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Author SHA1 Message Date
Houtan Bastani 12b8a915e9 submodule update: reporting 2017-01-09 16:20:15 +01:00
MichelJuillard 562b8f7a5c Merge pull request #1139 from JohannesPfeifer/Ramsey_documentation 
Correct manual on Ramsey
 2017-01-08 20:03:59 +01:00
Michel Juillard 1554f15a65 - rephrased description of objective function value when Lagrange multipliers are 
set to 0
- type correction
 2017-01-08 17:16:41 +01:00
Stéphane Adjemian 420fb3896b Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions 
Document irf_calibration and moment_calibration in the context of est…
 2017-01-05 09:08:52 +01:00
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph 
Implement posterior_nograph option
 2017-01-05 06:52:08 +01:00
Stéphane Adjemian 90982d5fa0 Merge pull request #1357 from rattoma/parallel 
Provisions for new node option NumberOfThreadsPerJob. Document option
 2017-01-04 23:29:24 +01:00
Houtan Bastani 95ac8536ba doc: update menue for compiler installation 2016-12-28 11:10:02 +01:00
Johannes Pfeifer ca6cd152f2 Document that ramsey_policy now takes multipliers in the variable list. 
Related to #1355
 2016-12-27 14:36:51 +01:00
Johannes Pfeifer 91abae9ce0 Document graph option 2016-12-26 13:10:45 +01:00
Johannes Pfeifer 452d3cd986 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation 
Also adds unit test. Closes #1318
 2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave 
Also adjusts unit tests accordingly. Closes #1332
 2016-12-23 10:47:58 +01:00
Marco Ratto a55cbdd5fe Provisions for new node option NumberOfThreadsPerJob. Document option 2016-12-19 23:28:46 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request 
Prevents general overwriting of results in oo_ and having stale results
 2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve 
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
 2016-12-17 17:18:19 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Houtan Bastani f1b4d63045 doc: fix endval typo and add @math{} markup 2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis) d491b8c1ef 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.
 2016-12-08 08:53:55 +01:00
Johannes Pfeifer da113029aa Correct initval, endval, and histval documentation 2016-12-08 08:53:55 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp 
Shock decomposition and posterior moments
 2016-11-04 00:41:04 +01:00
Stéphane Adjemian (Charybdis) a4fc0cb1a6 Fixed typo. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) f303378f54 Added warnings about the BVAR identification scheme. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) 9900c05560 Added missing command in list of BVAR commands. 2016-11-03 17:22:44 +01:00
Johannes Pfeifer fac3348dfe Add information on bvar_irf to bvar-a-la-sims.tex 2016-11-03 17:22:44 +01:00
Johannes Pfeifer ef2ee9d2b0 Fix typo in manual 2016-11-03 17:22:44 +01:00
Johannes Pfeifer d75651a8c7 Correct non-unique nodes in manual that breaks compilation 2016-10-15 11:01:00 +02:00
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00
Johannes Pfeifer fe9d024d9f Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes 2016-10-09 22:28:29 +02:00
Johannes Pfeifer 209f1b4a7c Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +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 f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- 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
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 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Johannes Pfeifer 76e2112df9 Improve manual on lmmcp 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer dd22b9609e Add function generate_trace_plots.m that plots trace plots for all estimated parameters 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 8341ac33f8 Document treatment of measurement error in forecasts 
Also removes wrong info on HPDTotalsup/inf
 2016-08-23 17:22:41 +02:00
Houtan Bastani ab35020e97 Merge pull request #1224 from JohannesPfeifer/ms_doc 
Document options of MS code after interface change
 2016-08-23 16:57:06 +02:00