b67e9626f7
Add more information to header of rand_multivariate_student.m
2015-05-10 10:06:42 +02:00
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
29f9cb4d53
Merge pull request #929 from JohannesPfeifer/delete_stale_files
...
Delete stale files from previous MCMC runs
2015-05-09 22:47:25 +02:00
e91d92ba6d
Changed encoding to utf-8.
2015-05-09 22:36:19 +02:00
b8eb0ff72d
Added online help to prior command (cli).
2015-05-09 22:36:19 +02:00
de427b77f2
Add unit test for differentiate_forward_vars
...
Closes #727
2015-05-09 22:36:19 +02:00
fa1f7794d5
Delete stale files from previous MCMC runs
...
Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
450520e946
Merge pull request #926 from JohannesPfeifer/return_values
...
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
2015-05-09 14:27:03 +02:00
90597ed568
Merge pull request #927 from JohannesPfeifer/Unit_test_leads_lags
...
Add unit test for deterministic simulations with several leads and lags
2015-05-09 14:25:35 +02:00
e5da8c9c0d
Merge pull request #928 from JohannesPfeifer/check_input
...
Fix various copy and paste errors in check_input_arguments.m
2015-05-09 14:24:37 +02:00
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
...
During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
120946dfb3
Add unit test for deterministic simulations with several leads and lags
...
Tests #617
2015-05-09 08:13:22 +02:00
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
...
Closes #284
2015-05-09 08:03:55 +02:00
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
...
Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
f960e7bb68
Merged branch simpsa-inf-fix.
2015-05-07 16:01:43 +02:00
6d0dfc2d3f
Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
2015-05-07 15:59:46 +02:00
f26cec2430
Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
...
Fix compatibility of mode_compute=7
2015-05-07 15:16:15 +02:00
de526eae57
Merge pull request #906 from JohannesPfeifer/table_display
...
Cosmetic fixes to the on-screen display of tables
2015-05-07 15:15:38 +02:00
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
...
Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
...
Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
...
Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
971142131e
Merge pull request #918 from JohannesPfeifer/Geweke_fix
...
Fix Geweke convergence when used with load_mh_file
2015-05-07 14:09:36 +02:00
cd509427bf
Merge pull request #919 from JohannesPfeifer/Trace_Plot
...
Add possibility to plot posterior density to trace_plot.m
2015-05-07 14:09:11 +02:00
0e0cb1a191
Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
...
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-07 14:07:21 +02:00
3a79f28941
Merge pull request #921 from JohannesPfeifer/dynasave
...
Add check for field existence to dynasave.m
2015-05-07 12:49:31 +02:00
7e3778df7f
Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
...
Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
93d5fc96fc
Merge pull request #923 from rattoma/diffuse_filter_and_smoother
...
diffuse_kalman_tol was not properly triggered
2015-05-07 12:48:02 +02:00
e2b59630c1
diffuse_kalman_tol not properly triggered
2015-05-07 10:18:55 +02:00
0c7b4f542c
Add check for presence of NaN in JJ to identification_analysis.m
...
Usually happens when model has a unit root and unconditional second moments are NaN
2015-05-06 16:14:45 +02:00
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
...
of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
7d263dcd2f
Add check for field existence to dynasave.m
...
Otherwise, if simulations do not exist, a cryptic crash happens
2015-05-05 16:09:05 +02:00
b8c6c87908
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-05 16:02:37 +02:00
6d7cbe33c5
Add possibility to plot posterior density to trace_plot.m
2015-05-04 10:49:24 +02:00
50f0dadec8
Fix Geweke convergence when used with load_mh_file
...
By accessing mh_replic instead of NumberOfDraws, the diagnostics were not correctly computed on the full chain
2015-05-02 14:23:23 +02:00
85422a2f7d
Added two rules in tests/makefile.am
...
A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
e550aa806a
change convert_oo_ to be forward compatible
2015-04-30 15:25:54 +02:00
9cf352e471
bug fix in check_valid_ver
2015-04-30 15:24:12 +02:00
a93e0157e4
add utilities to convert oo_ between different versions of dynare, #546
2015-04-30 14:45:53 +02:00
445fd653f1
preprocessor: add dynare_version field to oo_, M_, and options_, #546
2015-04-30 14:45:53 +02:00
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +02:00
67b3c5deef
Cosmetic changes to masterParallel.m
2015-04-30 09:04:09 +02:00
7570328c0d
reporting: submodule update. closes #869
2015-04-29 16:22:12 +02:00
372aed9192
Merge pull request #913 from rattoma/master
...
Fix provisions for matlab 8.5 win32 bits.
2015-04-29 11:43:45 +02:00
6a17fe5de3
Fix provisions for matlab 8.5 win32 bits.
2015-04-29 11:33:14 +02:00
07c74f7f7d
reporting: submodule update (to be reverted when Debian tex distro is finally updated)
2015-04-28 17:39:04 +02:00
fa5eb67d91
reporting: submodule update (to deal with Debian's outdated LaTeX distro. Revert when servers are updated), #867
2015-04-28 16:39:02 +02:00
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
ad2f7d4a15
doc: reporting: add new fan chart options. closes #867
2015-04-27 18:34:28 +02:00
1c25b7ddaa
reporting: update test for fan charts, #867
2015-04-27 18:28:20 +02:00
c9b404fc1b
reporting: submodule update, #867
2015-04-27 18:28:11 +02:00
Johannes Pfeifer
Stéphane Adjemian
Marco Ratto
Michel Juillard
Houtan Bastani