Houtan Bastani
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5fda0ffd2a
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fix installation instructions for os x
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2016-07-20 10:39:48 -04:00 |
Houtan Bastani
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258cab7493
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Merge pull request #1253 from JohannesPfeifer/Merge_fix_likelihood
Add missing logical operator from likelihood functions introduces whe…
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2016-07-20 10:37:10 -04:00 |
Johannes Pfeifer
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72b8c650e5
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Add missing logical operator from likelihood functions introduces when removing global penalty
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2016-07-18 11:11:43 +02:00 |
Michel Juillard
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e7a1988223
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throwing exception if dgges reports an error
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2016-07-17 14:40:15 +02:00 |
Michel Juillard
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5d38280f27
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remove one instance of dynamic exception specification
closes issue #1250
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2016-07-16 00:13:47 +02:00 |
Michel Juillard
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dcff4b57a9
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adding missing initializations
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2016-07-15 17:43:58 +02:00 |
Johannes Pfeifer
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578fb04590
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Check for complexity of steady state in resid.m
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
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2016-07-14 15:04:27 +02:00 |
Houtan Bastani
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ad4d77853d
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preprocessor: rework conf_sig option
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2016-07-04 17:34:44 +02:00 |
Michel Juillard
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22f49971bc
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fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
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2016-07-03 10:56:44 +02:00 |
Michel Juillard
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2f2413e64a
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addind ep accuracy check
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2016-07-03 10:56:44 +02:00 |
Marco Ratto
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bf293396b6
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Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
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2016-07-01 20:40:17 +02:00 |
Johannes Pfeifer
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7621ebb5ea
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Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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8694617bd0
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Add rplot to TeX-test
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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9275cd089b
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Add eps-loader to rplot.m
Also makes sure that every single graph is saved when looping over figures
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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2a2d81784b
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Allow rplot to plot exogenous variables
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2016-07-01 19:09:29 +02:00 |
Stéphane Adjemian (Lupi)
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46a149576b
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Merge branch 'pr#1241'
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2016-07-01 16:30:49 +02:00 |
Stéphane Adjemian (Hermes)
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2435040929
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Changed default for nonlinear filters.
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2016-07-01 11:47:21 +02:00 |
Stéphane Adjemian (Hermes)
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b6ecf5fdd0
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Updated particles submodule (fixes for apf and cpf).
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2016-07-01 11:41:39 +02:00 |
Houtan Bastani
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848d81eb84
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Merge pull request #1238 from rattoma/gsa
Bug fixes for identification with ML
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2016-06-27 23:45:05 +02:00 |
Stéphane Adjemian (Hermes)
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c5f8fe7f85
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Added integration test for {variables,parameters} partitioning.
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2016-06-27 12:10:15 +02:00 |
Stéphane Adjemian (Hermes)
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581198741f
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Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
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2016-06-24 17:38:54 +02:00 |
Stéphane Adjemian (Hermes)
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fcaf457f35
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Cosmetic change (code factorization).
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2016-06-24 17:35:56 +02:00 |
Johannes Pfeifer
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420e80e538
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discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
Prevents cryptic crashes due to NaN in derivatives of objective function
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2016-06-23 20:50:17 +02:00 |
Johannes Pfeifer
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317f958184
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Ramsey: Test whether number of instruments matches number of missing equation
Otherwise cryptic crashes can result
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2016-06-23 20:48:01 +02:00 |
Houtan Bastani
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b0e7f1cfd7
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Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
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2016-06-23 15:59:35 +02:00 |
Houtan Bastani
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7a29f50d99
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preprocessor: allow for partitioning of variables along multiple dimensions
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2016-06-23 15:36:42 +02:00 |
Marco Ratto
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be758613f4
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fixed bugs that prevented the computation of the asymptotic Hessian with ML.
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2016-06-19 11:09:59 +02:00 |
Marco Ratto
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25120e54f5
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added check for singular values whose eigenvectors contains only ONE column
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2016-06-19 11:08:37 +02:00 |
Michel Juillard
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b75f333a7e
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fixed snes_1.cc for petsc-3.7.2
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2016-06-18 11:21:42 +02:00 |
Michel Juillard
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5d1162d229
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fixed bug in writeCCOutput
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2016-06-18 11:21:42 +02:00 |
Stéphane Adjemian (Hermes)
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25243712ba
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Fixed bug on non linux platforms + Cosmetic changes.
The paths to mex files was wrong.
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2016-06-17 22:02:34 +02:00 |
Johannes Pfeifer
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e214ec2976
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Allow for parameter_set=mle_mode in conditional_forecast
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2016-06-17 00:21:08 +02:00 |
Johannes Pfeifer
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1c420e6056
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Stéphane Adjemian (Hermes)
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1dea10d478
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Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
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2016-06-17 00:16:06 +02:00 |
Stéphane Adjemian (Hermes)
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af9b069830
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Moved isoctave routine in base directory.
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2016-06-17 00:04:00 +02:00 |
Stéphane Adjemian (Hermes)
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d80f6d9a99
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Minimize the number of calls to addpath.
These calls have a prohibitive cost...
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2016-06-16 23:55:07 +02:00 |
Stéphane Adjemian
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3ae44efbea
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Merge pull request #1218 from rattoma/gsa
Allow Screening with neighborhood_width sampling.
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2016-06-16 22:18:39 +02:00 |
Johannes Pfeifer
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00dcc1b543
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Clarify Dynare behavior of using clear all for Octave and Matlab
Closes #1232
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2016-06-16 20:50:11 +02:00 |
Johannes Pfeifer
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20ae7069cf
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Document new OSR fields of M_
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2016-06-16 20:49:02 +02:00 |
Stéphane Adjemian (Lupi)
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33d35bc3c5
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Added quantile routine in missing.
This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
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2016-06-16 14:33:57 +02:00 |
Johannes Pfeifer
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f86b0a5ad6
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Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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3b09ab5424
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Save Smoother.Trend and Smoother.Constant after MCMC
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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1c84ccdc34
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Save trend and constant for all variables in smoother
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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3efe283bf0
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Make oo_.Smoother.TrendCoeff have size of endogenous variables
Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
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2016-06-16 12:05:38 +02:00 |
Johannes Pfeifer
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5d6d1336ef
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Enable filter_covariance option in posterior sampling
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2016-06-16 12:05:38 +02:00 |
Stéphane Adjemian (Hermes)
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65ae97d37d
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Fixed bug.
For uniform priors use the prior mean when computing the prior
moments (prior mode is not defined).
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2016-06-16 11:59:47 +02:00 |
Stéphane Adjemian (Hermes)
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789f21257e
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Avoid side effects on globals (prior CLI and write_latex_prior_table commands).
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2016-06-16 11:57:16 +02:00 |
Stéphane Adjemian (Hermes)
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2c074d7cd2
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Check that a prior is defined in prior CLI command
Behaviour consistent with the logic introduced in commit
64d01a806e .
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2016-06-16 11:16:23 +02:00 |
Stéphane Adjemian (Hermes)
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a91e4dec75
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Bug fixes.
Introduced when we increased the size of the mat files saved on
disk (see commit #e2942662479f822cd4ca1251158f0b5037c3a446).
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2016-06-16 11:15:22 +02:00 |
Stéphane Adjemian (Hermes)
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64d01a806e
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Fixed behaviour of write_latex_prior_table command
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2016-06-16 10:38:40 +02:00 |