1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
445cbf67d2
endogenous_prior.m: deal with missing data
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
e14e9641e8
Factorize checking of positive definiteness
2020-07-16 11:38:38 +02:00
97134cc362
🐛 Fix issue with endogenous params in steady state
...
Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
a1ebc94e4f
Refactor discretionary_policy codes
...
Closes https://git.dynare.org/Dynare/dynare/issues/1705
2020-02-12 12:52:54 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
...
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Stéphane Adjemian (Charybdis)
b5d4b4059b
Return an error if pruning is used with order>3 in estimation.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
227b2661cb
Do not trap order>2 in estimation.
2019-12-20 11:31:56 +01:00
e79c618f38
No longer automatically add M-file substitutes for missing MEX files
...
However, keep the substitutes under matlab/missing/mex/, so that they can be
manually added should the need arise.
2019-05-21 12:37:35 +02:00
89a3e94cbf
Use true/false instead of 1/0 for boolean options
...
This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
a023839890
Fixed bug instroduced in e5945a4527.
2017-06-05 10:51:30 +02:00
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
6e268c34d4
Cosmetic fixes to dynare_estimation_init.m
...
(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
2017-03-20 09:27:04 +01:00
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
940ff7fb7d
Make sure diffuse_filter triggers qz_criterium>1
...
Closes #1215
2016-10-02 10:51:47 +02:00
5b60ffa0f7
Option fast_kalman_filter is also available with kalman_algo=0.
2016-08-22 23:31:02 +02:00
20e5d76d54
Fix missing negation in check for fast Kalman filter
2016-08-22 19:24:35 +02:00
6368636ee0
Move Kalman filter options consistency checks to dynare_estimation_init.m
2016-08-22 19:24:35 +02:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
...
Closes #503
2016-08-22 16:27:32 +02:00
9d9cb322c8
Make sure fields of estim_params are always properly initialized
2016-08-21 11:24:29 +02:00
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
0c00e28799
Remove objective_function_penalty_base
2016-06-15 00:30:28 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
...
- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
46908d20c6
Provisions for new posterior sampler routines that factorize the individual iteration of individual samplers.
...
I contains a quick fix to adaptive_posterior_sampler.m, which cannot be embedded in the new structure.
2016-05-19 14:34:09 +02:00
31f8d61586
make estimation honor steady state nocheck option
2016-05-10 15:54:11 +02:00
9a9b8f2a70
Account for smoother setting parameter count fields in dynare_estimation_init.m
...
Otherwise, subsequent calls to the smoother will result in crashes
2016-04-14 20:11:22 +02:00
a78ebbce72
Document setting of element of restricted state space
2016-04-12 10:51:33 +02:00
6d35dad894
Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820
2016-04-12 10:46:44 +02:00
efee7b1a47
Remove duplication of restrict_var_list in bayestopt_
2016-04-12 10:43:28 +02:00
80086ff4ab
Clarify naming of var_obs_index to indicate it refers to decision rule order
2016-04-12 10:42:44 +02:00
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
f597709228
Condition setting of nobs and first_obs on existence of dataset
...
Required in identification.
2016-03-23 10:48:26 +01:00
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
...
Closes #255
2016-03-23 10:31:09 +01:00
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
d1bbe8f852
Restore backward compatibility with old data interface
2016-03-23 10:10:42 +01:00
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
...
Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
Marcoo Ratto
Johannes Pfeifer
Willi Mutschler
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Marco Ratto
Michel Juillard
Johannes Pfeifer