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
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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
5c56295c82
imcforecast.m: fix typo in description
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[skip CI]
2020-06-24 21:36:41 +02:00
071ab1e14f
imcforecast.m: fix faulty logic of warning
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Steady state and time shift were missing
2020-03-21 12:06:24 +01:00
133b77c061
Conditional forecasting: compatibility fix with MATLAB < R2016b
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Implicit expansion (a.k.a. automatic broadcasting) was introduced in MATLAB
R2016b (and it has been present in Octave for quite some time).
Hence use bsxfun() instead.
The problem had been introduced in 228b2a532
2020-02-13 18:21:29 +01:00
228b2a532f
conditional forecasts: add check whether simulation was successful
2020-02-12 11:04:46 +01:00
1d1c0ab829
imcforecast.m: make sure that draw index for CIs stays within feasible bounds
2020-02-05 21:18:25 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
fc9197a9a1
imcforecast.m: Make code robust to 1 period
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When using 1 period, the second dimension was a singleton that was removed as well by squeeze, resulting in a column vector when a row vector/matrix was expected. Fixes https://forum.dynare.org/t/problem-with-the-conditional-forecast-in-dynare-4-5-7/14385/2
2019-09-02 18:47:46 +02:00
04323301a5
isdiag was introduced in MATLAB R2014a
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Provide a replacement by reusing a similar function that was under
matlab/general/utilities/.
2019-03-26 16:50:06 +01:00
07141a8681
Various optimizations.
2018-09-26 22:51:05 +02:00
7c83ba7ea7
Fixed documentation header.
2018-09-26 22:51:05 +02:00
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
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
94ef60556e
Account for loglinear option when reading in M_.endo_histval
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
89e0a84327
fix typo from 98cf1bfc1d
2016-11-14 11:08:02 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
5c4f81a26f
Bug fixes for conditional forecast.
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1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
2016-09-07 09:27:48 +02:00
1bd5c7cc0d
Disentangle options_.conf_sig and set default to 0.9
2016-07-21 12:17:30 +02:00
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
1d13a5dd02
Make imcforecast.m account for presence of trends
2016-04-09 09:45:21 +02:00
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
5842c6c1c5
Make unconditional forecasts save figures to graph folder
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
f1406487dc
Make field names consistent with different analysis steps and manual
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still related to #316 (https://github.com/DynareTeam/dynare/pull/316 )
2013-03-17 22:47:47 +01:00
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
bcb59e373d
fixed bug in conditional forecasts whith constraints on only one period
2012-12-10 21:14:00 +01:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
02b86795b2
corrected bug linked to new handling of datasets
2011-11-01 16:44:31 +01:00
8f350dc744
conditional forecasts: remove random seed reinitialization
2011-10-12 21:47:59 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
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imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
Johannes Pfeifer
Sébastien Villemot
Dóra Kocsis
Stéphane Adjemian(Charybdis)
Stéphane Adjemian (Scylla)
Houtan Bastani
Marco Ratto
Johannes Pfeifer
Ferhat Mihoubi
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Ithaque)