Johannes Pfeifer
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f7175745ac
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Add one-sided HP filter
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2015-10-13 20:50:03 +02:00 |
Johannes Pfeifer
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40877685f2
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Add LaTeX-output option to table from stoch_simul.m
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2015-10-12 20:42:04 +02:00 |
Johannes Pfeifer
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38d293b864
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Replace globals in disp_th_moments.m by function arguments
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2015-10-12 20:42:03 +02:00 |
Johannes Pfeifer
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f7ae5e4f60
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Adjust table titles to accommodate new filter options
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2015-10-12 20:42:02 +02:00 |
Johannes Pfeifer
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281e87f807
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Add simulated variance decomposition
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2015-10-12 20:42:01 +02:00 |
Johannes Pfeifer
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a524681e40
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Replace globals in disp_moments.m by function arguments
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2015-10-12 20:42:00 +02:00 |
Johannes Pfeifer
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9459ff5d8f
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Add bandpass filtering to simulated moments
Also takes precautions for future implementation of one-sided hp filter
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2015-10-12 20:42:00 +02:00 |
Johannes Pfeifer
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a4b04ca9b4
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Fix UnivariateSpectralDensity.m for filtered variables
- Adds bandpass filter
- Writes results to oo_
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2015-10-12 20:41:59 +02:00 |
Johannes Pfeifer
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25df325899
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Add bandpass filter to th_autocovariances.m
Also adds documentation
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2015-10-12 20:41:58 +02:00 |
Johannes Pfeifer
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e9f2be0c1a
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Cosmetic changes to UnivariateSpectralDensity.m
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2015-10-12 20:41:57 +02:00 |
MichelJuillard
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6d23db41d0
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Merge pull request #1082 from JohannesPfeifer/steady_state_file_check
Check whether steady state file returns column vector
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2015-10-12 16:33:29 +02:00 |
Johannes Pfeifer
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8ef96c46ca
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Check whether steady state file returns column vector
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2015-10-12 16:17:56 +02:00 |
Stéphane Adjemian (Charybdis)
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203455d2a1
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Updates particles submodule (mainly bug fixes).
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2015-10-12 15:51:16 +02:00 |
MichelJuillard
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aa894f8613
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Merge pull request #1075 from JohannesPfeifer/stochastic_singularity
Condition check for stochastic singularity on maximum of non-missing …
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2015-10-12 09:12:31 +02:00 |
MichelJuillard
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c2565e803f
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Merge pull request #1079 from JohannesPfeifer/k_order_pert_fail
Filter out failure of k_order_pert in likelihood computation
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2015-10-11 20:45:51 +02:00 |
Johannes Pfeifer
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fd9f2db79d
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Allow resuming previous run of CMAES
Also enables saving of intermediate results, consistent with the manual.
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2015-10-11 19:13:48 +02:00 |
Johannes Pfeifer
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e3e34e1c7d
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Reduce default accuracy criterion in cmaes.m
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2015-10-11 18:50:05 +02:00 |
Johannes Pfeifer
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df47be4076
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Properly set bounds and H0 for CMAES
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2015-10-11 18:21:25 +02:00 |
Johannes Pfeifer
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d513d38f73
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Filter out failure of k_order_pert in likelihood computation
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2015-10-11 17:55:27 +02:00 |
Johannes Pfeifer
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33aa22a80f
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Condition check for stochastic singularity on maximum of non-missing observations
closes #1071
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2015-10-11 10:49:15 +02:00 |
MichelJuillard
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866ab33575
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Merge pull request #1042 from JohannesPfeifer/discretionary
Various fixes for discretionary_policy
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2015-10-10 22:25:46 +02:00 |
MichelJuillard
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b51b037ef2
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Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
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2015-10-10 22:17:53 +02:00 |
Michel Juillard
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6502c311a0
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replaced global timer by local timer
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2015-10-10 14:33:30 +02:00 |
Stéphane Adjemian (Charybdis)
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18a5eea7e0
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Fixed bug in clear_persistent_variables routine.
The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
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2015-10-10 00:21:18 +02:00 |
Stéphane Adjemian
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3490e400bc
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Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
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2015-10-09 17:11:15 +02:00 |
Michel Juillard
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f7f158f078
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Revert "removed global objective_function_penalty_base"
This reverts commit 5ade8d7c6f .
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2015-10-09 14:23:32 +02:00 |
Michel Juillard
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784b8d893c
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Revert "reducing penalty value to 0.1 when there is no ground to make it proportional"
This reverts commit a6f123fd50 .
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2015-10-09 14:23:32 +02:00 |
Michel Juillard
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818fa47375
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Revert "adding new functions for penalty optimization"
This reverts commit b9e535e99e .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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295eed6118
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Revert "adapted dsge-var code for new handling of penalties"
This reverts commit 3966296aca .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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f464760c45
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Revert "remove global objective_function_penalty_base"
This reverts commit cf858c7fcb .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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035adeb89e
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Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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1a9aa17c9e
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Revert "More fixings around objective_function"
This reverts commit 05cd51111c .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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9be5c31761
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Revert "More fixing of the same"
This reverts commit a54dda165f .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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063a548bd3
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Revert "changed persitent variables into local ones in mr_hessian.m"
This reverts commit fe077fc710 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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bc37c838c7
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Revert "more fixes for penalty objective function"
This reverts commit 3dac7f8809 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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a7a3bbef89
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Revert "reset newratflag = 0 in dynare_minimize_objective"
This reverts commit d4cf3576e4 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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7202c497de
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Revert "removed initialization of mr_hessian()"
This reverts commit f48a026d89 .
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2015-10-09 14:23:31 +02:00 |
Michel Juillard
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f48a026d89
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removed initialization of mr_hessian()
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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d4cf3576e4
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reset newratflag = 0 in dynare_minimize_objective
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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3dac7f8809
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more fixes for penalty objective function
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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fe077fc710
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changed persitent variables into local ones in mr_hessian.m
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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a54dda165f
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More fixing of the same
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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05cd51111c
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More fixings around objective_function
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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1ad8df4635
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More fixing related to objective_function_penalty_base
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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cf858c7fcb
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remove global objective_function_penalty_base
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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3966296aca
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adapted dsge-var code for new handling of penalties
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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b9e535e99e
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adding new functions for penalty optimization
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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a6f123fd50
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reducing penalty value to 0.1 when there is no ground to make it proportional
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2015-10-08 20:57:00 +02:00 |
Michel Juillard
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5ade8d7c6f
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removed global objective_function_penalty_base
added penalty_objective_function.m and penalty_hessian.m
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2015-10-08 20:57:00 +02:00 |
Stéphane Adjemian (Charybdis)
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9131472429
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Do not ask for confirmation when deleting a non empty directory (Octave)
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2015-10-07 18:13:44 +02:00 |