Johannes Pfeifer
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b592987fb4
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Base evaluation of linearity at steady state for exogenous variables
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2015-08-30 11:56:26 +02:00 |
Johannes Pfeifer
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9e504a1293
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discretionary_policy: Add check whether equation number is consistent with declared number of instruments
Also fixes unit test that violated this.
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2015-08-30 11:43:54 +02:00 |
Johannes Pfeifer
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3b64c37cb3
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Update information in M_ if discretionary_policy_1.m changes lead_lag_incidence
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2015-08-30 11:42:49 +02:00 |
Johannes Pfeifer
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9d90a204f7
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Clean up evaluate_planner_objective.m
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2015-08-30 11:16:26 +02:00 |
Johannes Pfeifer
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c66ee8941a
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Document discretionary_policy_engine.m
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2015-08-30 11:14:35 +02:00 |
Johannes Pfeifer
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cc3aeafd00
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Save planner objective function with discretionary_policy
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2015-08-26 10:00:35 +02:00 |
Michel Juillard
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511801c903
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finalize svar_global_identification_check
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2015-08-24 14:53:27 +02:00 |
Houtan Bastani
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a88d1bd0f8
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Merge pull request #1032 from JohannesPfeifer/mode_check
Add missing fclose to mode_check.m
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2015-08-17 14:45:25 +02:00 |
Johannes Pfeifer
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ee66f892ca
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Add missing fclose to mode_check.m
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2015-08-17 14:42:52 +02:00 |
Houtan Bastani
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e8b894c791
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submodule update: dseries
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2015-08-17 12:16:21 +02:00 |
Houtan Bastani
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b7b9202672
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Merge pull request #1029 from JohannesPfeifer/display_Jacobian
Fix wrong display type in display_problematic_vars_Jacobian.m
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2015-08-17 11:00:25 +02:00 |
Johannes Pfeifer
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6f8000f0f3
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Condition test whether varobs was defined on existence of field
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2015-08-17 10:48:41 +02:00 |
Johannes Pfeifer
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c322315010
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Fix wrong display type in display_problematic_vars_Jacobian.m
Equation number is a double, not a string.
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2015-08-15 11:58:43 +02:00 |
Johannes Pfeifer
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9b6d7dc68a
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Make irf_plot_threshold consistent with manual
IRFs smaller and not smaller equal should not be displayed
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2015-08-14 12:36:08 +02:00 |
Stéphane Adjemian
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de9f5cd8e1
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Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
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2015-08-13 16:10:12 +02:00 |
Stéphane Adjemian (Lupi)
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1fa050830b
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Manually merged PR #1022.
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2015-08-13 14:49:39 +02:00 |
Johannes Pfeifer
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2476ffdbb9
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Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
Closes #917
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2015-08-11 14:37:37 +02:00 |
Johannes Pfeifer
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7bdc6de481
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Cosmetic improvements in *_mh_history_file
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2015-08-11 14:33:45 +02:00 |
Johannes Pfeifer
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698a44c98a
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Add option for storing contemporaneous correlation
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2015-08-11 11:27:55 +02:00 |
Johannes Pfeifer
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8a09c61adb
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Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
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2015-08-11 11:24:58 +02:00 |
Johannes Pfeifer
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beab158a67
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Various cosmetic fixes
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2015-08-10 21:35:51 +02:00 |
Houtan Bastani
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6e3a73190f
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fix general oo_ conversion function: make recursive, works in both directions, #915
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2015-08-07 11:42:33 +02:00 |
Houtan Bastani
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e13a59eb64
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preprocessor: add one_sided_hp_filter to stoch_simul. #1011
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2015-08-03 17:34:34 +02:00 |
Houtan Bastani
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d9a1b99899
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preprocessor: add bandpass_filter option to stoch_simul. #1011
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2015-08-03 17:28:55 +02:00 |
Michel Juillard
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8fb08096b2
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fixed bug introduced in commit caa04fb251
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2015-07-31 19:37:55 +02:00 |
Houtan Bastani
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f216b9194b
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modify version checking files to work with versions with 2 and 3 numbers, #915
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2015-07-31 13:46:37 +02:00 |
MichelJuillard
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7567c04421
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Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
Filter out non-fully calibrated model when use_calibration is used wi…
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2015-07-31 11:34:28 +02:00 |
Michel Juillard
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caa04fb251
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add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
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2015-07-31 11:25:54 +02:00 |
Johannes Pfeifer
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64889b7335
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Filter out non-fully calibrated model when use_calibration is used with ML
Required after 9557142cc4 .
Closes #849
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2015-07-31 11:23:58 +02:00 |
Houtan Bastani
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c88c17728e
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preprocessor: issue warning when param used with lead/lag. closes #976
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2015-07-30 14:40:03 +02:00 |
Michel Juillard
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7d11ed7642
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histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
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2015-07-29 16:12:53 +02:00 |
Michel Juillard
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fe861fee76
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fixed bug introduced in commit 1bd2a1b1c2
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2015-07-29 11:54:10 +02:00 |
Michel Juillard
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1bd2a1b1c2
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ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
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2015-07-28 17:17:25 +02:00 |
Michel Juillard
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448bece904
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ep: set default algorithm for solve_algo = 9 (trust region on a single block)
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2015-07-28 17:17:25 +02:00 |
Johannes Pfeifer
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0f50f33c2c
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Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
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2015-07-28 15:23:53 +02:00 |
MichelJuillard
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1a5c379a86
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Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
Add missing return statement to evaluate_steady_state_file.m
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2015-07-27 21:56:30 +02:00 |
MichelJuillard
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2209944c7c
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Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
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2015-07-27 21:55:09 +02:00 |
MichelJuillard
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6864a5fad6
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Merge pull request #999 from JohannesPfeifer/init_fix
Add check whether bayestopt_ is empty
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2015-07-27 21:54:05 +02:00 |
MichelJuillard
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fb77b447bd
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Merge pull request #998 from JohannesPfeifer/prior_distributions
Prior distributions
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2015-07-27 21:53:19 +02:00 |
MichelJuillard
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c8f11ba162
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Merge pull request #995 from JohannesPfeifer/steady_fail_message
In debugging modus, provide termination values of steady state finding.
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2015-07-27 21:50:16 +02:00 |
MichelJuillard
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62ded1d250
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Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
Add headers and more documentation to shock_decomposition.m and graph…
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2015-07-27 21:49:33 +02:00 |
Johannes Pfeifer
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f5e8aeb552
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Add missing return statement to evaluate_steady_state_file.m
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
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2015-07-27 18:10:27 +02:00 |
Michel Juillard
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c3c72192ac
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small bug corrections
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2015-07-27 16:52:36 +02:00 |
Michel Juillard
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ef8f36565b
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initializing options_.instruments = []
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2015-07-27 15:52:14 +02:00 |
Michel Juillard
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2207b51aaa
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correcting typo
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2015-07-27 15:51:48 +02:00 |
Michel Juillard
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22eb824c6f
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extended path: fixing bug
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2015-07-27 14:31:42 +02:00 |
Johannes Pfeifer
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19fdb309ac
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Fix computation of prior mode for uniform distribution
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
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2015-07-27 10:19:02 +02:00 |
Johannes Pfeifer
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19b7f5ea7f
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Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
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2015-07-26 17:49:54 +02:00 |
Johannes Pfeifer
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f679594908
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Add check whether bayestopt_ is empty
Otherwise crashes for calibrated smoother occur
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2015-07-25 07:32:48 +02:00 |
Johannes Pfeifer
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8b49b30f91
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Add unit tests for prior sampling
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2015-07-24 16:32:05 +02:00 |