Marco Ratto
|
05fc096569
|
Make multivariate kalman filter and smoother robust to badly scaled covariance matrix of observables.
This avoids shifting to univariate filter in most cases.
|
2015-10-13 17:15:01 +02:00 |
Stéphane Adjemian
|
d3eca9338b
|
Merge pull request #1038 from JohannesPfeifer/kernel_density
Allow computing posterior kernel density
|
2015-10-12 23:23:07 +02:00 |
MichelJuillard
|
6d23db41d0
|
Merge pull request #1082 from JohannesPfeifer/steady_state_file_check
Check whether steady state file returns column vector
|
2015-10-12 16:33:29 +02:00 |
Johannes Pfeifer
|
8ef96c46ca
|
Check whether steady state file returns column vector
|
2015-10-12 16:17:56 +02:00 |
Stéphane Adjemian (Charybdis)
|
203455d2a1
|
Updates particles submodule (mainly bug fixes).
|
2015-10-12 15:51:16 +02:00 |
Johannes Pfeifer
|
7ebbc41d8a
|
Get rid of eval statements by using indirect indexing of structures
|
2015-10-12 15:36:42 +02:00 |
Johannes Pfeifer
|
b7cbb563d6
|
Allow suppressing density of smoother and forecast objects
|
2015-10-12 15:34:52 +02:00 |
Johannes Pfeifer
|
1ef1f9c75d
|
Transform hard-coded kernel density options to real options
|
2015-10-12 15:34:51 +02:00 |
MichelJuillard
|
aa894f8613
|
Merge pull request #1075 from JohannesPfeifer/stochastic_singularity
Condition check for stochastic singularity on maximum of non-missing …
|
2015-10-12 09:12:31 +02:00 |
MichelJuillard
|
c2565e803f
|
Merge pull request #1079 from JohannesPfeifer/k_order_pert_fail
Filter out failure of k_order_pert in likelihood computation
|
2015-10-11 20:45:51 +02:00 |
Johannes Pfeifer
|
fd9f2db79d
|
Allow resuming previous run of CMAES
Also enables saving of intermediate results, consistent with the manual.
|
2015-10-11 19:13:48 +02:00 |
Johannes Pfeifer
|
e3e34e1c7d
|
Reduce default accuracy criterion in cmaes.m
|
2015-10-11 18:50:05 +02:00 |
Johannes Pfeifer
|
df47be4076
|
Properly set bounds and H0 for CMAES
|
2015-10-11 18:21:25 +02:00 |
Johannes Pfeifer
|
d513d38f73
|
Filter out failure of k_order_pert in likelihood computation
|
2015-10-11 17:55:27 +02:00 |
Johannes Pfeifer
|
33aa22a80f
|
Condition check for stochastic singularity on maximum of non-missing observations
closes #1071
|
2015-10-11 10:49:15 +02:00 |
MichelJuillard
|
866ab33575
|
Merge pull request #1042 from JohannesPfeifer/discretionary
Various fixes for discretionary_policy
|
2015-10-10 22:25:46 +02:00 |
MichelJuillard
|
b51b037ef2
|
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
|
2015-10-10 22:17:53 +02:00 |
Michel Juillard
|
6502c311a0
|
replaced global timer by local timer
|
2015-10-10 14:33:30 +02:00 |
Stéphane Adjemian (Charybdis)
|
18a5eea7e0
|
Fixed bug in clear_persistent_variables routine.
The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
|
2015-10-10 00:21:18 +02:00 |
Stéphane Adjemian
|
3490e400bc
|
Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
|
2015-10-09 17:11:15 +02:00 |
Michel Juillard
|
f7f158f078
|
Revert "removed global objective_function_penalty_base"
This reverts commit 5ade8d7c6f .
|
2015-10-09 14:23:32 +02:00 |
Michel Juillard
|
784b8d893c
|
Revert "reducing penalty value to 0.1 when there is no ground to make it proportional"
This reverts commit a6f123fd50 .
|
2015-10-09 14:23:32 +02:00 |
Michel Juillard
|
818fa47375
|
Revert "adding new functions for penalty optimization"
This reverts commit b9e535e99e .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
295eed6118
|
Revert "adapted dsge-var code for new handling of penalties"
This reverts commit 3966296aca .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
f464760c45
|
Revert "remove global objective_function_penalty_base"
This reverts commit cf858c7fcb .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
035adeb89e
|
Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
1a9aa17c9e
|
Revert "More fixings around objective_function"
This reverts commit 05cd51111c .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
9be5c31761
|
Revert "More fixing of the same"
This reverts commit a54dda165f .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
063a548bd3
|
Revert "changed persitent variables into local ones in mr_hessian.m"
This reverts commit fe077fc710 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
bc37c838c7
|
Revert "more fixes for penalty objective function"
This reverts commit 3dac7f8809 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
a7a3bbef89
|
Revert "reset newratflag = 0 in dynare_minimize_objective"
This reverts commit d4cf3576e4 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
7202c497de
|
Revert "removed initialization of mr_hessian()"
This reverts commit f48a026d89 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
f48a026d89
|
removed initialization of mr_hessian()
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
d4cf3576e4
|
reset newratflag = 0 in dynare_minimize_objective
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
3dac7f8809
|
more fixes for penalty objective function
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
fe077fc710
|
changed persitent variables into local ones in mr_hessian.m
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
a54dda165f
|
More fixing of the same
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
05cd51111c
|
More fixings around objective_function
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
1ad8df4635
|
More fixing related to objective_function_penalty_base
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
cf858c7fcb
|
remove global objective_function_penalty_base
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
3966296aca
|
adapted dsge-var code for new handling of penalties
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
b9e535e99e
|
adding new functions for penalty optimization
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
a6f123fd50
|
reducing penalty value to 0.1 when there is no ground to make it proportional
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
5ade8d7c6f
|
removed global objective_function_penalty_base
added penalty_objective_function.m and penalty_hessian.m
|
2015-10-08 20:57:00 +02:00 |
Stéphane Adjemian (Charybdis)
|
9131472429
|
Do not ask for confirmation when deleting a non empty directory (Octave)
|
2015-10-07 18:13:44 +02:00 |
Stéphane Adjemian (Charybdis)
|
c064e9ed5e
|
Make unit test compatible with Octave.
|
2015-10-07 17:47:14 +02:00 |
Stéphane Adjemian (Charybdis)
|
44c198f3f4
|
Updated dseries module (fix for csv files).
|
2015-10-07 11:58:17 +02:00 |
MichelJuillard
|
f4e8fc74da
|
Merge pull request #1068 from JohannesPfeifer/trust_region
Test for solution before breaking with error code -3 in trust_region
|
2015-10-06 14:17:25 +02:00 |
Johannes Pfeifer
|
934901036b
|
Test for solution before breaking with error code -3 in trust_region.m
Fixes #1067
|
2015-10-06 13:59:59 +02:00 |
Stéphane Adjemian (Charybdis)
|
489bffdfd8
|
Fixed option names for mode_compute=6.
|
2015-10-06 11:34:56 +02:00 |