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8776 Commits (c56ad96c86f7244f090370788a567a9e5a80033d)

Author SHA1 Message Date
Johannes Pfeifer 560d9719db Correct copy and paste mistake in prior_draw.m for inverse gamma II 
In case of bound violations, it was instead sampled from inverse gamma I
 2015-07-24 15:59:40 +02:00
Johannes Pfeifer 3d9f12d769 Add check whether prior mean violates Generalized (Inverse) Gamma 
Performs check as for generalized beta distribution
 2015-07-24 15:08:52 +02:00
Johannes Pfeifer d4629d4ba4 Add info on allowed variable names to manual 
Closes #341
 2015-07-24 13:13:43 +02:00
Johannes Pfeifer f788271b9c In debugging modus, provide termination values of steady state finding. 
Closes #3
 2015-07-24 10:44:46 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
MichelJuillard 3fdda5412f Merge pull request #993 from JohannesPfeifer/tex 
Correct case-sensitive spelling in unit tests that stops testsuite in…
 2015-07-24 09:01:32 +02:00
Johannes Pfeifer 126e04da20 Correct case-sensitive spelling in unit tests that stops testsuite in Linux 2015-07-24 08:34:16 +02:00
MichelJuillard 61d514c9eb Merge pull request #991 from JohannesPfeifer/marginal_density 
marginal_density.m: performance improvements
 2015-07-23 18:26:06 +02:00
Johannes Pfeifer 5d775d3d76 marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
Johannes Pfeifer 4202dff6c9 marginal_density.m: only compute determinant once 
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
 2015-07-23 18:13:15 +02:00
Houtan Bastani efd9a563f4 preprocessor: clean up code 2015-07-23 18:10:44 +02:00
Johannes Pfeifer 9e3f89fd3b marginal_density.m: move inversion out of loop 
Related to #270
 2015-07-23 17:54:46 +02:00
MichelJuillard a156f2b42c Merge pull request #990 from JohannesPfeifer/mode_file 
Delete mode-file option after completing estimation
 2015-07-23 17:22:48 +02:00
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard e79968d5ad Merge pull request #989 from JohannesPfeifer/test_condition 
Correct check condition in dynare_estimation_init.m introduced in b20…
 2015-07-23 17:08:14 +02:00
Johannes Pfeifer 7f0318856a Delete mode-file option after completing estimation 
Prevents the recursive estimation from altering the option and closes #378
 2015-07-23 16:52:21 +02:00
Johannes Pfeifer d67e003e03 Correct check condition in dynare_estimation_init.m introduced in b2017ffece 2015-07-23 16:45:40 +02:00
MichelJuillard d82524ad1d Merge pull request #987 from JohannesPfeifer/mixed_estimation 
Prevent mixed ML/Bayesian estimation
 2015-07-23 15:57:03 +02:00
MichelJuillard f21e02f6b9 Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests 
Add unit tests for dealing with multiple leads and lags
 2015-07-23 15:56:19 +02:00
MichelJuillard 5791e15007 Merge pull request #985 from JohannesPfeifer/display_jacobian 
Change display_problematic_vars_Jacobian.m to use number of auxiliary…
 2015-07-23 15:55:48 +02:00
MichelJuillard 13cb9930f4 Merge pull request #983 from JohannesPfeifer/lyap_fix 
Two fixes regarding solution of lyapunov equations
 2015-07-23 15:55:12 +02:00
Michel Juillard 53fef04e29 Merge branch 'new_ep' 2015-07-23 15:46:09 +02:00
Johannes Pfeifer 244462adb6 Add unit test for disallowing mixed ML/Bayesian estimation 2015-07-23 14:44:26 +02:00
Johannes Pfeifer b2017ffece Check whether estimation is fully ML or fully Bayesian 
Closes #754
 2015-07-23 14:44:25 +02:00
Michel Juillard e8f318ff50 fixed problems in extended path 2015-07-23 14:27:55 +02:00
Michel Juillard b8194f7845 histval: replaced initialization with NaN by zeros 2015-07-23 14:25:18 +02:00
Johannes Pfeifer 9f21d2724f Add unit tests for dealing with multiple leads and lags 2015-07-23 14:05:58 +02:00
Michel Juillard 0d7e349187 removed useless statement 2015-07-23 11:41:47 +02:00
Johannes Pfeifer 33f4fa9f48 Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor 
Closes #972
 2015-07-23 09:53:02 +02:00
Johannes Pfeifer 0fd76e0c6f Assigning unique function for each input argument of lyapunov_symm.m 
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
 2015-07-22 15:11:39 +02:00
Johannes Pfeifer aee579ecc1 Add iteration maximum to disclyap_fast.m prevent infinite loops 2015-07-22 15:08:25 +02:00
Houtan Bastani 5f7a8a6b0e Merge pull request #982 from JohannesPfeifer/TeX_unit_test 
TeX unit test
 2015-07-22 13:57:18 +02:00
Johannes Pfeifer 83352e688a Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files 2015-07-22 13:47:08 +02:00
Johannes Pfeifer bccadf7b03 Add compilation of TeX-binder to unit test 2015-07-22 13:46:57 +02:00
Michel Juillard 7ff165f8b2 Merge branch 'master' into new_ep 2015-07-22 09:31:22 +02:00
Houtan Bastani f95b5021bc add logo to README.md 2015-07-21 18:29:08 +02:00
Houtan Bastani f1a5217a64 preprocessor: remove comments associated with c604d9da38 2015-07-21 17:50:33 +02:00
Houtan Bastani c604d9da38 move external file write functions to class definitions 2015-07-21 17:35:06 +02:00
Houtan Bastani 46c5d5d4db Merge pull request #980 from JohannesPfeifer/master 
Further fixes after PR
 2015-07-21 17:17:26 +02:00
Johannes Pfeifer 06bd20214e Replace strmatch by strcmp 2015-07-21 16:40:40 +02:00
Johannes Pfeifer 3c5705d8d4 Make covariance matrix in example positive definite 2015-07-21 16:18:45 +02:00
Johannes Pfeifer 319f73434c Fix copy and paste error introduced in 3c9b031bd1 2015-07-21 16:18:15 +02:00
Johannes Pfeifer 2d8e6e2c83 Account for strmatch returning empty array instead of 0 if nothing is found 2015-07-21 16:00:00 +02:00
Michel Juillard 995c0d7c66 fixing typo 2015-07-21 15:32:33 +02:00
MichelJuillard 1fd63b0dd2 Merge pull request #977 from JohannesPfeifer/calib_smoother_fix 
Account for unset options/fields after yesterday's PR
 2015-07-21 14:48:45 +02:00
Michel Juillard 808fc067e2 Merge branch 'master' into new_ep 2015-07-21 14:05:47 +02:00
Johannes Pfeifer 386225d4e6 Delete redundant steady_state_model block (was present twice). 2015-07-21 11:49:48 +02:00
Johannes Pfeifer 68af0a4e65 Account for potentially unset M_.dname in forecast_graphs.m 2015-07-21 11:46:47 +02:00
Johannes Pfeifer 15b47ef50b Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected 2015-07-21 11:41:39 +02:00
Sébastien Villemot 1a2dbdc4d8 license.txt: fix license name non-uniqueness. 2015-07-21 11:23:10 +02:00