Commit Graph

9012 Commits (66e723301872734aecc32e8e6c890c86308ddd19)

Author SHA1 Message Date
Willi Mutschler c8be1a3274
Refactor mode_check codes 2023-09-19 13:26:33 +02:00
Willi Mutschler a41fbdefbc
estimation: more flexible handling of displayed string in command window
Also removed estim_params_ as unused input argutment to CutSample
2023-09-19 13:26:33 +02:00
Willi Mutschler 9a4e022eb7
remove global from GetAllPosteriorDraws 2023-09-19 13:26:33 +02:00
Willi Mutschler 268d511e29
estimation: better organize files into folders (latex,graphs,output) 2023-09-19 13:26:33 +02:00
Willi Mutschler 8f650a9cca
Put raftery lewis convergence under oo_.convergence 2023-09-19 13:26:33 +02:00
Sébastien Villemot db331c53d4
Merge branch 'display_static_residuals' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2176
2023-09-14 12:06:34 +02:00
Sébastien Villemot bea2d7905b
Merge branch 'dynare-bvar'
Ref. !2175
2023-09-14 12:05:59 +02:00
Johannes Pfeifer 14634946dc
🐛 bvar_irf: SquareRoot-option erroneously used Cholesky decomposition 2023-09-14 12:05:21 +02:00
Johannes Pfeifer 2b313b0308
BVAR: move to subfolder 2023-09-14 12:05:18 +02:00
Johannes Pfeifer 838bb2f4b5 display_static_residuals.m: fix bug introduced in 4598dba40c 2023-09-13 15:26:05 +02:00
Sébastien Villemot e86b372464
Display more explicit error message when k_order_perturbation MEX fails 2023-09-13 15:06:51 +02:00
Sébastien Villemot 43af789eda
Merge branch 'csminwel' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2172
2023-09-13 11:31:56 +02:00
Sébastien Villemot eb16bb4373
Merge branch 'dynare-osr_analytic'
Ref. !2171
2023-09-13 11:19:20 +02:00
Johannes Pfeifer 885fda0e20
OSR: allow using analytic gradient 2023-09-13 11:19:13 +02:00
Johannes Pfeifer 2473b57782 Correct Johannes's old Cologne email 2023-09-12 21:07:57 +02:00
Johannes Pfeifer ac0ecde1d9 mom: fix incorrect options-reference 2023-09-12 19:24:32 +02:00
Johannes Pfeifer b8a1b63572 newrat.m: clean up files 2023-09-12 13:32:16 +02:00
Johannes Pfeifer 3895da48a1 🐛 Enable analytic_derivation for csminwel
Requires column vector output
2023-09-12 13:26:25 +02:00
Johannes Pfeifer 497c6bd1b1 csminwel1.m and csminwel1.m: cosmetic changes 2023-09-12 12:54:36 +02:00
Sébastien Villemot 6037b9f096
Merge branch 'dynare-osr_globals'
Ref. !2166
2023-09-11 16:46:29 +02:00
Johannes Pfeifer 2b240210d0
OSR: Remove globals and wrapper layer, move to +subfolder 2023-09-11 16:46:08 +02:00
Sébastien Villemot a0ea6005e8
Merge branch 'dynare-globals'
Ref. !2167
2023-09-11 16:43:36 +02:00
Johannes Pfeifer 4598dba40c
display_static_residuals.m: remove globals 2023-09-11 16:43:26 +02:00
Sébastien Villemot f26a469208
Merge branch 'further_cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2168
2023-09-11 16:26:44 +02:00
Sébastien Villemot 890c6b2e1d
Merge branch 'trace_plot' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2169
2023-09-11 16:25:31 +02:00
Sébastien Villemot 4a0b87fdaf
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2165
2023-09-11 15:34:52 +02:00
Sébastien Villemot dee66e8351
Merge branch 'cleanup' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2164
2023-09-11 15:33:09 +02:00
Johannes Pfeifer 91dd4d9a83 dyn_first_order_solver.m: remove reference to kstate 2023-09-09 09:23:07 +02:00
Johannes Pfeifer 7eaa974484 Remove unused disp_model_summary.m 2023-09-09 09:22:41 +02:00
Johannes Pfeifer baf8243fac generate_trace_plots.m: allow for plotting traces of multiple chains
Closes #1904
2023-09-08 22:04:25 +02:00
Johannes Pfeifer 825763b18f Move pruned_state_space functions to subfolder 2023-09-08 15:45:41 +02:00
Sébastien Villemot d601ca4a2e Merge branch 'var_decomp' into 'master'
Add variance decomposition for pruned state space

Closes #1836

See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
Johannes Pfeifer af274aec3f Remove unused dsample.m and mcompare.m 2023-09-08 14:43:02 +02:00
Johannes Pfeifer 3a851dd8f3 disp_dr.m: remove globals 2023-09-08 14:42:38 +02:00
Johannes Pfeifer c72763501e Delete unused dcompare.m 2023-09-08 14:22:09 +02:00
Johannes Pfeifer 290f19c705 resol + stoch_simul.m: header fixes
Also makes global naming consistent
2023-09-08 11:59:37 +02:00
Johannes Pfeifer 74399f0728 🐛 fix check for Metropolis folder 2023-09-08 10:31:09 +02:00
Johannes Pfeifer 5ac11449ce slice: move saved files to subfolder 2023-09-08 10:27:35 +02:00
Johannes Pfeifer bd905360e0 Slice: provide convergence diagnostics even for low number of draws 2023-09-08 10:26:21 +02:00
Johannes Pfeifer 842bf3d687 csminwel1.m: clean up file 2023-09-08 10:02:14 +02:00
Willi Mutschler 2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core 2023-09-08 09:44:43 +02:00
Johannes Pfeifer cd05bfb8a2 Remove unused ghx2transition.m 2023-09-08 08:09:20 +02:00
Johannes Pfeifer c43308a07b forcst.m: remove redundant call to make_ex_ 2023-09-08 08:08:35 +02:00
Johannes Pfeifer 2fa6c437f7 solve_model_for_online_filter.m: remove redundant call to Lyapunov solver 2023-09-08 08:05:48 +02:00
Johannes Pfeifer 420cbc8202 kalman_transition_matrix.m: remove redundant input argument 2023-09-08 08:03:18 +02:00
Johannes Pfeifer c063d53646 th_autocovariances.m: fix matrix dimension 2023-09-07 18:09:28 +02:00
Johannes Pfeifer f2f1c48baf compute_moments_varendo.m: cosmetic fixes 2023-09-07 17:52:31 +02:00
Johannes Pfeifer 3dd1ffb8fe pruned_state_space_system.m: gracefully exit in case of unit roots 2023-09-07 17:52:18 +02:00
Johannes Pfeifer 41ac891f80 Factorize variance decomposition code 2023-09-07 17:13:09 +02:00
Willi Mutschler a0b443b9f8
Cosmetical changes to headers and message strings 2023-09-07 09:36:27 +02:00