Marco Ratto
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e32cbf626f
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Fixed bug when neighborhood_width is used : MC option must be forced.
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2015-04-14 12:06:25 +02:00 |
Stéphane Adjemian (Charybdis)
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355ed73240
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Merge branch 'marco_diffuse_filter_and_smoother_2'
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2015-04-14 12:03:07 +02:00 |
Stéphane Adjemian (Charybdis)
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b49388891f
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Moved README file for extended preprocessor in subfolder.
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2015-04-14 11:57:28 +02:00 |
Houtan Bastani
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69ec4bf269
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Merge branch 'master' into rmExtraExo
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2015-04-14 11:33:57 +02:00 |
Houtan Bastani
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44bb0672d2
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preprocessor: method out of order
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2015-04-14 11:33:02 +02:00 |
Houtan Bastani
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37e9b5d3fa
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preprocessor: take care of extra exos in ramsey_model instruments option
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2015-04-09 16:29:52 +02:00 |
Houtan Bastani
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a8888f4c70
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preprocessor: fix error message for InitParamStatement clone/reindex method
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2015-04-09 16:17:47 +02:00 |
Houtan Bastani
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c71d1e77a9
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preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
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2015-04-09 16:17:22 +02:00 |
Houtan Bastani
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1f58e0cc64
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preprocessor: remove unnecessary cloneAndReindexSymbIds method
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2015-04-09 16:14:25 +02:00 |
Houtan Bastani
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4d8e0c7f3b
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preprocessor: pointer to symbol_table unnecessary
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2015-04-09 16:08:55 +02:00 |
Houtan Bastani
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d8b132e39a
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preprocessor: remove commented code
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2015-04-09 12:36:07 +02:00 |
Houtan Bastani
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960130867e
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preprocessor: take care of extra exos in plot_conditional_forecast
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2015-04-09 12:16:52 +02:00 |
Houtan Bastani
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5be06a3352
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preprocessor: take care of extra exos in conditional_forecast
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2015-04-09 12:12:09 +02:00 |
Houtan Bastani
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959890b375
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preprocessor: take care of extra exos in shock_decomposition
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2015-04-09 12:04:36 +02:00 |
Houtan Bastani
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346e8bae13
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preprocessor: take care of extra exos in ms_sbvar_irf
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2015-04-08 17:30:45 +02:00 |
Houtan Bastani
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613e7461e0
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preprocessor: take care of extra exos in planner_objective
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2015-04-08 16:35:09 +02:00 |
Houtan Bastani
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8975110bcf
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preprocessor: take care of extra exos in external functions
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2015-04-08 16:23:30 +02:00 |
Marco Ratto
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ca8f0ea006
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Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol
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2015-04-08 15:49:12 +02:00 |
Marco Ratto
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fe48de4406
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Re-set default of new option diffuse_kalman_tol to 1e-6:
former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
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2015-04-08 15:44:39 +02:00 |
Houtan Bastani
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f4a4fb9d4c
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preprocessor: move reindexing functions from DynamicModel to ModelTree
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2015-04-07 15:58:18 +02:00 |
Houtan Bastani
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104e4767a4
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update license file, #874
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2015-04-07 12:01:23 +02:00 |
Johannes Pfeifer
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aea49e2fa0
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Add unit test for mode_computations
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2015-04-06 12:13:14 +02:00 |
Johannes Pfeifer
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49d4643481
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Fix copy and paste typo in gmhmaxlik.m
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2015-04-06 12:04:11 +02:00 |
Johannes Pfeifer
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d1a80acb44
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Replace non-available simulated annealing by Matlab's routine
Closes #814
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2015-04-06 11:28:32 +02:00 |
Johannes Pfeifer
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39ed3eb3f0
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Fix bugs related to allowing mode_compute to be a string
Crashes otherwise
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2015-04-06 11:24:42 +02:00 |
Johannes Pfeifer
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a81c9da9a2
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Add simulated_annealing.m to optimizers
Restores compatibility of mode_compute=102
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2015-04-06 11:08:20 +02:00 |
Johannes Pfeifer
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405b1f7368
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Add solvopt.m to Dynare optimizers
Restores compatibility of mode_compute=101
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2015-04-06 11:05:12 +02:00 |
Johannes Pfeifer
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c46b6cdfea
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Clarify Ramsey optimal policy
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2015-04-04 10:45:17 +02:00 |
Houtan Bastani
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23b322d6c6
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Merge pull request #866 from JohannesPfeifer/mode_check
Remove hard-coded coloring of legend in mode_check.m
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2015-04-03 18:07:14 +02:00 |
Stéphane Adjemian (Charybdis)
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6aa5ceabb2
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Fixed bug introduced in 363c4a61222103fda22adff9bdb1115a6073428a.
