Marco Ratto
7c8878c071
Allow neighborhood_width sampling in Morris + bug fix.
2016-05-17 08:41:16 +02:00
Marco Ratto
28aeb9f308
bug fix
2016-05-17 08:40:32 +02:00
Houtan Bastani
85e3ddd2d4
build system: modify package creation for OS X. Min requirements OS X 10.8+ and 64-bit Matlab
2016-05-13 15:52:49 +02:00
Houtan Bastani
5723e7ea58
build system: remove support for 32-bit Matlab on OS X
2016-05-13 10:53:55 +02:00
Houtan Bastani
1442f83037
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
Houtan Bastani
024586fbb1
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
Houtan Bastani
9d26ab46e9
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
Houtan Bastani
89667ea8da
remove unused file. closes #1172
2016-05-11 15:12:27 +02:00
Houtan Bastani
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
Michel Juillard
31f8d61586
make estimation honor steady state nocheck option
2016-05-10 15:54:11 +02:00
Houtan Bastani
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
Houtan Bastani
d5dff28704
preprocessor: fix bug introduced in c9ca46f228
. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
Houtan Bastani
ccb197e74f
fix copyright dates
2016-05-09 12:42:58 +02:00
Michel Juillard
5e5157e375
loglinear: bug correction
2016-05-06 10:12:12 +02:00
Michel Juillard
67ea280773
adding missing semi-colon
2016-05-06 10:11:53 +02:00
Michel Juillard
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
Michel Juillard
ef232ac436
fixed log_variable function
2016-05-05 20:53:22 +02:00
Michel Juillard
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
7e13fe5ef7
fix loglinear option with leaded or lagged exogenous variables
2016-05-05 20:41:02 +02:00
Stéphane Adjemian
e07d97a16e
Merge pull request #1186 from rattoma/gsa
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gsa and identification fixes
2016-05-05 19:19:10 +02:00
Marco Ratto
1b769d1d5f
1) fixed bug with initialization of infox
...
2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
Marco Ratto
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
Marco Ratto
0e402fa7e9
Filter out cases where too few samples are available for ANOVA estimation
2016-05-05 16:11:53 +02:00
Marco Ratto
8b54354a27
Make identification compliant with calibration parameter set [bug fix]
2016-05-05 16:08:14 +02:00
Houtan Bastani
bebcfffe04
fix license, file copyright errors
2016-05-04 16:30:16 +02:00
Houtan Bastani
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
Johannes Pfeifer
b364dd1d4c
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-04 11:12:35 +02:00
Stéphane Adjemian (Charybdis)
6593c433f3
Revert "Account for Matlab 2016a in installer and mex-folder"
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This reverts commit 6072aa0b46
.
2016-05-03 22:20:10 +02:00
Johannes Pfeifer
6072aa0b46
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-03 15:24:23 +02:00
MichelJuillard
b3735b6506
Merge pull request #1180 from JohannesPfeifer/correlation_warning
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Fix warning message that confused structural shocks with measurement …
2016-05-01 18:49:00 +02:00
Johannes Pfeifer
c48a2659e5
Fix warning message that confused structural shocks with measurement errors
2016-05-01 17:52:57 +02:00
MichelJuillard
6eb2e43432
Merge pull request #1171 from JohannesPfeifer/discretionary_policy
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discretionary_policy_1.m: keep state space fixed even if state variab…
2016-04-18 22:17:42 +02:00
Johannes Pfeifer
d1735e1d9e
discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
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Reverts 3b64c37cb3
2016-04-18 21:48:28 +02:00
Michel Juillard
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
Michel Juillard
e8c430a923
replaced transtion_matrix.m by kalman_transition_matrix.m
2016-04-16 17:21:42 +02:00
MichelJuillard
4b7779d8ad
Merge pull request #1169 from JohannesPfeifer/ns_unit_test
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Add diffuse filter statement to nonstationary mod-file to prevent uni…
2016-04-15 16:35:30 +02:00
Johannes Pfeifer
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
MichelJuillard
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
MichelJuillard
a047b42dd3
Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
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Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Johannes Pfeifer
c509f6d463
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:41:38 +02:00
Johannes Pfeifer
3542d086ae
Transform hard-coded bandpass filter order into option
2016-04-15 09:23:35 +02:00
Johannes Pfeifer
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +02:00
Michel Juillard
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
Michel Juillard
98b53553c6
update doc for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
Johannes Pfeifer
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00