Willi Mutschler
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ee2545f84d
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Fixes for CET tests on Octave
- the mode file was previously saved as '-v7.3', now it is '-v6'
- mode_compute=1 and additional_optimizer=1 do not work under Octave
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2023-12-22 09:48:56 +01:00 |
Sébastien Villemot
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dd1669082e
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Merge branch 'Octave' into 'master'
graph_comparison_irfs.m: compatibility fix for Octave
See merge request Dynare/dynare!2252
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2023-12-22 08:42:23 +00:00 |
Johannes Pfeifer
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9c28f5feaf
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graph_comparison_irfs.m: compatibility fix for Octave
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2023-12-21 21:17:53 +01:00 |
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Sébastien Villemot
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31ce155852
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Bump major version number
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2023-12-21 16:06:46 +01:00 |
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Sébastien Villemot
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c36b695cd9
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Merge branch 'get_mean' into 'master'
get_mean.m: remove globals and fix internal logic
See merge request Dynare/dynare!2250
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2023-12-21 14:37:22 +00:00 |
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Sébastien Villemot
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6cad684980
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Merge branch 'dynare-plot_initval_decomp'
Ref. !2249
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2023-12-21 14:04:06 +01:00 |
Marco Ratto
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a4e6531420
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check existence of oo_.initval_decomposition and, if absent, compute it
Closes: #1913
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2023-12-21 14:03:51 +01:00 |
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Sébastien Villemot
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d09a206c7c
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Merge branch 'dynare-bugfixes'
Ref. !2248
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2023-12-21 14:02:51 +01:00 |
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Marco Ratto
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fbf62255c6
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fix undefined new filter option
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2023-12-21 14:02:20 +01:00 |
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Marco Ratto
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e918589e02
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fix undefined index j using wildcard
Closes: #1915
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2023-12-21 14:02:13 +01:00 |
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Sébastien Villemot
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368c93214e
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Build system: make xvfb-run optional for running the Octave testsuite
xvfb-run is a Debian-specific program.
Closes: #1892
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2023-12-21 13:46:34 +01:00 |
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Johannes Pfeifer
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8deeaa7252
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Add version of get_mean without globals
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2023-12-21 13:41:17 +01:00 |
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Johannes Pfeifer
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e3e6f4c9b4
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🐛 get_mean.m: fix internal logic
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2023-12-21 13:40:23 +01:00 |
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Sébastien Villemot
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5216cec249
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Build system: update comment about GSL_CBLAS_LIB with newly-opened issue against Meson
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2023-12-21 11:57:18 +01:00 |
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Sébastien Villemot
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cae5a00e80
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Windows package: bump dependencies
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2023-12-21 11:20:44 +01:00 |
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Sébastien Villemot
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42e2f77e4a
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Emacs mode: add IRF matching keywords
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2023-12-21 11:20:27 +01:00 |
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Sébastien Villemot
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7a5684bf4b
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Merge branch 'bayesian_irf_matching' into 'master'
IRF Matching
See merge request Dynare/dynare!2191
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2023-12-21 09:21:35 +00:00 |
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Willi Mutschler
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c4bf6d079f
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Add documentation for irf matching
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2023-12-21 02:40:27 +01:00 |
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Willi Mutschler
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c46eef685d
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irf_matching: add test for interface
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2023-12-21 01:49:40 +01:00 |
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Willi Mutschler
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2f07fa2921
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irf_matching: adaptations for new interface
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2023-12-21 01:49:40 +01:00 |
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Willi Mutschler
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f14bbc73b1
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preprocessor: add new matched_irfs and matched_irfs_weights blocks
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2023-12-21 01:49:40 +01:00 |
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Willi Mutschler
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329f0d2d54
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method_of_moments: Remove unused output from IRF Matching for GMM/SMM
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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68b92a1ab9
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method_of_moments: fixes required by changes introduced with SMC
60c0ed0180 changed:
- the call to GetPosteriorMeanVariance
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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8987576ff5
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irf_matching: make test files finish faster
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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9148b5b210
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irf_matching: add message for explosive irfs to get_error_message
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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0b839467e6
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method_of_moments: consistently use uppercases for NaN, Inf, IRFs
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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547bdcc99b
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irf_matching: fixed CET (2016) test and some cosmetical changes
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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0787589479
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method_of_moments: use / instead of filesep for latex filenames
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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37efafe475
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method_of_moments: cosmetical changes to comments and messages
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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7f60674dae
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irf_matching: Add CET (2016, Econometrica) test
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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bd3ca58727
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method_of_moments: remove spurious diag(diag(x))
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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65f8b56fb0
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irf_matching: add checks for inverse and logdet of weighting matrix
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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2521314c39
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irf_matching: make comparison graph prettier
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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378e38c8c2
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method_of_moments: remove to do list and maintaining authors
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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c59daa6139
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method_of_moments: use underscore instead of camel case for variables
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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937ee0ef77
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irf_matching: add steady-state as input to irf_matching_file
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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8515a195ab
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method_of_moments: add irf_matching to run script
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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8a29933c6e
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method_of_moments: adapt comparison and display scripts for irf_matching
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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f210ffa3ae
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method_of_moments: add irf_matching to print_info_on_estimation_settings
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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20ec0a6c97
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method_of_moments: add irf_matching to objective_function
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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e9871d7d47
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method_of_moments: cosmetical changes
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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459842e4f6
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irfmatching: add mode_compute_irf_matching function
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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2d8bcd6918
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irfmatching: add function to translate irf_matching blocks into useful structures
This needs to be adapted once we implement an interface in the preprocessor
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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c45c0efeba
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irfmatching: add options and checks to options_mom_
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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613b3869e1
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irfmatching: add function to check for existence of irf_matching_file
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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95bfb84014
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method_of_moments: cosmetical changes to headers, comments, semicolons
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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37c7ca2d97
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method_of_moments: don't use oo_ as input
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2023-12-21 01:48:28 +01:00 |
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Willi Mutschler
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dedbb3be57
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method_of_moments: rename Bounds to BoundsInfo
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2023-12-21 01:48:28 +01:00 |
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Sébastien Villemot
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d7850a2bbe
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Merge branch 'bugfixes' into 'master'
Bugfixes for parallel and estimation
See merge request Dynare/dynare!2244
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2023-12-20 19:24:39 +00:00 |
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Willi Mutschler
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b435aa7f27
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Cosmetical change for use_mh_covariance_matrix
With use_mh_covariance_matrix we do not load previous simulations, but only base the proposal density on a previous run; so skip the display.
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2023-12-20 18:22:41 +01:00 |