Johannes Pfeifer
|
75e52ed71d
|
Make sure fast_kalman_filter is only used with diffuse_periods=0
Closes #1234
|
2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
|
818befd4eb
|
Document mh_init_scale
|
2016-08-22 16:27:32 +02:00 |
Johannes Pfeifer
|
df8ad833fb
|
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
|
2016-08-22 16:27:32 +02:00 |
MichelJuillard
|
6a6ccfa966
|
Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
|
2016-08-21 16:14:28 +02:00 |
MichelJuillard
|
d27bbe667f
|
Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
|
2016-08-21 16:12:12 +02:00 |
MichelJuillard
|
cc5cafdd15
|
Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
|
2016-08-21 11:13:19 +02:00 |
MichelJuillard
|
688c812267
|
Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
|
2016-08-20 17:46:44 +02:00 |
MichelJuillard
|
5c69c789f6
|
Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
|
2016-08-20 17:39:34 +02:00 |
Houtan Bastani
|
e6a5b8f9b8
|
doc: clarify that latex code passed to reports must be valid
|
2016-08-17 14:42:02 +02:00 |
Houtan Bastani
|
850411a990
|
doc: clarify graphLineName option to addSeries
|
2016-08-17 14:39:15 +02:00 |
Johannes Pfeifer
|
c156a5907c
|
BVAR: Save prior and posterior information in oo_
|
2016-08-01 10:41:04 +02:00 |
Johannes Pfeifer
|
8dadd1519e
|
Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
|
2016-07-22 16:53:19 +02:00 |
Johannes Pfeifer
|
1bd5c7cc0d
|
Disentangle options_.conf_sig and set default to 0.9
|
2016-07-21 12:17:30 +02:00 |
Johannes Pfeifer
|
08e63f1812
|
Document tolf and tolx options for perfect foresight and steady
Related to #1249
|
2016-07-21 09:40:35 +02:00 |
Johannes Pfeifer
|
f2f44a0989
|
Save log_density at the mode and document oo_.posterior-fields
|
2016-07-20 20:48:24 +02:00 |
Johannes Pfeifer
|
7621ebb5ea
|
Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
|
2016-07-01 19:09:29 +02:00 |
Stéphane Adjemian (Hermes)
|
2435040929
|
Changed default for nonlinear filters.
|
2016-07-01 11:47:21 +02:00 |
Stéphane Adjemian (Hermes)
|
581198741f
|
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
|
2016-06-24 17:38:54 +02:00 |
Houtan Bastani
|
b0e7f1cfd7
|
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
|
2016-06-23 15:59:35 +02:00 |
Houtan Bastani
|
7a29f50d99
|
preprocessor: allow for partitioning of variables along multiple dimensions
|
2016-06-23 15:36:42 +02:00 |
Johannes Pfeifer
|
1c420e6056
|
Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
|
2016-06-17 00:21:08 +02:00 |
Johannes Pfeifer
|
00dcc1b543
|
Clarify Dynare behavior of using clear all for Octave and Matlab
Closes #1232
|
2016-06-16 20:50:11 +02:00 |
Johannes Pfeifer
|
20ae7069cf
|
Document new OSR fields of M_
|
2016-06-16 20:49:02 +02:00 |
Johannes Pfeifer
|
1c84ccdc34
|
Save trend and constant for all variables in smoother
|
2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
|
5d6d1336ef
|
Enable filter_covariance option in posterior sampling
|
2016-06-16 12:05:38 +02:00 |
Stéphane Adjemian (Hermes)
|
64d01a806e
|
Fixed behaviour of write_latex_prior_table command
|
2016-06-16 10:38:40 +02:00 |
Stéphane Adjemian (Lupi)
|
b70fe62503
|
Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
|
2016-06-15 17:15:53 +02:00 |
Johannes Pfeifer
|
e94a698a9b
|
Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
|
2016-06-15 16:47:39 +02:00 |
Johannes Pfeifer
|
4486d098b5
|
Save dsge_var objects at the mode
|
2016-06-15 00:30:28 +02:00 |
Johannes Pfeifer
|
1084a2d452
|
Document new behavior of mh_recover and mh_replic
|
2016-06-14 15:18:05 +02:00 |
Johannes Pfeifer
|
d02f8d0377
|
Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m
|
2016-06-14 11:52:49 +02:00 |
Johannes Pfeifer
|
954b0fe987
|
Document options of MS code after interface change
Closes #879
|
2016-06-12 13:07:05 +02:00 |
Sébastien Villemot
|
fe9ef566a6
|
Fix duplicate texinfo anchor introduced in previous commit.
|
2016-06-02 14:01:14 +02:00 |
Houtan Bastani
|
ea4ec224e1
|
preprocessor: add all_values_required option to histval. closes #261
|
2016-06-02 12:57:11 +02:00 |
Stéphane Adjemian (Charybdis)
|
15f83d0e18
|
Added new option for setting weights in CPF algorithm.
|
2016-06-01 16:29:53 +02:00 |
Stéphane Adjemian (Charybdis)
|
67b808207c
|
Added new algorithm for the estimation of nonlinear models.
