Commit Graph

15734 Commits (a57f81b3aa45cabac803b4c153d4977fe024b639)

Author SHA1 Message Date
Sébastien Villemot a57f81b3aa
Testsuite: move load_octave_packages.m to utils/ subdirectory 2023-09-12 12:39:26 +02:00
Sébastien Villemot 6037b9f096
Merge branch 'dynare-osr_globals'
Ref. !2166
2023-09-11 16:46:29 +02:00
Johannes Pfeifer 2b240210d0
OSR: Remove globals and wrapper layer, move to +subfolder 2023-09-11 16:46:08 +02:00
Sébastien Villemot a0ea6005e8
Merge branch 'dynare-globals'
Ref. !2167
2023-09-11 16:43:36 +02:00
Johannes Pfeifer 4598dba40c
display_static_residuals.m: remove globals 2023-09-11 16:43:26 +02:00
Sébastien Villemot f26a469208
Merge branch 'further_cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2168
2023-09-11 16:26:44 +02:00
Sébastien Villemot 890c6b2e1d
Merge branch 'trace_plot' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2169
2023-09-11 16:25:31 +02:00
Sébastien Villemot 8d29d7b8d3
license.txt: adapt for move of allVL1.m
Implemented in commit 825763b18f.
2023-09-11 15:36:11 +02:00
Sébastien Villemot 4a0b87fdaf
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2165
2023-09-11 15:34:52 +02:00
Sébastien Villemot dee66e8351
Merge branch 'cleanup' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2164
2023-09-11 15:33:09 +02:00
Johannes Pfeifer 91dd4d9a83 dyn_first_order_solver.m: remove reference to kstate 2023-09-09 09:23:07 +02:00
Johannes Pfeifer 7eaa974484 Remove unused disp_model_summary.m 2023-09-09 09:22:41 +02:00
Johannes Pfeifer baf8243fac generate_trace_plots.m: allow for plotting traces of multiple chains
Closes #1904
2023-09-08 22:04:25 +02:00
Johannes Pfeifer 825763b18f Move pruned_state_space functions to subfolder 2023-09-08 15:45:41 +02:00
Sébastien Villemot d601ca4a2e Merge branch 'var_decomp' into 'master'
Add variance decomposition for pruned state space

Closes #1836

See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
Johannes Pfeifer af274aec3f Remove unused dsample.m and mcompare.m 2023-09-08 14:43:02 +02:00
Johannes Pfeifer 3a851dd8f3 disp_dr.m: remove globals 2023-09-08 14:42:38 +02:00
Johannes Pfeifer c72763501e Delete unused dcompare.m 2023-09-08 14:22:09 +02:00
Johannes Pfeifer 290f19c705 resol + stoch_simul.m: header fixes
Also makes global naming consistent
2023-09-08 11:59:37 +02:00
Johannes Pfeifer 74399f0728 🐛 fix check for Metropolis folder 2023-09-08 10:31:09 +02:00
Johannes Pfeifer 5ac11449ce slice: move saved files to subfolder 2023-09-08 10:27:35 +02:00
Johannes Pfeifer bd905360e0 Slice: provide convergence diagnostics even for low number of draws 2023-09-08 10:26:21 +02:00
Johannes Pfeifer 842bf3d687 csminwel1.m: clean up file 2023-09-08 10:02:14 +02:00
Sébastien Villemot cb0f0e6701
Merge branch 'dynare-irf_matching'
Ref. !2159
2023-09-08 09:45:51 +02:00
Willi Mutschler 2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core 2023-09-08 09:44:43 +02:00
Johannes Pfeifer cd05bfb8a2 Remove unused ghx2transition.m 2023-09-08 08:09:20 +02:00
Johannes Pfeifer c43308a07b forcst.m: remove redundant call to make_ex_ 2023-09-08 08:08:35 +02:00
Johannes Pfeifer 2fa6c437f7 solve_model_for_online_filter.m: remove redundant call to Lyapunov solver 2023-09-08 08:05:48 +02:00
Johannes Pfeifer 420cbc8202 kalman_transition_matrix.m: remove redundant input argument 2023-09-08 08:03:18 +02:00
Johannes Pfeifer 4e58e22bdd Variance decomposition with pruning: add unit test 2023-09-08 07:02:43 +02:00
Johannes Pfeifer c063d53646 th_autocovariances.m: fix matrix dimension 2023-09-07 18:09:28 +02:00
Johannes Pfeifer f2f1c48baf compute_moments_varendo.m: cosmetic fixes 2023-09-07 17:52:31 +02:00
Johannes Pfeifer 3dd1ffb8fe pruned_state_space_system.m: gracefully exit in case of unit roots 2023-09-07 17:52:18 +02:00
Johannes Pfeifer 41ac891f80 Factorize variance decomposition code 2023-09-07 17:13:09 +02:00
Willi Mutschler a0b443b9f8
Cosmetical changes to headers and message strings 2023-09-07 09:36:27 +02:00
Willi Mutschler 777ec76536
method_of_moments: cosmetical changes to cleanup 2023-09-07 09:36:27 +02:00
Willi Mutschler 55dc4a00d5
method_of_moments: refactor displaying of moments 2023-09-07 09:36:27 +02:00
Willi Mutschler e025d56a59
method_of_moments: refactor J-Test 2023-09-07 09:36:27 +02:00
Willi Mutschler 07b62fe554
method_of_moments: refactor iterated GMM/SMM estimation 2023-09-07 09:36:27 +02:00
Willi Mutschler 9dc4878f9f
method_of_moments: refactor printing of info to a utility function 2023-09-07 09:36:27 +02:00
Willi Mutschler e52c007d8b
method_of_moments: cosmetical changes to checks for objective function at initial parameters 2023-09-07 09:36:27 +02:00
Willi Mutschler fb326638f9
method_of_moments: remove redundant noconstant option check 2023-09-07 09:36:27 +02:00
Willi Mutschler e170b64713
method_of_moments: refactor steady-state check utility functions
Reuse same functions from full-information estimation command
2023-09-07 09:36:27 +02:00
Willi Mutschler b737d46d61
method_of_moments: cosmetical changes to smm shock series 2023-09-07 09:36:27 +02:00
Willi Mutschler 9914d764c2
method_of_moments: refactor data moments computation
Also rename function to not confuse this with the variable stored in oo_.mom.datamoments.
2023-09-07 09:36:27 +02:00
Willi Mutschler c0cae0ebaa
method_of_moments: cosmetical changes to mom.objective function 2023-09-07 09:36:27 +02:00
Willi Mutschler 0cd65df72a
method_of_moments: add warnings for problematic prior stderr/corr and value
Also moved oo_.prior to oo_.mom.prior
2023-09-07 09:36:27 +02:00
Willi Mutschler 017b4f05f6
method_of_moments: cosmetical changes on estimated params initializations 2023-09-07 09:36:27 +02:00
Willi Mutschler 1ef026dc9d
method_of_moments: factorize correct bounds for stderr and corr 2023-09-07 09:36:27 +02:00
Willi Mutschler 180b92cb1e
method_of_moments: refactor penalized estimation with laplace prior 2023-09-07 09:36:27 +02:00