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Author SHA1 Message Date
Johannes Pfeifer 680625f260 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Johannes Pfeifer 9651f62aa0 Fix bug preventing selecting modified harmonic mean for model_comparison 2015-08-13 17:48:09 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std 
Clarify that oo_.posterior_std comes from mode computing
 2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Johannes Pfeifer 2476ffdbb9 Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain 
Closes #917
 2015-08-11 14:37:37 +02:00
Johannes Pfeifer 7bdc6de481 Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode 
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
 2015-08-11 11:24:58 +02:00
Johannes Pfeifer beab158a67 Various cosmetic fixes 2015-08-10 21:35:51 +02:00
Houtan Bastani 6e3a73190f fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration 
Filter out non-fully calibrated model when use_calibration is used wi…
 2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m 
for Octave 4.0.0
 2015-07-31 11:25:54 +02:00
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML 
Required after 9557142cc4.
Closes #849
 2015-07-31 11:23:58 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det 
variables as for endogenous ones. Closes issue #617.
 2015-07-29 16:12:53 +02:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m 
Closes #979
 2015-07-28 15:23:53 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash 
Add missing return statement to evaluate_steady_state_file.m
 2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex 
Bugfixes related to collect_LaTeX_Files.m
 2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix 
Add check whether bayestopt_ is empty
 2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions 
Prior distributions
 2015-07-27 21:53:19 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message 
In debugging modus, provide termination values of steady state finding.
 2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp 
Add headers and more documentation to shock_decomposition.m and graph…
 2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m 
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
 2015-07-27 18:10:27 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Michel Juillard 22eb824c6f extended path: fixing bug 2015-07-27 14:31:42 +02:00
Johannes Pfeifer 19fdb309ac Fix computation of prior mode for uniform distribution 
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
 2015-07-27 10:19:02 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m 
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
 2015-07-26 17:49:54 +02:00
Johannes Pfeifer f679594908 Add check whether bayestopt_ is empty 
Otherwise crashes for calibrated smoother occur
 2015-07-25 07:32:48 +02:00
Johannes Pfeifer 8b49b30f91 Add unit tests for prior sampling 2015-07-24 16:32:05 +02:00
Johannes Pfeifer b5aeefe526 Make prior_draw.m check for uniform distribution violation of bounds 
Follows the logic for all other distributions
 2015-07-24 16:23:40 +02:00
Johannes Pfeifer 560d9719db Correct copy and paste mistake in prior_draw.m for inverse gamma II 
In case of bound violations, it was instead sampled from inverse gamma I
 2015-07-24 15:59:40 +02:00
Johannes Pfeifer 3d9f12d769 Add check whether prior mean violates Generalized (Inverse) Gamma 
Performs check as for generalized beta distribution
 2015-07-24 15:08:52 +02:00
Johannes Pfeifer f788271b9c In debugging modus, provide termination values of steady state finding. 
Closes #3
 2015-07-24 10:44:46 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
MichelJuillard 61d514c9eb Merge pull request #991 from JohannesPfeifer/marginal_density 
marginal_density.m: performance improvements
 2015-07-23 18:26:06 +02:00
Johannes Pfeifer 5d775d3d76 marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
Johannes Pfeifer 4202dff6c9 marginal_density.m: only compute determinant once 
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
 2015-07-23 18:13:15 +02:00
Johannes Pfeifer 9e3f89fd3b marginal_density.m: move inversion out of loop 
Related to #270
 2015-07-23 17:54:46 +02:00
MichelJuillard a156f2b42c Merge pull request #990 from JohannesPfeifer/mode_file 
Delete mode-file option after completing estimation
 2015-07-23 17:22:48 +02:00
Johannes Pfeifer 7f0318856a Delete mode-file option after completing estimation 
Prevents the recursive estimation from altering the option and closes #378
 2015-07-23 16:52:21 +02:00
Johannes Pfeifer d67e003e03 Correct check condition in dynare_estimation_init.m introduced in b2017ffece 2015-07-23 16:45:40 +02:00