MichelJuillard
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2f29d6b616
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Merge pull request #1331 from rattoma/slice
bug fixes around slice sampler and parallel execution
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2016-11-08 09:22:38 +01:00 |
Marco Ratto
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454ac69191
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allow spaces in the name of working directories for parallel execution.
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2016-11-07 17:19:38 +01:00 |
Marco Ratto
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0a40cdf064
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Bud fix for cases where record does not contain proposal covariance.
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2016-11-07 17:18:41 +01:00 |
Stéphane Adjemian (Charybdis)
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e2da7c6627
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Fixed bug (missing initialization of an option).
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2016-11-05 00:08:28 +00:00 |
Johannes Pfeifer
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7831dccd2a
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Transform save_tmp_file into an option and change defaults
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2016-11-04 19:56:55 +01:00 |
Stéphane Adjemian
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7733903661
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Merge pull request #1329 from JohannesPfeifer/singularity_warning
Add more information to singularity warning
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2016-11-04 15:12:07 +01:00 |
Stéphane Adjemian
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fa8028f79a
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Merge pull request #1325 from JohannesPfeifer/dyn_forecast
Fix bug in dyn_forecast.m that led to crashes when periods-option was…
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2016-11-04 15:11:44 +01:00 |
Houtan Bastani
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2e54240dab
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preprocessor: fix iterator types in ParsingDriver::svar()
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2016-11-04 14:44:45 +01:00 |
Johannes Pfeifer
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2e79d5ccac
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Add more information to singularity warning
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2016-11-04 12:28:01 +01:00 |
Houtan Bastani
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985fce4955
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Revert "Reverted merge of pr#1323."
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2016-11-04 12:10:10 +01:00 |
Stéphane Adjemian
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4532d13fd3
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Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
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2016-11-04 10:56:50 +01:00 |
Stéphane Adjemian
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e2e16339a8
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Merge pull request #1326 from JohannesPfeifer/posterior_IRFs
Posterior IRFs: only plot HPDIs when sufficient draws were generated
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2016-11-04 09:14:13 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian
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09d374a0be
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Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
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2016-11-04 00:41:04 +01:00 |
Stéphane Adjemian (Lupi)
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a60f5a81fe
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Reverted merge of pr#1323.
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2016-11-03 23:09:31 +01:00 |
Houtan Bastani
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a11e355587
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Merge pull request #1327 from JohannesPfeifer/line_break
Add missing line break in stoch_simul.m
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2016-11-03 18:04:10 +01:00 |
Johannes Pfeifer
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9543f3b3ae
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Add missing line break in stoch_simul.m
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2016-11-03 18:02:03 +01:00 |
Stéphane Adjemian
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c9571b794c
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Merge pull request #1320 from JohannesPfeifer/var_decomp
Initialize variance decomposition array to NaN instead of 0
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2016-11-03 17:36:22 +01:00 |
Stéphane Adjemian (Charybdis)
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a4fc0cb1a6
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Fixed typo.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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f303378f54
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Added warnings about the BVAR identification scheme.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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9900c05560
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Added missing command in list of BVAR commands.
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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fac3348dfe
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Add information on bvar_irf to bvar-a-la-sims.tex
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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b2954b4103
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Add bvar_irf to unit test
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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ef2ee9d2b0
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Fix typo in manual
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian
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c0e5cc6abf
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Merge pull request #1313 from JohannesPfeifer/evaluate_steady_state
evaluate_steady_state.m: make sure ys contains auxiliary variables in…
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2016-11-03 15:30:02 +01:00 |
Johannes Pfeifer
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0c3065b39b
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Posterior IRFs: only plot HPDIs when sufficient draws were generated
Otherwise a crash during plotting will happen
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2016-10-30 18:31:11 +01:00 |
Johannes Pfeifer
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9bdc0286d6
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Fix bug in dyn_forecast.m that led to crashes when periods-option was not specified
Condition for setting ex did not account for equality of horizon and periods
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2016-10-30 10:41:14 +01:00 |
Houtan Bastani
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08617bb740
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fix typo
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2016-10-28 16:30:43 +02:00 |
Houtan Bastani
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cf3d82f0f8
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Merge pull request #1323 from JohannesPfeifer/qz_test
Add unit test for qz_criterium
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2016-10-28 10:37:43 +02:00 |
Johannes Pfeifer
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5fe79aeda2
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Add unit test for qz_criterium
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2016-10-27 20:16:43 +02:00 |
Houtan Bastani
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0a2f3f0f10
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Merge pull request #1322 from JohannesPfeifer/cosmetic
Fix typo in comment of dsge_likelihood.m
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2016-10-27 17:20:51 +02:00 |
Johannes Pfeifer
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4502369617
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Fix typo in comment of dsge_likelihood.m
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2016-10-27 17:15:24 +02:00 |
Houtan Bastani
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e3fbefc616
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mjdgges: fix bug where qz_criterium was not taken into account if a threshold argument is also passed
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2016-10-27 11:19:34 +02:00 |
Houtan Bastani
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f38f9b0268
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submodule update: dseries
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2016-10-26 12:09:26 +02:00 |
Houtan Bastani
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2499a13e5a
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test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
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2016-10-25 18:13:07 +02:00 |
Houtan Bastani
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7370d49792
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test suite: suppress dynare_config output
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2016-10-25 16:31:33 +02:00 |
Houtan Bastani
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0b6588c932
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test suite: change related to b5f0621f02 . revert when new Octave is released
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2016-10-25 16:31:33 +02:00 |
Stéphane Adjemian (Charybdis)
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982fc38504
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Updated dseries submodule (fixes for method interfaces).
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2016-10-25 11:57:15 +02:00 |
Houtan Bastani
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bc8a7f1b09
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build system: change min os x version to build mex with libstdc++
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2016-10-24 16:00:26 +02:00 |
Houtan Bastani
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7dafeb2bc8
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test suite: fix bug introduced in f5f71ca838
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2016-10-24 12:56:26 +02:00 |
Houtan Bastani
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764d2e6ba5
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test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
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2016-10-24 11:39:54 +02:00 |
Houtan Bastani
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46cdaf8e0a
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fiminsearch only has two output args under Octave
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2016-10-21 17:40:27 +02:00 |
Houtan Bastani
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f5f71ca838
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test suite: load Octave packages potentially needed when running test suite
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2016-10-21 17:40:27 +02:00 |
Stéphane Adjemian (Charybdis)
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28af4678b2
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Updated dseries submodule.
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2016-10-21 16:13:48 +02:00 |
Houtan Bastani
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d7fc50796c
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submodule update: dseries, m-unit-tests
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2016-10-21 15:16:14 +02:00 |
Houtan Bastani
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847feb17fa
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fix mex compilation commands for Matlab R2016b on macOS. Closes #1288
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2016-10-20 14:03:35 +02:00 |
Houtan Bastani
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4a1ad80747
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test suite: add license/copyright info
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2016-10-19 15:12:44 +02:00 |
Houtan Bastani
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22a5739eb7
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test suite: don't use when running octave test
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2016-10-19 15:11:30 +02:00 |
Houtan Bastani
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d045fc65a5
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test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
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2016-10-18 15:04:03 +02:00 |
Johannes Pfeifer
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9b8a542661
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Initialize variance decomposition array to NaN instead of 0
Because only stationary variables are updated, prevents non-stationary variables from showing up with 0 instead of NaN
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2016-10-18 10:52:57 +02:00 |