Johannes Pfeifer
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c596b8890e
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Trend_diagnostics_MCMC_common.inc: do not store smoother results on disk
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2021-01-27 17:42:15 +01:00 |
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Johannes Pfeifer
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59dd96db83
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Bayesian smoother: fix field naming for Filtered_Variables_X_step_ahead
Naming used length of vector instead of actual steps
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2021-01-27 17:41:37 +01:00 |
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Johannes Pfeifer
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ce3e441205
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dynare_minimize_objective.m: restore octave compatibility
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2021-01-27 14:56:24 +01:00 |
Sébastien Villemot
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1d75eeffb2
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CI: redure storage duration of artifacts
This will alleviate the disk storage pressure on eris.
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2021-01-27 10:13:38 +01:00 |
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Sébastien Villemot
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8f47b276a0
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Merge branch 'online_filter' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-26 16:54:03 +01:00 |
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Johannes Pfeifer
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847eb8050a
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Check measurement error for mode_compute=11
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2021-01-26 16:51:39 +01:00 |
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Sébastien Villemot
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e1bdc87ff9
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Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-26 16:27:43 +01:00 |
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Sébastien Villemot
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3bcc59be78
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Merge branch 'mh_tune_test' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-26 16:27:15 +01:00 |
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Sébastien Villemot
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145c851707
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Merge branch 'analytic_gradient' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-26 16:23:35 +01:00 |
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Johannes Pfeifer
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c304dea35f
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stoch_simul.m: filter out mcp-tag solvers
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2021-01-26 11:40:46 +01:00 |
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Johannes Pfeifer
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8ad8bf05b3
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gsa/ls2003a.mod: reduce run-time
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2021-01-26 10:39:38 +01:00 |
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Johannes Pfeifer
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e9ea837b28
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Reduce run-time of tune_mh_jscale/fs2000.mod
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2021-01-26 10:10:29 +01:00 |
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Johannes Pfeifer
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a5c8fa54b6
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dsge_likelihood.m: error out with non-empty gradient for analytic_derivation
Matlab optimizers require it
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2021-01-26 08:31:31 +01:00 |
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Sébastien Villemot
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1fce40ddeb
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Preprocessor: remove the unfinished decomposition in linear and nonlinear blocks
Also remove the interface to det_cond_forecast.
Closes: !1626
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2021-01-25 18:19:09 +01:00 |
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Sébastien Villemot
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09f992d584
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Merge branch 'moments_varendo' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-25 18:18:46 +01:00 |
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Sébastien Villemot
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f9437f89c2
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Merge branch 'analytic_derivation' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-25 18:17:52 +01:00 |
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Sébastien Villemot
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992e375bfa
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Merge branch 'use_mh_covariance' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-25 18:16:23 +01:00 |
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Johannes Pfeifer
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1245d41a6a
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moments_varendo: store var_list in files
Allows identifying changes in var_list in the future
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2021-01-25 15:56:44 +01:00 |
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Johannes Pfeifer
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c27c4fd932
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moments_varendo: delete stale files from previous runs
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2021-01-25 15:55:10 +01:00 |
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Johannes Pfeifer
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c507eefc23
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testsuite: check values of analytic derivation likelihood to prevent regression
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2021-01-24 17:41:50 +01:00 |
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Johannes Pfeifer
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1ee788e61b
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dynare_minimize_objective.m: reorder 13 to come before 101
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2021-01-24 17:41:17 +01:00 |
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Johannes Pfeifer
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e3cda8c76d
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Document optimizers compatible with analytic_derivation
Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
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2021-01-24 17:41:17 +01:00 |
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Johannes Pfeifer
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25803a6842
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dynare_minimize_objective: fix use of analytic derivatives by employing wrapper function
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2021-01-24 17:40:24 +01:00 |
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Johannes Pfeifer
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ff4278070a
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dynare_minimize_objective.m: replace optimset by optimoptions to allow for both Pre and post R2016a option names
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2021-01-24 09:21:09 +01:00 |
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Johannes Pfeifer
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d2a55d1e49
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method_of_moments: adapt analytic jacobian output to interface used elsewhere
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2021-01-24 09:21:09 +01:00 |
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Johannes Pfeifer
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2b79eb2850
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solvopt.m: suppress incidental output
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2021-01-24 09:21:08 +01:00 |
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Johannes Pfeifer
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916058cbfd
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initial_estimation_checks.m: Do not allow quadratic equation solver for non-quadratic problems
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2021-01-24 09:21:08 +01:00 |
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Johannes Pfeifer
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b652b6d932
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csminwel1.m: two small fixes
- gh always exists, no need to check
- allow having non-bad gradient in first iteration
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2021-01-23 22:18:45 +01:00 |
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Johannes Pfeifer
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5bee25c06e
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weibull prior: fix second derivative output and suppress display of output
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2021-01-23 09:57:17 +01:00 |
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Johannes Pfeifer
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82aa669b30
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prior densities: make sure derivative output has correct dimensions
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2021-01-23 09:57:17 +01:00 |
 Stéphane Adjemian (Charybdis)
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2b7dbff459
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Cosmetic change.
