Commit Graph

9908 Commits (b4e2f38b6c1977c143ffa7d504cc9d2360ff2b4a)

Author SHA1 Message Date
Johannes Pfeifer b4e2f38b6c posterior_sampler_core: condition setting of seed on presence of Octave 2016-10-04 10:58:38 +02:00
Johannes Pfeifer 7ff6c5b2b7 Cosmetic change to posterior_sampler_initialization.m 2016-10-03 22:10:00 +02:00
Johannes Pfeifer bfbd4aa101 Fix header of dyn_autocorr 2016-10-03 21:30:02 +02:00
Houtan Bastani 68bc9cb9bb Merge pull request #1281 from rattoma/master
Fixed bug with new harmonized setting of Smoothed Variables, which co…
2016-09-30 16:29:23 +02:00
Houtan Bastani dc0c67bff5 Merge pull request #1289 from rattoma/shock_decomp
Bug fix for provisions in shock_decomposition.m to adapt for the new …
2016-09-30 16:24:43 +02:00
Houtan Bastani acf1cd8600 Revert "bug fix following change in fe7b7819b0. #1280"
This reverts commit 9b1dc544cb.
2016-09-30 16:23:35 +02:00
Houtan Bastani 9b1dc544cb bug fix following change in fe7b7819b0. #1280 2016-09-30 15:47:26 +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 9cdd2cc965 add missing semicolon 2016-09-29 12:31:59 +02:00
Houtan Bastani f5a14cc537 octave: add .mat extension to save command 2016-09-28 16:33:46 +02:00
Houtan Bastani de13e98791 octave expects the first argument of strmatch to be a string 2016-09-27 16:49:16 +02:00
Houtan Bastani 245359a7df doc: remove last reference to java package for octave 2016-09-27 16:03:45 +02:00
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani 744b52d362 fix bug introduced in 1c892bb3e9 2016-09-27 15:28:43 +02:00
Houtan Bastani 1c892bb3e9 octave: try to load the needed package before ending with an error 2016-09-27 15:26:59 +02:00
Michel Juillard 1669b274a2 fixed bug whith recursive estimation and mode_compute=0 2016-09-27 15:11:42 +02:00
Houtan Bastani daa77a7a68 test suite: add .mod file name to execution command to see which test is running in top 2016-09-27 10:55:03 +02:00
Houtan Bastani 2a6b3caa34 when saving, use .mat file extension because Octave doesn’t support it by default 2016-09-26 11:00:41 +02:00
Houtan Bastani d4f5977380 test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
Houtan Bastani e84e81dd01 fix typo 2016-09-23 18:37:49 +02:00
Houtan Bastani c6f4af8894 preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani e09b4571d7 osr: fix call to strmatch for octave. Closes #1291 2016-09-23 16:13:30 +02:00
Marco Ratto fe7b7819b0 Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af to close #1280 2016-09-22 18:41:33 +02:00
Houtan Bastani 99d7b2b8b2 test suite: add rules for o.trs left out of 6b2c7c36d4 2016-09-21 16:16:29 +02:00
Houtan Bastani aa08138206 test suite: resolve more race conditions 2016-09-21 16:14:59 +02:00
Houtan Bastani 6b2c7c36d4 test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod 2016-09-21 11:42:13 +02:00
Houtan Bastani 8bf2036049 gitignore: ignore dataset saved by default when Octave crashes 2016-09-20 17:20:18 +02:00
Houtan Bastani fd9c81f0ef test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069 2016-09-20 17:17:25 +02:00
Houtan Bastani a44fa17cc1 Merge pull request #1284 from JohannesPfeifer/Matlab2016b
Account for Matlab 2016b in installer and mex-folder
2016-09-19 11:53:19 +02:00
Johannes Pfeifer b50602962d Account for Matlab 2016b in installer and mex-folder 2016-09-18 16:33:49 +02:00
Houtan Bastani 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Stéphane Adjemian (Hermes) e536621b95 Changed help message returned by prior CLI command
Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes) 5e398559f4 Added option to CLI prior command.
>> prior moments(distribution)

Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.

The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:

M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat

and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Stéphane Adjemian 81079895df Merge pull request #1283 from JohannesPfeifer/WSL
Add Windows subsystem for Linux to README
2016-09-14 09:11:25 +02:00
Houtan Bastani 919647477e replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09 2016-09-13 17:34:23 +02:00
Johannes Pfeifer c649c159b8 Add Windows subsystem for Linux to README 2016-09-13 14:20:56 +02:00
Marco Ratto dd69e0c751 Fixed bug with new harmonized setting of Smoothed Variables, which contain already steady-state also at the mode without metropolis 2016-09-12 11:48:52 +02:00
Stéphane Adjemian 7c5a1d8523 Merge pull request #1279 from rattoma/hessian
make computations around invhess more robust numerically.
2016-09-08 23:22:25 +02:00
Marco Ratto e46a3249c0 fixes testsuite for model comparison 2016-09-08 15:45:38 +02:00
Stéphane Adjemian bf599ea790 Merge pull request #1274 from JohannesPfeifer/steady_message
Add missing check for display of results in evaluate_steady_state.m
2016-09-07 15:23:17 +02:00
Marco Ratto 96bc8133e7 Merge remote-tracking branch 'remotes/origin/master' 2016-09-07 09:34:28 +02:00
Marco Ratto 5c4f81a26f Bug fixes for conditional forecast.
1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
2016-09-07 09:27:48 +02:00
Houtan Bastani d74550e050 preprocessor: simplify code 2016-09-06 14:59:31 +02:00
Houtan Bastani 833f8c7845 preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276 2016-09-06 14:58:25 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Marco Ratto eae0828a40 make computations around invhess more robust numerically. 2016-09-05 12:16:07 +02:00
Houtan Bastani cc88b7ebdf Merge pull request #1275 from JohannesPfeifer/dyn_latex_table
Replace hline in dyn_latex_table.m by proper booktabs style
2016-09-02 17:19:41 +02:00
Johannes Pfeifer a59697352a Add xlim to rplot.m
Prevents excessive white space
2016-09-01 13:57:24 +02:00
Johannes Pfeifer 12d5147093 Replace hline in dyn_latex_table.m by proper booktabs style 2016-08-31 18:26:56 +02:00