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5990 Commits (2f29d6b616aa5f9349688ec299e0870606155f83)

Author SHA1 Message Date
Marco Ratto 454ac69191 allow spaces in the name of working directories for parallel execution. 2016-11-07 17:19:38 +01:00
Marco Ratto 0a40cdf064 Bud fix for cases where record does not contain proposal covariance. 2016-11-07 17:18:41 +01:00
Stéphane Adjemian (Charybdis) e2da7c6627 Fixed bug (missing initialization of an option). 2016-11-05 00:08:28 +00:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 7733903661 Merge pull request #1329 from JohannesPfeifer/singularity_warning 
Add more information to singularity warning
 2016-11-04 15:12:07 +01:00
Stéphane Adjemian fa8028f79a Merge pull request #1325 from JohannesPfeifer/dyn_forecast 
Fix bug in dyn_forecast.m that led to crashes when periods-option was…
 2016-11-04 15:11:44 +01:00
Johannes Pfeifer 2e79d5ccac Add more information to singularity warning 2016-11-04 12:28:01 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Stéphane Adjemian e2e16339a8 Merge pull request #1326 from JohannesPfeifer/posterior_IRFs 
Posterior IRFs: only plot HPDIs when sufficient draws were generated
 2016-11-04 09:14:13 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp 
Shock decomposition and posterior moments
 2016-11-04 00:41:04 +01:00
Houtan Bastani a11e355587 Merge pull request #1327 from JohannesPfeifer/line_break 
Add missing line break in stoch_simul.m
 2016-11-03 18:04:10 +01:00
Johannes Pfeifer 9543f3b3ae Add missing line break in stoch_simul.m 2016-11-03 18:02:03 +01:00
Stéphane Adjemian c9571b794c Merge pull request #1320 from JohannesPfeifer/var_decomp 
Initialize variance decomposition array to NaN instead of 0
 2016-11-03 17:36:22 +01:00
Stéphane Adjemian c0e5cc6abf Merge pull request #1313 from JohannesPfeifer/evaluate_steady_state 
evaluate_steady_state.m: make sure ys contains auxiliary variables in…
 2016-11-03 15:30:02 +01:00
Johannes Pfeifer 0c3065b39b Posterior IRFs: only plot HPDIs when sufficient draws were generated 
Otherwise a crash during plotting will happen
 2016-10-30 18:31:11 +01:00
Johannes Pfeifer 9bdc0286d6 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
 2016-10-30 10:41:14 +01:00
Houtan Bastani 08617bb740 fix typo 2016-10-28 16:30:43 +02:00
Houtan Bastani 0a2f3f0f10 Merge pull request #1322 from JohannesPfeifer/cosmetic 
Fix typo in comment of dsge_likelihood.m
 2016-10-27 17:20:51 +02:00
Johannes Pfeifer 4502369617 Fix typo in comment of dsge_likelihood.m 2016-10-27 17:15:24 +02:00
Houtan Bastani f38f9b0268 submodule update: dseries 2016-10-26 12:09:26 +02:00
Stéphane Adjemian (Charybdis) 982fc38504 Updated dseries submodule (fixes for method interfaces). 2016-10-25 11:57:15 +02:00
Houtan Bastani 46cdaf8e0a fiminsearch only has two output args under Octave 2016-10-21 17:40:27 +02:00
Stéphane Adjemian (Charybdis) 28af4678b2 Updated dseries submodule. 2016-10-21 16:13:48 +02:00
Houtan Bastani d7fc50796c submodule update: dseries, m-unit-tests 2016-10-21 15:16:14 +02:00
Houtan Bastani 847feb17fa fix mex compilation commands for Matlab R2016b on macOS. Closes #1288 2016-10-20 14:03:35 +02:00
Johannes Pfeifer 9b8a542661 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
 2016-10-18 10:52:57 +02:00
Houtan Bastani 084df40535 fix mex compilation commands for Matlab R2016b on Linux. #1288 2016-10-17 18:40:48 +02:00
Houtan Bastani fa9bbc231e submodule update: dseries 2016-10-17 12:58:41 +02:00
Houtan Bastani 09669d2a14 submodule update: dseries 2016-10-17 12:37:28 +02:00
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00
Johannes Pfeifer e80c1e5a24 evaluate_steady_state.m: make sure ys contains auxiliary variables in case of problem with dynare_solve 
Otherwise, evaluate_static_model will crash
 2016-10-13 10:50:50 +02:00
Stéphane Adjemian 05a906fa8b Merge pull request #1301 from JohannesPfeifer/recursive_plot 
Use raw_data in forecast plots instead of prefiltered data
 2016-10-10 09:44:46 +02:00
Stéphane Adjemian c41c310cc5 Merge pull request #1310 from JohannesPfeifer/debug_mode 
Make solve_algo=0 less and mode_check potentially more verbose
 2016-10-10 09:40:37 +02:00
Johannes Pfeifer 6b82788180 Display reason for mode_check-problems when debugging is enabled 2016-10-09 22:16:26 +02:00
Johannes Pfeifer 29d1e80eda Decrease verbosity of solve_algo=0 
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
 2016-10-09 22:15:48 +02:00
Stéphane Adjemian (Charybdis) 83bc67f0c0 Display informative message when the model cannot be solved at the prior mode. 2016-10-07 12:30:47 +02:00
Johannes Pfeifer b70bc9433f pm3: restore Matlab compatibility by loading file into a variable 
In R2016b the variables loaded in the function need to be known in advance
 2016-10-06 14:21:25 +02:00
Johannes Pfeifer 17dec97c4f Use raw_data in forecast plots instead of prefiltered data 2016-10-05 19:04:13 +02:00
Houtan Bastani f074c67d59 Merge pull request #1297 from JohannesPfeifer/estimation_fixes 
Bugfixes and cosmetic changes related to estimation
 2016-10-04 11:10:12 +02:00
Johannes Pfeifer d5233336b5 Make naming in GetPosteriorMeanVariance.m more expressive 2016-10-04 11:00:00 +02:00
Johannes Pfeifer b2984f43c9 GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file 
In this case, the reported results were NaN
 2016-10-04 10:59:01 +02:00
Johannes Pfeifer b4e2f38b6c posterior_sampler_core: condition setting of seed on presence of Octave 2016-10-04 10:58:38 +02:00
Johannes Pfeifer 7ff6c5b2b7 Cosmetic change to posterior_sampler_initialization.m 2016-10-03 22:10:00 +02:00
Johannes Pfeifer bfbd4aa101 Fix header of dyn_autocorr 2016-10-03 21:30:02 +02:00
Houtan Bastani 5f97efe15a octave: don't check with user when deleting directory 2016-10-03 14:49:21 +02:00
Johannes Pfeifer 2fe73fafdc Implement and document keep_kalman_algo_if_singularity_is_detected option 2016-10-02 12:56:28 +02:00
Johannes Pfeifer 3f907efbcd initial_estimation_checks.m: Add proper check for stochastic singularity 2016-10-02 12:55:41 +02:00
Johannes Pfeifer c68038dfc8 imcforecast.m: make sure qz_criterium is properly set 2016-10-02 10:51:47 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
 2016-10-02 10:51:47 +02:00