d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
ffc4b7480c
- improved plots with MATLAB annotations [trapped in octave] and different colors
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- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
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
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
e32cbf626f
Fixed bug when neighborhood_width is used : MC option must be forced.
2015-04-14 12:06:25 +02:00
355ed73240
Merge branch 'marco_diffuse_filter_and_smoother_2'
2015-04-14 12:03:07 +02:00
b49388891f
Moved README file for extended preprocessor in subfolder.
2015-04-14 11:57:28 +02:00
69ec4bf269
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
37e9b5d3fa
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
a8888f4c70
preprocessor: fix error message for InitParamStatement clone/reindex method
2015-04-09 16:17:47 +02:00
c71d1e77a9
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
1f58e0cc64
preprocessor: remove unnecessary cloneAndReindexSymbIds method
2015-04-09 16:14:25 +02:00
4d8e0c7f3b
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
960130867e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
5be06a3352
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
959890b375
preprocessor: take care of extra exos in shock_decomposition
2015-04-09 12:04:36 +02:00
346e8bae13
preprocessor: take care of extra exos in ms_sbvar_irf
2015-04-08 17:30:45 +02:00
613e7461e0
preprocessor: take care of extra exos in planner_objective
2015-04-08 16:35:09 +02:00
8975110bcf
preprocessor: take care of extra exos in external functions
2015-04-08 16:23:30 +02:00
ca8f0ea006
Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol
2015-04-08 15:49:12 +02:00
fe48de4406
Re-set default of new option diffuse_kalman_tol to 1e-6:
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former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
104e4767a4
update license file, #874
2015-04-07 12:01:23 +02:00
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
49d4643481
Fix copy and paste typo in gmhmaxlik.m
2015-04-06 12:04:11 +02:00
d1a80acb44
Replace non-available simulated annealing by Matlab's routine
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Closes #814
2015-04-06 11:28:32 +02:00
39ed3eb3f0
Fix bugs related to allowing mode_compute to be a string
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Crashes otherwise
2015-04-06 11:24:42 +02:00
a81c9da9a2
Add simulated_annealing.m to optimizers
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Restores compatibility of mode_compute=102
2015-04-06 11:08:20 +02:00
405b1f7368
Add solvopt.m to Dynare optimizers
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Restores compatibility of mode_compute=101
2015-04-06 11:05:12 +02:00
c46b6cdfea
Clarify Ramsey optimal policy
2015-04-04 10:45:17 +02:00
23b322d6c6
Merge pull request #866 from JohannesPfeifer/mode_check
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Remove hard-coded coloring of legend in mode_check.m
2015-04-03 18:07:14 +02:00
6aa5ceabb2
Fixed bug introduced in 363c4a61222103fda22adff9bdb1115a6073428a.
2015-04-03 18:02:03 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
e97e5c3407
Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
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This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
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Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
7c838b133f
Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
2015-04-03 18:02:03 +02:00
c72ebcdef1
preprocessor: take care of extra exos in dynatype
2015-04-03 17:15:01 +02:00
526dd30d8c
preprocessor: take care of extra exos in dynasave
2015-04-03 17:11:28 +02:00
2cd3213230
preprocessor: take care of extra exos in optim_weights
2015-04-03 17:07:26 +02:00
28f9e3ed09
preprocessor: take care of extra exos in osr
2015-04-03 17:07:25 +02:00
cdf4ca5116
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
b99e68d7b7
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
9fa6cb3bd1
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
8cc9fbd69a
Remove hard-coded coloring of legend in mode_check.m
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Now displays correct colors with new Matlab plot interface (>2014a)
2015-04-02 20:52:49 +02:00
5d3753f466
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
3842303fc4
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Charybdis)
Johannes Pfeifer