90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00
b3d835bd48
Provisions for MATLAB 8.2 (R2013b)
2013-09-25 16:00:07 +02:00
79b33ca741
reporting: doc bug fix
2013-09-25 15:28:34 +02:00
6a9e9dfdea
reporting: new table option vlineAfterEndOfPeriod
2013-09-25 15:28:34 +02:00
4522c011d6
reporting: default value bug fix
2013-09-25 15:28:34 +02:00
55bcee2f9d
Fix in license file related to changes to Sims' codes
2013-09-25 15:27:45 +02:00
cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
db485235b5
data, name and tex of the dynSeries class are also private members that cannot be overwritten.
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(cherry picked from commit 609f94881f
2013-09-24 16:47:52 +02:00
3dee1674d5
Added unitary tests.
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(cherry picked from commit 667e308585
2013-09-24 16:47:52 +02:00
2ae0812012
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
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(cherry picked from commit b0d6e2b7b6
2013-09-24 16:47:52 +02:00
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
30cb093048
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
5058e4d00f
fix typo
2013-09-23 14:42:57 +02:00
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
a4246ef2c8
Merge pull request #473 from JohannesPfeifer/affiliation
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Update Johannes's Affiliation
2013-09-21 13:32:27 -07:00
768792ea04
Update Johannes's Affiliation
2013-09-21 19:34:08 +02:00
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
15825c9034
Changed logic in numgrad2.
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Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
48ed621152
Update Junior's affiliation
2013-09-20 10:28:08 +02:00
3015233c2c
Add missing dash
2013-09-20 10:18:19 +02:00
91e06bc27e
Update Ferhat's affiliation
2013-09-20 10:16:12 +02:00
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
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in commit 952139b
2013-09-18 11:23:47 +02:00
9a0df42970
Merge pull request #470 from JohannesPfeifer/displayposterior
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Improve display of posterior parameters and clarify use of HPD
2013-09-17 01:10:51 -07:00
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
27f1858f17
Adds documentation of Geweke convergence diagnostics
2013-09-16 19:19:06 +02:00
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
e123670675
Fix bug introduced in 952139b
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The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
743252a571
Fixed typo.
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Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard