-03-08 18:25:37 +01:00
Houtan Bastani
d212772212
MS-SBVAR: change state to regime to coincide with name previous name change
2012-03-08 17:55:40 +01:00
Houtan Bastani
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
11c63e5050
MS-SBVAR: clean up plot_ms_*.m
2012-03-08 17:54:05 +01:00
Houtan Bastani
4e41ad7285
MS-SBVAR: remove unused argument to plot_ms_irf.m
2012-03-08 17:54:05 +01:00
Houtan Bastani
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Stéphane Adjemian (Charybdis)
eaee103619
Added a test mod file (non linear filters, comparison with linear filters).
2012-03-08 16:56:02 +01:00
Stéphane Adjemian (Charybdis)
f12e8a3754
Force the weights to sum up to one, and not to the number of particles as in WK (Econometrica 2010).
2012-03-08 16:36:31 +01:00
Stéphane Adjemian (Charybdis)
3d682766a0
Removed test files (non linear filters).
2012-03-08 15:58:14 +01:00
Stéphane Adjemian (Charybdis)
bf1e6a15a5
Changed options and initial condition for tau.
2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis)
8184ff3fdd
Fixed bug (wrong calling to the resample routine: missing inputs).
2012-03-08 15:53:20 +01:00
Stéphane Adjemian (Charybdis)
f27db56bd0
Added measurement errors in the data set.
2012-03-08 15:44:34 +01:00
Stéphane Adjemian (Charybdis)
7f1ab166f5
Fixed bug.
2012-03-08 15:44:14 +01:00
Ferhat Mihoubi
dfbd6c8f2a
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
Stéphane Adjemian (Charybdis)
8c4f2c79b7
Changed options conformably to the previous commits.
2012-03-08 12:52:53 +01:00
Stéphane Adjemian (Charybdis)
cfed4b8aaa
Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
2012-03-08 12:50:28 +01:00
Stéphane Adjemian (Charybdis)
d995234003
Fixed bugs.
2012-03-08 12:49:17 +01:00
Stéphane Adjemian (Charybdis)
f932fc8c78
Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables.
...
Otherwise we can not test the number of periods and we cannot use the previous solution
to initialize the following (stochastic) perfect foresight problem.
2012-03-08 12:49:04 +01:00
Stéphane Adjemian (Charybdis)
464dcb651e
Changed defaults related to extended path. Removed some unused options.
2012-03-08 12:45:53 +01:00
Sébastien Villemot
895b58cec4
Merge remote-tracking branch 'ferhat/master'
2012-03-07 09:22:42 +01:00
Stéphane Adjemian (Charybdis)
de07d3b1d7
Removed useless else statement.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
93fa8a6c94
Bug fix. Definition of the penalty when the updated parameters are complex.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
746fb8ca56
Fixed bug related to the update of the deep parameters in the steady state model.
...
When a deep parameter was initialized to NaN (this is the default) any update of this parameter
done in the steady state model block was not propagated to M_.params. The problem was caused by
the definition of updated_params_flag.
2012-03-06 22:54:20 +01:00
Michel Juillard
3785962519
fixing extended-path test
2012-03-06 12:42:37 +01:00
Ferhat Mihoubi
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Ferhat Mihoubi
24e58262fc
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Ferhat Mihoubi
3730957e9f
Considers both 'inf' and 'nan' results in functions return and improves an error message
2012-03-06 11:09:46 +01:00
Ferhat Mihoubi
3072c6e611
Displays more details in case of singular system
2012-03-06 11:03:13 +01:00
Stéphane Adjemian (Charybdis)
91d47148c5
Removed particle filters related mod files from the test suite.
2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis)
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis)
6c091015eb
Fixed texinfo header.
2012-03-05 23:11:49 +01:00
Sébastien Villemot
9610cb0b20
Testsuite: add missing files to dist rule
2012-03-05 19:46:01 +01:00
Sébastien Villemot
a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00