Commit Graph

6 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Marco Ratto 4729459970 Properly handle case when post_metropolis=0: here steady_state must be added to smoothed variables. 2014-09-12 15:35:00 +02:00
Sébastien Villemot 295f8d53f0 smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
Sébastien Villemot 614dc3e5a6 smoother2histval/histval_file: handle lagged exogenous.
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Sébastien Villemot adae298d95 Improvements to smoother2histval.
- Support saving to an output MAT file.

- Handle smoothed variables computed by a Metropolis, by adding support for the
  parameter_set option.

- When an auxiliary variable is not in the output model, emit a warning instead
  of stopping with an error message (aux vars may be different between input
  and output models, even if the equations are identical).

Ref #594
2014-03-25 19:01:50 +01:00
Sébastien Villemot c09d45c44d New smoother2histval function.
Ref #594
2014-02-21 18:33:51 +01:00