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6053 Commits (875497bc71f7c8e6256697557bedc48f382d1909)

Author SHA1 Message Date
Johannes Pfeifer 875497bc71 Unit test lpdfgweibull.m: adjust upper integration bound under Octave 
Does not correctly integrate otherwise as more than 99% of support is 0
 2017-01-18 11:01:13 +01:00
Johannes Pfeifer ce4ab7f7d8 Unit test wblinv.m under Octave: adjust tolerance 2017-01-18 10:59:53 +01:00
Houtan Bastani 12b8a915e9 submodule update: reporting 2017-01-09 16:20:15 +01:00
Stéphane Adjemian ba9af24a67 Merge pull request #1370 from JohannesPfeifer/updated_variables 
Output UpdatedVariables in oo_ without filtered_variables
 2017-01-05 11:50:06 +01:00
Stéphane Adjemian 4dfec0d7fb Merge pull request #1369 from JohannesPfeifer/disp_dr_aux_var 
disp_dr: Add case for aux_vars.type==0
 2017-01-05 10:44:44 +01:00
Stéphane Adjemian 77a93d6ff9 Merge pull request #1362 from JohannesPfeifer/MCMC_jumping_covariance 
Moving loading of MCMC_jumping_covariance to after display of standar…
 2017-01-05 09:02:59 +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
Stéphane Adjemian (Lupi) c893c0620c Merge branch 'pr#1354' 2017-01-04 15:12:32 +01:00
Johannes Pfeifer 2c5b1fed2d Use master function lyapunov_solver.m to call individual solvers 2017-01-04 11:25:44 +01:00
Stéphane Adjemian b946d3c082 Merge pull request #1353 from JohannesPfeifer/Plot_posterior 
PlotPosteriorDistributions.m: remove eval commands and fix typo in "m…
 2017-01-04 11:20:06 +01:00
Johannes Pfeifer e815c2b4db Output UpdatedVariables in oo_ without filtered_variables 
Makes it consistent with manual and closes #1366
 2017-01-04 10:57:00 +01:00
Stéphane Adjemian (Karaba) 515e080f49 Do not compute static residuals if steady state routine failed. 
Avoids cryptic model dependent error message.
 2017-01-04 10:26:22 +01:00
Johannes Pfeifer 65c402469c disp_dr: Add case for aux_vars.type==0 
Closes #1367
 2017-01-04 09:14:01 +01:00
Marco Ratto 3c892170ef Fixed bug with getting CPU number on mac [see #1272 #838] 2017-01-03 19:24:18 +01:00
Marco Ratto ee7611c8ad added note to commented text, as an alternate option, should bugs/problems be reported with line 60 2017-01-03 19:15:53 +01:00
Johannes Pfeifer 7b4fc9ec4a Moving loading of MCMC_jumping_covariance to after display of standard errors and computation of Laplace approximation 
Closes #1255
 2016-12-27 12:07:22 +01:00
Johannes Pfeifer d8b0495c77 Make PosteriorIRF.m and pm3.m honor nograph and posterior_nograph option 2016-12-26 13:11:01 +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
Marco Ratto 4ecf1d9f5d Workaround to avoid popup figures with nodisplay option saved as fig in MATLAB. 2016-12-20 09:14:48 +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 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 61ee4e123c Reset selected_variables_only in shock_decomposition.m 
closes #1350
 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 33d0f44c40 model_diagnostics.m: provide warning that check of dynamic model is not supported for block option instead of crashing 2016-12-17 21:28:04 +01:00
Johannes Pfeifer 1a8382adfb OSR: add error indicator and suppress output if noprint options is specified 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 7254767ccf Fix bug in osr_obj.m that did not correctly filter out all problems 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 481bb43fd7 PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors" 2016-12-17 18:20:58 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer c03fa143f7 Fix printout of comment in McMCDiagnostics.m 2016-12-17 17:22:05 +01:00
Johannes Pfeifer d6d517c4c9 Move MCMC diagnostics files to separated folder 2016-12-17 17:22:04 +01:00
Michel Juillard 6fd715a3b8 adding simul_backward and simul_backward_linear 2016-12-05 16:17:14 +01:00
Houtan Bastani c2d72d2292 fix check of path for octave 2016-12-05 12:28:02 +01:00
Johannes Pfeifer f5fb81a758 Correct typos in error message and header 2016-12-01 17:49:06 +01:00
Stéphane Adjemian (Charybdis) 95076d5c72 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).
 2016-12-01 13:32:54 +01:00
Johannes Pfeifer ca1c6ecc0e Increase test tolerance under Octave for lpdfgweibull.m 2016-11-24 11:50:21 +01:00
Michel Juillard 42acb96b3d renamed compute schur_statespace_transformation.m 
refactored code
 2016-11-22 18:40:10 +01:00
Michel Juillard 73e0f9d591 made evaluate_steady_state file consistent with evaluation of auxiliary 
variables in <fname>_static.m file
 2016-11-20 15:40:08 +01:00
Michel Juillard e14a215556 put Z back 2016-11-20 11:46:21 +01:00
Michel Juillard 897af97bff diffuse filter: fixed bug when nonstationary variables aren't observed 2016-11-20 11:08:07 +01:00
Johannes Pfeifer 1a978e42df Fix bug in missing_DiffuseKalmanSmootherH3_Z.m 
Closes #1339 by properly factorizing computations
 2016-11-19 10:07:16 +01:00
Michel Juillard 2f9dc09285 diffuse filter: removed special treatment of static variables 2016-11-18 14:36:24 +01:00
Michel Juillard 383d891e81 updating extended path notes 2016-11-14 16:42:49 +01:00
Johannes Pfeifer 46b44cd481 missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail 2016-11-14 11:54:39 +01:00
Houtan Bastani 89e0a84327 fix typo from 98cf1bfc1d 2016-11-14 11:08:02 +01:00
MichelJuillard 80157985c0 Merge pull request #1333 from JohannesPfeifer/octave_unit_test 
Two fixes related to Octave unit test
 2016-11-13 19:14:50 +01:00
MichelJuillard 6e93b1ecbf Merge pull request #1330 from JohannesPfeifer/resol_fix 
resol.m: make sure oo.dr is correctly updated even if function is abo…
 2016-11-13 19:14:23 +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