MichelJuillard
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a047b42dd3
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Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
Add missing deblank to fieldname setting in shock_decomposition.m
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2016-04-15 09:50:39 +02:00 |
MichelJuillard
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a21aa064c9
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Merge pull request #1166 from JohannesPfeifer/kalman_fixes
Kalman fixes
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2016-04-15 09:50:25 +02:00 |
Johannes Pfeifer
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c509f6d463
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Add missing deblank to fieldname setting in shock_decomposition.m
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2016-04-15 09:41:38 +02:00 |
Michel Juillard
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920d212d95
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shock decomposition: adding test case for groups
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2016-04-15 09:06:26 +02:00 |
Michel Juillard
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98b53553c6
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update doc for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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800d79d6e5
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add option colormap for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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de567377c3
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adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
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2016-04-15 09:02:53 +02:00 |
Johannes Pfeifer
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30be2ed62a
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Add unit test for smoother only on nonstationary model
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2016-04-14 20:11:50 +02:00 |
Johannes Pfeifer
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9d6126c5f6
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Make fs2000_smoother_only.mod call all Kalman options
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2016-04-14 20:11:50 +02:00 |
Johannes Pfeifer
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8908d46567
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Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially
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2016-04-14 20:11:49 +02:00 |
Johannes Pfeifer
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9a9b8f2a70
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Account for smoother setting parameter count fields in dynare_estimation_init.m
Otherwise, subsequent calls to the smoother will result in crashes
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2016-04-14 20:11:22 +02:00 |
Stéphane Adjemian(Charybdis)
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7c53ea1e96
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Fixed unit tests.
(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
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2016-04-14 17:21:37 +02:00 |
Stéphane Adjemian (Scylla)
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efc193e429
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Fixed typo in testsuite.
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2016-04-13 22:25:52 +02:00 |
MichelJuillard
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010b28e237
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Merge pull request #1164 from JohannesPfeifer/reduce_runtime
Reduce runtime of unit tests by decreasing iteration number
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2016-04-12 16:15:35 +02:00 |
Johannes Pfeifer
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994b9e5f16
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Reduce runtime of unit tests by decreasing iteration number
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2016-04-12 14:58:11 +02:00 |
MichelJuillard
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a8cc21eb97
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Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
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2016-04-12 14:22:19 +02:00 |
MichelJuillard
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62efd9930e
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Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
Add check whether real part of complex solution solves the model
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2016-04-12 13:06:26 +02:00 |
MichelJuillard
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8f1eb47a5e
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Merge pull request #1104 from JohannesPfeifer/solve_algo_0
Only accept steady state when fsolve retuns with normal return code 1
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2016-04-12 13:05:28 +02:00 |
MichelJuillard
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aa1a0b5e25
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Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
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2016-04-12 12:06:22 +02:00 |
MichelJuillard
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d7e4469a28
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Merge pull request #1153 from JohannesPfeifer/steady_check_flag
Make evaluate_steady_state.m honor nocheck flag
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2016-04-12 12:04:57 +02:00 |
Johannes Pfeifer
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5c40bcef8d
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Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
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2016-04-12 11:41:15 +02:00 |
Johannes Pfeifer
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f5900aa03b
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Add unit test for selected_variables_only option in smoother
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2016-04-12 11:37:57 +02:00 |
Johannes Pfeifer
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6ad876cc18
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Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
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2016-04-12 11:37:12 +02:00 |
Johannes Pfeifer
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f5bd4c6b3a
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Fix bug where smoother selected wrong observables with selected_variables_only option
Closes #1161
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2016-04-12 11:36:43 +02:00 |
Johannes Pfeifer
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df20a394fc
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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
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2016-04-12 11:30:14 +02:00 |
Johannes Pfeifer
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1bf684442c
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Fix typos in manual
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2016-04-12 11:04:49 +02:00 |
Johannes Pfeifer
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e086e0fb2d
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Add documentation on oo_.Smoother subfields
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2016-04-12 10:52:41 +02:00 |
Johannes Pfeifer
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be2221286c
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Add note on setting of bayestopt_.mf to DsgeSmoother.m
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2016-04-12 10:52:40 +02:00 |
Johannes Pfeifer
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98384eb6f2
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Document variable ordering in various headers
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2016-04-12 10:52:37 +02:00 |
Johannes Pfeifer
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00bfa2a0a9
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Fix header of dynare_resolve.m
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2016-04-12 10:52:36 +02:00 |
Johannes Pfeifer
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b749a3ce75
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Improve header and variable naming in write_smoother_results.m
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2016-04-12 10:52:07 +02:00 |
Johannes Pfeifer
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8b21443284
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Document oo_.Smoother.Variance
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2016-04-12 10:52:06 +02:00 |
Johannes Pfeifer
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a78ebbce72
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Document setting of element of restricted state space
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2016-04-12 10:51:33 +02:00 |
Johannes Pfeifer
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6d35dad894
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Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820
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2016-04-12 10:46:44 +02:00 |
MichelJuillard
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1def8a409b
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Merge pull request #1158 from JohannesPfeifer/higher_moments
Save skewness and kurtosis when simulated moments are requested
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2016-04-12 10:46:40 +02:00 |
Johannes Pfeifer
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efee7b1a47
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Remove duplication of restrict_var_list in bayestopt_
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2016-04-12 10:43:28 +02:00 |
Johannes Pfeifer
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80086ff4ab
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Clarify naming of var_obs_index to indicate it refers to decision rule order
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2016-04-12 10:42:44 +02:00 |
MichelJuillard
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d41a64e4cb
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Merge pull request #1155 from JohannesPfeifer/prefilter_tests
Enable erroneously disabled unit tests
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2016-04-12 10:31:43 +02:00 |
Johannes Pfeifer
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6dddd7a8d4
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Add corr.m to missing/stats
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2016-04-09 15:22:40 +02:00 |
Johannes Pfeifer
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f85d2ef970
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Make shock_decomposition.m rely on smoothed deviations from mean
Necessary after adding trend and mean to smoothed variables
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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d737c7d1d8
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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
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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7e56302a04
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Assure that log-file is closed when aborting metropolis_hastings_initialization.m
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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352a4fd3ae
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Port bugfix b8c6c87908 to area graphs of conditional_forecast
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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80d3db5447
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Clarify manual on conditional_forecasts with trends
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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5b1a97f777
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Add unit test for conditional_forecast with trends and loglinear
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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1d13a5dd02
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Make imcforecast.m account for presence of trends
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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450dd465fd
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Reduce time intensity of unit tests by reducing number of iterations
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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44b3092162
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Fix merge conflict that undid commit 943db6fb24
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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31c422e3d1
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Add datafile to observation trends and prefiltering tests
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2016-04-09 09:45:21 +02:00 |
Johannes Pfeifer
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ec1bb2138a
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Enable erroneously disabled unit tests
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2016-04-09 09:45:21 +02:00 |