7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
a023839890
Fixed bug instroduced in e5945a4527.
2017-06-05 10:51:30 +02:00
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
6e268c34d4
Cosmetic fixes to dynare_estimation_init.m
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(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
2017-03-20 09:27:04 +01:00
49b45a3ba7
sampler options to be set also when load_mh_file = 1
2017-03-18 00:06:15 +01:00
a68e958cf7
As agreed in #1375 , moved treatment of filtered_vars in dynare_estimation_init.m
2017-03-17 15:43:00 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
940ff7fb7d
Make sure diffuse_filter triggers qz_criterium>1
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Closes #1215
2016-10-02 10:51:47 +02:00
5b60ffa0f7
Option fast_kalman_filter is also available with kalman_algo=0.
2016-08-22 23:31:02 +02:00
20e5d76d54
Fix missing negation in check for fast Kalman filter
2016-08-22 19:24:35 +02:00
6368636ee0
Move Kalman filter options consistency checks to dynare_estimation_init.m
2016-08-22 19:24:35 +02:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
9d9cb322c8
Make sure fields of estim_params are always properly initialized
2016-08-21 11:24:29 +02:00
b1f1826d5f
Fix two bugs in dynare_estimation_init.m
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Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
2016-08-17 21:47:46 +02:00
0c00e28799
Remove objective_function_penalty_base
2016-06-15 00:30:28 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
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- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
46908d20c6
Provisions for new posterior sampler routines that factorize the individual iteration of individual samplers.
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I contains a quick fix to adaptive_posterior_sampler.m, which cannot be embedded in the new structure.
2016-05-19 14:34:09 +02:00
31f8d61586
make estimation honor steady state nocheck option
2016-05-10 15:54:11 +02:00
9a9b8f2a70
Account for smoother setting parameter count fields in dynare_estimation_init.m
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Otherwise, subsequent calls to the smoother will result in crashes
2016-04-14 20:11:22 +02:00
a78ebbce72
Document setting of element of restricted state space
2016-04-12 10:51:33 +02:00
6d35dad894
Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820
2016-04-12 10:46:44 +02:00
efee7b1a47
Remove duplication of restrict_var_list in bayestopt_
2016-04-12 10:43:28 +02:00
80086ff4ab
Clarify naming of var_obs_index to indicate it refers to decision rule order
2016-04-12 10:42:44 +02:00
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
f597709228
Condition setting of nobs and first_obs on existence of dataset
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Required in identification.
2016-03-23 10:48:26 +01:00
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
d1bbe8f852
Restore backward compatibility with old data interface
2016-03-23 10:10:42 +01:00
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
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Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
b235040ae1
Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
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Setting was based on unlogged steady states
2016-03-23 10:09:17 +01:00
846a391eb1
Fixed bug.
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Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
f28a7a62bb
Only test non-zero measurement error covariance entries for positive definiteness
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Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
eb3d0cd20e
fix problem with nobs
2015-11-28 17:38:00 +01:00
f464760c45
Revert "remove global objective_function_penalty_base"
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This reverts commit cf858c7fcb
2015-10-09 14:23:31 +02:00
cf858c7fcb
remove global objective_function_penalty_base
2015-10-08 20:57:00 +02:00
6f8000f0f3
Condition test whether varobs was defined on existence of field
2015-08-17 10:48:41 +02:00
64889b7335
Filter out non-fully calibrated model when use_calibration is used with ML
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Required after 9557142cc4Closes #849
2015-07-31 11:23:58 +02:00
f679594908
Add check whether bayestopt_ is empty
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Otherwise crashes for calibrated smoother occur
2015-07-25 07:32:48 +02:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Marco Ratto
Michel Juillard
Johannes Pfeifer