Johannes Pfeifer
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5defbdeb92
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dsge_likelihood.m: add missing penalty for Occbin
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2022-09-30 09:55:00 +02:00 |
Sébastien Villemot
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755c5645a6
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Merge branch 'irf' into 'master'
Fix posterior IRF generation with loglinear option
See merge request Dynare/dynare!2083
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2022-09-21 15:44:11 +00:00 |
Stéphane Adjemian (Ryûk)
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9ea8e17ff2
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Update dseries submodule.
Add function returning dummy variable in a dseries object.
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2022-09-21 10:56:53 +02:00 |
Johannes Pfeifer
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ee8dfb76c4
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Fix posterior IRF generation with loglinear
The unlogged steady state was used for both the starting value and the baseline
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2022-09-21 10:14:23 +02:00 |
Johannes Pfeifer
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12ec1ec0e6
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PosteriorIRF_core1.m: replace function using globals
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2022-09-21 09:29:43 +02:00 |
Johannes Pfeifer
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be2dd4456d
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getIrfShocksIndx.m: replace global variables by inputs
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2022-09-21 09:27:43 +02:00 |
Johannes Pfeifer
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945379a318
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resol.m: use isempty instead of length
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2022-09-21 09:25:06 +02:00 |
Johannes Pfeifer
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9506e723c9
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ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
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2022-09-20 12:42:04 +02:00 |
Frédéric Karamé
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128eaa2da5
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Add SMC samplers.
Ref. !2005
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2022-09-19 16:32:28 +02:00 |
Sébastien Villemot
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83836350e0
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Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2079
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2022-09-19 16:25:21 +02:00 |
Sébastien Villemot
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ef5f25c17a
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Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2080
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2022-09-19 16:22:42 +02:00 |
Johannes Pfeifer
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cf7b06e96d
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perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced
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2022-09-16 19:27:23 +02:00 |
Johannes Pfeifer
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43978cada3
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mom.optimal_weighting_matrix.m: assure symmetry of W_opt
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2022-09-16 11:15:15 +02:00 |
Sébastien Villemot
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2c063175de
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CI: bump to MATLAB R2022b
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2022-09-15 15:59:32 +02:00 |
Sébastien Villemot
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36a7b019fc
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Provisions for MATLAB R2022b
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2022-09-15 15:59:32 +02:00 |
Johannes Pfeifer
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73ca68e052
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model_inversion: Header cosmetics
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2022-09-15 10:16:05 +02:00 |
Sébastien Villemot
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68b527f8a7
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Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2076
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2022-09-13 17:36:26 +02:00 |
Sébastien Villemot
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ac238ce625
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dseries: fix bug in @dseries/plot in relation to “hold on”
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2022-09-13 17:34:40 +02:00 |
Johannes Pfeifer
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66fa6e6742
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sim1_purely_backward.m: fix typo
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2022-09-13 13:52:29 +02:00 |
Sébastien Villemot
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9b787d8417
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Merge branch 'mcp_steady' into 'master'
Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
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2022-09-13 09:26:08 +00:00 |
Johannes Pfeifer
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3fbab4cbe0
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Provisions for solving steady state with MCP-tag
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2022-09-12 17:18:16 +02:00 |
Sébastien Villemot
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b071e85214
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Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2067
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2022-09-12 16:58:05 +02:00 |
Sébastien Villemot
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6437fc0fce
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Merge branch 'model_debug' into 'master'
model_diagnostics.m: use boolean for debug option as block_trust_region expects it
See merge request Dynare/dynare!2066
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2022-09-08 15:30:55 +00:00 |
Sébastien Villemot
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27075fa8eb
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Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2073
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2022-09-06 12:29:44 +02:00 |
Sébastien Villemot
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d92fa5db17
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CI: bump to Octave 7.2.0
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2022-09-06 11:20:54 +02:00 |
Johannes Pfeifer
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0225cb23ac
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Path solver: trigger lmmcp flag
Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
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2022-09-06 09:34:20 +02:00 |
Johannes Pfeifer
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85a894efde
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lmmcp: display norm of residuals in homotopy
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2022-09-01 13:00:09 +02:00 |
Stéphane Adjemian
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4aa47e521c
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Merge branch 'Cosmetics' into 'master'
Cosmetic fixes to various functions
See merge request Dynare/dynare!2072
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2022-08-31 14:57:16 +00:00 |
Stéphane Adjemian (Ryûk)
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ca31a087f8
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Fix typo (remove trailing underscore to option variable).
