Johannes Pfeifer
a072294cab
Improve documentation for model_comparison.m
2015-08-13 17:49:15 +02:00
Johannes Pfeifer
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
Johannes Pfeifer
680625f260
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
Johannes Pfeifer
9651f62aa0
Fix bug preventing selecting modified harmonic mean for model_comparison
2015-08-13 17:48:09 +02:00
Stéphane Adjemian
de9f5cd8e1
Merge pull request #1023 from JohannesPfeifer/posterior_std
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Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi)
1fa050830b
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
Stéphane Adjemian (Lupi)
670de60a72
Fixed typo (missing macro in texinfo doc).
2015-08-13 14:24:01 +02:00
Stéphane Adjemian (Charybdis)
7c0cf3eff3
Added bash script for deleting generated files.
2015-08-13 11:12:39 +02:00
Stéphane Adjemian (Charybdis)
ed12ea429b
Added @dynare macro.
2015-08-13 11:11:50 +02:00
Stéphane Adjemian (Charybdis)
9556d37fd6
Removed deprecated syntaxes.
2015-08-12 19:03:29 +02:00
Stéphane Adjemian (Charybdis)
b2bf59e8da
Added example (rbc model).
2015-08-12 18:37:41 +02:00
Stéphane Adjemian
48ddc27e9f
Merge pull request #1025 from JohannesPfeifer/load_mh_file
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Add indicator for successful run of MCMC
2015-08-12 09:40:21 +02:00
Stéphane Adjemian
5af02b9243
Merge pull request #1020 from JohannesPfeifer/fs2000_prior
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Add disclaimer on prior for rho to fs2000.mod
2015-08-12 09:37:39 +02:00
Johannes Pfeifer
2476ffdbb9
Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
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Closes #917
2015-08-11 14:37:37 +02:00
Johannes Pfeifer
7bdc6de481
Cosmetic improvements in *_mh_history_file
2015-08-11 14:33:45 +02:00
Houtan Bastani
7073ddd5a1
preprocessor: remove useless if statements in SymbolTable::writeCCOutput
2015-08-11 12:10:44 +02:00
Johannes Pfeifer
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Johannes Pfeifer
8a09c61adb
Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
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Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Johannes Pfeifer
beab158a67
Various cosmetic fixes
2015-08-10 21:35:51 +02:00
Houtan Bastani
6e3a73190f
fix general oo_ conversion function: make recursive, works in both directions, #915
2015-08-07 11:42:33 +02:00
Johannes Pfeifer
c56ad96c86
Add disclaimer on prior for rho to fs2000.mod
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Closes #357
2015-08-06 15:19:23 +02:00
Houtan Bastani
f5c4ab7d80
Merge pull request #1019 from JohannesPfeifer/unit_test_dependencies
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Clarify unit test dependencies
2015-08-06 14:38:11 +02:00
Johannes Pfeifer
40faefa182
Clarify unit test dependencies
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fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
Johannes Pfeifer
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +02:00
Johannes Pfeifer
df54dcaddb
filt_mc: Fix saving of variables that might not exist
2015-08-06 11:56:56 +02:00
Johannes Pfeifer
ef4200b3c3
Fix compatibility of gsa with new data interface
2015-08-06 11:56:15 +02:00
Houtan Bastani
cee7adc078
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
Houtan Bastani
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Houtan Bastani
779e59cf02
test suite: add missing deletion of downloaded binaries
2015-08-03 08:52:12 +02:00
Stéphane Adjemian
ae013bbd6c
Merge pull request #1010 from JohannesPfeifer/dr_test
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Correct copy and paste mistake in comparison_policy_functions_dynare_…
2015-08-01 13:16:22 +02:00
Johannes Pfeifer
5adfe426bc
Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m
2015-08-01 08:26:38 +02:00
Stéphane Adjemian
4c523166b4
Merge pull request #1009 from JohannesPfeifer/dr_test
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Fix filename in integration test
2015-07-31 23:15:33 +02:00
Johannes Pfeifer
30b277e6af
Fix filename in unit test
2015-07-31 22:55:21 +02:00
Michel Juillard
8fb08096b2
fixed bug introduced in commit caa04fb251
2015-07-31 19:37:55 +02:00
Houtan Bastani
f41e565b1d
Merge pull request #1008 from JohannesPfeifer/dr_test
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Unit test checking correctness of decision rules against results from…
2015-07-31 18:04:00 +02:00
Johannes Pfeifer
a708037feb
Unit test checking correctness of decision rules against results from Dynare 4.3.2
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Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Houtan Bastani
f216b9194b
modify version checking files to work with versions with 2 and 3 numbers, #915
2015-07-31 13:46:37 +02:00
MichelJuillard
7567c04421
Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
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Filter out non-fully calibrated model when use_calibration is used wi…
2015-07-31 11:34:28 +02:00
Michel Juillard
caa04fb251
add explicit opts in calls to linsolve to solve a bug in linsolve.m
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for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Johannes Pfeifer
64889b7335
Filter out non-fully calibrated model when use_calibration is used with ML
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Required after 9557142cc4
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Closes #849
2015-07-31 11:23:58 +02:00
Houtan Bastani
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
Houtan Bastani
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
Houtan Bastani
a4db6f9be8
Merge pull request #1003 from JohannesPfeifer/unit_test
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Lower tolerance for unit tests/irfs/example1_unit_std.mod
2015-07-30 10:19:06 +02:00
Johannes Pfeifer
7fbc587ae1
Lower tolerance for unit tests/irfs/example1_unit_std.mod
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Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard
e5d431919c
fixing one more test case for deterministic simulations and leads lags
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on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard
0cccceff86
fixed test cases for deterministic simulations with histval and leads
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and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Michel Juillard
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
Houtan Bastani
8f92b975e4
write dynamic model output
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Conflicts:
preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00