|
2016-06-01 16:29:53 +02:00 |
Johannes Pfeifer
|
14c4a5c131
|
Fix copy and paste mistake in manual
|
2016-05-30 17:20:26 +02:00 |
Johannes Pfeifer
|
cd128cb563
|
Document configuration file setting for Windows
Closes #337
|
2016-05-30 13:58:38 +02:00 |
Johannes Pfeifer
|
b58c8274dd
|
Manual: clarify that name tags are not required for all equations for display of residuals with tags
|
2016-05-28 19:34:07 +02:00 |
Johannes Pfeifer
|
f5fd699149
|
Update documentation on equation tags and LMMCP
Also documents solve_algo=10
|
2016-05-28 18:02:57 +02:00 |
Johannes Pfeifer
|
06ed7ad83f
|
Update manual on slice mode_files option to reflect 3e8dbcfc7e
|
2016-05-28 15:45:39 +02:00 |
Johannes Pfeifer
|
96ca17623b
|
Fix URL fir equation tags
|
2016-05-28 15:25:03 +02:00 |
Stéphane Adjemian (Hermes)
|
635d5b704b
|
Added description of options lmmcp and stack_solve_algo==7 in reference manual.
|
2016-05-24 17:28:24 +02:00 |
Stéphane Adjemian (Hermes)
|
97d094b6dd
|
Added mention to equation tags in Ref. manual.
|
2016-05-24 17:26:06 +02:00 |
Johannes Pfeifer
|
03563e012b
|
Allow for pass OSR parameter bounds to optimizer
|
2016-05-22 11:41:54 +02:00 |
Johannes Pfeifer
|
010787ba8d
|
Document inefficiency factor computation
|
2016-05-19 16:33:06 +02:00 |
Johannes Pfeifer
|
048fbcc698
|
Add reference for slice sampler
|
2016-05-19 15:38:43 +02:00 |
Johannes Pfeifer
|
ddaada1a16
|
Cosmetic changes to manual
|
2016-05-19 15:12:21 +02:00 |
Johannes Pfeifer
|
6241a834e1
|
Document recent posterior sampler interface changes
|
2016-05-19 15:02:58 +02:00 |
Houtan Bastani
|
6b7a77d5a9
|
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
|
2016-05-18 12:26:19 +02:00 |
Houtan Bastani
|
253e6c8dfb
|
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
This reverts commit c496d6f5ca .
|
2016-05-18 10:34:45 +02:00 |
Houtan Bastani
|
c496d6f5ca
|
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
This reverts commit 024586fbb1 .
|
2016-05-17 15:37:46 +02:00 |
Houtan Bastani
|
85e3ddd2d4
|
build system: modify package creation for OS X. Min requirements OS X 10.8+ and 64-bit Matlab
|
2016-05-13 15:52:49 +02:00 |
Houtan Bastani
|
024586fbb1
|
preprocessor: add option no_2nd_order_params_derivs. #1187
|
2016-05-12 14:40:28 +02:00 |
Houtan Bastani
|
25121bca4f
|
fix copyright dates
|
2016-05-04 16:05:31 +02:00 |
Michel Juillard
|
98b53553c6
|
update doc for shocks_decomposition
|
2016-04-15 09:02:53 +02:00 |
MichelJuillard
|
a8cc21eb97
|
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
|
2016-04-12 14:22:19 +02:00 |
MichelJuillard
|
aa1a0b5e25
|
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
|
2016-04-12 12:06:22 +02:00 |
Johannes Pfeifer
|
1bf684442c
|
Fix typos in manual
|
2016-04-12 11:04:49 +02:00 |
Johannes Pfeifer
|
e086e0fb2d
|
Add documentation on oo_.Smoother subfields
|
2016-04-12 10:52:41 +02:00 |
Johannes Pfeifer
|
8b21443284
|
Document oo_.Smoother.Variance
|
2016-04-12 10:52:06 +02:00 |
MichelJuillard
|
1def8a409b
|
Merge pull request #1158 from JohannesPfeifer/higher_moments
Save skewness and kurtosis when simulated moments are requested
|
2016-04-12 10:46:40 +02:00 |
Johannes Pfeifer
|
80d3db5447
|
Clarify manual on conditional_forecasts with trends
|
2016-04-09 09:45:21 +02:00 |
Stéphane Adjemian
|
056548ba76
|
Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
|
2016-04-08 23:29:16 +02:00 |
Johannes Pfeifer
|
358ba0181c
|
Save skewness and kurtosis when simulated moments are requested
Closes #1157
|
2016-04-06 09:23:54 +02:00 |
Johannes Pfeifer
|
00b605c084
|
Correct and clarify manual on shock_decomposition command
|
2016-04-02 17:36:53 +02:00 |
Johannes Pfeifer
|
62bdb510ab
|
Clarify documentation on oo_.FilteredVariablesShockDecomposition
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
|
2016-03-30 17:10:53 +02:00 |
Johannes Pfeifer
|
ddb8e8f6e1
|
Clarify selected_variables_only option behavior
(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
|
2016-03-30 17:10:37 +02:00 |
Stéphane Adjemian (Hermes)
|
bdb5068235
|
Added documentation for prior command (CLI).
|
2016-03-29 17:15:52 +02:00 |
Stéphane Adjemian (Hermes)
|
a40214ae8d
|
Document calib_smoother options.
