Johannes Pfeifer
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0f04a0f921
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Geweke diagnostics: fix bug in interface that prevents setting the respective options
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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d5e20752ac
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf76
Interface was still missing and documentation of option was in wrong place in manual and wrong
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2016-12-01 17:31:29 +01:00 |
Johannes Pfeifer
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98cf1bfc1d
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Johannes Pfeifer
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209f1b4a7c
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Allow first_obs and nobs as options of shock_decomposition
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2016-10-06 14:20:04 +02:00 |
Johannes Pfeifer
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f553f893c6
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Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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4b3c98d953
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preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
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2016-09-30 14:31:13 +02:00 |
Houtan Bastani
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c6f4af8894
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preprocessor: add nograph option to shock_decomposition. closes #1290
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2016-09-23 17:44:36 +02:00 |
Houtan Bastani
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804d31e8af
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preprocessor: allow shock group names to contain spaces. closes #1280
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2016-09-14 14:10:00 +02:00 |
MichelJuillard
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6a6ccfa966
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
Houtan Bastani
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816b5bb884
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Revert "preprocessor: remove maxit, tolf from osr. #1249"
This reverts commit 86bc3bd435 .
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2016-07-21 11:04:04 -04:00 |
Houtan Bastani
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86bc3bd435
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preprocessor: remove maxit, tolf from osr. #1249
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2016-07-21 09:46:08 -04:00 |
Houtan Bastani
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ed549d3ba7
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preprocessor: add tolx to perfect_foresight_solver
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2016-07-21 09:40:19 -04:00 |
Houtan Bastani
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8446e6bc14
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preprocessor: add tolf to perfect_foresight_solver and steady. #1249
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2016-07-20 10:57:06 -04:00 |
Houtan Bastani
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e5b851d175
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preprocessor: remove extraneous token
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2016-07-20 10:43:13 -04:00 |
Houtan Bastani
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ad4d77853d
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preprocessor: rework conf_sig option
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2016-07-04 17:34:44 +02:00 |
Stéphane Adjemian (Hermes)
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581198741f
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Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
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2016-06-24 17:38:54 +02:00 |
Houtan Bastani
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b0e7f1cfd7
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Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
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2016-06-23 15:59:35 +02:00 |
Houtan Bastani
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7a29f50d99
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preprocessor: allow for partitioning of variables along multiple dimensions
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2016-06-23 15:36:42 +02:00 |
Johannes Pfeifer
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1c420e6056
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Houtan Bastani
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ea4ec224e1
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preprocessor: add all_values_required option to histval. closes #261
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2016-06-02 12:57:11 +02:00 |
Stéphane Adjemian (Charybdis)
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15f83d0e18
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Added new option for setting weights in CPF algorithm.
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2016-06-01 16:29:53 +02:00 |
Stéphane Adjemian (Hermes)
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53747cb082
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Fixed lmmcp option.
This option may be used in extended_path and perfect_foresight_solver commands.
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2016-05-24 17:26:06 +02:00 |
Stéphane Adjemian (Hermes)
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8b084595e2
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Added solve_algo as an option for perfect_foresight_solver.
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2016-05-24 17:26:06 +02:00 |
Houtan Bastani
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8b85ca19bf
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preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
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2016-05-19 14:37:05 +02:00 |
Houtan Bastani
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cf6e3cb14c
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preprocessor: rework posterior sampler options, #1177
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2016-05-19 14:37:05 +02:00 |
Houtan Bastani
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42895ce32c
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Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776 .
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2016-05-18 10:33:45 +02:00 |
Houtan Bastani
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6192a6a776
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preprocessor: add params_derivs_order to identification and sensitivity. #1187
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2016-05-17 17:18:16 +02:00 |
Houtan Bastani
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4b71593b3c
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preprocessor: fix typo
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2016-05-17 15:42:23 +02:00 |
Houtan Bastani
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626f8af374
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preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
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2016-05-17 15:32:51 +02:00 |
Houtan Bastani
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7c00ae723e
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preprocessor: add analytic_derivation option to identification and sensitivity. #1187
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2016-05-17 12:43:05 +02:00 |
Houtan Bastani
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a4b6dfa3f3
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preprocessor: interface for osr_params_bounds. #948
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2016-05-10 18:01:00 +02:00 |
Michel Juillard
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800d79d6e5
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add option colormap for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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de567377c3
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adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
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2016-04-15 09:02:53 +02:00 |
Johannes Pfeifer
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369d8dd7a4
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Allow prefilter_decomposition as option if calib_smoother
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2016-03-23 10:31:10 +01:00 |
Houtan Bastani
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c9ca46f228
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preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
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2016-02-26 16:47:17 +01:00 |
Michel Juillard
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c373d1e1be
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adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
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2015-11-28 17:38:00 +01:00 |
Houtan Bastani
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84f4b7c322
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preprocessor: remove rule that should have been removed in fd5ce1366e
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2015-10-30 18:23:39 +01:00 |
Houtan Bastani
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fd5ce1366e
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preprocessor: change prior_posterior_function into two arguments. closes #1076
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2015-10-14 11:02:35 +02:00 |
Houtan Bastani
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145e2d5542
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preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
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2015-10-13 17:41:31 +02:00 |
Houtan Bastani
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b4aa21f018
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preprocessor: interface for prior_posterior_function command. closes #1076
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2015-10-13 17:16:10 +02:00 |
Johannes Pfeifer
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b7cbb563d6
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Allow suppressing density of smoother and forecast objects
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2015-10-12 15:34:52 +02:00 |
Houtan Bastani
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fbd178c5be
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preprocessor: add horizon option to ms_forecast
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2015-09-08 17:28:08 +02:00 |
Houtan Bastani
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8d54aeeaf6
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preprocessor: add relative_irf option to irf_calibration block. closes #720
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2015-09-07 11:49:17 +02:00 |
Houtan Bastani
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154980ec8c
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preprocessor: posterior_kernel_density option to estimation. #1035
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2015-08-25 11:09:08 +02:00 |
Houtan Bastani
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ddc8eee388
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preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
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2015-08-25 10:30:21 +02:00 |
Michel Juillard
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511801c903
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finalize svar_global_identification_check
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2015-08-24 14:53:27 +02:00 |
Johannes Pfeifer
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698a44c98a
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Add option for storing contemporaneous correlation
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2015-08-11 11:27:55 +02:00 |
Houtan Bastani
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e13a59eb64
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preprocessor: add one_sided_hp_filter to stoch_simul. #1011
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2015-08-03 17:34:34 +02:00 |
Houtan Bastani
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d9a1b99899
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preprocessor: add bandpass_filter option to stoch_simul. #1011
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2015-08-03 17:28:55 +02:00 |