2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
be33621ca5
Fixed texinfo header + Cosmetic changes.
2012-03-30 12:08:13 +02:00
9bfc3f6ec6
Fixed bugs and typos.
2012-03-30 12:00:08 +02:00
2db0c98b9b
Fixed texinfo header.
2012-03-30 11:55:01 +02:00
795d0fce16
Cosmetic changes.
2012-03-30 11:48:23 +02:00
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
294dbdc52c
Fixed bug in the evaluation of the likelihood.
2012-03-30 11:21:24 +02:00
9cc4661942
Fixed bug in initial_estimation_checks + Cosmetic changes.
2012-03-30 11:12:59 +02:00
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
791d0ff06a
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
90e2de65f7
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
4b7c2e9f8d
Ref. manual: document how to read XLS files from Octave
2012-03-26 15:36:11 +02:00
db20fdd0f4
Fix function prototype
2012-03-21 10:18:07 +01:00
90e5c6e7c6
Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char
2012-03-21 10:11:17 +01:00
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
dff7191bbf
Use LZMA compression for Windows installer
2012-03-16 16:55:26 +01:00
41db06f5ae
removing dr1.m
2012-03-15 16:50:41 +01:00
8fa6a9883a
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
5d4d318bc7
fixing bug in estimation by maximum likelihood
2012-03-15 15:33:02 +01:00
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
00596753c4
NEWS entry for 4.2.5
2012-03-14 17:27:07 +01:00
7c90441a29
Various fixes to the Windows packaging
2012-03-14 17:26:21 +01:00
5954cf2011
Disable more warnings under Octave
2012-03-14 16:39:34 +01:00
e62613e6cb
Fix string warnings for Octave 3.6
2012-03-14 16:35:20 +01:00
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00
982f906eb6
Provisions for Octave 3.6.1 (MinGW)
2012-03-13 17:43:30 +01:00
ebfeae2ccf
Provisions for MATLAB 7.14 (R2012a)
2012-03-13 17:43:30 +01:00
75675d3677
Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
2012-03-12 10:34:28 +01:00
4aedf7e9c0
Added a commented line to print the effective number of particles if needed.
2012-03-12 10:29:25 +01:00
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
4ba016cc16
Merge remote-tracking branch 'ferhat/master'
2012-03-09 20:13:22 +01:00
10cd5f200a
Changed options.
2012-03-09 16:36:43 +01:00
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
...
In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
1ac55d8be8
Fixed bug.
2012-03-09 12:57:58 +01:00
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
75331d7a4f
The global oo_.steady_state should also be updated in the homotopy loop
2012-03-09 11:47:13 +01:00
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
ad580b8cc6
MS-SBVAR: clean up plotting functions
2012-03-08 18:25:37 +01:00
d212772212
MS-SBVAR: change state to regime to coincide with name previous name change
2012-03-08 17:55:40 +01:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
11c63e5050
MS-SBVAR: clean up plot_ms_*.m
2012-03-08 17:54:05 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi