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9358 Commits (aff80b4ee30fe491b4917572ef9b0bd6e178ab86)

Author SHA1 Message Date
Johannes Pfeifer aff80b4ee3 Improve speed of filtering unit tests and clean up setting of options 2016-04-15 09:23:07 +02:00
MichelJuillard 010b28e237 Merge pull request #1164 from JohannesPfeifer/reduce_runtime 
Reduce runtime of unit tests by decreasing iteration number
 2016-04-12 16:15:35 +02:00
Johannes Pfeifer 994b9e5f16 Reduce runtime of unit tests by decreasing iteration number 2016-04-12 14:58:11 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes 
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
 2016-04-12 14:22:19 +02:00
MichelJuillard 62efd9930e Merge pull request #1148 from JohannesPfeifer/foresight_imaginary 
Add check whether real part of complex solution solves the model
 2016-04-12 13:06:26 +02:00
MichelJuillard 8f1eb47a5e Merge pull request #1104 from JohannesPfeifer/solve_algo_0 
Only accept steady state when fsolve retuns with normal return code 1
 2016-04-12 13:05:28 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust 
Integrate robust linear solver for stack_solve_algo=0
 2016-04-12 12:06:22 +02:00
MichelJuillard d7e4469a28 Merge pull request #1153 from JohannesPfeifer/steady_check_flag 
Make evaluate_steady_state.m honor nocheck flag
 2016-04-12 12:04:57 +02:00
Johannes Pfeifer 5c40bcef8d Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161 2016-04-12 11:41:15 +02:00
Johannes Pfeifer f5900aa03b Add unit test for selected_variables_only option in smoother 2016-04-12 11:37:57 +02:00
Johannes Pfeifer 6ad876cc18 Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose 2016-04-12 11:37:12 +02:00
Johannes Pfeifer f5bd4c6b3a Fix bug where smoother selected wrong observables with selected_variables_only option 
Closes #1161
 2016-04-12 11:36:43 +02:00
Johannes Pfeifer df20a394fc Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order 
Also fixes wrong output when selected_variables_only was used
 2016-04-12 11:30:14 +02:00
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer be2221286c Add note on setting of bayestopt_.mf to DsgeSmoother.m 2016-04-12 10:52:40 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Johannes Pfeifer b749a3ce75 Improve header and variable naming in write_smoother_results.m 2016-04-12 10:52:07 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
Johannes Pfeifer a78ebbce72 Document setting of element of restricted state space 2016-04-12 10:51:33 +02:00
Johannes Pfeifer 6d35dad894 Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820 2016-04-12 10:46:44 +02:00
MichelJuillard 1def8a409b Merge pull request #1158 from JohannesPfeifer/higher_moments 
Save skewness and kurtosis when simulated moments are requested
 2016-04-12 10:46:40 +02:00
Johannes Pfeifer efee7b1a47 Remove duplication of restrict_var_list in bayestopt_ 2016-04-12 10:43:28 +02:00
Johannes Pfeifer 80086ff4ab Clarify naming of var_obs_index to indicate it refers to decision rule order 2016-04-12 10:42:44 +02:00
MichelJuillard d41a64e4cb Merge pull request #1155 from JohannesPfeifer/prefilter_tests 
Enable erroneously disabled unit tests
 2016-04-12 10:31:43 +02:00
Johannes Pfeifer 6dddd7a8d4 Add corr.m to missing/stats 2016-04-09 15:22:40 +02:00
Johannes Pfeifer f85d2ef970 Make shock_decomposition.m rely on smoothed deviations from mean 
Necessary after adding trend and mean to smoothed variables
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer d737c7d1d8 Allow corner solution as starting point for MCMC 
Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 7e56302a04 Assure that log-file is closed when aborting metropolis_hastings_initialization.m 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 352a4fd3ae Port bugfix b8c6c87908 to area graphs of conditional_forecast 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 1d13a5dd02 Make imcforecast.m account for presence of trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Michel Juillard f6806bf8b8 fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers 
Cosmetic changes to various function headers
 2016-04-08 23:29:16 +02:00
Michel Juillard 3af546fa7a simplify writing of auxiliary variables definitions 
This will fail if external function are used in
auxiliary variables definition
 2016-04-08 09:33:57 +02:00
MichelJuillard e0dfba10ce Merge pull request #1159 from MichelJuillard/auxiliary 
fixed bug with external function introduced in the
 2016-04-07 18:30:07 +02:00
Michel Juillard cffef33543 fixed bug with external function introduced in the 
refactoring to the _static file
 2016-04-07 18:27:44 +02:00
Johannes Pfeifer 358ba0181c Save skewness and kurtosis when simulated moments are requested 
Closes #1157
 2016-04-06 09:23:54 +02:00
MichelJuillard 6e514b7d1b Merge pull request #1156 from MichelJuillard/auxiliary 
Auxiliary variables in static model
 2016-04-05 08:48:04 +02:00
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Michel Juillard 70bcef4933 analytic derivation: cleaning up 2016-04-01 18:45:19 +02:00
Michel Juillard e446aaddb1 analytic derivation: use <fname>_static_params_deriv where needed 2016-04-01 18:45:19 +02:00
Michel Juillard 911d2c3d33 build full static model for analytical derivatives 
estimation code
 2016-04-01 18:45:19 +02:00