Houtan Bastani
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25121bca4f
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fix copyright dates
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2016-05-04 16:05:31 +02:00 |
Johannes Pfeifer
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b364dd1d4c
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Account for Matlab 2016a in installer and mex-folder
Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
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2016-05-04 11:12:35 +02:00 |
Stéphane Adjemian (Charybdis)
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6593c433f3
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Revert "Account for Matlab 2016a in installer and mex-folder"
This reverts commit 6072aa0b46 .
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2016-05-03 22:20:10 +02:00 |
Johannes Pfeifer
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6072aa0b46
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Account for Matlab 2016a in installer and mex-folder
Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
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2016-05-03 15:24:23 +02:00 |
MichelJuillard
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b3735b6506
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Merge pull request #1180 from JohannesPfeifer/correlation_warning
Fix warning message that confused structural shocks with measurement …
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2016-05-01 18:49:00 +02:00 |
Johannes Pfeifer
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c48a2659e5
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Fix warning message that confused structural shocks with measurement errors
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2016-05-01 17:52:57 +02:00 |
MichelJuillard
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6eb2e43432
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Merge pull request #1171 from JohannesPfeifer/discretionary_policy
discretionary_policy_1.m: keep state space fixed even if state variab…
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2016-04-18 22:17:42 +02:00 |
Johannes Pfeifer
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d1735e1d9e
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discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
Reverts 3b64c37cb3
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2016-04-18 21:48:28 +02:00 |
Michel Juillard
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5d321c86ce
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add test case for purely backward model
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2016-04-16 17:21:42 +02:00 |
Michel Juillard
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e8c430a923
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replaced transtion_matrix.m by kalman_transition_matrix.m
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2016-04-16 17:21:42 +02:00 |
MichelJuillard
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4b7779d8ad
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Merge pull request #1169 from JohannesPfeifer/ns_unit_test
Add diffuse filter statement to nonstationary mod-file to prevent uni…
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2016-04-15 16:35:30 +02:00 |
Johannes Pfeifer
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bfe3dded99
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Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
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2016-04-15 15:00:50 +02:00 |
MichelJuillard
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3d6c184566
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Merge pull request #1168 from JohannesPfeifer/filter_tests
Improve speed of filtering unit tests and clean up setting of options
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2016-04-15 09:50:49 +02:00 |
MichelJuillard
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a047b42dd3
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Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
Add missing deblank to fieldname setting in shock_decomposition.m
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2016-04-15 09:50:39 +02:00 |
MichelJuillard
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a21aa064c9
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Merge pull request #1166 from JohannesPfeifer/kalman_fixes
Kalman fixes
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2016-04-15 09:50:25 +02:00 |
Johannes Pfeifer
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c509f6d463
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Add missing deblank to fieldname setting in shock_decomposition.m
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2016-04-15 09:41:38 +02:00 |
Johannes Pfeifer
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3542d086ae
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Transform hard-coded bandpass filter order into option
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2016-04-15 09:23:35 +02:00 |
Johannes Pfeifer
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aff80b4ee3
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Improve speed of filtering unit tests and clean up setting of options
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2016-04-15 09:23:07 +02:00 |
Michel Juillard
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920d212d95
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shock decomposition: adding test case for groups
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2016-04-15 09:06:26 +02:00 |
Michel Juillard
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98b53553c6
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update doc for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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800d79d6e5
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add option colormap for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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de567377c3
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adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
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2016-04-15 09:02:53 +02:00 |
Johannes Pfeifer
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30be2ed62a
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Add unit test for smoother only on nonstationary model
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2016-04-14 20:11:50 +02:00 |
Johannes Pfeifer
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9d6126c5f6
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Make fs2000_smoother_only.mod call all Kalman options
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2016-04-14 20:11:50 +02:00 |
Johannes Pfeifer
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8908d46567
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Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially
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2016-04-14 20:11:49 +02:00 |
Johannes Pfeifer
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9a9b8f2a70
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Account for smoother setting parameter count fields in dynare_estimation_init.m
Otherwise, subsequent calls to the smoother will result in crashes
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2016-04-14 20:11:22 +02:00 |
Stéphane Adjemian(Charybdis)
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7c53ea1e96
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Fixed unit tests.