Closes #1146
|
2016-03-29 15:08:00 +02:00 |
Johannes Pfeifer
|
4b83c1bf76
|
Integrates Tom Holden's robust linear solver
Supersedes #984
|
2016-03-25 09:59:20 +01:00 |
Stéphane Adjemian (Lupi)
|
fd850ca5bd
|
Merge branch 'master' into lik_init_5_fixes
Conflicts:
doc/dynare.texi
tests/Makefile.am
|
2016-03-24 17:40:27 +01:00 |
Stéphane Adjemian
|
45ed4662ac
|
Merge pull request #1142 from JohannesPfeifer/spectral_density
Document spectral_density option of stoch_simul
|
2016-03-23 14:22:33 +01:00 |
Johannes Pfeifer
|
891b6da31c
|
Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual
|
2016-03-23 10:09:16 +01:00 |
Johannes Pfeifer
|
ecb6cc4cde
|
Correct manual on Ramsey
Closes #944
|
2016-03-22 22:05:38 +01:00 |
Johannes Pfeifer
|
2a323986a5
|
Document spectral_density option of stoch_simul
Closes #254
|
2016-03-22 21:45:36 +01:00 |
Stéphane Adjemian(Charybdis)
|
a55f00073b
|
Manual Merge of branch 'mh_recover' (Johannes)
|
2016-03-22 18:02:45 +01:00 |
Stéphane Adjemian(Charybdis)
|
61e6e80b5a
|
Allow irf_shocks in DSGE-VAR models.
|
2016-03-22 16:04:33 +01:00 |
Johannes Pfeifer
|
4ca5c21858
|
Clarify manual on mh_recover
|
2016-03-16 20:01:07 +01:00 |
Houtan Bastani
|
939ac02bad
|
fix copyright dates
|
2016-03-15 12:45:57 +01:00 |
Stéphane Adjemian
|
5a91b601a2
|
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
Save marginal data density from BVAR in oo_
|
2016-03-15 12:39:10 +01:00 |
Johannes Pfeifer
|
6b31363d10
|
Save marginal data density from BVAR in oo_
Closes #1090
|
2016-03-15 11:49:25 +01:00 |
Houtan Bastani
|
ff0f360938
|
doc: clarify/simplify doc for planner_discount
|
2016-03-11 16:02:01 +01:00 |
Houtan Bastani
|
b303819254
|
doc: even though long_name was removed as an explicit option in c9ca46f228 , reintroduce the doc related to it so as not to confuse the issue
|
2016-02-26 17:00:35 +01:00 |
Houtan Bastani
|
c9ca46f228
|
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
|
2016-02-26 16:47:17 +01:00 |
Houtan Bastani
|
8c2e6655f1
|
preprocessor: introduce new option compute_xrefs, #1125
|
2016-02-23 13:57:55 +01:00 |
Houtan Bastani
|
10b3a57c7f
|
reporting: submodule update
|
2016-02-22 11:03:09 +01:00 |
Houtan Bastani
|
3dc02055ec
|
fix quotation marks (thanks Johannes)
|
2016-01-22 10:39:31 +01:00 |
Houtan Bastani
|
55ffad933c
|
doc: fix typo (thanks Johannes)
|
2016-01-21 17:36:02 +01:00 |
Johannes Pfeifer
|
9cea813249
|
Add missing packages to collect_LaTeX_Files.m and manual
|
2015-12-13 16:57:25 +01:00 |
Stéphane Adjemian (Charybdis)
|
f9436350f1
|
Added weibull prior in the manual.
|
2015-12-04 18:48:16 +01:00 |
Michel Juillard
|
fb3f9a6475
|
fixing the reference to Herbst
|
2015-11-28 18:20:36 +01:00 |
Michel Juillard
|
c373d1e1be
|
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
|
2015-11-28 17:38:00 +01:00 |
Michel Juillard
|
53e9307fe2
|
modified too big message in evaluate_planner_objective
Mention the issue in the doc
|
2015-11-09 09:15:44 +01:00 |
Houtan Bastani
|
e6fa686566
|
fix typo
|
2015-10-22 11:07:59 +02:00 |
Houtan Bastani
|
e7bac9db02
|
fix typo in doc
|
2015-10-21 20:33:49 +02:00 |
Houtan Bastani
|
ab893696eb
|
submodule update: dseries
|
2015-10-21 17:49:48 +02:00 |
Johannes Pfeifer
|
a7ed27b889
|
Document lik_init=5 and add unit test for lik_init
|
2015-10-18 18:55:33 +02:00 |
Houtan Bastani
|
f583add550
|
prior_posterior_function: save results to different structures, depending on which command was called
|
2015-10-14 11:19:12 +02:00 |
Houtan Bastani
|
fd5ce1366e
|
preprocessor: change prior_posterior_function into two arguments. closes #1076
|
2015-10-14 11:02:35 +02:00 |