6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
45a3e7a710
ignore tmp files left in dir when ms-sbvar is aborted in the middle of execution
2014-09-10 17:24:40 +02:00
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
2d7b7e9192
Fixed copy/paste error in manual.
2014-09-08 22:45:34 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
4c9be8a56a
Removed useless option.
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
77a29e95c1
Fixed bugs:
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(1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
(2) The removal of the trend was missing.
2014-09-08 22:36:40 +02:00
06f4926553
Do not consider variables that are not column vectors.
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
b972c34417
Changed local variable name (index of the main loop).
2014-09-08 22:36:40 +02:00
f6a1df8549
Increased default number of particles.
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
7e4bede76d
Merge pull request #721 from rattoma/gsa
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Provisions for moment calibration.
2014-09-08 13:26:46 +02:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
07d321c159
Merge pull request #705 from JohannesPfeifer/get_posterior_bug
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Fixes bug where number of posterior draws was computed incorrectly and w...
2014-08-14 12:44:58 +02:00
931ea41f18
Fix substring operator in macro-processor.
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The characters of the substring could be mixed with random characters from the
memory space. Thanks to Tom Holden for reporting the bug.
Closes #708
2014-08-12 19:30:09 +02:00
6d42861e19
extended-path: fixing bug when options_.initial_period is NaN
2014-08-12 18:59:56 +02:00
bdfe4f4249
Fix STEADY_STATE operator for model local variables.
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Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
0f669fd974
New location for binary build dependencies under Windows
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(and FlexLexer.h for OS X)
2014-08-11 19:02:21 +02:00
819dd8c899
Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed
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The bug did not affect any computations, but only provided a wrong warning
2014-08-09 10:37:16 +02:00
5bb994fd19
packaging: update os x packaging script
2014-08-01 17:46:26 +02:00
19e02acd0b
Ref. manual: fix paths for Debian/Ubuntu packages.
2014-07-31 21:07:31 +02:00
dd1e19ca36
Make scripts work when run from other directories.
2014-07-31 15:45:15 +02:00
1d3bca8ad3
Push scripts for reindenting and for fixing copyright years.
2014-07-31 15:29:40 +02:00
b313ea4a00
Updated NEWS for version 4.4.3 (list of bug fixes).
2014-07-31 12:45:18 +02:00
6c1266f861
Merge pull request #683 from JohannesPfeifer/mh_mode
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Add saving of parameter names to make loading of mh_mode-file compatible...
2014-07-30 18:29:03 +02:00
d1958e453c
Forbid use of 'identification' with exogenous deterministic variables.
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Closes #664
2014-07-30 17:28:45 +02:00
128761accd
.gitignore: ignore default temporary reporting directory
2014-07-30 15:21:32 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
59da9953bb
Fix formating for Makefile.am
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Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
9c4294d0aa
Merge pull request #700 from JohannesPfeifer/unit_test
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Set missing argument in makedataset.m that leads to crashes with GSA
2014-07-30 12:59:45 +02:00
0f28422e9f
This fixes #704 .
2014-07-29 18:22:10 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
5b7b8da7fa
reporting: table fix bug where the table would not be saved in the directory specified by tableDirName if the tableName option was provided
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
f6fa361838
build system: add hdf5 check to RHEL matio hack
2014-07-29 11:38:07 +02:00
90335b94aa
doc: update dseries slides to accord with changes in c5af1d43ed
2014-07-29 10:47:35 +02:00
5c50bdfc0a
Updated the manual: removed nobs and vobs members from @dseries objects (see commit c5af1d43ed).
2014-07-28 18:04:18 +02:00
c5af1d43ed
Removed nobs and vobs members in @dseries class.
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The syntax to get the number of observations and the number of
variables remains unaffected by this commit. If ts a @dseries object,
ts.nobs and ts.vobs are respectively the number of observations and
the number of variables.
2014-07-28 17:50:15 +02:00
555e2cf73b
reporting: write tableSubSectionHeader in bold
2014-07-28 17:28:20 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
19134d1287
reporting: minor aesthetic changes to table and code simplifications
2014-07-28 17:28:20 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Marco Ratto
Sébastien Villemot
Sébastien Villemot