Johannes Pfeifer
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da691bb21c
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Fix reading in of initval files from Excel
series_-indicator was not set
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2014-11-27 10:44:21 +01:00 |
Johannes Pfeifer
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c7237a7d13
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Document that all types of vectors are possible in initval file
Also documents required size
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2014-11-27 10:43:41 +01:00 |
Johannes Pfeifer
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566835bba6
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Check size of initval-file provided values and issue more explicit error message
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2014-11-27 09:09:30 +01:00 |
Johannes Pfeifer
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6d7c8ef963
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Allow reading in of row vectors in initval file
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2014-11-27 09:08:57 +01:00 |
Stéphane Adjemian
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6aa7c038ef
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Merge pull request #799 from JohannesPfeifer/simplex
Further fixes to simplex algorithm related to unset options
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2014-11-25 11:45:59 +01:00 |
Houtan Bastani
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4b41aa70c4
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preprocessor: add optim option to osr, #779
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2014-11-25 11:44:52 +01:00 |
Houtan Bastani
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97e93941c5
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gsa: corrcoef: add missing function from octave forge nan package, #796
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2014-11-25 11:25:45 +01:00 |
Johannes Pfeifer
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d27e5bc5c2
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Modify unit test for mode_compute=8 to set optimizer options
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2014-11-25 09:56:55 +01:00 |
Johannes Pfeifer
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3d6316bc5e
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Fix handling of some options in simplex_optimization_routine.m
One was unset, leading to crashes, and the other one was ignored due to naming conflicts
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2014-11-25 09:56:14 +01:00 |
Johannes Pfeifer
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268e8627f0
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Add missing simple option to global_initialization.m
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2014-11-25 09:54:41 +01:00 |
Houtan Bastani
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fdeb0d5d7c
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Merge pull request #797 from JohannesPfeifer/osr_unit_test
Add initial values to prevent unit test from crashing due to numerical i...
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2014-11-24 17:47:06 +01:00 |
Johannes Pfeifer
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1ac96c6808
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Add initial values to prevent unit test from crashing due to numerical inaccuracy.
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2014-11-24 17:40:29 +01:00 |
Houtan Bastani
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289afb5109
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license: remove license for file that is no longer in repo
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2014-11-24 17:28:42 +01:00 |
Houtan Bastani
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103788bb5b
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gsa: add corrcoef from octave forge nan package. closes #796
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2014-11-24 17:28:38 +01:00 |
Houtan Bastani
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2254f846c5
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bug fix: remove consecutive plus signs
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2014-11-24 12:26:10 +01:00 |
Houtan Bastani
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3150b854b7
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Merge pull request #795 from JohannesPfeifer/osr_test
Shorten length of unit test file to prevent crash
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2014-11-24 11:05:18 +01:00 |
Johannes Pfeifer
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e12b494921
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Shorten length of unit test file to prevent crash
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2014-11-23 09:32:29 +01:00 |
MichelJuillard
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6d12f2141f
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Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
Fix message in dynare_estimation_init.m
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2014-11-21 22:10:30 +01:00 |
MichelJuillard
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dc319a973c
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Merge pull request #768 from JohannesPfeifer/model_diagnostics
Improvements to model diagnostics
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2014-11-21 22:09:08 +01:00 |
MichelJuillard
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afb60b2528
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Merge pull request #767 from JohannesPfeifer/osr_scaling
Fix computation of objective function in OSR when covariances are specified
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2014-11-21 22:03:00 +01:00 |
MichelJuillard
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22d4a86c6d
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Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
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2014-11-21 21:48:19 +01:00 |
Houtan Bastani
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f3f2da54ff
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load_csv_file: try loading io package before error and expand error message
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2014-11-21 16:15:12 +01:00 |
Johannes Pfeifer
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8204be67d0
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Add unit test for correctness of forecasting with exogenous variables
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2014-11-21 10:38:30 +01:00 |
MichelJuillard
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8e9cd95a89
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Merge pull request #760 from JohannesPfeifer/fix_smoother
Fix bug when calling non-Bayesian smoother after Bayesian estimation
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2014-11-20 10:27:15 +01:00 |
Houtan Bastani
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e0ae604cef
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doc: update gsa option defaults to accord with changes in 6f68ad69a8
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2014-11-20 10:25:34 +01:00 |
Houtan Bastani
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974ea63b36
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Merge pull request #787 from rattoma/gsa
New compact plots for GSA and IRF/moment calibration
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2014-11-20 10:20:23 +01:00 |
Houtan Bastani
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014a077fe4
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Merge pull request #788 from rattoma/master
Updated affiliation
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2014-11-20 10:14:31 +01:00 |
Marco Ratto
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0de4eadb66
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Updated affiliation
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2014-11-20 08:42:33 +01:00 |
Marco Ratto
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876635c371
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1) Provisions for using mcf_analysis in map_calibration.m
2) Changed synthetic plotting of all restrictions
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2014-11-19 19:37:51 +01:00 |
Marco Ratto
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a48e053e3a
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Do not number saved figure when only is saved.