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2015-04-03 18:02:03 +02:00 |
Stéphane Adjemian (Charybdis)
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090c4fedbd
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Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
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2015-04-03 18:02:03 +02:00 |
Marco Ratto
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e97e5c3407
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Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
This can make a lot of difference for large models that have hundreds of definitions.
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2015-04-03 18:02:03 +02:00 |
Marco Ratto
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5297836577
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Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
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2015-04-03 18:02:03 +02:00 |
Marco Ratto
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7c838b133f
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Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
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2015-04-03 18:02:03 +02:00 |
Houtan Bastani
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c72ebcdef1
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preprocessor: take care of extra exos in dynatype
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2015-04-03 17:15:01 +02:00 |
Houtan Bastani
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526dd30d8c
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preprocessor: take care of extra exos in dynasave
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2015-04-03 17:11:28 +02:00 |
Houtan Bastani
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2cd3213230
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preprocessor: take care of extra exos in optim_weights
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2015-04-03 17:07:26 +02:00 |
Houtan Bastani
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28f9e3ed09
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preprocessor: take care of extra exos in osr
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2015-04-03 17:07:25 +02:00 |
Houtan Bastani
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cdf4ca5116
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preprocessor: take care of extra exos in osr_params
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2015-04-03 17:07:25 +02:00 |
Houtan Bastani
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b99e68d7b7
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preprocessor: update warning message for missing varexos
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2015-04-03 17:07:25 +02:00 |
Houtan Bastani
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9fa6cb3bd1
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preprocessor: take care of extra exos in observation_trends
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2015-04-03 17:07:18 +02:00 |
Johannes Pfeifer
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8cc9fbd69a
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Remove hard-coded coloring of legend in mode_check.m
Now displays correct colors with new Matlab plot interface (>2014a)
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2015-04-02 20:52:49 +02:00 |
Houtan Bastani
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5d3753f466
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take care of extra exos in estimated_params_bounds
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2015-04-02 18:03:16 +02:00 |
Houtan Bastani
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3842303fc4
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take care of extra exos in estimated_params_init
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2015-04-02 17:57:12 +02:00 |
Houtan Bastani
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3422bfcf93
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take care of extra exos in estimated_params
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2015-04-02 17:42:01 +02:00 |
Stéphane Adjemian
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f9154273d0
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Merge pull request #854 from JohannesPfeifer/smoother_var_initialization_fix
Fix size of filtered variables matrix
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2015-04-01 17:59:12 +02:00 |
Stéphane Adjemian (Charybdis)
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f3d1a6c68e
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Merge branch 'master' into marco_analytic_derivation
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2015-04-01 16:41:38 +02:00 |
Johannes Pfeifer
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27403fb2dd
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Add check whether initial prior is Inf
Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
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2015-04-01 16:30:46 +02:00 |
Johannes Pfeifer
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9c3c0d727f
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Add check for point priors and force user to fix this parameter.
Traps Inf-prior
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2015-04-01 16:29:18 +02:00 |
Houtan Bastani
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a6c9e36769
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preprocessor: take care of extra exos in rplot
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2015-04-01 15:48:07 +02:00 |