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2022-08-31 15:26:09 +02:00 |
Johannes Pfeifer
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6872d8b0d1
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Various cosmetic fixes
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2022-08-31 14:58:00 +02:00 |
Stéphane Adjemian
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d8baeb8f41
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Merge branch 'diag' into 'master'
model_diagnostics.m: fix options_-name
See merge request Dynare/dynare!2069
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2022-08-31 11:50:25 +00:00 |
Stéphane Adjemian
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da1659d844
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Merge branch 'cmaes' into 'master'
cmaes.m: allow suppressing warning
See merge request Dynare/dynare!2070
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2022-08-31 11:48:56 +00:00 |
Stéphane Adjemian (Ryûk)
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9301024d71
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Do not check steady state if nocheck option used in steady command...
In perfect foresight solvers with linear approximation.
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2022-08-31 13:12:25 +02:00 |
Stéphane Adjemian (Ryûk)
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e5102eeefd
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Bug fix for mode_compute=6.
We did not keep track of the first and second order moment when calling gmhmaxlik_core.
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2022-08-31 13:06:30 +02:00 |
Johannes Pfeifer
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9e048c2428
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cmaes.m: allow suppressing warning
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2022-08-29 13:35:35 +02:00 |
Johannes Pfeifer
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ba9ca26bf6
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model_diagnostics.m: fix options_-name
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2022-08-28 13:30:21 +02:00 |
Johannes Pfeifer
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63469057ca
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model_diagnostics.m: use boolean for debug option as block_trust_region expects it
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2022-08-11 09:43:30 +02:00 |
Stéphane Adjemian
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20511495de
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Merge branch 'load_results_after_load_mh' into 'master'
load_results_after_load_mh: fix location of file
See merge request Dynare/dynare!2065
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2022-08-10 15:10:03 +00:00 |
Johannes Pfeifer
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905e7c4344
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load_results_after_load_mh: fix location of file
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2022-08-10 12:55:00 +02:00 |
Marco Ratto
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3c0f8ec624
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bug fixes in error traps in PKF update steps
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2022-07-29 16:39:59 +02:00 |
Johannes Pfeifer
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df09084a89
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posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover
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2022-07-28 11:12:18 +02:00 |
Johannes Pfeifer
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82a2717181
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Remove unused metropolis_hastings_initialization.m
Remnant of refactorization in 4445f17e
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2022-07-28 11:03:37 +02:00 |
Sébastien Villemot
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ca32be2dcb
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Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2058
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2022-07-27 18:07:12 +02:00 |
Johannes Pfeifer
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253c87b894
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model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a
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2022-07-27 13:15:29 +02:00 |
Sébastien Villemot
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ad97361f67
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Fix bug under MATLAB < R2016b introduced in 906062cfe5
The logic for testing the MATLAB version was incorrect.
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2022-07-26 22:36:30 +02:00 |
Marco Ratto
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6d03a65488
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bug fix for smoother_redux and state uncertainty with OCCBIN
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2022-07-26 18:07:39 +02:00 |
Sébastien Villemot
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f7ea4313b5
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Merge branch 'smoother' into 'master'
Various fixes to smoother output
See merge request Dynare/dynare!2057
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2022-07-26 14:33:42 +00:00 |
Sébastien Villemot
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88a21cc6d1
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Merge branch 'occbin_bug' into 'master'
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
See merge request Dynare/dynare!2055
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2022-07-26 13:33:36 +00:00 |
Johannes Pfeifer
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2816550290
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PKF: get required output if nk=1
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
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2022-07-26 15:07:23 +02:00 |
Johannes Pfeifer
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622f831625
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Inversion filter: disable unavailable smoother outputs
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
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2022-07-26 14:43:31 +02:00 |