Johannes Pfeifer
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1f723ebd7e
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fs2000: remove asymptote in prior for rho, which caused corner solutions
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2023-09-20 12:55:30 +02:00 |
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Johannes Pfeifer
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f6a8473144
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estimation: support additional_optimizer_steps
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
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2023-09-19 18:14:24 +02:00 |
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Johannes Pfeifer
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d60a19ce49
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Finish implementation of truncated normal distribution
Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
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2023-09-06 12:46:41 +02:00 |
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Johannes Pfeifer
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905e7c4344
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load_results_after_load_mh: fix location of file
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2022-08-10 12:55:00 +02:00 |
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Johannes Pfeifer
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440a0e460b
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Storage of results: use subfolder
Ref. #1758
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2021-07-23 14:12:17 +02:00 |
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Johannes Pfeifer
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5d1d5b8a85
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prior_posterior_statistics_core.m: filter out cases where model does not solve
Relax qz_criterium by factor of 10, when taking posterior subdraws. Also makes sure `prior` option works as intended.
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2021-05-27 16:46:28 +02:00 |
Stéphane Adjemian
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b464226eaa
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Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
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2017-01-05 06:52:08 +01:00 |
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Johannes Pfeifer
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8900b99a74
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Add posterior_nograph option to fs2000.mod unit test
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2016-12-26 13:11:02 +01:00 |
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Johannes Pfeifer
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5e010f57c0
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Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
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2016-12-23 10:47:58 +01:00 |
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Johannes Pfeifer
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2d17ff43a4
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fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
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2016-12-20 08:40:34 +01:00 |
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Johannes Pfeifer
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352786c2b4
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load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
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2016-12-19 19:37:34 +01:00 |
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Johannes Pfeifer
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5515da191a
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Add Raftery/Lewis (1992) convergence diagnostics
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2016-12-17 17:22:05 +01:00 |
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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 |
Houtan Bastani
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d4f5977380
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test suite: when saving use .mat file extension because Octave doesn’t add it by default
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2016-09-23 18:49:51 +02:00 |
Marco Ratto
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e46a3249c0
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fixes testsuite for model comparison
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2016-09-08 15:45:38 +02:00 |
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Johannes Pfeifer
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b3877b3a9e
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Save chain's proposal density and make load_mh_file and mh_recover load it
Closes #504
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2016-06-14 15:09:05 +02:00 |
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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 |
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Johannes Pfeifer
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0104f91f4b
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Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
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2015-06-07 17:11:39 +02:00 |
Michel Juillard
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c722f53955
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fixed bug with options mode_compute=0,mode_file=....
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
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2012-10-06 16:51:42 +02:00 |