2d39fc62e2
Make sure the output arguments of dsge_likelihood.m are actually set
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Before, trend_coeff and ys were sometimes returned as empty
2014-09-21 11:54:43 +02:00
3e427020d6
Cosmetic changes in headers
2014-09-21 11:51:46 +02:00
009f5f7efc
Merge branch 'bound_documentation'
2014-09-19 23:39:40 +02:00
9eaf0a1ff5
Correction of PR #734 (model comparison).
2014-09-19 23:39:16 +02:00
aa503abfa7
Correction on PR #734 (role of prior bounds).
2014-09-19 23:17:34 +02:00
2e08025cac
Fixed typo (wrong condition for defining the integration weights and nodes).
2014-09-19 22:05:42 +02:00
18eeeff785
Merge pull request #735 from JohannesPfeifer/Cosmetic_fixes
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Cosmetic changes
2014-09-19 21:58:31 +02:00
79c5e18bfe
Cosmetic changes
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- Suppresses spurious output from dynare_estimation_1.m
- Removes unset output argument from dynare_estimation_init.m (which seems to be totally unused as it was not set at all and nobody reported any crashes)
- Corrects header of dynare_estimation_init.m
2014-09-19 16:20:43 +02:00
bb3b96eb54
Clarify the role of prior bounds in the manual
2014-09-18 10:32:27 +02:00
5f3dd73365
Merge pull request #731 from JohannesPfeifer/explicit_internals
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Clarify ambiguous printout in internals function
2014-09-17 09:20:29 +02:00
08b598609e
Clarify ambiguous printout in internals function
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"Overall acceptance rate" could be read as over all chains.
Also capitalizes the name Matlab
2014-09-16 20:44:18 +02:00
feed50e5fe
Merge pull request #725 from rattoma/gsa
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fixes for smoother2histval and relative provisions
2014-09-12 16:35:05 +02:00
79d0e269a7
cosmetic change
2014-09-12 15:40:47 +02:00
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
0b5498ee8b
remove spurious lines in Statement.cc
2014-09-12 15:13:08 +02:00
55b6d0eb93
1) check for restricted or extened var list
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2) allow proper working will all GSA type of sample: prior, MC, posterior
2014-09-12 14:49:25 +02:00
8655df67a9
Clean up use of verbosity option
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- in dr_block.m and ep_residuals.m the option was hardcoded and disabled
- for csminwel1.m, no verbosity option exists anymore, thus definitions preceeding calls to it were redundant as was the options_.osr.verbose
2014-09-12 10:33:37 +02:00
bde4bb8232
Merge pull request #724 from FerhatMihoubi/fix-dr_block
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Correct the test on the number of eigenvalues
2014-09-11 20:19:58 +02:00
beee1d2f82
Correct the test on the number of eigenvalues outside the unit circle: do the test on each block instead of at the global level
2014-09-11 18:19:31 +02:00
576ed55dda
Merge branch optimizer_number_5.
2014-09-11 17:38:03 +02:00
89fa0ae9b6
Fixed typo.
2014-09-11 17:33:42 +02:00
7e3114847d
Fix crash in Ramsey with more than 1 instrument and steady state file.
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Vector ys is undefined.
2014-09-11 15:33:55 +02:00
ce97a27c9d
Cosmetic changes.
2014-09-10 17:49:33 +02:00
308ce25031
Make sure that solve_algo=0 inherits options from options_.steady
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Otherwise, MaxIter is hard-coded
(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
2014-09-10 17:49:33 +02:00
caa6d5d93e
Fix display of MH-history if parameter names do not have same length
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In this case, cell2mat fails, because the dimensions are not consistent. Using char() instead padds with spaces
(cherry picked from commit 47b1a2df74cf1f643ca913ab4ff6c2057e8b58cf)
2014-09-10 17:49:33 +02:00
6998d5b2d2
Mention in the manual that the base names of the data file and model file must be different.
2014-09-10 17:49:33 +02:00
41d1533086
Add check that prevents datafile from having same name as mod-file
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Otherwise, the generated m-file might be called as the datafile, leading to infinite loops. The check cannot be moved to makedataset because M_.fname is not available there.
2014-09-10 17:49:33 +02:00
27d54758be
Fixed typo.
2014-09-10 17:49:33 +02:00
6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
45a3e7a710
ignore tmp files left in dir when ms-sbvar is aborted in the middle of execution
2014-09-10 17:24:40 +02:00
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
2d7b7e9192
Fixed copy/paste error in manual.
2014-09-08 22:45:34 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
4c9be8a56a
Removed useless option.
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
77a29e95c1
Fixed bugs:
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(1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
(2) The removal of the trend was missing.
2014-09-08 22:36:40 +02:00
06f4926553
Do not consider variables that are not column vectors.
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
b972c34417
Changed local variable name (index of the main loop).
2014-09-08 22:36:40 +02:00
f6a1df8549
Increased default number of particles.
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
7e4bede76d
Merge pull request #721 from rattoma/gsa
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Provisions for moment calibration.
2014-09-08 13:26:46 +02:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
07d321c159
Merge pull request #705 from JohannesPfeifer/get_posterior_bug
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Fixes bug where number of posterior draws was computed incorrectly and w...
2014-08-14 12:44:58 +02:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Jukka Heikkonen
Marco Ratto
MichelJuillard
ferhat
Sébastien Villemot