7ff7561280
Use consistent variable naming and add/fix headers
2023-10-02 11:12:31 +02:00
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
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
fc05ddd5fe
dsge_var_likelihood.m: remove unused output arguments
2021-12-10 12:01:40 +01:00
5f732803d8
dsge_var: pass data moments as function inputs instead of via base workspace
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going via base prevents parallel execution
2021-12-10 12:01:07 +01:00
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
0402c56ee7
Compatibility fix for MATLAB R2014a when estimating with empty estim_params
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The tests kalman_filter_smoother/fs2000_smoother_only.mod and
kalman_filter_smoother/fs2000_smoother_only_ns.mod would fail under MATLAB
R2014a.
They both run the estimation command without having declared an estim_params
block.
Their execution would fail in check_bounds_and_definiteness_estimation, at the
point where we check if initial values are below the lower bound.
The problem is that xparam1 would be of size 0×1, while bounds.lb would be
empty (0×0), and the comparison fails on older MATLABs.
The fix consists in ensuring that xparam1 remains of size 0×0 in that case.
2021-01-27 18:25:27 +01:00
3b85fea02e
Move setting of parameters out of check_bounds_and_definiteness_estimation.m
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Increases transparency
2020-07-17 15:02:12 +02:00
cfe1069367
Factorize prior bound and definiteness checks
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also removes useless isestimation check
2020-06-22 20:37:31 +02:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
52a082a1f9
Add check for positive definiteness of Sigma_u^star
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Otherwise, complex likelihoods may occur
2017-04-20 16:18:03 +02:00
dbffe2a841
Do not check boundaries if the model is not estimated.
2017-03-16 15:50:44 +01:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
2c5b1fed2d
Use master function lyapunov_solver.m to call individual solvers
2017-01-04 11:25:44 +01:00
39e7c39243
Filter out infinite likelihoods
2016-08-22 19:24:35 +02:00
72b8c650e5
Add missing logical operator from likelihood functions introduces when removing global penalty
2016-07-18 11:11:43 +02:00
029e9495ba
Fix bug in dsge_var_likelihood.m where constant was not considered for dof when Gamma function was computed
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Does not affect the maximum of the posterior as it only affects constant term
2016-06-15 00:30:28 +02:00
4486d098b5
Save dsge_var objects at the mode
2016-06-15 00:30:28 +02:00
0c00e28799
Remove objective_function_penalty_base
2016-06-15 00:30:28 +02:00
329b91d717
Harmonize output of objective functions
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Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
58eb60c95d
fix copyright dates, headers
2016-05-18 15:06:49 +02:00
c05c66cbaa
Filter out error code 6 in dsge_var_likelihood.m
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Crashes otherwise
2016-05-17 20:56:25 +02:00
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
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
2015-10-09 14:23:31 +02:00
1ad8df4635
More fixing related to objective_function_penalty_base
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
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
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Closes #284
2015-05-09 08:03:55 +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
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
939fb78624
Merge pull request #663 from JohannesPfeifer/master
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Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
ca6803b531
Add forgotten case to likelihood functions
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Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Scylla)
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot