Johannes Pfeifer
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df8ad833fb
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Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
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2016-08-22 16:27:32 +02:00 |
Johannes Pfeifer
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55e20aab1f
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Delete unused passing of file in posterior_sampler.m
Ports 919645d30e2361fb4c960ee78e42d401ad3d95ba to master
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2016-08-22 16:27:32 +02:00 |
MichelJuillard
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6a6ccfa966
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
MichelJuillard
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d27bbe667f
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Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
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2016-08-21 16:12:12 +02:00 |
MichelJuillard
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912409a71c
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Merge pull request #1268 from JohannesPfeifer/dynare_solve_error_message
Remove error-display from dynare_solve.m
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2016-08-21 16:07:35 +02:00 |
Johannes Pfeifer
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e7b8222144
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Updated header of dynare_solve.m
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2016-08-21 11:47:52 +02:00 |
Johannes Pfeifer
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14ab41e414
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Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs
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2016-08-21 11:45:11 +02:00 |
Johannes Pfeifer
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335ce74acb
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Remove error-display from dynare_solve.m
Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
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2016-08-21 11:44:18 +02:00 |
Johannes Pfeifer
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4d8295afdf
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Cosmetic fixes to display_problematic_vars_Jacobian.m
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2016-08-21 11:28:47 +02:00 |
Johannes Pfeifer
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9d9cb322c8
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Make sure fields of estim_params are always properly initialized
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2016-08-21 11:24:29 +02:00 |
MichelJuillard
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cc5cafdd15
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Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
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2016-08-21 11:13:19 +02:00 |
Michel Juillard
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0ebef17df2
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fix shocks_decomposition bug introduced in commit 75d699cbfa
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2016-08-21 11:11:19 +02:00 |
MichelJuillard
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4750eb64ff
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Merge pull request #1269 from JohannesPfeifer/eig_R2014a
Condition use of eig to compute left eigenvector on Matlab version
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2016-08-21 09:54:47 +02:00 |
Johannes Pfeifer
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72e84657a7
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Condition use of eig to compute left eigenvector on Matlab version
Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
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2016-08-20 20:43:20 +02:00 |
MichelJuillard
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b5b9f46ff9
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Merge pull request #1222 from JohannesPfeifer/paralleldelete
dynareParallelDelete.m: Condition delete-command on existence of file…
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2016-08-20 18:37:01 +02:00 |
Johannes Pfeifer
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4a723872eb
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dynareParallelDelete.m: Condition delete-command on existence of file to prevent warning
Closes #1195
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2016-08-20 18:02:04 +02:00 |
MichelJuillard
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ee428ffb41
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Merge pull request #1251 from JohannesPfeifer/resid_command
Check for complexity of steady state in resid.m
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2016-08-20 17:41:22 +02:00 |
MichelJuillard
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5c69c789f6
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Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
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2016-08-20 17:39:34 +02:00 |
MichelJuillard
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2e9725cfd0
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Merge pull request #1267 from JohannesPfeifer/estimation_init
Fix two bugs in dynare_estimation_init.m
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2016-08-20 17:36:48 +02:00 |
Michel Juillard
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75d699cbfa
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fixing dates in shocks_decomposition.
Interface still missing
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2016-08-20 16:31:25 +02:00 |
Johannes Pfeifer
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b1f1826d5f
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Fix two bugs in dynare_estimation_init.m
Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
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2016-08-17 21:47:46 +02:00 |
MichelJuillard
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2b674b27d1
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Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle
dynare_solve.m: make sure str2func is only used on strings
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2016-08-12 12:06:32 +02:00 |
Johannes Pfeifer
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80049a6d09
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dynare_solve.m: make sure str2func is only used on strings
Otherwise, code crashes
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2016-08-12 11:59:57 +02:00 |
Johannes Pfeifer
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c156a5907c
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BVAR: Save prior and posterior information in oo_
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2016-08-01 10:41:04 +02:00 |
Johannes Pfeifer
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8dadd1519e
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Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
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2016-07-22 16:53:19 +02:00 |
Johannes Pfeifer
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1bd5c7cc0d
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Disentangle options_.conf_sig and set default to 0.9
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2016-07-21 12:17:30 +02:00 |
Johannes Pfeifer
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f2f44a0989
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Save log_density at the mode and document oo_.posterior-fields
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2016-07-20 20:48:24 +02:00 |
Johannes Pfeifer
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72b8c650e5
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Add missing logical operator from likelihood functions introduces when removing global penalty
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2016-07-18 11:11:43 +02:00 |
Johannes Pfeifer
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578fb04590
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Check for complexity of steady state in resid.m
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
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2016-07-14 15:04:27 +02:00 |
Michel Juillard
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22f49971bc
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fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
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2016-07-03 10:56:44 +02:00 |
Michel Juillard
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2f2413e64a
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addind ep accuracy check
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2016-07-03 10:56:44 +02:00 |
Marco Ratto
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bf293396b6
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Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
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2016-07-01 20:40:17 +02:00 |
Johannes Pfeifer
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7621ebb5ea
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Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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9275cd089b
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Add eps-loader to rplot.m
Also makes sure that every single graph is saved when looping over figures
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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2a2d81784b
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Allow rplot to plot exogenous variables
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2016-07-01 19:09:29 +02:00 |
Stéphane Adjemian (Lupi)
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46a149576b
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Merge branch 'pr#1241'
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2016-07-01 16:30:49 +02:00 |
Stéphane Adjemian (Hermes)
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2435040929
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Changed default for nonlinear filters.
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2016-07-01 11:47:21 +02:00 |
Stéphane Adjemian (Hermes)
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b6ecf5fdd0
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Updated particles submodule (fixes for apf and cpf).
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2016-07-01 11:41:39 +02:00 |
Houtan Bastani
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848d81eb84
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Merge pull request #1238 from rattoma/gsa
Bug fixes for identification with ML
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2016-06-27 23:45:05 +02:00 |
Stéphane Adjemian (Hermes)
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fcaf457f35
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Cosmetic change (code factorization).
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2016-06-24 17:35:56 +02:00 |
Johannes Pfeifer
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420e80e538
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discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
Prevents cryptic crashes due to NaN in derivatives of objective function
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2016-06-23 20:50:17 +02:00 |
Johannes Pfeifer
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317f958184
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Ramsey: Test whether number of instruments matches number of missing equation
Otherwise cryptic crashes can result
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2016-06-23 20:48:01 +02:00 |
Marco Ratto
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be758613f4
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fixed bugs that prevented the computation of the asymptotic Hessian with ML.
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2016-06-19 11:09:59 +02:00 |
Marco Ratto
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25120e54f5
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added check for singular values whose eigenvectors contains only ONE column
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2016-06-19 11:08:37 +02:00 |
Stéphane Adjemian (Hermes)
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25243712ba
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Fixed bug on non linux platforms + Cosmetic changes.
The paths to mex files was wrong.
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2016-06-17 22:02:34 +02:00 |
Johannes Pfeifer
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e214ec2976
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Allow for parameter_set=mle_mode in conditional_forecast
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2016-06-17 00:21:08 +02:00 |
Johannes Pfeifer
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1c420e6056
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Stéphane Adjemian (Hermes)
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1dea10d478
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Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
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2016-06-17 00:16:06 +02:00 |
Stéphane Adjemian (Hermes)
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af9b069830
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Moved isoctave routine in base directory.
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2016-06-17 00:04:00 +02:00 |
Stéphane Adjemian (Hermes)
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d80f6d9a99
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Minimize the number of calls to addpath.
These calls have a prohibitive cost...
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2016-06-16 23:55:07 +02:00 |