Commit Graph

969 Commits (90affdd775badf64760c9fe35167979161ff49cf)

Author SHA1 Message Date
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7.
2016-06-24 17:38:54 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99.
2016-06-23 15:59:35 +02:00
Houtan Bastani 7a29f50d99 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes) 64d01a806e Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer d02f8d0377 Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m 2016-06-14 11:52:49 +02:00
Sébastien Villemot fe9ef566a6 Fix duplicate texinfo anchor introduced in previous commit. 2016-06-02 14:01:14 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 67b808207c Added new algorithm for the estimation of nonlinear models. 2016-06-01 16:29:53 +02:00
Johannes Pfeifer 14c4a5c131 Fix copy and paste mistake in manual 2016-05-30 17:20:26 +02:00
Johannes Pfeifer cd128cb563 Document configuration file setting for Windows
Closes #337
2016-05-30 13:58:38 +02:00
Johannes Pfeifer b58c8274dd Manual: clarify that name tags are not required for all equations for display of residuals with tags 2016-05-28 19:34:07 +02:00
Johannes Pfeifer f5fd699149 Update documentation on equation tags and LMMCP
Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
Johannes Pfeifer 06ed7ad83f Update manual on slice mode_files option to reflect 3e8dbcfc7e 2016-05-28 15:45:39 +02:00
Johannes Pfeifer 96ca17623b Fix URL fir equation tags 2016-05-28 15:25:03 +02:00
Stéphane Adjemian (Hermes) 635d5b704b Added description of options lmmcp and stack_solve_algo==7 in reference manual. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) 97d094b6dd Added mention to equation tags in Ref. manual. 2016-05-24 17:26:06 +02:00
Johannes Pfeifer 03563e012b Allow for pass OSR parameter bounds to optimizer 2016-05-22 11:41:54 +02:00
Johannes Pfeifer 010787ba8d Document inefficiency factor computation 2016-05-19 16:33:06 +02:00
Johannes Pfeifer 048fbcc698 Add reference for slice sampler 2016-05-19 15:38:43 +02:00
Johannes Pfeifer ddaada1a16 Cosmetic changes to manual 2016-05-19 15:12:21 +02:00
Johannes Pfeifer 6241a834e1 Document recent posterior sampler interface changes 2016-05-19 15:02:58 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 253e6c8dfb Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
This reverts commit c496d6f5ca.
2016-05-18 10:34:45 +02:00
Houtan Bastani c496d6f5ca Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
This reverts commit 024586fbb1.
2016-05-17 15:37:46 +02:00
Houtan Bastani 85e3ddd2d4 build system: modify package creation for OS X. Min requirements OS X 10.8+ and 64-bit Matlab 2016-05-13 15:52:49 +02:00
Houtan Bastani 024586fbb1 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 98b53553c6 update doc for shocks_decomposition 2016-04-15 09:02:53 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
MichelJuillard 1def8a409b Merge pull request #1158 from JohannesPfeifer/higher_moments
Save skewness and kurtosis when simulated moments are requested
2016-04-12 10:46:40 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Johannes Pfeifer 358ba0181c Save skewness and kurtosis when simulated moments are requested
Closes #1157
2016-04-06 09:23:54 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Johannes Pfeifer 62bdb510ab Clarify documentation on oo_.FilteredVariablesShockDecomposition
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
Johannes Pfeifer ddb8e8f6e1 Clarify selected_variables_only option behavior
(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
Stéphane Adjemian (Hermes) a40214ae8d Document calib_smoother options.
Closes #1146
2016-03-29 15:08:00 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00