Stéphane Adjemian (Hermes)
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c97aaad62d
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Fixed bug.
Rename options as options4fsolve, otherwise original options structure is lost.
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2015-05-29 15:19:20 +02:00 |
Stéphane Adjemian (Hermes)
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959349d30f
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Put rgwmh options in a substructure.
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2015-05-28 18:03:53 +02:00 |
Stéphane Adjemian (Hermes)
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194bdb57c3
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Merge branch 'rewrite-nonlinear-filters'
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2015-05-28 15:40:39 +02:00 |
Stéphane Adjemian (Hermes)
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a211e91378
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Updated particles.
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2015-05-28 15:36:56 +02:00 |
Houtan Bastani
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60b3577a09
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avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
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2015-05-28 11:53:50 +02:00 |
Houtan Bastani
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fe8750c1bc
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preprocessor: add minimal_workspace option to dynare statement, #946
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2015-05-28 11:50:39 +02:00 |
Frédéric Karamé
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0c2483278c
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Add three variables for RWGMH.
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2015-05-28 11:45:16 +02:00 |
Stéphane Adjemian (Hermes)
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94776660ff
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Merge branch 'master' into rewrite-nonlinear-filters
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2015-05-28 10:03:26 +02:00 |
Stéphane Adjemian (Hermes)
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47f4d37e70
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Fixed online filter with first order approximation of the model.
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2015-05-27 18:06:48 +02:00 |
Frédéric Karamé
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888cf1eeff
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Updated particles.
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2015-05-27 16:00:09 +02:00 |
Frédéric Karamé
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38a276fb08
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restore the default value for distribution_approximation
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2015-05-27 14:57:01 +02:00 |
Frédéric Karamé
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df67efcb7c
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add an exception for the use of gaussian filters and gradient-based estimation methods
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2015-05-27 14:37:50 +02:00 |
Stéphane Adjemian (Hermes)
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96b484d89c
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Updated particles.
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2015-05-27 14:35:55 +02:00 |
Michel Juillard
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127730d731
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solve bugs when there are lags of exogenous variables on more than one
period in deterministic models.
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2015-05-27 12:22:32 +02:00 |
Stéphane Adjemian (Hermes)
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ccd4e40b49
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Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
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2015-05-27 12:18:33 +02:00 |
Michel Juillard
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eefa7bb70a
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fixing problem with endogenous_terminal_period
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2015-05-27 10:23:14 +02:00 |
Michel Juillard
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1b822a9105
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fix calls to dynare_solve() when Jacobian of function must be computed
numerically. Fix call to dynare_solve() in simulation_core()
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2015-05-26 15:51:09 +02:00 |
Houtan Bastani
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90c4f834f2
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fix typo introduced in f03839cf12
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2015-05-26 12:11:24 +02:00 |
Michel Juillard
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92a33f9792
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changed another call to dynare_solve() forgotten in last commit
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2015-05-25 17:15:09 +02:00 |
Michel Juillard
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f03839cf12
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removed "global options_" in dynare_solve.m and made it an
argument. Modified all calling functions.
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2015-05-25 17:15:09 +02:00 |
Houtan Bastani
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d5cb78bbea
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fix typo introduced in 89828e56cc
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2015-05-20 10:12:24 +02:00 |
Houtan Bastani
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89828e56cc
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preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
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2015-05-19 12:31:22 +02:00 |
Stéphane Adjemian (Hermes)
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8b6040717a
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Added missing semicolon.
