Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Stéphane Adjemian (Charybdis)
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
Stéphane Adjemian (Charybdis)
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis)
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
.
2013-05-02 14:31:29 +02:00
Johannes Pfeifer
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
Stéphane Adjemian (Charybdis)
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
Frédéric Karamé
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
Frédéric Karamé
edf9955c09
fix bug when comparing xparam with upper and lower bounds.
2012-11-16 12:23:18 +01:00
Michel Juillard
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
Stéphane Adjemian (Charybdis)
a05b9d6a8a
Removed globals from simult.
2012-07-03 11:29:18 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
Stéphane Adjemian (Charybdis)
8de93c21f2
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
6b736cf622
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis)
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
Stéphane Adjemian (Charybdis)
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00