Commit Graph

5286 Commits (267218b5b220b8a862519b0e012a1062a46e9799)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 267218b5b2 Updated m-unit-tests submodule. 2015-09-01 14:55:23 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Stéphane Adjemian ffa281a058 Merge pull request #1043 from JohannesPfeifer/check_matlab_path
Make check_matlab_path.m able to deal with one-letter files
2015-08-31 09:12:35 +02:00
Stéphane Adjemian (Charybdis) d8eff0843f Updated particles submodule. 2015-08-28 11:20:24 +02:00
Johannes Pfeifer 14e2b6ec67 Make check_matlab_path.m able to deal with one-letter files
Closes #1040
2015-08-27 15:34:54 +02:00
Stéphane Adjemian 9179d331e0 Merge pull request #1036 from JohannesPfeifer/cosmetics
Speedup and compatibility
2015-08-27 11:46:16 +02:00
Stéphane Adjemian (Charybdis) d125c2effc Fixed bug (wrong syntax for switch, case 5). 2015-08-27 11:37:07 +02:00
Johannes Pfeifer f5dac58ffc Remove redundant check whether nobs is empty from dynare_estimation.m 2015-08-25 15:40:44 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer 26437e1c32 Replace eval by indirect addressing of fields. 2015-08-25 09:45:39 +02:00
Johannes Pfeifer 24a91ab6bc Replace inline by anonymous functions
Inline will be removed from future Matlab versions
2015-08-25 09:44:48 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani a88d1bd0f8 Merge pull request #1032 from JohannesPfeifer/mode_check
Add missing fclose to mode_check.m
2015-08-17 14:45:25 +02:00
Johannes Pfeifer ee66f892ca Add missing fclose to mode_check.m 2015-08-17 14:42:52 +02:00
Houtan Bastani e8b894c791 submodule update: dseries 2015-08-17 12:16:21 +02:00
Houtan Bastani b7b9202672 Merge pull request #1029 from JohannesPfeifer/display_Jacobian
Fix wrong display type in display_problematic_vars_Jacobian.m
2015-08-17 11:00:25 +02:00
Johannes Pfeifer 6f8000f0f3 Condition test whether varobs was defined on existence of field 2015-08-17 10:48:41 +02:00
Johannes Pfeifer c322315010 Fix wrong display type in display_problematic_vars_Jacobian.m
Equation number is a double, not a string.
2015-08-15 11:58:43 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual
IRFs smaller and not smaller equal should not be displayed
2015-08-14 12:36:08 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Johannes Pfeifer 2476ffdbb9 Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
Closes #917
2015-08-11 14:37:37 +02:00
Johannes Pfeifer 7bdc6de481 Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Johannes Pfeifer beab158a67 Various cosmetic fixes 2015-08-10 21:35:51 +02:00
Houtan Bastani 6e3a73190f fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
Filter out non-fully calibrated model when use_calibration is used wi…
2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML
Required after 9557142cc4.
Closes #849
2015-07-31 11:23:58 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
Add missing return statement to evaluate_steady_state_file.m
2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix
Add check whether bayestopt_ is empty
2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions
Prior distributions
2015-07-27 21:53:19 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message
In debugging modus, provide termination values of steady state finding.
2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
Add headers and more documentation to shock_decomposition.m and graph…
2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
2015-07-27 18:10:27 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00