c8be1a3274
Refactor mode_check codes
2023-09-19 13:26:33 +02:00
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
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
6941bd5516
Factorize estimation: wrapper for tune_mh_jscale
2023-09-07 09:36:27 +02:00
c356db4531
Factorize estimation: set_mcmc_jumping_covariance
2023-09-07 09:36:27 +02:00
aa99eff81d
Factorize estimation: set_mcmc_prior_bounds
2023-09-07 09:36:27 +02:00
c21f75887d
Factorize estimation: check_hessian_at_the_mode
2023-09-07 09:36:27 +02:00
dd2c816df0
compute_mh_covariance_matrix: remove globals
2023-09-07 09:36:27 +02:00
960c075420
Replace "Estimation::mcmc::" by a variable
...
This enables re-using estimation functions for other Bayesian estimation routines such as Bayesian method_of_moments and printing it nicer to the console.
2023-09-07 09:36:27 +02:00
63a299f64e
new error codes introduced and applied for occbin smoother.
...
- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
26fbc6c56d
IVF: improve error handling
2022-11-23 16:46:40 +01:00
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
6872d8b0d1
Various cosmetic fixes
2022-08-31 14:58:00 +02:00
9bc71dffde
dynare_estimation_1.m: fix typo
2022-07-26 14:36:25 +02:00
c06be7fefd
Octave 7 fixes bug in mkdir which now creates parent directory
2022-04-20 10:36:56 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
217de5084c
check_posterior_sampler_options: make global variable an input
...
Does not properly work for scale_file-option as caller has variable not global
2022-02-02 16:20:12 +01:00
3dc398f590
dynare_estimation_1.m: improve comment on Hessian recomputation
2021-12-14 11:22:41 +01:00
5f732803d8
dsge_var: pass data moments as function inputs instead of via base workspace
...
going via base prevents parallel execution
2021-12-10 12:01:07 +01:00
c1483b4c61
Restore backward-compatibility when using load_mh_file
...
estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
6abc984d5e
Fix mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
440a0e460b
Storage of results: use subfolder
...
Ref. #1758
2021-07-23 14:12:17 +02:00
80cad32068
Particle filter: enable passing of option values and prepare for other samplers
2021-07-21 23:00:32 +02:00
02072dde39
Add Occbin routines
...
Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.
Ref. #569
2021-07-16 17:20:11 +02:00
f7a232061a
Remove unused options_-output
...
Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
5c3b0ebc95
better handle newrat options, avoiding to treat newratflag in two places
2021-02-13 16:44:50 +01:00
b9a6462462
bug fix in trapping option newratflag
2021-02-12 18:54:07 +01:00
96b1ca3bee
mr_hessian.m: honor Save_files option
2021-01-27 21:38:03 +01:00
09f992d584
Merge branch 'moments_varendo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:18:46 +01:00
992e375bfa
Merge branch 'use_mh_covariance' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:16:23 +01:00
c27c4fd932
moments_varendo: delete stale files from previous runs
2021-01-25 15:55:10 +01:00
de16e9c00a
dynare_estimation_1: restore exiting with mode_compute=0 and order=1
2021-01-22 21:19:07 +01:00
417f038cc5
Particle filters: do not compute Kalman smoother
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1757
2021-01-22 21:19:07 +01:00
731a168f69
Make mh_tune_jscale work with use_mh_covariance_matrix
2021-01-22 15:01:23 +01:00
ea03868a6b
mode_compute=0: run dyn_forecast after smoother when forecast > 0
2021-01-10 19:46:18 +01:00
da3943beba
Make sure output is saved in dname-folder
...
That's where other functions are looking for them
2020-12-16 22:41:55 +01:00
6a6271225c
Merge branch 'minimize_objective' into 'master'
...
Minimize objective
See merge request Dynare/dynare!1737
2020-07-07 09:35:39 +00:00
e92054e16b
Move definition of prior distribution names to separate function to make it useable in other contexts.
2020-06-26 12:07:16 +02:00
4a9f9263df
Make newrat and gmhmaxlik independent of varargin inputs
...
Makes the optimizers useable in other contexts where varargin is different
2020-06-23 15:04:11 +02:00
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
d01846e5be
Fix incorrect test for options_.posterior_sampler_options.posterior_sampling_method
...
Thanks to checkcode().
2020-03-10 14:13:49 +01:00
79cca46dd6
trap error when sub_draws is set to zero
2020-01-24 10:22:24 +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)
227b2661cb
Do not trap order>2 in estimation.
2019-12-20 11:31:56 +01:00
a327e2c9b8
Merge branch 'tex_subfolder' into 'master'
...
Move remaining LaTeX-file to subfolder
Closes #1655
See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
8e5fd8dc4e
Move creation of subfolder outside of TeX-check
...
Required if we only want the figure
2019-11-21 11:58:16 +01:00
0075776716
Laplace approximation: filter out non-positive definite Hessians
...
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Willi Mutschler
Marco Ratto
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Sébastien Villemot