2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
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2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
fe6aa88c27
1) check if AHess is positive semi-definite;
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2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
e3485e8929
Changes around normalizing Jacobians:
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-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
d83c5326f6
check that theoretical moments are independent when evaluating simulated moments uncertainty
2011-06-24 10:58:04 +02:00
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
e5c3decbc1
trap for too many parameters to be estimated w.r.t. affected moments.
2011-06-06 16:36:39 +02:00
2c977073d2
Bug fix: thanks to Johannes Pfeifer
2011-06-06 15:21:59 +02:00
58dc9557d9
Fixes around point-estimate of sensitivity and identification strength
2011-05-30 14:36:48 +02:00
a45533caca
Added SVD for J matrix as output identification info.
2011-05-10 10:11:25 +02:00
cbfc017356
unix end of lines for new functions!
2011-05-02 11:32:26 +02:00
180a3bad9c
New wrapper for identification analysis, given the parameter set provides results.
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Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
Marco Ratto
Stéphane Adjemian (Charybdis)