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380 Commits (b14cf33c8ffe936c3c3ad79846335e918be7fb77)

Author SHA1 Message Date
Houtan Bastani bfd239aa26 preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286 2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Charybdis) da31cca7d4 Fixed bug. 
NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in
options_, consequently this option was no honored.
 2017-01-20 17:35:43 +01:00
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph 
Implement posterior_nograph option
 2017-01-05 06:52:08 +01:00
Houtan Bastani 013043b1dd ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Johannes Pfeifer 452d3cd986 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request 
Prevents general overwriting of results in oo_ and having stale results
 2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Johannes Pfeifer 209f1b4a7c Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
 2016-10-02 10:51:47 +02:00
Houtan Bastani 4b3c98d953 preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294 2016-09-30 14:31:13 +02:00
Houtan Bastani c6f4af8894 preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig 
Conf sig
 2016-08-21 16:14:28 +02:00
Houtan Bastani 816b5bb884 Revert "preprocessor: remove maxit, tolf from osr. #1249" 
This reverts commit 86bc3bd435.
 2016-07-21 11:04:04 -04:00
Houtan Bastani 86bc3bd435 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani ed549d3ba7 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Houtan Bastani 8446e6bc14 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani e5b851d175 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Houtan Bastani ad4d77853d preprocessor: rework conf_sig option 2016-07-04 17:34:44 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions"" 
This reverts commit b0e7f1cfd7.
 2016-06-24 17:38:54 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
This reverts commit 7a29f50d99.
 2016-06-23 15:59:35 +02:00
Houtan Bastani 7a29f50d99 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition 
Required after writing results into oo_.mle_mode for ML estimation
 2016-06-17 00:21:08 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Hermes) 53747cb082 Fixed lmmcp option. 
This option may be used in extended_path and perfect_foresight_solver commands.
 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 8b084595e2 Added solve_algo as an option for perfect_foresight_solver. 2016-05-24 17:26:06 +02:00
Houtan Bastani 8b85ca19bf preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani cf6e3cb14c preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187" 
This reverts commit 6192a6a776.
 2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 4b71593b3c preprocessor: fix typo 2016-05-17 15:42:23 +02:00
Houtan Bastani 626f8af374 preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187 2016-05-17 15:32:51 +02:00
Houtan Bastani 7c00ae723e preprocessor: add analytic_derivation option to identification and sensitivity. #1187 2016-05-17 12:43:05 +02:00
Houtan Bastani a4b6dfa3f3 preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Michel Juillard 800d79d6e5 add option colormap for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard de567377c3 adding groups of shocks for shock_decomposition 
consistency checks, documentation and test case
are still missing
 2016-04-15 09:02:53 +02:00
Johannes Pfeifer 369d8dd7a4 Allow prefilter_decomposition as option if calib_smoother 2016-03-23 10:31:10 +01:00
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Houtan Bastani 84f4b7c322 preprocessor: remove rule that should have been removed in fd5ce1366e 2015-10-30 18:23:39 +01:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani b4aa21f018 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00