Johannes Pfeifer
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dfd44c58d6
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Fix error messages in get_complementarity_conditions.m
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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76e2112df9
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Improve manual on lmmcp
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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2751ab08bb
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Provide interface to original PATH files and document how to obtain them
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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8f689ce8d2
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Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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3fc011a1b2
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Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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6d3c73a906
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Harmonize tolerance criterion used in evaluate_steady_state.m
Should be solve_tolf instead of dynatol.f
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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077917b1f4
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dynare_solve: use correct termination criterion with stack_solve_algo=7
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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299d7edf8b
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Expand stack_solve_algo=7 unit tests to other solve_algo
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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9c9e103627
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Make csolve compatible with sparse matrices
Required for stack_solve_algo=7
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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dea930d329
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lnsrch1.m: do not display debugging info for perfect_foresight_solver
Necessary info does not exist within function to correctly identify problematic variables, leading to crashes with stack_solve_algo=7
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2016-08-23 17:28:41 +02:00 |
Stéphane Adjemian (Hermes)
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38e1ec6b1e
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Fixed bug.
Routine forcst was crashing if at least one of the observed variables,
with measurement error, was not in varlist.
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2016-08-23 17:22:41 +02:00 |
Stéphane Adjemian (Hermes)
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5df056b38f
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Fixed bug (conf_sig).
Use options_.forecasts.conf_sig instead of options_.conf_sig.
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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dd22b9609e
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Add function generate_trace_plots.m that plots trace plots for all estimated parameters
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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1befd3b515
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Make trace plots uniquely identified by adding chain number to save names
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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08d53206a9
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Port textwidth figure format change to dynare_estimation_1.m
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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8341ac33f8
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Document treatment of measurement error in forecasts
Also removes wrong info on HPDTotalsup/inf
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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894090e6be
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Add missing 1 to min operator in TeX_loader
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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68e32e8e25
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map_calibration.m: Remove manual setting of xticks
Clutters x-axis too much
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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bf725787e6
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Only generate forecast with measurement error if observed variables are requested
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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eaaa0e5045
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Fix TeX-names in GSA when mapping is over all parameters, not just structural ones
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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0d7d63fe9b
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Fix duplicate TeX-label for IRFs
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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054c9bde76
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Fix variable naming in simultxdet.m
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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0f72e6ed63
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Account for measurement error in non-MCMC forecasts
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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46450c6f1f
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Change textwidth depending on number of subplots
Prevents overblown figures
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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7050cab9c9
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Consider measurement error for uncertainty bands in Bayesian estimation
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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daa9d15c75
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Improve readability of plots generated by pm3_core.m
- Do not plot zero axis if plots are not centered around it
- Limit decimal points of yticks
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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84ab37fd7a
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Remove globals from forcst.m
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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424050f380
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Make sure IRFs only have full periods as xticks
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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73afe7d02f
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Change fixed LaTeX figure width into \textwidth scaling
Improves readability
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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9a3414f652
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Add missing deblank to conditional_variance_decomposition_mc_analysis.m which crashes otherwise if variables have different name length
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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de383a263e
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Prevent TeX_binder from including itself
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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425ada90bb
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Fix traceplot command in TeX unit test
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2016-08-23 17:22:41 +02:00 |
Houtan Bastani
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ab35020e97
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Merge pull request #1224 from JohannesPfeifer/ms_doc
Document options of MS code after interface change
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2016-08-23 16:57:06 +02:00 |
Stéphane Adjemian
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9653568fb6
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Merge pull request #1247 from JohannesPfeifer/dyn++timing
Clarify the timing convention in dynare++
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2016-08-23 16:45:26 +02:00 |
Stéphane Adjemian (Hermes)
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5b60ffa0f7
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Option fast_kalman_filter is also available with kalman_algo=0.
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2016-08-22 23:31:02 +02:00 |
Johannes Pfeifer
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73d0a82267
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Add comment on logic of singularity testing in univariate_kalman_filter_d.m
See discussion on mailing list 18/06/2016
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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8dc96cafa4
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If F is identically 0 in Kalman filter, discard parameter draw instead of treating current observation as unobserved
See discussion on mailing list 18/06/2016
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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fa3a71bcae
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Make warning message in dynare_estimation_1.m more informative
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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75e52ed71d
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Make sure fast_kalman_filter is only used with diffuse_periods=0
Closes #1234
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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af72c1bd22
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Add missing comment sign in DsgeSmoother.m
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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960aeb0d8d
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Add fast Kalman filter to stationary unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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20e5d76d54
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Fix missing negation in check for fast Kalman filter
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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a7e3ecea63
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Add diffuse Kalman filter unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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06ff0c7bb6
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Factorize Kalman filter unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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36ccec75ce
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Add missing constant 2*pi to missing_observations_kalman_filter_d.m
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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63b8c4d2dd
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Fix smoother for univariate filter with (correlated) measurement error
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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f61453211c
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Correct header of missing_DiffuseKalmanSmootherH3_Z.m and make sure H is vector
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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178bf4165c
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Make sure Zflag for augmented state space is correctly set when measurement error is correlated
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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f95619b46a
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Add header info to univariate_kalman_filter.m
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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69c5575e19
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Add smoother checks to Kalman unit tests
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2016-08-22 19:24:35 +02:00 |