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2015-05-18 18:00:09 +02:00 |
Houtan Bastani
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e5df26a6e8
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preprocessor: add use_tarb option to estimation. #940
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2015-05-13 15:32:24 +02:00 |
Houtan Bastani
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902a5d2788
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ensure that mex file exists before doing comparison
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2015-05-12 10:55:24 +02:00 |
Johannes Pfeifer
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646658a0f2
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Add missing deblank to disp_dr.m
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2015-05-11 17:40:03 +02:00 |
Johannes Pfeifer
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3c3b255025
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Clarify that output of mode_check.m is minus likelihood/posterior
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2015-05-11 17:39:26 +02:00 |
Stéphane Adjemian
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9d8823dd73
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Merge pull request #932 from JohannesPfeifer/t_dist
Unit test and cosmetic changes for t-distribution
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2015-05-10 23:29:17 +02:00 |
Michel Juillard
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a5a5490a12
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adding feature to recompile MEX files only if the model has
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
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2015-05-10 18:16:53 +02:00 |
Johannes Pfeifer
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b67e9626f7
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Add more information to header of rand_multivariate_student.m
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2015-05-10 10:06:42 +02:00 |
Stéphane Adjemian
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16a29d58a6
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Merge pull request #930 from JohannesPfeifer/rename_hessian
Make sure that no variable is named hessian
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2015-05-10 09:09:43 +02:00 |
Johannes Pfeifer
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e76f81740f
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Make sure that no variable is named hessian.
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2015-05-10 08:17:40 +02:00 |
Stéphane Adjemian
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29f9cb4d53
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Merge pull request #929 from JohannesPfeifer/delete_stale_files
Delete stale files from previous MCMC runs
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2015-05-09 22:47:25 +02:00 |
Stéphane Adjemian (Charybdis)
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b8eb0ff72d
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Added online help to prior command (cli).
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2015-05-09 22:36:19 +02:00 |
Johannes Pfeifer
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fa1f7794d5
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Delete stale files from previous MCMC runs
Closes #566. Also adds cosmetic changes to headers of affected routines
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2015-05-09 15:13:59 +02:00 |
Stéphane Adjemian
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450520e946
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Merge pull request #926 from JohannesPfeifer/return_values
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
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2015-05-09 14:27:03 +02:00 |
Johannes Pfeifer
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8aec696b95
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Fix various copy and paste errors in check_input_arguments.m
During moving to a separate function, not all variables had been renamed
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2015-05-09 08:22:31 +02:00 |
Johannes Pfeifer
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481c470ac9
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Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
Closes #284
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2015-05-09 08:03:55 +02:00 |
Stéphane Adjemian
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3bcb89bd72
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Merge pull request #893 from JohannesPfeifer/Fix_message
Fix crash in error message display of perfect_foresight_setup.m when mor...
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2015-05-07 17:23:25 +02:00 |
Stéphane Adjemian (Hermes)
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f960e7bb68
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Merged branch simpsa-inf-fix.
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2015-05-07 16:01:43 +02:00 |
Stéphane Adjemian (Hermes)
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6d0dfc2d3f
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Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
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2015-05-07 15:59:46 +02:00 |
Stéphane Adjemian
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f26cec2430
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Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
Fix compatibility of mode_compute=7
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2015-05-07 15:16:15 +02:00 |
Stéphane Adjemian
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de526eae57
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Merge pull request #906 from JohannesPfeifer/table_display
Cosmetic fixes to the on-screen display of tables
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2015-05-07 15:15:38 +02:00 |
Stéphane Adjemian
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efc5ec7002
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Merge pull request #908 from JohannesPfeifer/optimizer_doc
Add documentation for new optimizers
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2015-05-07 15:12:15 +02:00 |
Stéphane Adjemian
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ddc7464b9b
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Merge pull request #911 from JohannesPfeifer/MH_cosmetics
Cosmetic Fixes to Metropolis-Hastings routines
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2015-05-07 14:29:27 +02:00 |
Stéphane Adjemian
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971142131e
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Merge pull request #918 from JohannesPfeifer/Geweke_fix
Fix Geweke convergence when used with load_mh_file
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2015-05-07 14:09:36 +02:00 |
Stéphane Adjemian
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cd509427bf
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Merge pull request #919 from JohannesPfeifer/Trace_Plot
Add possibility to plot posterior density to trace_plot.m
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2015-05-07 14:09:11 +02:00 |
Stéphane Adjemian
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0e0cb1a191
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Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
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2015-05-07 14:07:21 +02:00 |
Stéphane Adjemian
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3a79f28941
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Merge pull request #921 from JohannesPfeifer/dynasave
Add check for field existence to dynasave.m
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2015-05-07 12:49:31 +02:00 |
Stéphane Adjemian
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7e3778df7f
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Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
Add check for presence of NaN in JJ to identification_analysis.m
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2015-05-07 12:48:49 +02:00 |