Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Johannes Pfeifer
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
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Closes #284
2015-05-09 08:03:55 +02:00
Stéphane Adjemian (Charybdis)
84cef49584
Fixed bug (oo_ must be replaced by DynareResults).
2015-01-14 11:38:36 +01:00
Stéphane Adjemian (Charybdis)
647d7b9761
Do not detrend the data (nonlinear filters).
2015-01-07 16:27:41 +01:00
Stéphane Adjemian (Charybdis)
1927f6181f
Updated particles module.
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This commit breaks the codes except for sequential importance particle filter.
2014-12-12 17:57:58 +01:00
Stéphane Adjemian (Karaba)
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
Stéphane Adjemian (Karaba)
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
Stéphane Adjemian (Charybdis)
6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
Stéphane Adjemian (Scylla)
77a29e95c1
Fixed bugs:
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(1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
(2) The removal of the trend was missing.
2014-09-08 22:36:40 +02:00
Johannes Pfeifer
ca6803b531
Add forgotten case to likelihood functions
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Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
Stéphane Adjemian (Scylla)
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Stéphane Adjemian (Charybdis)
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
Stéphane Adjemian (Charybdis)
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis)
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
.
2013-05-02 14:31:29 +02:00
Johannes Pfeifer
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
Stéphane Adjemian (Charybdis)
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
Frédéric Karamé
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
Frédéric Karamé
edf9955c09
fix bug when comparing xparam with upper and lower bounds.
2012-11-16 12:23:18 +01:00
Michel Juillard
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
Stéphane Adjemian (Charybdis)
a05b9d6a8a
Removed globals from simult.
2012-07-03 11:29:18 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
Stéphane Adjemian (Charybdis)
8de93c21f2
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
6b736cf622
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis)
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
Stéphane Adjemian (Charybdis)
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00