Commit Graph

9770 Commits (39e7c3924367dd944c2afe79a3b0505f5096e307)

Author SHA1 Message Date
Johannes Pfeifer 39e7c39243 Filter out infinite likelihoods 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 818befd4eb Document mh_init_scale 2016-08-22 16:27:32 +02:00
Johannes Pfeifer df8ad833fb Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
2016-08-22 16:27:32 +02:00
Johannes Pfeifer 55e20aab1f Delete unused passing of file in posterior_sampler.m
Ports 919645d30e2361fb4c960ee78e42d401ad3d95ba to master
2016-08-22 16:27:32 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
2016-08-21 16:14:28 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
MichelJuillard 912409a71c Merge pull request #1268 from JohannesPfeifer/dynare_solve_error_message
Remove error-display from dynare_solve.m
2016-08-21 16:07:35 +02:00
Johannes Pfeifer e7b8222144 Updated header of dynare_solve.m 2016-08-21 11:47:52 +02:00
Johannes Pfeifer 14ab41e414 Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs 2016-08-21 11:45:11 +02:00
Johannes Pfeifer 335ce74acb Remove error-display from dynare_solve.m
Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
2016-08-21 11:44:18 +02:00
MichelJuillard cb861e2007 Merge pull request #1270 from JohannesPfeifer/estim_fields
Make sure fields of estim_params are always properly initialized
2016-08-21 11:29:20 +02:00
Johannes Pfeifer 4d8295afdf Cosmetic fixes to display_problematic_vars_Jacobian.m 2016-08-21 11:28:47 +02:00
Johannes Pfeifer 9d9cb322c8 Make sure fields of estim_params are always properly initialized 2016-08-21 11:24:29 +02:00
MichelJuillard cc5cafdd15 Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
2016-08-21 11:13:19 +02:00
Michel Juillard 0ebef17df2 fix shocks_decomposition bug introduced in commit 75d699cbfa 2016-08-21 11:11:19 +02:00
MichelJuillard 4750eb64ff Merge pull request #1269 from JohannesPfeifer/eig_R2014a
Condition use of eig to compute left eigenvector on Matlab version
2016-08-21 09:54:47 +02:00
Johannes Pfeifer 72e84657a7 Condition use of eig to compute left eigenvector on Matlab version
Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
2016-08-20 20:43:20 +02:00
MichelJuillard b5b9f46ff9 Merge pull request #1222 from JohannesPfeifer/paralleldelete
dynareParallelDelete.m: Condition delete-command on existence of file…
2016-08-20 18:37:01 +02:00
Johannes Pfeifer 4a723872eb dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning
Closes #1195
2016-08-20 18:02:04 +02:00
MichelJuillard 688c812267 Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
2016-08-20 17:46:44 +02:00
MichelJuillard ee428ffb41 Merge pull request #1251 from JohannesPfeifer/resid_command
Check for complexity of steady state in resid.m
2016-08-20 17:41:22 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
MichelJuillard 2e9725cfd0 Merge pull request #1267 from JohannesPfeifer/estimation_init
Fix two bugs in dynare_estimation_init.m
2016-08-20 17:36:48 +02:00
Michel Juillard 75d699cbfa fixing dates in shocks_decomposition.
Interface still missing
2016-08-20 16:31:25 +02:00
Johannes Pfeifer b1f1826d5f Fix two bugs in dynare_estimation_init.m
Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
2016-08-17 21:47:46 +02:00
Houtan Bastani e6a5b8f9b8 doc: clarify that latex code passed to reports must be valid 2016-08-17 14:42:02 +02:00
Houtan Bastani 850411a990 doc: clarify graphLineName option to addSeries 2016-08-17 14:39:15 +02:00
MichelJuillard 2b674b27d1 Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle
dynare_solve.m: make sure str2func is only used on strings
2016-08-12 12:06:32 +02:00
Johannes Pfeifer 80049a6d09 dynare_solve.m: make sure str2func is only used on strings
Otherwise, code crashes
2016-08-12 11:59:57 +02:00
Houtan Bastani 7680749130 preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Houtan Bastani 726ad1b84c build system: add missing dependency in test suite, add missing clean rule 2016-07-29 17:05:51 -04:00
Houtan Bastani c6f84fb98a build system: remove csv file created during check 2016-07-28 17:01:45 -04:00
Houtan Bastani 92200c20ba build system: front load slower tests to make test suite run faster 2016-07-28 16:59:57 -04:00
Houtan Bastani 3695bf4695 preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419 2016-07-27 15:01:54 -04:00
Houtan Bastani 7695031e77 preprocessor: check linear model hessian = 0. closes #419 2016-07-25 13:43:34 -04:00
Houtan Bastani 8bd4c341fe Merge pull request #1258 from JohannesPfeifer/osr_compatibility
Restore backward compatibility of OSR command with maxit and tolf opt…
2016-07-22 10:59:16 -04:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
2016-07-22 16:53:19 +02:00
Houtan Bastani 816b5bb884 Revert "preprocessor: remove maxit, tolf from osr. #1249"
This reverts commit 86bc3bd435.
2016-07-21 11:04:04 -04:00
Houtan Bastani 9d5f4c930a Merge pull request #1256 from JohannesPfeifer/tolf-doc
Document tolf and tolx options for perfect foresight and steady
2016-07-21 09:47:12 -04:00
Houtan Bastani 86bc3bd435 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani ed549d3ba7 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer 08e63f1812 Document tolf and tolx options for perfect foresight and steady
Related to #1249
2016-07-21 09:40:35 +02:00
Johannes Pfeifer f2f44a0989 Save log_density at the mode and document oo_.posterior-fields 2016-07-20 20:48:24 +02:00
Houtan Bastani 8446e6bc14 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani e5b851d175 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Houtan Bastani aa703462d0 fix spacing 2016-07-20 10:42:36 -04:00
Houtan Bastani 5fda0ffd2a fix installation instructions for os x 2016-07-20 10:39:48 -04:00
Houtan Bastani 258cab7493 Merge pull request #1253 from JohannesPfeifer/Merge_fix_likelihood
Add missing logical operator from likelihood functions introduces whe…
2016-07-20 10:37:10 -04:00