c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
154980ec8c
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
ddc8eee388
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
...
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
...
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
...
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
8048b0c5c1
Allow for relative_irf option in estimation command
...
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
...
extended_path
2015-06-02 17:38:22 +02:00
88798bfe5e
Fixed bug introduced in c22d31330c (Ramsey
...
constraints).
2015-06-01 12:27:16 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
...
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
44790abbb7
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
12be4e6672
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
0d76e30248
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
f239c1c368
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00
027f1302d1
preprocessor: add dr_display_tol to stoch_simul. #924
2015-05-13 15:12:39 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
f3ec84971b
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
4b338b4bcb
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Michel Juillard
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Johannes Pfeifer