Johannes Pfeifer
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481bb43fd7
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PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors"
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2016-12-17 18:20:58 +01:00 |
Johannes Pfeifer
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5515da191a
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Add Raftery/Lewis (1992) convergence diagnostics
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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0f04a0f921
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Geweke diagnostics: fix bug in interface that prevents setting the respective options
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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c03fa143f7
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Fix printout of comment in McMCDiagnostics.m
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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d6d517c4c9
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Move MCMC diagnostics files to separated folder
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2016-12-17 17:22:04 +01:00 |
Stéphane Adjemian
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ab2a4f574b
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Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
Trigger computation of state uncertainty in unit test
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2016-12-17 17:18:58 +01:00 |
Stéphane Adjemian
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5334c7433d
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Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
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2016-12-17 17:18:19 +01:00 |
Houtan Bastani
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4a8e8db634
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preprocessor: parallel: add NumberOfThreadsPerJob option. #1349
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2016-12-13 11:35:37 +01:00 |
Houtan Bastani
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de7d239f7c
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preprocessor: parallel: change default for singleCompThread. #1349
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2016-12-13 11:12:04 +01:00 |
Houtan Bastani
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060ecceede
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test suite: reporting: fix bug
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2016-12-12 16:53:57 +01:00 |
Houtan Bastani
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f1b4d63045
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doc: fix endval typo and add @math{} markup
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2016-12-08 10:54:03 +01:00 |
Stéphane Adjemian (Charybdis)
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d491b8c1ef
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Minor modification of 26baff91c.
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
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2016-12-08 08:53:55 +01:00 |
Johannes Pfeifer
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da113029aa
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Correct initval, endval, and histval documentation
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2016-12-08 08:53:55 +01:00 |
Stéphane Adjemian (Charybdis)
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c2e5d5c2c2
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Changed calibration.
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2016-12-06 23:34:11 +01:00 |
Stéphane Adjemian (Charybdis)
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b43ef94e7b
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Cosmetic change.
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2016-12-06 23:26:31 +01:00 |
Stéphane Adjemian (Charybdis)
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535fa1a721
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Added integration test...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
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2016-12-06 22:57:12 +01:00 |
Michel Juillard
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6fd715a3b8
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adding simul_backward and simul_backward_linear
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2016-12-05 16:17:14 +01:00 |
Houtan Bastani
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c2d72d2292
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fix check of path for octave
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2016-12-05 12:28:02 +01:00 |
Stéphane Adjemian (Charybdis)
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537e384122
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Fixed make parallel mode (missing dependency in automake).
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2016-12-01 23:25:01 +01:00 |
Stéphane Adjemian (Charybdis)
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4689805e98
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Added integration tests for the simulation of stochastic backward models.
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2016-12-01 23:22:08 +01:00 |
Houtan Bastani
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79a46ee530
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Merge pull request #1346 from JohannesPfeifer/cosmetic
Correct typos in error message and header
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2016-12-01 17:52:21 +01:00 |
Johannes Pfeifer
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f5fb81a758
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Correct typos in error message and header
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2016-12-01 17:49:06 +01:00 |
Johannes Pfeifer
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d5e20752ac
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf76
Interface was still missing and documentation of option was in wrong place in manual and wrong
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2016-12-01 17:31:29 +01:00 |
Stéphane Adjemian (Charybdis)
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95076d5c72
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Fixed initial condition of stochastic simulation of backward looking models.
Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
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2016-12-01 13:32:54 +01:00 |
Stéphane Adjemian (Charybdis)
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e4dee8ef61
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Fixed compatibility issues with julia 0.5.
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2016-12-01 13:32:54 +01:00 |
Stéphane Adjemian (Charybdis)
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1229372a6c
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Defines M_PI (cross compilation for Octave).
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2016-12-01 13:32:54 +01:00 |
Stéphane Adjemian (Charybdis)
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23642b3b6b
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Defines M_PI, M_SQRT2 and finite() in bytecode...
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
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2016-12-01 13:32:54 +01:00 |
Houtan Bastani
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5f85d3a200
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block: fix bug introduced in e410043c24 . #1245
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2016-11-29 16:45:50 +01:00 |
Houtan Bastani
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e410043c24
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block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245
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2016-11-29 15:18:59 +01:00 |
Houtan Bastani
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cacd60814b
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Revert "test suite: change related to b5f0621f02 . revert when new Octave is released"
This reverts commit 0b6588c932 .
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2016-11-29 14:47:27 +01:00 |
Houtan Bastani
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7ec3dcc6e2
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preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419
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2016-11-29 14:21:34 +01:00 |
Houtan Bastani
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392829ef40
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doc: fix typo
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2016-11-24 15:19:50 +01:00 |
Houtan Bastani
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811d756e1f
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Merge pull request #1343 from JohannesPfeifer/weibull_test
Increase test tolerance under Octave for lpdfgweibull.m
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2016-11-24 11:57:23 +01:00 |
Johannes Pfeifer
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ca1c6ecc0e
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Increase test tolerance under Octave for lpdfgweibull.m
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2016-11-24 11:50:21 +01:00 |
Michel Juillard
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b85267e03c
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fixed typo in Makefile.am
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2016-11-24 10:00:34 +01:00 |
Michel Juillard
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80eeee697d
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diffuse_filter: add test for compute_Pinf_Pstar
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2016-11-23 20:52:57 +01:00 |
Johannes Pfeifer
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8ce3d2c936
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Trigger computation of state uncertainty in unit test
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2016-11-23 10:50:31 +01:00 |
Michel Juillard
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42acb96b3d
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renamed compute schur_statespace_transformation.m
refactored code
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2016-11-22 18:40:10 +01:00 |
Michel Juillard
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73e0f9d591
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made evaluate_steady_state file consistent with evaluation of auxiliary
variables in <fname>_static.m file
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2016-11-20 15:40:08 +01:00 |
Michel Juillard
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e14a215556
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put Z back
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2016-11-20 11:46:21 +01:00 |
Michel Juillard
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897af97bff
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diffuse filter: fixed bug when nonstationary variables aren't observed
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2016-11-20 11:08:07 +01:00 |
MichelJuillard
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0952776e53
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Merge pull request #1340 from JohannesPfeifer/kalman_H3
Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
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2016-11-19 10:54:07 +01:00 |
Johannes Pfeifer
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1a978e42df
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Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
Closes #1339 by properly factorizing computations
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2016-11-19 10:07:16 +01:00 |
Michel Juillard
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2f9dc09285
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diffuse filter: removed special treatment of static variables
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2016-11-18 14:36:24 +01:00 |
Michel Juillard
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383d891e81
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updating extended path notes
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2016-11-14 16:42:49 +01:00 |
MichelJuillard
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0ed2f4722f
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Merge pull request #1334 from JohannesPfeifer/kalman_fix
missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes t…
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2016-11-14 12:34:25 +01:00 |
Houtan Bastani
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3e9894028a
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preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335
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2016-11-14 12:32:21 +01:00 |
Johannes Pfeifer
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46b44cd481
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missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail
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2016-11-14 11:54:39 +01:00 |
Houtan Bastani
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89e0a84327
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fix typo from 98cf1bfc1d
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2016-11-14 11:08:02 +01:00 |
MichelJuillard
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80157985c0
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Merge pull request #1333 from JohannesPfeifer/octave_unit_test
Two fixes related to Octave unit test
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2016-11-13 19:14:50 +01:00 |