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10128 Commits (875497bc71f7c8e6256697557bedc48f382d1909)

Author SHA1 Message Date
Johannes Pfeifer 29d1e80eda Decrease verbosity of solve_algo=0 
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
 2016-10-09 22:15:48 +02:00
Houtan Bastani dbec97c447 preprocessor: fix warning in parsing 2016-10-07 14:41:33 +02:00
Stéphane Adjemian (Charybdis) 83bc67f0c0 Display informative message when the model cannot be solved at the prior mode. 2016-10-07 12:30:47 +02:00
Houtan Bastani acd8a4e73a Merge pull request #1305 from JohannesPfeifer/octave_tests 
Widen tolerance of trend unit tests under Octave
 2016-10-07 11:33:16 +02:00
Johannes Pfeifer 22b20eee96 Widen tolerance of trend unit tests under Octave 2016-10-06 21:01:35 +02:00
Johannes Pfeifer b70bc9433f pm3: restore Matlab compatibility by loading file into a variable 
In R2016b the variables loaded in the function need to be known in advance
 2016-10-06 14:21:25 +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 17dec97c4f Use raw_data in forecast plots instead of prefiltered data 2016-10-05 19:04:13 +02:00
Houtan Bastani f074c67d59 Merge pull request #1297 from JohannesPfeifer/estimation_fixes 
Bugfixes and cosmetic changes related to estimation
 2016-10-04 11:10:12 +02:00
Johannes Pfeifer d5233336b5 Make naming in GetPosteriorMeanVariance.m more expressive 2016-10-04 11:00:00 +02:00
Johannes Pfeifer b2984f43c9 GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file 
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 
- 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 
Closes #1215
 2016-10-02 10:51:47 +02:00
Houtan Bastani 68bc9cb9bb Merge pull request #1281 from rattoma/master 
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 
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" 
This reverts commit 9b1dc544cb.
 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 
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