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2014-11-19 19:36:27 +01:00 |
Marco Ratto
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3a32d61d32
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provisions for using new mcf_analysis.m
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2014-11-19 19:35:44 +01:00 |
Marco Ratto
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f3c9b39dce
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Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
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2014-11-19 19:32:07 +01:00 |
Houtan Bastani
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313433ec45
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ms-sbvar: submodule update
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2014-11-19 14:40:51 +01:00 |
Houtan Bastani
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5224ceeebb
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Merge pull request #786 from rattoma/master
Proper use of nodecomposition option in posterior estimation and identification
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2014-11-18 18:22:21 +01:00 |
Marco Ratto
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6f68ad69a8
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Merge remote-tracking branch 'remotes/personal/gsa' into gsa
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2014-11-18 15:44:44 +01:00 |
Marco Ratto
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79f68a5f32
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1) proper use of new nodecomposition option;
2) bug fix on variable list;
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2014-11-18 15:23:26 +01:00 |
Marco Ratto
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e01e957888
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document nodecomposition
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2014-11-18 13:04:37 +01:00 |
Marco Ratto
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3d14c1078e
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Proper use of nodecomposition option in posterior estimation and identification.
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2014-11-18 12:12:22 +01:00 |
Houtan Bastani
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ae8cedb24d
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Merge pull request #785 from rattoma/master
Properly deal with dseries in identification. This fixes #781
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2014-11-18 11:55:32 +01:00 |
Houtan Bastani
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f3ec84971b
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preprocessor: add diffuse_filter and prior_trunc options to identification, #677
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2014-11-18 11:53:34 +01:00 |
Marco Ratto
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e3ac15458a
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Properly deal with dseries in identification. This fixes #781
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2014-11-18 11:34:49 +01:00 |
Houtan Bastani
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8d96310436
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Merge pull request #702 from rattoma/master
Use the nodecomposition option which is available in th_autocovarianc...
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2014-11-17 12:16:43 +01:00 |
Houtan Bastani
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4b338b4bcb
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preprocessor: add nodecomposition option to estimation and stoch_simul, #702
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2014-11-17 12:15:38 +01:00 |
Houtan Bastani
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c3fdb7517c
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Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
Cosmetic change to perfect foresight + unit tests
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2014-11-17 11:32:07 +01:00 |
Johannes Pfeifer
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b735042f05
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Fix naming of option selected_variables_only in manual
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2014-11-16 21:11:06 +01:00 |
Johannes Pfeifer
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c5a0f932c2
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Change wrong Windows-style file separators to Linux ones
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2014-11-16 21:11:06 +01:00 |
Johannes Pfeifer
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c5c5caace5
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Add utility to convert Dynare 4.5 results structure to 4.4
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2014-11-16 21:11:06 +01:00 |
Johannes Pfeifer
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cb4fb6aaf1
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Replace eval-command in dynare_estimation.m by direct call to fields
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2014-11-16 21:11:06 +01:00 |
Johannes Pfeifer
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86cac40362
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Harmonize field length for FilteredVariables for calibrated smoother
Analogous to 4f5e0321228c0e4aca19fcd114f26dbaa1bbbfaf
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2014-11-16 21:11:06 +01:00 |
Johannes Pfeifer
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4b1e815728
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Always display value of posterior/likelihood at the mode
Also clarifies that minus the posterior/likelihood is displayed
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2014-11-16 21:11:06 +01:00 |