0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
...
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
...
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
...
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
...
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
...
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
...
Closes #504
2016-06-14 15:09:05 +02:00
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
...
- 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
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
40faefa182
Clarify unit test dependencies
...
fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
...
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemia (Scylla)
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Stéphane Adjemian(Charybdis)
Marco Ratto
MichelJuillard