[skip ci]
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2021-01-23 09:53:54 +01:00 |
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Johannes Pfeifer
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f19decf297
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non_linear_dsge_likelihood.m: consistently use options_.particles.pruning
Closes https://git.dynare.org/Dynare/dynare/-/issues/1756
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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ec69174173
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Improvements to particle tests
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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29537b761b
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csminwel1.m: fix bug with user-supplied gradient function
transformation to function handle made subsequent ischar-checks non-functioning
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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de16e9c00a
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dynare_estimation_1: restore exiting with mode_compute=0 and order=1
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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ade1dfce5e
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compute_moments_varendo: cosmetic fix to display
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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b38d6f8139
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compute_moments_varendo: use pruned state space at higher order
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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314948ce34
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compute_moments_varendo: skip computations for various unsupported cases
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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dedfd0c08f
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compute_moments_varendo: skip variance decomposition at higher order
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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9f903db283
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disp_th_moments_pruned_state_space.m: cosmetic fix to header
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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417f038cc5
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Particle filters: do not compute Kalman smoother
Related to https://git.dynare.org/Dynare/dynare/-/issues/1757
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2021-01-22 21:19:07 +01:00 |
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Johannes Pfeifer
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0b87f66443
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non_linear_dsge_likelihood.m: do not set use_k_order_solver with pruning
local_state_space_iteration_k does not support it, use local_state_space_iteration_2 at order=2 instead and error out with order=3
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2021-01-22 21:19:07 +01:00 |
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Sébastien Villemot
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f553826502
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Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-22 18:33:41 +01:00 |
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Sébastien Villemot
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dfa6359dd3
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Merge branch 'solve_opt' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-22 18:33:12 +01:00 |
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Sébastien Villemot
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565d61aad3
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Merge branch 'kalman_analytic_bug' of git.dynare.org:JohannesPfeifer/dynare
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2021-01-22 18:32:42 +01:00 |
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Sébastien Villemot
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35df056905
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histval_file: workaround for bug in MATLAB ≤ R2019a
Ref. dseries#45
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2021-01-22 18:31:31 +01:00 |
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Johannes Pfeifer
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d0bada1fdf
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manual: update optim for mode_compute=13
[skip CI]
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2021-01-22 17:08:20 +01:00 |
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Johannes Pfeifer
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731a168f69
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Make mh_tune_jscale work with use_mh_covariance_matrix
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2021-01-22 15:01:23 +01:00 |
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Johannes Pfeifer
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fa739c3a63
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posterior_sampler_initialization.m: update record if different sampler is used
Also removes redundant field
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2021-01-22 15:01:23 +01:00 |
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Johannes Pfeifer
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c78890d5ca
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posterior_sampler_initialization.m: Allow running different samplers after each other
Transform error to warning
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2021-01-22 15:01:22 +01:00 |