1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +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
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
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
eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run
2020-03-03 11:45:46 +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
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
8a18e87d98
Removed persistent variables in evaluate_smoother routine.
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Closes #1412 .
2017-04-05 11:44:27 +02:00
0adb065b7e
Bug fix (wrong count of the number of output arguments).
2017-03-17 14:21:53 +01:00
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
ab21c383a6
Added check for change in options_.nobs, for rolling calls to smoother
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Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.
qz_criterium also set to fix evaluate_likelihood.m for similar issues
2017-03-17 12:41:59 +01:00
5707b4d965
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
6ad876cc18
Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
2016-04-12 11:37:12 +02:00
f85d2ef970
Make shock_decomposition.m rely on smoothed deviations from mean
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Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
6f8ca74490
Factorize saving of smoother results
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Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
2016-03-23 10:31:11 +01:00
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
1b425520c5
Set options_.smoother=1 if run on calibrated model.
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Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
f56ae63f56
Bugfix for calls to evaluate smoother in shock_decomposition
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In shock_decomposition, oo_ is local. Thus, if requested, make evaluate_smoother return oo_
2013-07-03 09:18:44 +02:00
c5b79f55e5
Fixed bug.
2013-06-28 17:18:13 +02:00
14462b772d
Removed commented lines of code.
2013-06-28 13:41:17 +02:00
61b3262d2c
Removed output argument.
2013-06-28 11:19:46 +02:00
6d6d92fe5b
Replaced oo by oo_ (otherwise the results are not returned in the global structure).
2013-06-28 11:19:18 +02:00
3f2a77b25d
Removed useless copy of options_ global structure.
2013-06-28 11:18:39 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
ed4d184c9d
fixing bug for shock_decomposition with calibrated model (issue #259 )
2013-06-03 16:45:39 +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
b89bdb6fd6
Bug fix. Call evaluate_steady_state_routine, otherwise evaluate_smoother crashes if the steady state of the model is specified using the steady state model block (or writing a steadystate2.m routine).
2012-08-24 12:51:44 +02:00
a18b071770
Fixed shocks decomposition bug.
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(cherry picked from commit 68e7a310eda20f8f7611521ac45608a6941b31cc)
2012-06-18 14:55:36 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
e975336317
evaluate_smoother: fix call to DsgeSmoother (last argument was wrong)
2011-02-23 10:19:03 +01:00
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Houtan Bastani
Stéphane Adjemian (Charybdis)
Marco Ratto
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Michel Juillard