Johannes Pfeifer
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ca6cd152f2
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Document that ramsey_policy now takes multipliers in the variable list.
Related to #1355
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2016-12-27 14:36:51 +01:00 |
Johannes Pfeifer
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5e010f57c0
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Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
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2016-12-23 10:47:58 +01:00 |
Johannes Pfeifer
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352786c2b4
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load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
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2016-12-19 19:37:34 +01:00 |
Johannes Pfeifer
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5515da191a
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Add Raftery/Lewis (1992) convergence diagnostics
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2016-12-17 17:22:05 +01:00 |
Stéphane Adjemian
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5334c7433d
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Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
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2016-12-17 17:18:19 +01:00 |
Houtan Bastani
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de7d239f7c
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preprocessor: parallel: change default for singleCompThread. #1349
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2016-12-13 11:12:04 +01:00 |
Houtan Bastani
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f1b4d63045
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doc: fix endval typo and add @math{} markup
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2016-12-08 10:54:03 +01:00 |
Stéphane Adjemian (Charybdis)
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d491b8c1ef
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Minor modification of 26baff91c.
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
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2016-12-08 08:53:55 +01:00 |
Johannes Pfeifer
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da113029aa
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Correct initval, endval, and histval documentation
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2016-12-08 08:53:55 +01:00 |
Johannes Pfeifer
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d5e20752ac
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf76
Interface was still missing and documentation of option was in wrong place in manual and wrong
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2016-12-01 17:31:29 +01:00 |
Houtan Bastani
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392829ef40
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doc: fix typo
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2016-11-24 15:19:50 +01:00 |
MichelJuillard
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31d2c7e332
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Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
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2016-11-13 19:13:10 +01:00 |
Johannes Pfeifer
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7831dccd2a
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Transform save_tmp_file into an option and change defaults
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2016-11-04 19:56:55 +01:00 |
Stéphane Adjemian
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4532d13fd3
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Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
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2016-11-04 10:56:50 +01:00 |
Johannes Pfeifer
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98cf1bfc1d
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian
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09d374a0be
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Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
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2016-11-04 00:41:04 +01:00 |
Stéphane Adjemian (Charybdis)
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a4fc0cb1a6
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Fixed typo.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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f303378f54
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Added warnings about the BVAR identification scheme.
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2016-11-03 17:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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9900c05560
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Added missing command in list of BVAR commands.
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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fac3348dfe
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Add information on bvar_irf to bvar-a-la-sims.tex
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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ef2ee9d2b0
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Fix typo in manual
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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d75651a8c7
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Correct non-unique nodes in manual that breaks compilation
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2016-10-15 11:01:00 +02:00 |
Johannes Pfeifer
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c7b751bd50
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Add mingw to dyn_mex.m and document compiler options and installation.
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2016-10-14 16:35:05 +02:00 |
Johannes Pfeifer
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fe9d024d9f
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Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes
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2016-10-09 22:28:29 +02:00 |
Johannes Pfeifer
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209f1b4a7c
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Allow first_obs and nobs as options of shock_decomposition
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2016-10-06 14:20:04 +02:00 |
Johannes Pfeifer
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2fe73fafdc
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Implement and document keep_kalman_algo_if_singularity_is_detected option
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2016-10-02 12:56:28 +02:00 |
Johannes Pfeifer
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f553f893c6
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Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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245359a7df
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doc: remove last reference to java package for octave
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2016-09-27 16:03:45 +02:00 |
Houtan Bastani
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8edea5edb0
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octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
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2016-09-27 16:00:34 +02:00 |
Houtan Bastani
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3ace574d72
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doc: fix typo
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2016-09-16 14:57:35 +02:00 |
Houtan Bastani
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804d31e8af
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preprocessor: allow shock group names to contain spaces. closes #1280
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2016-09-14 14:10:00 +02:00 |
Houtan Bastani
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e31f0a8d0f
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macroprocessor: stop with error when division by zero is encountered. closes #1278
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2016-09-05 17:36:40 +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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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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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 |
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 |
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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818befd4eb
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Document mh_init_scale
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2016-08-22 16:27:32 +02:00 |
Johannes Pfeifer
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df8ad833fb
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Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
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2016-08-22 16:27:32 +02:00 |
MichelJuillard
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6a6ccfa966
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
MichelJuillard
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d27bbe667f
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Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
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2016-08-21 16:12:12 +02:00 |
MichelJuillard
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cc5cafdd15
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Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
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2016-08-21 11:13:19 +02:00 |
MichelJuillard
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688c812267
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Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
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2016-08-20 17:46:44 +02:00 |
MichelJuillard
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5c69c789f6
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Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
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2016-08-20 17:39:34 +02:00 |
Houtan Bastani
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e6a5b8f9b8
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doc: clarify that latex code passed to reports must be valid
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2016-08-17 14:42:02 +02:00 |
Houtan Bastani
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850411a990
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doc: clarify graphLineName option to addSeries
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2016-08-17 14:39:15 +02:00 |
Johannes Pfeifer
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c156a5907c
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BVAR: Save prior and posterior information in oo_
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2016-08-01 10:41:04 +02:00 |
Johannes Pfeifer
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8dadd1519e
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Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
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2016-07-22 16:53:19 +02:00 |