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9370 Commits (a047b42dd32cefa055f6c4f111c5d9c6c064df6e)

Author SHA1 Message Date
MichelJuillard a047b42dd3 Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix 
Add missing deblank to fieldname setting in shock_decomposition.m
 2016-04-15 09:50:39 +02:00
MichelJuillard a21aa064c9 Merge pull request #1166 from JohannesPfeifer/kalman_fixes 
Kalman fixes
 2016-04-15 09:50:25 +02:00
Johannes Pfeifer c509f6d463 Add missing deblank to fieldname setting in shock_decomposition.m 2016-04-15 09:41:38 +02:00
Michel Juillard 920d212d95 shock decomposition: adding test case for groups 2016-04-15 09:06:26 +02:00
Michel Juillard 98b53553c6 update doc for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard 800d79d6e5 add option colormap for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard de567377c3 adding groups of shocks for shock_decomposition 
consistency checks, documentation and test case
are still missing
 2016-04-15 09:02:53 +02:00
Johannes Pfeifer 30be2ed62a Add unit test for smoother only on nonstationary model 2016-04-14 20:11:50 +02:00
Johannes Pfeifer 9d6126c5f6 Make fs2000_smoother_only.mod call all Kalman options 2016-04-14 20:11:50 +02:00
Johannes Pfeifer 8908d46567 Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially 2016-04-14 20:11:49 +02:00
Johannes Pfeifer 9a9b8f2a70 Account for smoother setting parameter count fields in dynare_estimation_init.m 
Otherwise, subsequent calls to the smoother will result in crashes
 2016-04-14 20:11:22 +02:00
Stéphane Adjemian(Charybdis) 7c53ea1e96 Fixed unit tests. 
(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
 2016-04-14 17:21:37 +02:00
Stéphane Adjemian (Scylla) efc193e429 Fixed typo in testsuite. 2016-04-13 22:25:52 +02:00
MichelJuillard 010b28e237 Merge pull request #1164 from JohannesPfeifer/reduce_runtime 
Reduce runtime of unit tests by decreasing iteration number
 2016-04-12 16:15:35 +02:00
Johannes Pfeifer 994b9e5f16 Reduce runtime of unit tests by decreasing iteration number 2016-04-12 14:58:11 +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 62efd9930e Merge pull request #1148 from JohannesPfeifer/foresight_imaginary 
Add check whether real part of complex solution solves the model
 2016-04-12 13:06:26 +02:00
MichelJuillard 8f1eb47a5e Merge pull request #1104 from JohannesPfeifer/solve_algo_0 
Only accept steady state when fsolve retuns with normal return code 1
 2016-04-12 13:05:28 +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
MichelJuillard d7e4469a28 Merge pull request #1153 from JohannesPfeifer/steady_check_flag 
Make evaluate_steady_state.m honor nocheck flag
 2016-04-12 12:04:57 +02:00
Johannes Pfeifer 5c40bcef8d Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161 2016-04-12 11:41:15 +02:00
Johannes Pfeifer f5900aa03b Add unit test for selected_variables_only option in smoother 2016-04-12 11:37:57 +02:00
Johannes Pfeifer 6ad876cc18 Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose 2016-04-12 11:37:12 +02:00
Johannes Pfeifer f5bd4c6b3a Fix bug where smoother selected wrong observables with selected_variables_only option 
Closes #1161
 2016-04-12 11:36:43 +02:00
Johannes Pfeifer df20a394fc Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order 
Also fixes wrong output when selected_variables_only was used
 2016-04-12 11:30:14 +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 be2221286c Add note on setting of bayestopt_.mf to DsgeSmoother.m 2016-04-12 10:52:40 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Johannes Pfeifer b749a3ce75 Improve header and variable naming in write_smoother_results.m 2016-04-12 10:52:07 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
Johannes Pfeifer a78ebbce72 Document setting of element of restricted state space 2016-04-12 10:51:33 +02:00
Johannes Pfeifer 6d35dad894 Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820 2016-04-12 10:46:44 +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 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 
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 
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 
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