df49b9f56c
occbin.DSGE_smoother.m: correct figure caption
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(cherry picked from commit 248d8ae84f
2024-01-15 12:18:13 +01:00
d7ae0d0039
OccBin: improve consistency - Make name of opts_simul subfield homogeneous for likelihood computation and smoother - fill the new field opts_regime with init_binding_indicator init_regime_history, to avoid possible conflics with simulations done in realtime filtering steps - smoother: use init_binding_indicator and init_regime_history options set in options_.occbin.smoother
2023-12-18 16:16:50 +01:00
75f5a463df
OccBin smoother: trap realtime smoother error and use linear smoother for first guess
2023-12-18 16:16:45 +01:00
ab6ea60967
Occbin smoother: try using smoothed shocks from linear smoother as last resort to initialize guess sequence of regimes
2023-12-18 16:16:43 +01:00
90fbb9559e
🐛 Occbin smoother: ensure all shocks are plotted with heteroskedastic_filter
2023-12-18 16:16:42 +01:00
3f1a37614f
OccBin: store simul.piecewise and simul.linear in oo_.occbin.smoother, for easier post-processing of results
2023-12-18 16:16:40 +01:00
ee5faf0783
🐛 Occbin smoother: set periods to the smpl size
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Prevents crash if periods was too small
2023-12-18 16:16:39 +01:00
Stéphane Adjemian (Ryûk)
735bd66d4d
Remove unused output arguments.
2023-12-18 07:48:27 +01:00
0c07460f3b
DSGE_smoother.m: clean up file and enable LaTeX output
2023-12-14 16:03:53 +01:00
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
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
63a299f64e
new error codes introduced and applied for occbin smoother.
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- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
f565a0a84a
bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation.
2023-02-06 11:39:24 +01:00
b886de92dc
trap case when simulation does not converge within smoother
2023-02-03 14:25:32 +01:00
b90dff1986
retrieve states in period 0 from smoother and deploy this to:
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- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
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Ref. !2094
2022-11-04 14:59:06 +01:00
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
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the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +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
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
2021-09-14 17:55:55 +02:00
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
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Some fields have also changed under M_.occbin.
Ref. #569
2021-07-20 12:35:15 +02:00
02072dde39
Add Occbin routines
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Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.
Ref. #569
2021-07-16 17:20:11 +02:00
Johannes Pfeifer
Marco Ratto
Stéphane Adjemian (Ryûk)
Willi Mutschler
Sébastien Villemot