Johannes Pfeifer
efee7b1a47
Remove duplication of restrict_var_list in bayestopt_
2016-04-12 10:43:28 +02:00
Johannes Pfeifer
80086ff4ab
Clarify naming of var_obs_index to indicate it refers to decision rule order
2016-04-12 10:42:44 +02:00
MichelJuillard
d41a64e4cb
Merge pull request #1155 from JohannesPfeifer/prefilter_tests
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Enable erroneously disabled unit tests
2016-04-12 10:31:43 +02:00
Johannes Pfeifer
6dddd7a8d4
Add corr.m to missing/stats
2016-04-09 15:22:40 +02:00
Johannes Pfeifer
f85d2ef970
Make shock_decomposition.m rely on smoothed deviations from mean
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Necessary after adding trend and mean to smoothed variables
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
d737c7d1d8
Allow corner solution as starting point for MCMC
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Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
7e56302a04
Assure that log-file is closed when aborting metropolis_hastings_initialization.m
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
352a4fd3ae
Port bugfix b8c6c87908
to area graphs of conditional_forecast
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
80d3db5447
Clarify manual on conditional_forecasts with trends
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
1d13a5dd02
Make imcforecast.m account for presence of trends
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
450dd465fd
Reduce time intensity of unit tests by reducing number of iterations
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
31c422e3d1
Add datafile to observation trends and prefiltering tests
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
Michel Juillard
f6806bf8b8
fixed issue with auxiliary variables and external function
2016-04-09 09:23:17 +02:00
Stéphane Adjemian
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Michel Juillard
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
MichelJuillard
e0dfba10ce
Merge pull request #1159 from MichelJuillard/auxiliary
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fixed bug with external function introduced in the
2016-04-07 18:30:07 +02:00
Michel Juillard
cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
Johannes Pfeifer
358ba0181c
Save skewness and kurtosis when simulated moments are requested
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Closes #1157
2016-04-06 09:23:54 +02:00
MichelJuillard
6e514b7d1b
Merge pull request #1156 from MichelJuillard/auxiliary
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Auxiliary variables in static model
2016-04-05 08:48:04 +02:00
Michel Juillard
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
Johannes Pfeifer
00b605c084
Correct and clarify manual on shock_decomposition command
2016-04-02 17:36:53 +02:00
Michel Juillard
70bcef4933
analytic derivation: cleaning up
2016-04-01 18:45:19 +02:00
Michel Juillard
e446aaddb1
analytic derivation: use <fname>_static_params_deriv where needed
2016-04-01 18:45:19 +02:00
Michel Juillard
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
Michel Juillard
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
Michel Juillard
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
Michel Juillard
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Michel Juillard
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
Johannes Pfeifer
bf5a3ab6da
Add headers to identification routines
2016-03-31 11:20:01 +02:00
Johannes Pfeifer
62bdb510ab
Clarify documentation on oo_.FilteredVariablesShockDecomposition
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(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
Johannes Pfeifer
ddb8e8f6e1
Clarify selected_variables_only option behavior
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(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
Stéphane Adjemian (Hermes)
bdb5068235
Added documentation for prior command (CLI).
2016-03-29 17:15:52 +02:00
Johannes Pfeifer
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
Stéphane Adjemian (Hermes)
a40214ae8d
Document calib_smoother options.
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Closes #1146
2016-03-29 15:08:00 +02:00
Johannes Pfeifer
69e8535a91
Add missing author name in NK_baseline.mod
2016-03-27 19:45:10 +02:00
Johannes Pfeifer
a93d68fb35
Make evaluate_steady_state.m honor nocheck flag
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Closes #1054
2016-03-25 22:12:52 +01:00
Johannes Pfeifer
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
Johannes Pfeifer
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
Houtan Bastani
a84be98454
Merge pull request #1151 from FerhatMihoubi/Branch_block_with_cutoff_0
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Fix :
2016-03-25 16:10:22 +01:00
Ferhat Mihoubi
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
Johannes Pfeifer
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis)
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
Stéphane Adjemian(Charybdis)
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
Stéphane Adjemian (Lupi)
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +01:00
Johannes Pfeifer
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
Stéphane Adjemian
45ed4662ac
Merge pull request #1142 from JohannesPfeifer/spectral_density
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Document spectral_density option of stoch_simul
2016-03-23 14:22:33 +01:00