ac2e5cfd52
- In extended path
...
- fix an error with results print out
- fix an error withe exogenous initialization
2015-11-19 17:03:05 +01:00
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
77f5d572de
Fix the output arguments in case of bytecode failure
2015-11-06 15:06:17 +01:00
62f50feafd
update os x build instructions
2015-11-04 17:12:45 +01:00
4222269324
Merge pull request #1100 from JohannesPfeifer/initial_check_par_names
...
Fix display of parameter names changed during estimation
2015-11-04 14:40:43 +01:00
cbfe1e77ce
Merge pull request #1098 from JohannesPfeifer/particle_filter_missing_check
...
Filter out datasets with missing values before particle filtering
2015-11-04 14:39:56 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
...
This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
ad9ccebc6c
preprocessor: make notation accord with the rest of the preprocessor
2015-10-30 18:13:37 +01:00
4ed2a0dc9d
preprocessor: fix uninitialized variable warning
2015-10-30 18:11:51 +01:00
1def4f357a
Fix display of parameter names changed during estimation
...
Relied on the wrong ordering
2015-10-28 15:34:14 +01:00
3f3e05d23d
Merge pull request #1099 from JohannesPfeifer/deblank_names
...
Deblank field names to prevent crashes during computation of posterio…
2015-10-23 11:11:12 +02:00
1f18a2468b
Deblank field names to prevent crashes during computation of posterior moments
...
Necessary after switching to indirect indexing of structure fields
2015-10-23 08:53:23 +02:00
4d573e600d
Cosmetic change.
2015-10-22 16:10:34 +02:00
aabbed0542
Fixed syntax for declaring subfields in oo_ (conditional_variance_decomposition_mc_analysis).
2015-10-22 16:10:34 +02:00
fe0f19dc37
Fixed bug. Wrong size of the state vector...
...
When dsge_likelihood enters (because of of a detected singularity) in
univariate_kalman_filter routine with correlated measurement errors.
2015-10-22 16:10:34 +02:00
e6fa686566
fix typo
2015-10-22 11:07:59 +02:00
e7bac9db02
fix typo in doc
2015-10-21 20:33:49 +02:00
af0193fe41
submodule update: reporting
2015-10-21 17:50:26 +02:00
ab893696eb
submodule update: dseries
2015-10-21 17:49:48 +02:00
fbe57c0d08
submodule update: reporting
2015-10-21 12:02:49 +02:00
554f3df659
Filter out datasets with missing values before particle filtering
2015-10-20 15:49:07 +02:00
2ec1579cd0
Fixed warnings in bytecode compilation.
...
Removed unused variables.
2015-10-19 18:01:38 +02:00
713fc3eae8
submodule update: reporting
2015-10-19 15:14:35 +02:00
f8efe5dec0
Updated dseries submodule.
2015-10-19 14:28:20 +02:00
0b04804a73
submodule update: dseries
2015-10-19 11:10:10 +02:00
b01867c47e
Bug fix. Closes issue #1094 .
2015-10-17 17:44:25 +02:00
dc20cac3e2
Updated dseries submodule.
2015-10-17 17:43:32 +02:00
79a3427297
Merge pull request #1096 from JohannesPfeifer/NK_Baseline
...
Replace fsolve by fzero to not use a Matlab toolbox
2015-10-17 09:34:17 +02:00
0eb834ae25
Replace fsolve by fzero to not use a Matlab toolbox
...
Closes #1095
2015-10-17 08:52:57 +02:00
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
36992933d2
Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
...
Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
529ccd3773
submodule update: reporting
2015-10-16 15:38:20 +02:00
f5043e11b0
update reporting path
2015-10-16 15:37:39 +02:00
1d3b1ae6c3
submodule update: reporting
2015-10-15 12:33:23 +02:00
c477d25fe2
Merge pull request #1086 from JohannesPfeifer/constant_moments
...
Save posterior moments even if the distribution is degenerate
2015-10-14 22:15:09 +02:00
f12a468bb3
Merge pull request #1085 from rattoma/optimizer_number_5
...
enhancements to optimizer 5
2015-10-14 17:33:27 +02:00
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
b4bd896b89
Merge pull request #1087 from JohannesPfeifer/resid_fix
...
Remove automatic error from resid.m when steady state does not solve.
2015-10-14 01:12:34 +02:00
61abe6dfc7
Merge pull request #1088 from rattoma/diffuse_filter_and_smoother
...
Diffuse filter and smoother
2015-10-14 01:09:08 +02:00
01329a4e0e
Merge pull request #1084 from rattoma/gsa
...
Gsa and identification commits
2015-10-13 23:59:54 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
a13c852feb
Removed calls to autocorr routine in integration test.
...
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
8c44936846
prior_posterior_function: modify test to accord with preprocessor changes #1076
2015-10-13 17:41:45 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
93e7be66e7
proper use on diffuse_kalman_tol in univariate diffuse filter and smoother
2015-10-13 17:28:29 +02:00
0aa7e15d58
- Once Schur stape space transformation is done, map immediately Pinf and Pstar onto the original variablesm to avoid propagation of errors related to multiple unit and zero eigenvalues.
...
- ensure that smoother and filter get the same Pstar and Pinf in diffuse steps
2015-10-13 17:26:39 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
ferhat
Houtan Bastani
Stéphane Adjemian
Johannes Pfeifer
Marco Ratto