Michel Juillard
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fe861fee76
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fixed bug introduced in commit 1bd2a1b1c2
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2015-07-29 11:54:10 +02:00 |
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Michel Juillard
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1bd2a1b1c2
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ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
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2015-07-28 17:17:25 +02:00 |
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Michel Juillard
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448bece904
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ep: set default algorithm for solve_algo = 9 (trust region on a single block)
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2015-07-28 17:17:25 +02:00 |
Johannes Pfeifer
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0f50f33c2c
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Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
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2015-07-28 15:23:53 +02:00 |
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MichelJuillard
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1a5c379a86
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Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
Add missing return statement to evaluate_steady_state_file.m
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2015-07-27 21:56:30 +02:00 |
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MichelJuillard
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2209944c7c
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Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
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2015-07-27 21:55:09 +02:00 |
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MichelJuillard
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6864a5fad6
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Merge pull request #999 from JohannesPfeifer/init_fix
Add check whether bayestopt_ is empty
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2015-07-27 21:54:05 +02:00 |
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MichelJuillard
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fb77b447bd
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Merge pull request #998 from JohannesPfeifer/prior_distributions
Prior distributions
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2015-07-27 21:53:19 +02:00 |
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MichelJuillard
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c8f11ba162
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Merge pull request #995 from JohannesPfeifer/steady_fail_message
In debugging modus, provide termination values of steady state finding.
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2015-07-27 21:50:16 +02:00 |
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MichelJuillard
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62ded1d250
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Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
Add headers and more documentation to shock_decomposition.m and graph…
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2015-07-27 21:49:33 +02:00 |
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Johannes Pfeifer
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f5e8aeb552
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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
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2015-07-27 18:10:27 +02:00 |
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Michel Juillard
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c3c72192ac
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small bug corrections
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2015-07-27 16:52:36 +02:00 |
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Michel Juillard
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ef8f36565b
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initializing options_.instruments = []
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2015-07-27 15:52:14 +02:00 |
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Michel Juillard
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2207b51aaa
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correcting typo
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2015-07-27 15:51:48 +02:00 |
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Michel Juillard
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22eb824c6f
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extended path: fixing bug
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2015-07-27 14:31:42 +02:00 |
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Johannes Pfeifer
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19fdb309ac
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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.
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2015-07-27 10:19:02 +02:00 |
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Johannes Pfeifer
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19b7f5ea7f
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Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
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2015-07-26 17:49:54 +02:00 |
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Johannes Pfeifer
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f679594908
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Add check whether bayestopt_ is empty
Otherwise crashes for calibrated smoother occur
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2015-07-25 07:32:48 +02:00 |
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Johannes Pfeifer
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8b49b30f91
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Add unit tests for prior sampling
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2015-07-24 16:32:05 +02:00 |
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Johannes Pfeifer
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b5aeefe526
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Make prior_draw.m check for uniform distribution violation of bounds
Follows the logic for all other distributions
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2015-07-24 16:23:40 +02:00 |
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Johannes Pfeifer
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560d9719db
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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
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2015-07-24 15:59:40 +02:00 |
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Johannes Pfeifer
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3d9f12d769
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Add check whether prior mean violates Generalized (Inverse) Gamma
Performs check as for generalized beta distribution
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2015-07-24 15:08:52 +02:00 |
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Johannes Pfeifer
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f788271b9c
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In debugging modus, provide termination values of steady state finding.
