7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +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
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
9cdd2cc965
add missing semicolon
2016-09-29 12:31:59 +02:00
7050cab9c9
Consider measurement error for uncertainty bands in Bayesian estimation
2016-08-23 17:22:41 +02:00
bf293396b6
Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
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(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
2016-07-01 20:40:17 +02:00
3b09ab5424
Save Smoother.Trend and Smoother.Constant after MCMC
2016-06-16 12:05:38 +02:00
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
12ee5b7276
Fix copyrights and references to random_walk_metropolis_hastings headers
2016-05-19 17:15:31 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +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
dcf0d75d55
Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values
2016-03-23 10:19:41 +01:00
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
a44b3fbfe7
Bug fixed for incomplete stock matrices of log-posterior kernel and steady state
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[used in gsa/filt_mc_.m]
2015-04-14 12:10:46 +02:00
5062f2ec7b
Fix length of stored and plotted forecasts for Bayesian estimation
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It stored the initial condition(s) in addition to the forecasts for the specified horizon. In plots, the first point was actually not the forecast, but the initial condition. This contrasted with the behavior or ML and recursive Bayesian forecasts. Now the stored and plotted forecasts always have the first forecast horizon as the first entry/data point
2014-11-16 21:08:17 +01:00
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
74ef1aa7ed
Fixing bug introduced in ae82c284dc
2013-03-19 20:48:09 +01:00
8d941931a0
Fix bug introduced in ae82c28
2013-03-05 10:31:39 +01:00
ae82c284dc
Deleting redundant line and initializing arrays
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Deleted redundant global statement and initialized arrays used
2013-03-01 11:52:11 -05:00
012c1743dd
bug fixes for when run_smoother==0
2013-02-08 14:30:40 +01:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
ca76a31b94
added console mode features for serial computations.
2011-10-25 17:58:35 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
bed32115d2
Fixes with screen output for parallel/octave + cosmethics
2011-02-02 14:13:11 +01:00
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
55764e667f
1) eliminated use of struct2local;
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2) changes to header/comments.
2010-05-31 11:54:22 +02:00
5e7d9d39e5
1) removed redundant loop defining x;
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2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
187e55739c
provisions for octave and small fixed bug
2010-02-12 17:53:43 +01:00
060e36da1a
parallel version.
2010-02-10 18:51:07 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Houtan Bastani
Marco Ratto
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
Michel Juillard