a13c852feb
Removed calls to autocorr routine in integration test.
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This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
40de494568
Document new filter option
2015-10-12 20:42:04 +02:00
40877685f2
Add LaTeX-output option to table from stoch_simul.m
2015-10-12 20:42:04 +02:00
38d293b864
Replace globals in disp_th_moments.m by function arguments
2015-10-12 20:42:03 +02:00
f7ae5e4f60
Adjust table titles to accommodate new filter options
2015-10-12 20:42:02 +02:00
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
281e87f807
Add simulated variance decomposition
2015-10-12 20:42:01 +02:00
a524681e40
Replace globals in disp_moments.m by function arguments
2015-10-12 20:42:00 +02:00
9459ff5d8f
Add bandpass filtering to simulated moments
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Also takes precautions for future implementation of one-sided hp filter
2015-10-12 20:42:00 +02:00
a4b04ca9b4
Fix UnivariateSpectralDensity.m for filtered variables
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- Adds bandpass filter
- Writes results to oo_
2015-10-12 20:41:59 +02:00
25df325899
Add bandpass filter to th_autocovariances.m
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Also adds documentation
2015-10-12 20:41:58 +02:00
e9f2be0c1a
Cosmetic changes to UnivariateSpectralDensity.m
2015-10-12 20:41:57 +02:00
8bfec92d4d
adding missing @end deffn
2015-10-12 16:57:55 +02:00
6d23db41d0
Merge pull request #1082 from JohannesPfeifer/steady_state_file_check
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Check whether steady state file returns column vector
2015-10-12 16:33:29 +02:00
8ef96c46ca
Check whether steady state file returns column vector
2015-10-12 16:17:56 +02:00
203455d2a1
Updates particles submodule (mainly bug fixes).
2015-10-12 15:51:16 +02:00
a4dc9a2423
Adddd missing closing parenthesis.
2015-10-12 15:43:08 +02:00
aa894f8613
Merge pull request #1075 from JohannesPfeifer/stochastic_singularity
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Condition check for stochastic singularity on maximum of non-missing …
2015-10-12 09:12:31 +02:00
c2565e803f
Merge pull request #1079 from JohannesPfeifer/k_order_pert_fail
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Filter out failure of k_order_pert in likelihood computation
2015-10-11 20:45:51 +02:00
7df7fe6fd8
Merge pull request #1080 from JohannesPfeifer/CMAES_settings
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Improve cmaes settings
2015-10-11 20:44:10 +02:00
fd9f2db79d
Allow resuming previous run of CMAES
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Also enables saving of intermediate results, consistent with the manual.
2015-10-11 19:13:48 +02:00
e3e34e1c7d
Reduce default accuracy criterion in cmaes.m
2015-10-11 18:50:05 +02:00
df47be4076
Properly set bounds and H0 for CMAES
2015-10-11 18:21:25 +02:00
d513d38f73
Filter out failure of k_order_pert in likelihood computation
2015-10-11 17:55:27 +02:00
33aa22a80f
Condition check for stochastic singularity on maximum of non-missing observations
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closes #1071
2015-10-11 10:49:15 +02:00
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
a8580258a1
changed Dynare timer to local timer
2015-10-10 14:33:30 +02:00
6502c311a0
replaced global timer by local timer
2015-10-10 14:33:30 +02:00
dcf7cfbc4b
Cosmetic change (testsuite).
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Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.
Do not print
2015-10-10 02:26:40 +02:00
580bc3a0b6
Updated .gitignore file.
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Do not version mat files in matlab folder.
2015-10-10 00:21:18 +02:00
18a5eea7e0
Fixed bug in clear_persistent_variables routine.
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The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
2015-10-10 00:21:18 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
f7f158f078
Revert "removed global objective_function_penalty_base"
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This reverts commit 5ade8d7c6f
2015-10-09 14:23:32 +02:00
784b8d893c
Revert "reducing penalty value to 0.1 when there is no ground to make it proportional"
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This reverts commit a6f123fd50
2015-10-09 14:23:32 +02:00
818fa47375
Revert "adding new functions for penalty optimization"
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This reverts commit b9e535e99e
2015-10-09 14:23:31 +02:00
295eed6118
Revert "adapted dsge-var code for new handling of penalties"
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This reverts commit 3966296aca
2015-10-09 14:23:31 +02:00
f464760c45
Revert "remove global objective_function_penalty_base"
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This reverts commit cf858c7fcb
2015-10-09 14:23:31 +02:00
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
2015-10-09 14:23:31 +02:00
1a9aa17c9e
Revert "More fixings around objective_function"
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This reverts commit 05cd51111c
2015-10-09 14:23:31 +02:00
9be5c31761
Revert "More fixing of the same"
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This reverts commit a54dda165f
2015-10-09 14:23:31 +02:00
063a548bd3
Revert "changed persitent variables into local ones in mr_hessian.m"
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This reverts commit fe077fc710
2015-10-09 14:23:31 +02:00
bc37c838c7
Revert "more fixes for penalty objective function"
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This reverts commit 3dac7f8809
2015-10-09 14:23:31 +02:00
a7a3bbef89
Revert "reset newratflag = 0 in dynare_minimize_objective"
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This reverts commit d4cf3576e4
2015-10-09 14:23:31 +02:00
7202c497de
Revert "removed initialization of mr_hessian()"
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This reverts commit f48a026d89
2015-10-09 14:23:31 +02:00
bf51be7efd
Revert "Revert "test suite: add rule for text files""
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This reverts commit 4825745047
2015-10-08 23:20:35 +02:00
6396794b5b
Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
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This reverts commit 62b1c85fd4
2015-10-08 23:20:08 +02:00
276c34f394
Revert "Temporarily removed an integration test."
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This reverts commit 7b2ccc5a52
2015-10-08 21:53:22 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard