Johannes Pfeifer
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98cf1bfc1d
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian
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09d374a0be
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Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
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2016-11-04 00:41:04 +01:00 |
Stéphane Adjemian (Charybdis)
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a4fc0cb1a6
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Fixed typo.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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f303378f54
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Added warnings about the BVAR identification scheme.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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9900c05560
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Added missing command in list of BVAR commands.
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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fac3348dfe
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Add information on bvar_irf to bvar-a-la-sims.tex
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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ef2ee9d2b0
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Fix typo in manual
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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d75651a8c7
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Correct non-unique nodes in manual that breaks compilation
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2016-10-15 11:01:00 +02:00 |
Johannes Pfeifer
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c7b751bd50
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Add mingw to dyn_mex.m and document compiler options and installation.
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2016-10-14 16:35:05 +02:00 |
Johannes Pfeifer
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fe9d024d9f
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Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes
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2016-10-09 22:28:29 +02:00 |
Johannes Pfeifer
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209f1b4a7c
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Allow first_obs and nobs as options of shock_decomposition
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2016-10-06 14:20:04 +02:00 |
Johannes Pfeifer
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f553f893c6
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Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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245359a7df
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doc: remove last reference to java package for octave
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2016-09-27 16:03:45 +02:00 |
Houtan Bastani
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8edea5edb0
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octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
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2016-09-27 16:00:34 +02:00 |
Houtan Bastani
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3ace574d72
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doc: fix typo
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2016-09-16 14:57:35 +02:00 |
Houtan Bastani
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804d31e8af
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preprocessor: allow shock group names to contain spaces. closes #1280
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2016-09-14 14:10:00 +02:00 |
Houtan Bastani
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e31f0a8d0f
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macroprocessor: stop with error when division by zero is encountered. closes #1278
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2016-09-05 17:36:40 +02:00 |
Johannes Pfeifer
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76e2112df9
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Improve manual on lmmcp
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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2751ab08bb
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Provide interface to original PATH files and document how to obtain them
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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dd22b9609e
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Add function generate_trace_plots.m that plots trace plots for all estimated parameters
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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8341ac33f8
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Document treatment of measurement error in forecasts
Also removes wrong info on HPDTotalsup/inf
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2016-08-23 17:22:41 +02:00 |
Houtan Bastani
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ab35020e97
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Merge pull request #1224 from JohannesPfeifer/ms_doc
Document options of MS code after interface change
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2016-08-23 16:57:06 +02:00 |
Johannes Pfeifer
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75e52ed71d
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Make sure fast_kalman_filter is only used with diffuse_periods=0
Closes #1234
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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818befd4eb
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Document mh_init_scale
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2016-08-22 16:27:32 +02:00 |
Johannes Pfeifer
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df8ad833fb
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Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
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2016-08-22 16:27:32 +02:00 |
MichelJuillard
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6a6ccfa966
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
MichelJuillard
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d27bbe667f
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Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
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2016-08-21 16:12:12 +02:00 |
MichelJuillard
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cc5cafdd15
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Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
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2016-08-21 11:13:19 +02:00 |
MichelJuillard
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688c812267
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Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
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2016-08-20 17:46:44 +02:00 |
MichelJuillard
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5c69c789f6
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Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
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2016-08-20 17:39:34 +02:00 |
Houtan Bastani
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e6a5b8f9b8
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doc: clarify that latex code passed to reports must be valid
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2016-08-17 14:42:02 +02:00 |
Houtan Bastani
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850411a990
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doc: clarify graphLineName option to addSeries
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2016-08-17 14:39:15 +02:00 |
Johannes Pfeifer
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c156a5907c
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BVAR: Save prior and posterior information in oo_
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2016-08-01 10:41:04 +02:00 |
Johannes Pfeifer
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8dadd1519e
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Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
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2016-07-22 16:53:19 +02:00 |
Johannes Pfeifer
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1bd5c7cc0d
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Disentangle options_.conf_sig and set default to 0.9
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2016-07-21 12:17:30 +02:00 |
Johannes Pfeifer
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08e63f1812
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Document tolf and tolx options for perfect foresight and steady
Related to #1249
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2016-07-21 09:40:35 +02:00 |
Johannes Pfeifer
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f2f44a0989
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Save log_density at the mode and document oo_.posterior-fields
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2016-07-20 20:48:24 +02:00 |
Johannes Pfeifer
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7621ebb5ea
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Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
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2016-07-01 19:09:29 +02:00 |
Stéphane Adjemian (Hermes)
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2435040929
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Changed default for nonlinear filters.
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2016-07-01 11:47:21 +02:00 |
Stéphane Adjemian (Hermes)
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581198741f
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Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
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2016-06-24 17:38:54 +02:00 |
Houtan Bastani
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b0e7f1cfd7
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Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
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2016-06-23 15:59:35 +02:00 |
Houtan Bastani
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7a29f50d99
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preprocessor: allow for partitioning of variables along multiple dimensions
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2016-06-23 15:36:42 +02:00 |
Johannes Pfeifer
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1c420e6056
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Johannes Pfeifer
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00dcc1b543
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Clarify Dynare behavior of using clear all for Octave and Matlab
Closes #1232
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2016-06-16 20:50:11 +02:00 |
Johannes Pfeifer
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20ae7069cf
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Document new OSR fields of M_
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2016-06-16 20:49:02 +02:00 |
Johannes Pfeifer
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1c84ccdc34
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Save trend and constant for all variables in smoother
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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5d6d1336ef
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Enable filter_covariance option in posterior sampling
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2016-06-16 12:05:38 +02:00 |
Stéphane Adjemian (Hermes)
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64d01a806e
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Fixed behaviour of write_latex_prior_table command
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2016-06-16 10:38:40 +02:00 |
Stéphane Adjemian (Lupi)
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b70fe62503
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Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
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2016-06-15 17:15:53 +02:00 |