e1a5e0de53
Objective function needs to be passed as a string to CMAES optimization routine.
2012-03-04 22:13:00 +01:00
6a8095303e
Added particle filter flag.
2012-03-04 22:12:59 +01:00
2f3c8f910f
Fixed bug related to the dynare implementation of the simplex algorithm.
2012-03-04 22:12:58 +01:00
8aea0bf14c
Updated copyright year.
2012-03-04 22:12:58 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
de8962b239
Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
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This reverts commit 108444b703
2012-01-09 20:47:11 +01:00
108444b703
added calls to re-initialize persistent variable 'penalty' is
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dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
8f1326e2f8
changed name of function forecast.m -> dyn_forecast.m because of
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name conflict with cszt
2011-12-11 11:15:38 +01:00
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
12003fbdab
Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216).
2011-11-14 18:30:45 +01:00
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
b5ae8356a9
fixing bug for plots of measurement errors
2011-11-02 15:49:02 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
9ac3e7a582
fixing bug when estimating models with a steady state different from
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zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
7593afff22
fixed issue with dataset_
2011-10-22 15:29:55 +02:00
bd00dc11d8
removing 8th output argument of dynare_estimation_init and
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corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
e7a983797c
fixed call to prior_posterior_statistics
2011-10-14 15:48:39 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
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generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
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Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
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univariate Kalman filter
2011-09-18 10:44:05 +02:00
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
322adb92a5
Removed global from prior_bounds. Added texinfo header.
2011-09-14 23:41:37 +02:00
cd1d6ae253
adding mode_compute=prior, initializing variance of proposal at variance of priors
2011-07-24 23:03:31 +02:00
bf6853339d
dr.order_var is equivalent to M_.block_structure.variable_reordered
2011-06-21 13:20:51 +02:00
3459b08c53
- Corrects the first order approximation of block-decomposed models
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- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
250c32bfb5
estimation: fixing logic for calling mode_check (thanks to J. Pfeifer)
2011-06-03 14:20:27 +02:00
ea103ecb84
Do not compute marginal density (Laplace approximation) if options_.cova_compute==1.
2011-05-13 14:56:03 +02:00
26a4a011d0
Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case).
2011-05-13 14:35:51 +02:00
6302abd7bd
Allow empty hessian in mode_check routine (options_.cova_compute==0)
2011-05-13 12:46:55 +02:00
bd012c458f
Fixed bug with option cova_compute.
2011-05-13 12:34:27 +02:00
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
87abc9041c
Fixed bug for tex figures.
2011-04-06 12:00:22 +02:00
4d5dc228a8
add 'var' restriction to exist() tests (more of the same is needed in other functions)
2011-03-26 20:19:23 +01:00
f7f100426d
bug fixing for mode_compute == 6
2011-03-09 14:43:28 +01:00
f6f96be0a0
Fix bug introduced in previous commit
2011-02-22 10:54:31 +01:00
8619ec7835
Fixed bug related to dname
2011-02-22 10:12:37 +01:00
aafa328362
updating dynare_estimation_init.m and using it in dynare_estimation_1.m. Required for GSA.
2011-02-21 11:22:47 +01:00
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
b247c329d8
replaced expressions X == 0 by more efficient and robust isequal(X,0) when X is a matrix
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porting earlier changes from DsgeLikelihood.m to DsgeLikelihood_hh.
cleaning code
2011-02-09 06:23:27 +01:00
7db0dad508
changed default for optimizer = 5
2011-02-08 15:42:38 +01:00
ad77ce7189
fixed echoes on command window
2011-02-08 15:41:17 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Marco Ratto
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Michel Juillard