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10244 Commits (4b2d139c7a0d8e3eab550f6dce2ea69e95edbf24)

Author SHA1 Message Date
Johannes Pfeifer 6c9a08d7e2 Further adjust tolerance of Octave unit tests 2016-12-28 19:30:24 +01:00
Houtan Bastani 9582431bd5 bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201 2016-12-28 14:02:50 +01:00
Houtan Bastani 95ac8536ba doc: update menue for compiler installation 2016-12-28 11:10:02 +01:00
Houtan Bastani 17e343d769 Merge pull request #1363 from JohannesPfeifer/ramsey_policy 
Document that ramsey_policy now takes multipliers in the variable list.
 2016-12-27 14:38:25 +01:00
Johannes Pfeifer ca6cd152f2 Document that ramsey_policy now takes multipliers in the variable list. 
Related to #1355
 2016-12-27 14:36:51 +01:00
Houtan Bastani 013043b1dd ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Johannes Pfeifer 7b4fc9ec4a Moving loading of MCMC_jumping_covariance to after display of standard errors and computation of Laplace approximation 
Closes #1255
 2016-12-27 12:07:22 +01:00
Johannes Pfeifer 8900b99a74 Add posterior_nograph option to fs2000.mod unit test 2016-12-26 13:11:02 +01:00
Johannes Pfeifer d8b0495c77 Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option 2016-12-26 13:11:01 +01:00
Johannes Pfeifer 91abae9ce0 Document graph option 2016-12-26 13:10:45 +01:00
Johannes Pfeifer 452d3cd986 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Houtan Bastani 4a93d0f9f0 Merge pull request #1360 from JohannesPfeifer/mh_recover_load_octave 
Document different treatment of mh_recover and load_mh_file under Octave
 2016-12-26 11:20:59 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation 
Also adds unit test. Closes #1318
 2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave 
Also adjusts unit tests accordingly. Closes #1332
 2016-12-23 10:47:58 +01:00
Marco Ratto 4ecf1d9f5d Workaround to avoid popup figures with nodisplay option saved as fig in MATLAB. 2016-12-20 09:14:48 +01:00
Johannes Pfeifer 2d17ff43a4 fs2000.mod unit test: move setting of Laplace marginal density to appropriate place 2016-12-20 08:40:34 +01:00
Marco Ratto 2b9779204a added example for new option NumberOfThreadsPerJob 2016-12-19 23:33:03 +01:00
Marco Ratto a55cbdd5fe Provisions for new node option NumberOfThreadsPerJob. Document option 2016-12-19 23:28:46 +01:00
Johannes Pfeifer 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
Johannes Pfeifer 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 61ee4e123c Reset selected_variables_only in shock_decomposition.m 
closes #1350
 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 33d0f44c40 model_diagnostics.m: provide warning that check of dynamic model is not supported for block option instead of crashing 2016-12-17 21:28:04 +01:00
Johannes Pfeifer 1a8382adfb OSR: add error indicator and suppress output if noprint options is specified 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 7254767ccf Fix bug in osr_obj.m that did not correctly filter out all problems 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 481bb43fd7 PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors" 2016-12-17 18:20:58 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Johannes Pfeifer c03fa143f7 Fix printout of comment in McMCDiagnostics.m 2016-12-17 17:22:05 +01:00
Johannes Pfeifer d6d517c4c9 Move MCMC diagnostics files to separated folder 2016-12-17 17:22:04 +01:00
Stéphane Adjemian ab2a4f574b Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test 
Trigger computation of state uncertainty in unit test
 2016-12-17 17:18:58 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve 
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
 2016-12-17 17:18:19 +01:00
Houtan Bastani 4a8e8db634 preprocessor: parallel: add NumberOfThreadsPerJob option. #1349 2016-12-13 11:35:37 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Houtan Bastani 060ecceede test suite: reporting: fix bug 2016-12-12 16:53:57 +01:00
Houtan Bastani f1b4d63045 doc: fix endval typo and add @math{} markup 2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis) d491b8c1ef Minor modification of 26baff91c. 
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
 2016-12-08 08:53:55 +01:00
Johannes Pfeifer da113029aa Correct initval, endval, and histval documentation 2016-12-08 08:53:55 +01:00
Stéphane Adjemian (Charybdis) c2e5d5c2c2 Changed calibration. 2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis) b43ef94e7b Cosmetic change. 2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis) 535fa1a721 Added integration test... 
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
 2016-12-06 22:57:12 +01:00
Michel Juillard 6fd715a3b8 adding simul_backward and simul_backward_linear 2016-12-05 16:17:14 +01:00
Houtan Bastani c2d72d2292 fix check of path for octave 2016-12-05 12:28:02 +01:00
Stéphane Adjemian (Charybdis) 537e384122 Fixed make parallel mode (missing dependency in automake). 2016-12-01 23:25:01 +01:00
Stéphane Adjemian (Charybdis) 4689805e98 Added integration tests for the simulation of stochastic backward models. 2016-12-01 23:22:08 +01:00
Houtan Bastani 79a46ee530 Merge pull request #1346 from JohannesPfeifer/cosmetic 
Correct typos in error message and header
 2016-12-01 17:52:21 +01:00
Johannes Pfeifer f5fb81a758 Correct typos in error message and header 2016-12-01 17:49:06 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Stéphane Adjemian (Charybdis) 95076d5c72 Fixed initial condition of stochastic simulation of backward looking models. 
Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
 2016-12-01 13:32:54 +01:00