Johannes Pfeifer
de4d90f88e
Make sure oo_.logged_steady_state is always correctly set
2016-03-23 10:35:59 +01:00
Johannes Pfeifer
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +01:00
Johannes Pfeifer
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer
6f8ca74490
Factorize saving of smoother results
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Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
2016-03-23 10:31:11 +01:00
Johannes Pfeifer
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
Johannes Pfeifer
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
Johannes Pfeifer
6a3c2b7b44
Cosmetic changes to forcst2.m and forcst2a.m
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Cleans and documents files
2016-03-23 10:19:42 +01:00
Johannes Pfeifer
dcf0d75d55
Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values
2016-03-23 10:19:41 +01:00
Johannes Pfeifer
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
Johannes Pfeifer
d1bbe8f852
Restore backward compatibility with old data interface
2016-03-23 10:10:42 +01:00
Johannes Pfeifer
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
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Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
Johannes Pfeifer
b235040ae1
Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
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Setting was based on unlogged steady states
2016-03-23 10:09:17 +01:00
Johannes Pfeifer
891b6da31c
Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual
2016-03-23 10:09:16 +01:00
Johannes Pfeifer
e37448faaf
Fix exceptions when prefiltering was requested with loglinear option
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The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
2016-03-23 10:09:15 +01:00
Johannes Pfeifer
b8377b8de5
Fix constant part of forecasts with loglinear option
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Erroneously, the unlogged steady state was added
2016-03-23 10:09:14 +01:00
Johannes Pfeifer
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
Johannes Pfeifer
babcd8b180
Fix merge conflict introduced in a55f00073b
and make naming consistent with changes introduced in that commit
2016-03-22 22:23:27 +01:00
Johannes Pfeifer
5d8bc7188c
Allow detailed exitcode as output of trust_region.m
2016-03-22 21:55:55 +01:00
Johannes Pfeifer
9c8da869f7
Delete redundant computation from trust_region.m
2016-03-22 21:55:54 +01:00
Johannes Pfeifer
300ebd02b0
solve1: Move condition that could never be reached into if-clause
2016-03-22 21:55:52 +01:00
Johannes Pfeifer
1457666221
Only accept steady state when fsolve retuns with normal return code 1
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Otherwise, termination due to tolerance criteria will be accepted as correct steady state
2016-03-22 21:55:51 +01:00
Johannes Pfeifer
2a323986a5
Document spectral_density option of stoch_simul
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Closes #254
2016-03-22 21:45:36 +01:00
Stéphane Adjemian(Charybdis)
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
Stéphane Adjemian
692acc66a7
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
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Reset seed before drawing starting points of MCMC chains
2016-03-22 16:48:27 +01:00
Stéphane Adjemian
01e5b0943b
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
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Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
2016-03-22 16:33:15 +01:00
Stéphane Adjemian(Charybdis)
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
Stéphane Adjemian
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
Stéphane Adjemian
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
Stéphane Adjemian
cf9ecff321
Merge pull request #1138 from JohannesPfeifer/ep_varexo_det
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Provide informative error message if EP is used with varexo_det
2016-03-18 14:28:13 +01:00
Johannes Pfeifer
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
Johannes Pfeifer
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
2016-03-16 20:09:24 +01:00
Johannes Pfeifer
4ca5c21858
Clarify manual on mh_recover
2016-03-16 20:01:07 +01:00
Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Johannes Pfeifer
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
Houtan Bastani
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
Stéphane Adjemian
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
Johannes Pfeifer
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
Sébastien Villemot
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
Michel Juillard
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
Johannes Pfeifer
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
Houtan Bastani
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
Houtan Bastani
ff0f360938
doc: clarify/simplify doc for planner_discount
2016-03-11 16:02:01 +01:00
Houtan Bastani
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
Johannes Pfeifer
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
Johannes Pfeifer
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
Stéphane Adjemian (Hermes)
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
Houtan Bastani
04989822ac
build system: fix lexinc path by replacing the last instance of 'flex'
2016-03-09 14:03:29 +01:00
Stéphane Adjemian
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
Johannes Pfeifer
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00