Commit Graph

9335 Commits (1bf684442cc1ad5744bab21bdc8198aec473f1bf)

Author SHA1 Message Date
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer be2221286c Add note on setting of bayestopt_.mf to DsgeSmoother.m 2016-04-12 10:52:40 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Johannes Pfeifer b749a3ce75 Improve header and variable naming in write_smoother_results.m 2016-04-12 10:52:07 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
Johannes Pfeifer a78ebbce72 Document setting of element of restricted state space 2016-04-12 10:51:33 +02:00
Johannes Pfeifer 6d35dad894 Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820 2016-04-12 10:46:44 +02:00
Johannes Pfeifer efee7b1a47 Remove duplication of restrict_var_list in bayestopt_ 2016-04-12 10:43:28 +02:00
Johannes Pfeifer 80086ff4ab Clarify naming of var_obs_index to indicate it refers to decision rule order 2016-04-12 10:42:44 +02:00
MichelJuillard d41a64e4cb Merge pull request #1155 from JohannesPfeifer/prefilter_tests
Enable erroneously disabled unit tests
2016-04-12 10:31:43 +02:00
Johannes Pfeifer 6dddd7a8d4 Add corr.m to missing/stats 2016-04-09 15:22:40 +02:00
Johannes Pfeifer f85d2ef970 Make shock_decomposition.m rely on smoothed deviations from mean
Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
Johannes Pfeifer d737c7d1d8 Allow corner solution as starting point for MCMC
Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
2016-04-09 09:45:21 +02:00
Johannes Pfeifer 7e56302a04 Assure that log-file is closed when aborting metropolis_hastings_initialization.m 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 352a4fd3ae Port bugfix b8c6c87908 to area graphs of conditional_forecast 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 1d13a5dd02 Make imcforecast.m account for presence of trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Michel Juillard f6806bf8b8 fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard 3af546fa7a simplify writing of auxiliary variables definitions
This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
MichelJuillard e0dfba10ce Merge pull request #1159 from MichelJuillard/auxiliary
fixed bug with external function introduced in the
2016-04-07 18:30:07 +02:00
Michel Juillard cffef33543 fixed bug with external function introduced in the
refactoring to the _static file
2016-04-07 18:27:44 +02:00
MichelJuillard 6e514b7d1b Merge pull request #1156 from MichelJuillard/auxiliary
Auxiliary variables in static model
2016-04-05 08:48:04 +02:00
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Michel Juillard 70bcef4933 analytic derivation: cleaning up 2016-04-01 18:45:19 +02:00
Michel Juillard e446aaddb1 analytic derivation: use <fname>_static_params_deriv where needed 2016-04-01 18:45:19 +02:00
Michel Juillard 911d2c3d33 build full static model for analytical derivatives
estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard c2a1975194 skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 2313f20a35 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 5199638b3a replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Michel Juillard 7ce07c9abd put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct 2016-04-01 18:45:19 +02:00
Johannes Pfeifer bf5a3ab6da Add headers to identification routines 2016-03-31 11:20:01 +02:00
Johannes Pfeifer 62bdb510ab Clarify documentation on oo_.FilteredVariablesShockDecomposition
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
Johannes Pfeifer ddb8e8f6e1 Clarify selected_variables_only option behavior
(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
Stéphane Adjemian (Hermes) bdb5068235 Added documentation for prior command (CLI). 2016-03-29 17:15:52 +02:00
Johannes Pfeifer f37d3afb14 Add headers for param_derivs-files 2016-03-29 15:57:49 +02:00
Stéphane Adjemian (Hermes) a40214ae8d Document calib_smoother options.
Closes #1146
2016-03-29 15:08:00 +02:00
Johannes Pfeifer 69e8535a91 Add missing author name in NK_baseline.mod 2016-03-27 19:45:10 +02:00
Johannes Pfeifer 16d8ee0c7b Cosmetic changes to various function headers 2016-03-25 22:05:36 +01:00
Houtan Bastani a84be98454 Merge pull request #1151 from FerhatMihoubi/Branch_block_with_cutoff_0
Fix :
2016-03-25 16:10:22 +01:00
Ferhat Mihoubi d1a2b21639 Fix :
"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00