Marco Ratto
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a39c26060e
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Fix bug for models with leads and legs in exo variables
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2015-06-10 15:57:30 +02:00 |
Houtan Bastani
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d075dccfa1
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doc: small changes to dseries/reporting
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2015-06-10 10:18:35 +02:00 |
Houtan Bastani
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864b5f17bc
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submodule update: dates
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2015-06-10 09:28:07 +02:00 |
Houtan Bastani
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383a852c9c
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Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56f , reversing
changes made to 60b3577a09 .
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
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2015-06-09 16:42:51 +02:00 |
Houtan Bastani
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e4b8565797
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Revert "preprocessor: fix bug in merge of rmExtraExo branch"
This reverts commit def2bf81d2 .
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2015-06-09 16:41:00 +02:00 |
Houtan Bastani
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d6a1a71556
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Revert "preprocessor: replace extra exos in steady state model"
This reverts commit 8bc946c148 .
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2015-06-09 16:40:14 +02:00 |
Johannes Pfeifer
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22b1aa7a0d
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Filter out case where estimated_params block is present but smoother on calibration is requested
In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
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2015-06-09 14:51:32 +02:00 |
Johannes Pfeifer
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f0167d8cd5
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Cosmetic fixes to manual
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2015-06-08 16:49:40 +02:00 |
Johannes Pfeifer
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dec37f372a
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Document options for silent mode-finding
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2015-06-08 16:49:40 +02:00 |
Johannes Pfeifer
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35040725bb
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Document TaRB algorithm
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2015-06-08 16:49:39 +02:00 |
Johannes Pfeifer
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c2f07c720f
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Add check whether tarb_new_block_probability is between 0 and 1
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2015-06-08 16:49:39 +02:00 |
Johannes Pfeifer
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aa4b07610e
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Add unit test for TaRB MH-algorithm
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2015-06-08 16:48:58 +02:00 |
Johannes Pfeifer
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55d44f0983
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Add preprocessor option silent_optimizer
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2015-06-08 16:48:57 +02:00 |
Johannes Pfeifer
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3bf13dd53b
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Add functionality for TaRB
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2015-06-08 16:44:44 +02:00 |
Johannes Pfeifer
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0769fd1cce
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Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
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2015-06-08 16:44:44 +02:00 |
Houtan Bastani
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8bc946c148
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preprocessor: replace extra exos in steady state model
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
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2015-06-08 15:45:03 +02:00 |
Sébastien Villemot
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1c6b394c77
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Macro-processor slides: some updates, license under CC-BY-SA-4.0.
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2015-06-08 14:55:13 +02:00 |
Stéphane Adjemian
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c593b78e4b
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Merge pull request #958 from JohannesPfeifer/unique_data_check
Add check for unique data entries in dataset
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2015-06-08 11:42:30 +02:00 |
Johannes Pfeifer
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5d8da65e6d
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Add check for unique data entries in dataset
Leads to cryptic crashes if not filtered out
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2015-06-08 11:16:40 +02:00 |
Houtan Bastani
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d39eb4d922
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doc: small fixes to dseries/reporting slides
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2015-06-08 11:16:03 +02:00 |
Houtan Bastani
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729954137b
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preprocessor: fix sign comparison warning
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2015-06-08 10:33:04 +02:00 |
Houtan Bastani
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41155369ac
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Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
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2015-06-08 10:17:24 +02:00 |
Johannes Pfeifer
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249c2ca7ad
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Force sampling from uniform distribution for ML in stab_map_.m
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2015-06-08 09:45:09 +02:00 |
Houtan Bastani
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aaee660f0a
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doc: update dseries/reporting slides
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2015-06-07 21:35:26 +02:00 |
Johannes Pfeifer
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2479a4fa66
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Delete redundant initval-block from fs2000.common.inc
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2015-06-07 18:11:28 +02:00 |
Johannes Pfeifer
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c864d9facb
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Fix histvalf.m for steady state files
In this case, ex0_ is required, but it was not set global, leading to crashes
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2015-06-07 17:28:16 +02:00 |
Johannes Pfeifer
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ba7087ca65
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Add moments_varendo to fs2000 unit test
Was not triggered elsewhere
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2015-06-07 17:27:30 +02:00 |
Johannes Pfeifer
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13134e0c80
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Make check_list_of_variables.m reflect that varobs is now a cell array.
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2015-06-07 17:25:04 +02:00 |
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 |
Johannes Pfeifer
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c39331d526
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Fix bugs in dyn_mex.m under Windows
Fixes string comparison and copy and paste error.
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2015-06-07 14:07:11 +02:00 |
Houtan Bastani
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cf9d318e0c
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doc: fix typos in dseries/reporting presentation
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2015-06-07 11:50:36 +02:00 |
Stéphane Adjemian
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e07607011c
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Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
Fix bug in dynare_estimation_init.m with analytic_derivation where param...
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2015-06-06 23:17:10 +02:00 |
Johannes Pfeifer
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79ca991b02
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Add initialization of c1 to sylvester3.m
Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
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2015-06-06 18:45:05 +02:00 |
Johannes Pfeifer
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27622a29da
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Fix initialization of parameter bounds for ML case in stab_map_.m
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2015-06-06 17:40:37 +02:00 |
Johannes Pfeifer
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c9b05575f5
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Add missing anchor to manual
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2015-06-05 21:52:11 +02:00 |
Johannes Pfeifer
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0c9937f33c
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Add unit test for ML with morris
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2015-06-05 20:50:29 +02:00 |
Johannes Pfeifer
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68c9c3e9ab
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Account for ML in map_ident_.m
In this case, pdraws is empty. Closes #676
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2015-06-05 20:49:43 +02:00 |
Johannes Pfeifer
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4e6ce64081
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Account for possibility of ML estimation in stab_map_.m
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2015-06-05 20:48:43 +02:00 |
Johannes Pfeifer
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a269bed26e
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Account for fact that varobs is row cell now, not char column array in GSA
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2015-06-05 20:47:51 +02:00 |
Johannes Pfeifer
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88ae542a8a
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Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf
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2015-06-05 20:46:46 +02:00 |
Johannes Pfeifer
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1232d51765
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Cosmetic fixes to stab_map_.m
Also fixes initialization of variables; closes #764
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2015-06-05 19:22:03 +02:00 |
Johannes Pfeifer
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fbaf27493c
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Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
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2015-06-05 18:23:47 +02:00 |
Johannes Pfeifer
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446b1f6dc1
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Fix bug in identification when estimating only standard deviations
Closes #945
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2015-06-05 18:22:45 +02:00 |
Stéphane Adjemian (Lupi)
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398718d48f
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Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
This reverts commit 0fb612fad1 .
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2015-06-05 17:14:20 +02:00 |
Johannes Pfeifer
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3ea44d47cf
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Port changes from #511 to gsa/set_shocks_param.m
Closes #662
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2015-06-05 16:56:32 +02:00 |
Stéphane Adjemian (Lupi)
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0fb612fad1
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Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite).
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2015-06-05 16:49:09 +02:00 |
Johannes Pfeifer
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2aa341f730
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Add unit test for diffuse filter in identification
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2015-06-05 16:42:43 +02:00 |
Johannes Pfeifer
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01cb238a22
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Account for NaN in graphs during identification if ML is used
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2015-06-05 16:40:01 +02:00 |
Johannes Pfeifer
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d09bf195c9
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Make sure diffuse_filter option is correctly passed in dynare_identification.m
Closes #677
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2015-06-05 16:39:17 +02:00 |
Stéphane Adjemian (Karaba)
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0b99367648
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Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
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2015-06-05 16:35:05 +02:00 |