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
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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
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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"
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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
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
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
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
Johannes Pfeifer
b50602962d
Account for Matlab 2016b in installer and mex-folder
2016-09-18 16:33:49 +02:00
Stéphane Adjemian (Hermes)
e536621b95
Changed help message returned by prior CLI command
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Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes)
5e398559f4
Added option to CLI prior command.
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>> 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
919647477e
replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09
2016-09-13 17:34:23 +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
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make computations around invhess more robust numerically.
2016-09-08 23:22:25 +02:00
Stéphane Adjemian
bf599ea790
Merge pull request #1274 from JohannesPfeifer/steady_message
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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.
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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
Marco Ratto
eae0828a40
make computations around invhess more robust numerically.
2016-09-05 12:16:07 +02:00
Johannes Pfeifer
a59697352a
Add xlim to rplot.m
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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
Johannes Pfeifer
c2b9bd1cff
Add missing check for display of results in evaluate_steady_state.m
2016-08-26 18:31:52 +02:00
Stéphane Adjemian
e61aa1b407
Merge pull request #1273 from JohannesPfeifer/var_exo_det
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Provide informative error message when var_exo_det is used with purel…
2016-08-24 17:08:52 +02:00
Johannes Pfeifer
5996211356
Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out)
2016-08-24 15:05:28 +02:00
Johannes Pfeifer
c6dc36536d
Add specification check of Ramsey policy to initial_estimation_checks.m
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Related to #1173
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
582bcb7a8e
Add missing Ramsey error code to dsge_likelihood.m
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
41a714ee2b
Move check for correct number of instruments to ramsey_policy.m
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No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
1f26aed03d
Condition output of diagnostics in evaluate_steady_state.m on options.debug
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Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
eff52f51b7
Ramsey: exit with error code if solver fails at specified tolerance
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Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
c470e028e1
Ramsey: add check for complex numbers in conditional steady state
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
01f1abb19a
Provide dedicated maxit option for Ramsey
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
922410e241
dyn_ramsey_static.m: Cosmetic header fix
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
f60aec3be3
Fix number of Lagrange multipliers in evaluate_steady_state.m
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Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
d65a2f855f
Fix display of instrument termination value in evaluate_steady_state.m
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Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Houtan Bastani
b94f30c40a
bug fix: accord repmat syntax with that before R2013b
2016-08-24 12:03:07 +02:00
Houtan Bastani
d65f32d550
fix bug introduced in 72e84657a7
re eig args. #1266
2016-08-24 11:31:07 +02:00
Stéphane Adjemian
3bc6974bd0
Merge pull request #1271 from JohannesPfeifer/license_test
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Add check whether toolbox is installed.
2016-08-23 18:37:06 +02:00
Johannes Pfeifer
b4d958d706
dynare_solve.m: account for second mcp-solver in solution check
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
cc81f26f0d
Adjust error message in steady_.m if PATH is selected on Octave
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00