Commit Graph

1085 Commits (85e946b0a8459edf08cfb89f45ddeb180a015082)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 85e946b0a8 Rewrote examples for single equation contribution plots.
The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
Stéphane Adjemian (Scylla) 5d0d943f0f Moved files. 2017-07-28 10:20:21 +02:00
Stéphane Adjemian (Scylla) c5fb6dfe57 Merge branch 'master' into ecb-master
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Houtan Bastani 7a4658323f update makefile for change in .mod file name 2017-07-26 15:07:46 -04:00
Houtan Bastani ea07b4bf97 change name of .mod file 2017-07-26 09:17:31 -04:00
Stéphane Adjemian (Scylla) 209e16888d Fixed bug in the integration test added in 45864f414f
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla) 9203f9e52f Fixed encondig in the integration test added in 45864f414f. 2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla) 45864f414f Added integration test.
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Houtan Bastani 92be7a6b27 sur gibbs sampling: first pass 2017-07-12 16:59:06 +02:00
Houtan Bastani 7a61bff6c4 sur: first draft 2017-07-11 16:02:03 +02:00
Houtan Bastani 07fb484987 ols: run multiple estimations when more than one tag is passed 2017-07-07 17:53:25 +02:00
Houtan Bastani 12cd0d8194 ols: add test statistics 2017-07-07 15:04:37 +02:00
Houtan Bastani 43025d6420 preprocessor: add possibility to add vector to adl command 2017-07-03 17:29:58 +02:00
Houtan Bastani 4183c32525 declare parameters when adl is encountered 2017-06-30 16:22:24 +02:00
Stéphane Adjemian (Charybdis) c9ea44002a Added integration test. 2017-06-30 11:02:31 +02:00
Stéphane Adjemian (Charybdis) f934e40c4b Added dynare command options in mod file. 2017-06-30 11:02:12 +02:00
Stéphane Adjemian (Charybdis) cf4579fc61 Merge branch 'master' into ecb-master 2017-06-30 10:55:31 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Stéphane Adjemian (Charybdis) 133d6544e7 Make example less trivial (with negative values). 2017-06-29 16:08:12 +02:00
Stéphane Adjemian (Charybdis) a59a2fae2d Merge branch 'master' into ecb-master 2017-06-29 13:33:29 +02:00
Stéphane Adjemian (Charybdis) 477a55da2e Efficiency and interface changes.
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
Stéphane Adjemian (Charybdis) 29a1e3d015 Renamed folders. 2017-06-28 18:34:29 +02:00
Stéphane Adjemian (Charybdis) b81e0cd91e Added json file in the clean rule. 2017-06-28 16:03:52 +02:00
Houtan Bastani d840695ae0 plot contributions 2017-06-26 22:30:59 +02:00
Houtan Bastani d8ffd5e83c Merge branch 'master' into ecb-master 2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Sébastien Villemot 7eaea0c772 Include tests/load_octave_packages.m in the distributed tarball. 2017-06-13 15:50:34 +02:00
Sébastien Villemot 21fa1ec86a Testsuite for octave: remove obsolete workaround. 2017-06-07 17:59:09 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian (Charybdis) 7d373f0d7e Merge branch 'master' into ecb-master 2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Stéphane Adjemian (Charybdis) 3c3fc0ace4 Fixed integration test. 2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Houtan Bastani e3c12f5094 var_expectation: stop processing if variable used that was not in model 2017-05-04 16:56:50 +02:00
Houtan Bastani 63180c9e59 var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Stéphane Adjemian (Charybdis) c2556cc80e Merge branch 'master' into ecb-master
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +02:00
Houtan Bastani db535236b2 Merge branch 'master' into ecb-master 2017-04-14 11:35:43 +02:00
Stéphane Adjemian (Charybdis) 19b206338d Fixed tests/dates/fs2000.mod and added in testsuite.
Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
Stéphane Adjemian (Charybdis) d43af0e4d7 Fixed wrong spaces/tab in tests/Makefile.am. 2017-04-05 11:44:27 +02:00
Johannes Pfeifer 00299a92c1 Make sure options_.first_obs is properly set 2017-04-05 11:44:27 +02:00
Houtan Bastani 753d8a17f0 preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Johannes Pfeifer 59bafbf294 Add write_equation_tags option to integration test 2017-04-04 23:52:39 +02:00
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Stéphane Adjemian (Charybdis) d1062875cd Added README in tests/ECB. 2017-03-22 09:41:10 +01:00
Houtan Bastani 0a017dd1bb var test, add estimation for nkm model, fix plotting 2017-03-22 09:41:10 +01:00
Houtan Bastani 8d1c8f35ae var_forecast: example with two variables in var 2017-03-22 09:41:10 +01:00
Houtan Bastani 858f26804f var_forecast test: update following changes 2017-03-22 09:41:10 +01:00