3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
d386bb9f76
Cholesky decomposition: only add to diagonal if really necessary
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Closes #1891
2023-06-23 11:26:14 -04:00
ed7fe89bfa
Remove unused exo_names_orig_ord
2023-06-23 08:41:12 -04:00
Stéphane Adjemian (Ryûk)
015513380f
Add new class for priors.
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This commit only changes the routine used to draw random deviates from
the prior distribution, without relying on persistent variables (which allows
parallelisation).
2023-04-26 10:39:13 +02:00
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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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
f7a232061a
Remove unused options_-output
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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
d54b45cbac
PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
2020-06-12 17:53:46 +02:00
8b4fa7c2d6
Factorize call to solver routines under optimal policy and without
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Related to https://git.dynare.org/Dynare/dynare/issues/1173
2020-02-12 13:19:46 +01:00
30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf()))
2019-09-12 11:55:05 +02:00
f118970736
remove unnecessary eval statements
2019-09-12 11:55:05 +02:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
329b91d717
Harmonize output of objective functions
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Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
12ee5b7276
Fix copyrights and references to random_walk_metropolis_hastings headers
2016-05-19 17:15:31 +02:00
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
295eed6118
Revert "adapted dsge-var code for new handling of penalties"
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This reverts commit 3966296aca
2015-10-09 14:23:31 +02:00
1a9aa17c9e
Revert "More fixings around objective_function"
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This reverts commit 05cd51111c
2015-10-09 14:23:31 +02:00
05cd51111c
More fixings around objective_function
2015-10-08 20:57:00 +02:00
3966296aca
adapted dsge-var code for new handling of penalties
2015-10-08 20:57:00 +02:00
ccbb5fa7fb
Fix relative_irf option for higher order
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Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
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- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
69b385ccd4
Bugfix in PosteriorIRFs
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Fixed ancient copy and paste mistake from stoch_simul for relative IRFs
in Posterior IRFs
2013-02-28 12:00:40 -05:00
99c35e22f1
- Added trap to avoid infinite loops when type is not 'prior';
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- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
2012-07-02 10:55:02 +02:00
cb2526ba52
Fixed bug introduced in commit a070f5cb26.
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The name npar was already used for the subsample loop.
To keep notation more in line with dynare options_ the old npar is renamed to B.
2012-06-21 17:13:00 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
d601f173d8
fixing bugs related to recent changes for analytic derivatives
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in estimation
2012-04-30 13:35:36 +02:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Johannes Pfeifer
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Johannes Pfeifer
Marco Ratto
Sébastien Villemot
Houtan Bastani