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8804 Commits (c66ee8941ae8b81f3e0b177fbf7ba9fe1d121ed6)

Author SHA1 Message Date
Johannes Pfeifer c66ee8941a Document discretionary_policy_engine.m 2015-08-30 11:14:35 +02:00
Johannes Pfeifer cc3aeafd00 Save planner objective function with discretionary_policy 2015-08-26 10:00:35 +02:00
Houtan Bastani 154980ec8c preprocessor: posterior_kernel_density option to estimation. #1035 2015-08-25 11:09:08 +02:00
Houtan Bastani ddc8eee388 preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034 2015-08-25 10:30:21 +02:00
Michel Juillard 3ed1d01ba9 adding writeResidualsC() for external files 2015-08-24 14:53:27 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani a88d1bd0f8 Merge pull request #1032 from JohannesPfeifer/mode_check 
Add missing fclose to mode_check.m
 2015-08-17 14:45:25 +02:00
Johannes Pfeifer ee66f892ca Add missing fclose to mode_check.m 2015-08-17 14:42:52 +02:00
Houtan Bastani e8b894c791 submodule update: dseries 2015-08-17 12:16:21 +02:00
Houtan Bastani b7b9202672 Merge pull request #1029 from JohannesPfeifer/display_Jacobian 
Fix wrong display type in display_problematic_vars_Jacobian.m
 2015-08-17 11:00:25 +02:00
Houtan Bastani f9ef38e579 preprocessor: write M_.aux_vars(i).eq_nbr as int instead of char. closes #1028 2015-08-17 10:55:39 +02:00
Houtan Bastani e403466dee Merge pull request #1030 from JohannesPfeifer/varobs_check 
Condition test whether varobs was defined on existence of field
 2015-08-17 10:52:15 +02:00
Johannes Pfeifer 6f8000f0f3 Condition test whether varobs was defined on existence of field 2015-08-17 10:48:41 +02:00
Johannes Pfeifer c322315010 Fix wrong display type in display_problematic_vars_Jacobian.m 
Equation number is a double, not a string.
 2015-08-15 11:58:43 +02:00
Stéphane Adjemian 988e79b525 Merge pull request #1027 from JohannesPfeifer/irf_plot_threshold 
Make irf_plot_threshold consistent with manual
 2015-08-14 19:12:51 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual 
IRFs smaller and not smaller equal should not be displayed
 2015-08-14 12:36:08 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std 
Clarify that oo_.posterior_std comes from mode computing
 2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Stéphane Adjemian (Lupi) 670de60a72 Fixed typo (missing macro in texinfo doc). 2015-08-13 14:24:01 +02:00
Stéphane Adjemian 48ddc27e9f Merge pull request #1025 from JohannesPfeifer/load_mh_file 
Add indicator for successful run of MCMC
 2015-08-12 09:40:21 +02:00
Stéphane Adjemian 5af02b9243 Merge pull request #1020 from JohannesPfeifer/fs2000_prior 
Add disclaimer on prior for rho to fs2000.mod
 2015-08-12 09:37:39 +02:00
Johannes Pfeifer 2476ffdbb9 Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain 
Closes #917
 2015-08-11 14:37:37 +02:00
Johannes Pfeifer 7bdc6de481 Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
Houtan Bastani 7073ddd5a1 preprocessor: remove useless if statements in SymbolTable::writeCCOutput 2015-08-11 12:10:44 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode 
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
 2015-08-11 11:24:58 +02:00
Johannes Pfeifer beab158a67 Various cosmetic fixes 2015-08-10 21:35:51 +02:00
Houtan Bastani 6e3a73190f fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
Johannes Pfeifer c56ad96c86 Add disclaimer on prior for rho to fs2000.mod 
Closes #357
 2015-08-06 15:19:23 +02:00
Houtan Bastani f5c4ab7d80 Merge pull request #1019 from JohannesPfeifer/unit_test_dependencies 
Clarify unit test dependencies
 2015-08-06 14:38:11 +02:00
Johannes Pfeifer 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
Houtan Bastani cee7adc078 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani d5cf474b6b preprocessor: add spectral_density option to stoch_simul. #254 2015-08-03 13:02:17 +02:00
Houtan Bastani 779e59cf02 test suite: add missing deletion of downloaded binaries 2015-08-03 08:52:12 +02:00
Stéphane Adjemian ae013bbd6c Merge pull request #1010 from JohannesPfeifer/dr_test 
Correct copy and paste mistake in comparison_policy_functions_dynare_…
 2015-08-01 13:16:22 +02:00
Johannes Pfeifer 5adfe426bc Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m 2015-08-01 08:26:38 +02:00
Stéphane Adjemian 4c523166b4 Merge pull request #1009 from JohannesPfeifer/dr_test 
Fix filename in integration test
 2015-07-31 23:15:33 +02:00
Johannes Pfeifer 30b277e6af Fix filename in unit test 2015-07-31 22:55:21 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f41e565b1d Merge pull request #1008 from JohannesPfeifer/dr_test 
Unit test checking correctness of decision rules against results from…
 2015-07-31 18:04:00 +02:00
Johannes Pfeifer a708037feb Unit test checking correctness of decision rules against results from Dynare 4.3.2 
Detects problems as the unnoticed one introduced by caa04fb251
 2015-07-31 17:45:32 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration 
Filter out non-fully calibrated model when use_calibration is used wi…
 2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m 
for Octave 4.0.0
 2015-07-31 11:25:54 +02:00
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML 
Required after 9557142cc4.
Closes #849
 2015-07-31 11:23:58 +02:00
Houtan Bastani 9557142cc4 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Houtan Bastani a4db6f9be8 Merge pull request #1003 from JohannesPfeifer/unit_test 
Lower tolerance for unit tests/irfs/example1_unit_std.mod
 2015-07-30 10:19:06 +02:00