8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +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
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
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Closes #1842
2022-03-29 12:16:48 +02:00
086e0895cb
initial_estimation_checks.m: fix warning display
2021-12-27 13:03:47 +01:00
de90c5d246
Provide warning if moments_varendo is not set but conditional_variance_decomposition
2021-12-13 13:08:59 +01:00
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
b2c6a6f7a1
initial_estimation_checks.m: error out if data is complex
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Prevents cryptic message that likelihood became complex
2021-07-14 19:30:50 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
f51a57374a
mh_tune_jscale: fix display of stepsize and provide warning if no updating can occur.
2021-06-01 11:23:07 +02:00
cac6f82e34
non_linear_dsge_likelihood.m: filter out explosive initial simulation
2021-05-27 21:04:35 +02:00
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
847eb8050a
Check measurement error for mode_compute=11
2021-01-26 16:51:39 +01:00
916058cbfd
initial_estimation_checks.m: Do not allow quadratic equation solver for non-quadratic problems
2021-01-24 09:21:08 +01:00
f19decf297
non_linear_dsge_likelihood.m: consistently use options_.particles.pruning
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1756
2021-01-22 21:19:07 +01:00
0b87f66443
non_linear_dsge_likelihood.m: do not set use_k_order_solver with pruning
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local_state_space_iteration_k does not support it, use local_state_space_iteration_2 at order=2 instead and error out with order=3
2021-01-22 21:19:07 +01:00
Stéphane Adjemian (Charybdis)
38e300b94e
Merge #1786 .
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Do not compute cholesky decomposition of H if the matrix has zeros on
the diagonal.
2021-01-16 11:24:10 +01:00
ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
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Also adds test cases
2021-01-15 22:11:20 +01:00
03a8759560
Particle filters: provide error if trends or prefiltering is used
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Closes https://git.dynare.org/Dynare/dynare/issues/1690
2020-01-10 19:08:51 +01:00
da0ad67367
initial_estimation_checks.m: Allow for calibrated measurement error
2019-09-06 22:53:37 +02:00
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
2018-11-14 15:02:15 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
97ac502d3d
Fixed wrong threshold (unit root detection again).
2017-04-05 14:14:56 +02:00
288f010944
Fixed bug (detection of unit roots).
2017-04-05 14:11:23 +02:00
4dcdb81a31
Changed error message introduced in 30c9b3721564d89d1b85abcdc75d493075e6ca77.
2017-04-03 11:25:05 +02:00
76c4bd04fe
Provide informative error message if non-stationary model is estimated using particle filter
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Closes #1377
(cherry picked from commit efaa7e54136ffd48fb69e075ecacf9708a553d3b)
2017-04-03 11:25:05 +02:00
2e79d5ccac
Add more information to singularity warning
2016-11-04 12:28:01 +01:00
3f907efbcd
initial_estimation_checks.m: Add proper check for stochastic singularity
2016-10-02 12:55:41 +02:00
c6dc36536d
Add specification check of Ramsey policy to initial_estimation_checks.m
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Related to #1173
2016-08-24 13:32:11 +02:00
329b91d717
Harmonize output of objective functions
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Closes #1149
Mirrors 1ad8df4635
2016-06-15 00:30:28 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
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- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
c48a2659e5
Fix warning message that confused structural shocks with measurement errors
2016-05-01 17:52:57 +02:00
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
e37448faaf
Fix exceptions when prefiltering was requested with loglinear option
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The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
2016-03-23 10:09:15 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
4222269324
Merge pull request #1100 from JohannesPfeifer/initial_check_par_names
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Fix display of parameter names changed during estimation
2015-11-04 14:40:43 +01:00
1def4f357a
Fix display of parameter names changed during estimation
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Relied on the wrong ordering
2015-10-28 15:34:14 +01:00
554f3df659
Filter out datasets with missing values before particle filtering
2015-10-20 15:49:07 +02:00
33aa22a80f
Condition check for stochastic singularity on maximum of non-missing observations
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closes #1071
2015-10-11 10:49:15 +02:00
1a9aa17c9e
Revert "More fixings around objective_function"
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This reverts commit 05cd51111c
2015-10-09 14:23:31 +02:00
05cd51111c
More fixings around objective_function
2015-10-08 20:57:00 +02:00
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
c2f07c720f
Add check whether tarb_new_block_probability is between 0 and 1
2015-06-08 16:49:39 +02:00
47f4d37e70
Fixed online filter with first order approximation of the model.
2015-05-27 18:06:48 +02:00
d5cb78bbea
fix typo introduced in 89828e56cc
2015-05-20 10:12:24 +02:00
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Scylla)
Marco Ratto
Johannes Pfeifer
Houtan Bastani
Michel Juillard