Closes #3
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2015-07-24 10:44:46 +02:00 |
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Johannes Pfeifer
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36e7bcdbcd
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Add headers and more documentation to shock_decomposition.m and graph_decomp.m
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2015-07-24 10:08:43 +02:00 |
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MichelJuillard
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61d514c9eb
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Merge pull request #991 from JohannesPfeifer/marginal_density
marginal_density.m: performance improvements
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2015-07-23 18:26:06 +02:00 |
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Johannes Pfeifer
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5d775d3d76
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marginal_density.m: Rely on already computed inverse of SIGMA
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2015-07-23 18:18:31 +02:00 |
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Johannes Pfeifer
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4202dff6c9
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marginal_density.m: only compute determinant once
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
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2015-07-23 18:13:15 +02:00 |
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Johannes Pfeifer
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9e3f89fd3b
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marginal_density.m: move inversion out of loop
Related to #270
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2015-07-23 17:54:46 +02:00 |
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MichelJuillard
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a156f2b42c
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Merge pull request #990 from JohannesPfeifer/mode_file
Delete mode-file option after completing estimation
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2015-07-23 17:22:48 +02:00 |
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Johannes Pfeifer
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7f0318856a
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Delete mode-file option after completing estimation
Prevents the recursive estimation from altering the option and closes #378
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2015-07-23 16:52:21 +02:00 |
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Johannes Pfeifer
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d67e003e03
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Correct check condition in dynare_estimation_init.m introduced in b2017ffece
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2015-07-23 16:45:40 +02:00 |
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MichelJuillard
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d82524ad1d
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Merge pull request #987 from JohannesPfeifer/mixed_estimation
Prevent mixed ML/Bayesian estimation
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2015-07-23 15:57:03 +02:00 |
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MichelJuillard
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5791e15007
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Merge pull request #985 from JohannesPfeifer/display_jacobian
Change display_problematic_vars_Jacobian.m to use number of auxiliary…
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2015-07-23 15:55:48 +02:00 |
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MichelJuillard
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13cb9930f4
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Merge pull request #983 from JohannesPfeifer/lyap_fix
Two fixes regarding solution of lyapunov equations
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2015-07-23 15:55:12 +02:00 |
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Michel Juillard
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53fef04e29
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Merge branch 'new_ep'
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2015-07-23 15:46:09 +02:00 |
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Johannes Pfeifer
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b2017ffece
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Check whether estimation is fully ML or fully Bayesian
Closes #754
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2015-07-23 14:44:25 +02:00 |
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Michel Juillard
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e8f318ff50
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fixed problems in extended path
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2015-07-23 14:27:55 +02:00 |
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Michel Juillard
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b8194f7845
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histval: replaced initialization with NaN by zeros
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2015-07-23 14:25:18 +02:00 |
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Michel Juillard
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0d7e349187
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removed useless statement
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2015-07-23 11:41:47 +02:00 |
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Johannes Pfeifer
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33f4fa9f48
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Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor
Closes #972
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2015-07-23 09:53:02 +02:00 |
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Johannes Pfeifer
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0fd76e0c6f
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Assigning unique function for each input argument of lyapunov_symm.m
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
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2015-07-22 15:11:39 +02:00 |
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Johannes Pfeifer
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aee579ecc1
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Add iteration maximum to disclyap_fast.m prevent infinite loops
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2015-07-22 15:08:25 +02:00 |
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Johannes Pfeifer
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83352e688a
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Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files
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2015-07-22 13:47:08 +02:00 |
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Michel Juillard
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7ff165f8b2
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Merge branch 'master' into new_ep
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2015-07-22 09:31:22 +02:00 |
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Johannes Pfeifer
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06bd20214e
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Replace strmatch by strcmp
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2015-07-21 16:40:40 +02:00 |
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Johannes Pfeifer
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319f73434c
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Fix copy and paste error introduced in 3c9b031bd1
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2015-07-21 16:18:15 +02:00 |
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Johannes Pfeifer
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2d8e6e2c83
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Account for strmatch returning empty array instead of 0 if nothing is found
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2015-07-21 16:00:00 +02:00 |
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Michel Juillard
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995c0d7c66
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fixing typo
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2015-07-21 15:32:33 +02:00 |
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Michel Juillard
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808fc067e2
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Merge branch 'master' into new_ep
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2015-07-21 14:05:47 +02:00 |
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Johannes Pfeifer
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68af0a4e65
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Account for potentially unset M_.dname in forecast_graphs.m
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2015-07-21 11:46:47 +02:00 |