178bf4165c
Make sure Zflag for augmented state space is correctly set when measurement error is correlated
2016-08-22 19:24:35 +02:00
f95619b46a
Add header info to univariate_kalman_filter.m
2016-08-22 19:24:35 +02:00
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
7c96e22985
Fix bug in dsge_likelihood.m where diagonal of measurement error covariance matrix was not correctly read out
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This is a prerequisite for the univariate filter that operates along a vector for H instead of along the diagonal. Because of this, the likelihood in the presence of measurement error was wrong
2016-08-22 19:24:35 +02:00
6368636ee0
Move Kalman filter options consistency checks to dynare_estimation_init.m
2016-08-22 19:24:35 +02:00
8aaca040b3
Expand check of fast_kalman_filter for presence of block-option
2016-08-22 19:24:35 +02:00
bffea9b426
Fix error code for inf-likelihood
2016-08-22 19:24:35 +02:00
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
077b725a52
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
e939d51d58
display_problematic_vars_Jacobian.m: Fix bug where exogenous variables in dynamic Jacobian were not accounted for Prevents crashes in debug mode
2016-08-22 19:24:35 +02:00
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
ed22b6c4f8
Make datatomfile.m datafiles save name of creator and date
2016-08-22 19:24:35 +02:00
15f95cec4a
Add comments to Kalman filtering routines
2016-08-22 19:24:35 +02:00
39e7c39243
Filter out infinite likelihoods
2016-08-22 19:24:35 +02:00
818befd4eb
Document mh_init_scale
2016-08-22 16:27:32 +02:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
55e20aab1f
Delete unused passing of file in posterior_sampler.m
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Ports 919645d30e2361fb4c960ee78e42d401ad3d95ba to master
2016-08-22 16:27:32 +02:00
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
912409a71c
Merge pull request #1268 from JohannesPfeifer/dynare_solve_error_message
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Remove error-display from dynare_solve.m
2016-08-21 16:07:35 +02:00
e7b8222144
Updated header of dynare_solve.m
2016-08-21 11:47:52 +02:00
14ab41e414
Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs
2016-08-21 11:45:11 +02:00
335ce74acb
Remove error-display from dynare_solve.m
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Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
2016-08-21 11:44:18 +02:00
cb861e2007
Merge pull request #1270 from JohannesPfeifer/estim_fields
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Make sure fields of estim_params are always properly initialized
2016-08-21 11:29:20 +02:00
4d8295afdf
Cosmetic fixes to display_problematic_vars_Jacobian.m
2016-08-21 11:28:47 +02:00
9d9cb322c8
Make sure fields of estim_params are always properly initialized
2016-08-21 11:24:29 +02:00
cc5cafdd15
Merge pull request #1254 from JohannesPfeifer/log_density_save
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Save log_density at the mode and document oo_.posterior-fields
2016-08-21 11:13:19 +02:00
0ebef17df2
fix shocks_decomposition bug introduced in commit 75d699cbfa
2016-08-21 11:11:19 +02:00
4750eb64ff
Merge pull request #1269 from JohannesPfeifer/eig_R2014a
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Condition use of eig to compute left eigenvector on Matlab version
2016-08-21 09:54:47 +02:00
72e84657a7
Condition use of eig to compute left eigenvector on Matlab version
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Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
2016-08-20 20:43:20 +02:00
b5b9f46ff9
Merge pull request #1222 from JohannesPfeifer/paralleldelete
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dynareParallelDelete.m: Condition delete-command on existence of file…
2016-08-20 18:37:01 +02:00
4a723872eb
dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning
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Closes #1195
2016-08-20 18:02:04 +02:00
688c812267
Merge pull request #1233 from JohannesPfeifer/doc_additions
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Additional documentation for OSR and onlyclearglobals
2016-08-20 17:46:44 +02:00
ee428ffb41
Merge pull request #1251 from JohannesPfeifer/resid_command
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Check for complexity of steady state in resid.m
2016-08-20 17:41:22 +02:00
5c69c789f6
Merge pull request #1261 from JohannesPfeifer/bvar
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BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
2e9725cfd0
Merge pull request #1267 from JohannesPfeifer/estimation_init
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Fix two bugs in dynare_estimation_init.m
2016-08-20 17:36:48 +02:00
75d699cbfa
fixing dates in shocks_decomposition.
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Interface still missing
2016-08-20 16:31:25 +02:00
b1f1826d5f
Fix two bugs in dynare_estimation_init.m
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Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
2016-08-17 21:47:46 +02:00
e6a5b8f9b8
doc: clarify that latex code passed to reports must be valid
2016-08-17 14:42:02 +02:00
850411a990
doc: clarify graphLineName option to addSeries
2016-08-17 14:39:15 +02:00
2b674b27d1
Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle
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dynare_solve.m: make sure str2func is only used on strings
2016-08-12 12:06:32 +02:00
80049a6d09
dynare_solve.m: make sure str2func is only used on strings
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Otherwise, code crashes
2016-08-12 11:59:57 +02:00
7680749130
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
c156a5907c
BVAR: Save prior and posterior information in oo_
2016-08-01 10:41:04 +02:00
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
3695bf4695
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
7695031e77
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
8bd4c341fe
Merge pull request #1258 from JohannesPfeifer/osr_compatibility
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Restore backward compatibility of OSR command with maxit and tolf opt…
2016-07-22 10:59:16 -04:00
Johannes Pfeifer
MichelJuillard
Houtan Bastani