Commit Graph

12 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Johannes Pfeifer 0b9244dc01 Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
When removing globals in 24cd423671 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises

1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer 839e7075f6 dsge_simulated_theoretical_covariance.m: fix bug that led to last _2ndOrderMoments*.mat file not being saved, instead overwriting the prior one
Produced wrong posterior covariance estimates in large models, because the moments matrix contained zeros that were not overwritten by loaded draws due to missing file
2017-03-29 14:52:32 +02:00
Johannes Pfeifer 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
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot a50e65fb6c Rename set_stationary_variables_list to get_variables_list
This function has nothing to do with stationary variables now that
unit_root_vars has been removed.

Closes: #218
2012-06-06 12:27:46 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header.
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling.
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 14:36:30 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
stepan b04e65196f Changed names of four functions (these functions will be used for posterior *and* prior sampling).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00