Johannes Pfeifer
b2984f43c9
GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file
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In this case, the reported results were NaN
2016-10-04 10:59:01 +02:00
Johannes Pfeifer
b4e2f38b6c
posterior_sampler_core: condition setting of seed on presence of Octave
2016-10-04 10:58:38 +02:00
Johannes Pfeifer
7ff6c5b2b7
Cosmetic change to posterior_sampler_initialization.m
2016-10-03 22:10:00 +02:00
Johannes Pfeifer
bfbd4aa101
Fix header of dyn_autocorr
2016-10-03 21:30:02 +02:00
Houtan Bastani
5f97efe15a
octave: don't check with user when deleting directory
2016-10-03 14:49:21 +02:00
Johannes Pfeifer
2fe73fafdc
Implement and document keep_kalman_algo_if_singularity_is_detected option
2016-10-02 12:56:28 +02:00
Johannes Pfeifer
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
Johannes Pfeifer
3f907efbcd
initial_estimation_checks.m: Add proper check for stochastic singularity
2016-10-02 12:55:41 +02:00
Johannes Pfeifer
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
1f0c2e3b1c
Make sure that options_.qz_criterium is not affected by calls to dynare_estimation.m
2016-10-02 10:51:47 +02:00
Johannes Pfeifer
940ff7fb7d
Make sure diffuse_filter triggers qz_criterium>1
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Closes #1215
2016-10-02 10:51:47 +02:00
Houtan Bastani
68bc9cb9bb
Merge pull request #1281 from rattoma/master
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Fixed bug with new harmonized setting of Smoothed Variables, which co…
2016-09-30 16:29:23 +02:00
Houtan Bastani
dc0c67bff5
Merge pull request #1289 from rattoma/shock_decomp
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Bug fix for provisions in shock_decomposition.m to adapt for the new …
2016-09-30 16:24:43 +02:00
Houtan Bastani
acf1cd8600
Revert "bug fix following change in fe7b7819b0
. #1280"
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This reverts commit 9b1dc544cb
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2016-09-30 16:23:35 +02:00
Houtan Bastani
9b1dc544cb
bug fix following change in fe7b7819b0
. #1280
2016-09-30 15:47:26 +02:00
Houtan Bastani
4b3c98d953
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
Houtan Bastani
9cdd2cc965
add missing semicolon
2016-09-29 12:31:59 +02:00
Houtan Bastani
f5a14cc537
octave: add .mat extension to save command
2016-09-28 16:33:46 +02:00
Houtan Bastani
de13e98791
octave expects the first argument of strmatch to be a string
2016-09-27 16:49:16 +02:00
Houtan Bastani
245359a7df
doc: remove last reference to java package for octave
2016-09-27 16:03:45 +02:00
Houtan Bastani
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
Houtan Bastani
744b52d362
fix bug introduced in 1c892bb3e9
2016-09-27 15:28:43 +02:00
Houtan Bastani
1c892bb3e9
octave: try to load the needed package before ending with an error
2016-09-27 15:26:59 +02:00
Michel Juillard
1669b274a2
fixed bug whith recursive estimation and mode_compute=0
2016-09-27 15:11:42 +02:00
Houtan Bastani
daa77a7a68
test suite: add .mod file name to execution command to see which test is running in top
2016-09-27 10:55:03 +02:00
Houtan Bastani
2a6b3caa34
when saving, use .mat file extension because Octave doesn’t support it by default
2016-09-26 11:00:41 +02:00
Houtan Bastani
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
Houtan Bastani
e84e81dd01
fix typo
2016-09-23 18:37:49 +02:00
Houtan Bastani
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
Houtan Bastani
e09b4571d7
osr: fix call to strmatch for octave. Closes #1291
2016-09-23 16:13:30 +02:00
Marco Ratto
fe7b7819b0
Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af
to close #1280
2016-09-22 18:41:33 +02:00
Houtan Bastani
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
Houtan Bastani
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
Houtan Bastani
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
Houtan Bastani
8bf2036049
gitignore: ignore dataset saved by default when Octave crashes
2016-09-20 17:20:18 +02:00
Houtan Bastani
fd9c81f0ef
test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
2016-09-20 17:17:25 +02:00
Houtan Bastani
a44fa17cc1
Merge pull request #1284 from JohannesPfeifer/Matlab2016b
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Account for Matlab 2016b in installer and mex-folder
2016-09-19 11:53:19 +02:00
Johannes Pfeifer
b50602962d
Account for Matlab 2016b in installer and mex-folder
2016-09-18 16:33:49 +02:00
Houtan Bastani
3ace574d72
doc: fix typo
2016-09-16 14:57:35 +02:00
Stéphane Adjemian (Hermes)
e536621b95
Changed help message returned by prior CLI command
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Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes)
5e398559f4
Added option to CLI prior command.
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>> prior moments(distribution)
Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.
The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:
M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat
and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
Houtan Bastani
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
Stéphane Adjemian
81079895df
Merge pull request #1283 from JohannesPfeifer/WSL
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Add Windows subsystem for Linux to README
2016-09-14 09:11:25 +02:00
Houtan Bastani
919647477e
replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09
2016-09-13 17:34:23 +02:00
Johannes Pfeifer
c649c159b8
Add Windows subsystem for Linux to README
2016-09-13 14:20:56 +02:00
Marco Ratto
dd69e0c751
Fixed bug with new harmonized setting of Smoothed Variables, which contain already steady-state also at the mode without metropolis
2016-09-12 11:48:52 +02:00
Stéphane Adjemian
7c5a1d8523
Merge pull request #1279 from rattoma/hessian
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make computations around invhess more robust numerically.
2016-09-08 23:22:25 +02:00
Marco Ratto
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
Stéphane Adjemian
bf599ea790
Merge pull request #1274 from JohannesPfeifer/steady_message
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Add missing check for display of results in evaluate_steady_state.m
2016-09-07 15:23:17 +02:00