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9338 Commits (6ad876cc1868ff7bfb659854577da66c38cb3a98)

Author SHA1 Message Date
Johannes Pfeifer 6ad876cc18 Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose 2016-04-12 11:37:12 +02:00
Johannes Pfeifer f5bd4c6b3a Fix bug where smoother selected wrong observables with selected_variables_only option 
Closes #1161
 2016-04-12 11:36:43 +02:00
Johannes Pfeifer df20a394fc Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order 
Also fixes wrong output when selected_variables_only was used
 2016-04-12 11:30:14 +02:00
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer be2221286c Add note on setting of bayestopt_.mf to DsgeSmoother.m 2016-04-12 10:52:40 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Johannes Pfeifer b749a3ce75 Improve header and variable naming in write_smoother_results.m 2016-04-12 10:52:07 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
Johannes Pfeifer a78ebbce72 Document setting of element of restricted state space 2016-04-12 10:51:33 +02:00
Johannes Pfeifer 6d35dad894 Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820 2016-04-12 10:46:44 +02:00
Johannes Pfeifer efee7b1a47 Remove duplication of restrict_var_list in bayestopt_ 2016-04-12 10:43:28 +02:00
Johannes Pfeifer 80086ff4ab Clarify naming of var_obs_index to indicate it refers to decision rule order 2016-04-12 10:42:44 +02:00
MichelJuillard d41a64e4cb Merge pull request #1155 from JohannesPfeifer/prefilter_tests 
Enable erroneously disabled unit tests
 2016-04-12 10:31:43 +02:00
Johannes Pfeifer 6dddd7a8d4 Add corr.m to missing/stats 2016-04-09 15:22:40 +02:00
Johannes Pfeifer f85d2ef970 Make shock_decomposition.m rely on smoothed deviations from mean 
Necessary after adding trend and mean to smoothed variables
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer d737c7d1d8 Allow corner solution as starting point for MCMC 
Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 7e56302a04 Assure that log-file is closed when aborting metropolis_hastings_initialization.m 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 352a4fd3ae Port bugfix b8c6c87908 to area graphs of conditional_forecast 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 1d13a5dd02 Make imcforecast.m account for presence of trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Michel Juillard f6806bf8b8 fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers 
Cosmetic changes to various function headers
 2016-04-08 23:29:16 +02:00
Michel Juillard 3af546fa7a simplify writing of auxiliary variables definitions 
This will fail if external function are used in
auxiliary variables definition
 2016-04-08 09:33:57 +02:00
MichelJuillard e0dfba10ce Merge pull request #1159 from MichelJuillard/auxiliary 
fixed bug with external function introduced in the
 2016-04-07 18:30:07 +02:00
Michel Juillard cffef33543 fixed bug with external function introduced in the 
refactoring to the _static file
 2016-04-07 18:27:44 +02:00
MichelJuillard 6e514b7d1b Merge pull request #1156 from MichelJuillard/auxiliary 
Auxiliary variables in static model
 2016-04-05 08:48:04 +02:00
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Michel Juillard 70bcef4933 analytic derivation: cleaning up 2016-04-01 18:45:19 +02:00
Michel Juillard e446aaddb1 analytic derivation: use <fname>_static_params_deriv where needed 2016-04-01 18:45:19 +02:00
Michel Juillard 911d2c3d33 build full static model for analytical derivatives 
estimation code
 2016-04-01 18:45:19 +02:00
Michel Juillard c2a1975194 skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 2313f20a35 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 5199638b3a replacing auxiliary variables by their definition 
in static model. Doesn't work right yet.
 2016-04-01 18:45:19 +02:00
Michel Juillard 7ce07c9abd put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct 2016-04-01 18:45:19 +02:00
Johannes Pfeifer bf5a3ab6da Add headers to identification routines 2016-03-31 11:20:01 +02:00
Johannes Pfeifer 62bdb510ab Clarify documentation on oo_.FilteredVariablesShockDecomposition 
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
 2016-03-30 17:10:53 +02:00
Johannes Pfeifer ddb8e8f6e1 Clarify selected_variables_only option behavior 
(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
 2016-03-30 17:10:37 +02:00
Stéphane Adjemian (Hermes) bdb5068235 Added documentation for prior command (CLI). 2016-03-29 17:15:52 +02:00
Johannes Pfeifer f37d3afb14 Add headers for param_derivs-files 2016-03-29 15:57:49 +02:00
Stéphane Adjemian (Hermes) a40214ae8d Document calib_smoother options. 
Closes #1146
 2016-03-29 15:08:00 +02:00
Johannes Pfeifer 69e8535a91 Add missing author name in NK_baseline.mod 2016-03-27 19:45:10 +02:00
Johannes Pfeifer 16d8ee0c7b Cosmetic changes to various function headers 2016-03-25 22:05:36 +01:00