(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
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2016-04-14 17:21:37 +02:00 |
Stéphane Adjemian (Scylla)
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efc193e429
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Fixed typo in testsuite.
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2016-04-13 22:25:52 +02:00 |
MichelJuillard
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010b28e237
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Merge pull request #1164 from JohannesPfeifer/reduce_runtime
Reduce runtime of unit tests by decreasing iteration number
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2016-04-12 16:15:35 +02:00 |
Johannes Pfeifer
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994b9e5f16
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Reduce runtime of unit tests by decreasing iteration number
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2016-04-12 14:58:11 +02:00 |
MichelJuillard
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a8cc21eb97
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Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
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2016-04-12 14:22:19 +02:00 |
MichelJuillard
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62efd9930e
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Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
Add check whether real part of complex solution solves the model
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2016-04-12 13:06:26 +02:00 |
MichelJuillard
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8f1eb47a5e
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Merge pull request #1104 from JohannesPfeifer/solve_algo_0
Only accept steady state when fsolve retuns with normal return code 1
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2016-04-12 13:05:28 +02:00 |
MichelJuillard
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aa1a0b5e25
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Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
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2016-04-12 12:06:22 +02:00 |
MichelJuillard
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d7e4469a28
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Merge pull request #1153 from JohannesPfeifer/steady_check_flag
Make evaluate_steady_state.m honor nocheck flag
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2016-04-12 12:04:57 +02:00 |
Johannes Pfeifer
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5c40bcef8d
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Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
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2016-04-12 11:41:15 +02:00 |
Johannes Pfeifer
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f5900aa03b
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Add unit test for selected_variables_only option in smoother
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2016-04-12 11:37:57 +02:00 |
Johannes Pfeifer
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6ad876cc18
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Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
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2016-04-12 11:37:12 +02:00 |
Johannes Pfeifer
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f5bd4c6b3a
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Fix bug where smoother selected wrong observables with selected_variables_only option
Closes #1161
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2016-04-12 11:36:43 +02:00 |
Johannes Pfeifer
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df20a394fc
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Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order
Also fixes wrong output when selected_variables_only was used
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2016-04-12 11:30:14 +02:00 |
Johannes Pfeifer
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1bf684442c
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Fix typos in manual
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2016-04-12 11:04:49 +02:00 |
Johannes Pfeifer
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e086e0fb2d
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Add documentation on oo_.Smoother subfields
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2016-04-12 10:52:41 +02:00 |
Johannes Pfeifer
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be2221286c
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Add note on setting of bayestopt_.mf to DsgeSmoother.m
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2016-04-12 10:52:40 +02:00 |
Johannes Pfeifer
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98384eb6f2
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Document variable ordering in various headers
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2016-04-12 10:52:37 +02:00 |
Johannes Pfeifer
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00bfa2a0a9
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Fix header of dynare_resolve.m
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2016-04-12 10:52:36 +02:00 |
Johannes Pfeifer
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b749a3ce75
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Improve header and variable naming in write_smoother_results.m
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2016-04-12 10:52:07 +02:00 |
Johannes Pfeifer
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8b21443284
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Document oo_.Smoother.Variance
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2016-04-12 10:52:06 +02:00 |
Johannes Pfeifer
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a78ebbce72
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Document setting of element of restricted state space
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2016-04-12 10:51:33 +02:00 |
Johannes Pfeifer
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6d35dad894
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Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820
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2016-04-12 10:46:44 +02:00 |
MichelJuillard
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1def8a409b
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Merge pull request #1158 from JohannesPfeifer/higher_moments
Save skewness and kurtosis when simulated moments are requested
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2016-04-12 10:46:40 +02:00 |