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5564 Commits (df20a394fc577dbb3361b02a5de8fffe5f0c8908)

Author SHA1 Message Date
Johannes Pfeifer df20a394fc Fix variable sorting in with ML without selected_variables_only, which was erroneously in decision rule order 
Also fixes wrong output when selected_variables_only was used
 2016-04-12 11:30:14 +02:00
Johannes Pfeifer be2221286c Add note on setting of bayestopt_.mf to DsgeSmoother.m 2016-04-12 10:52:40 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Johannes Pfeifer b749a3ce75 Improve header and variable naming in write_smoother_results.m 2016-04-12 10:52:07 +02:00
Johannes Pfeifer a78ebbce72 Document setting of element of restricted state space 2016-04-12 10:51:33 +02:00
Johannes Pfeifer 6d35dad894 Remove duplicate setting of bayestopt_.mf* in dynare_estimation_init Closes #820 2016-04-12 10:46:44 +02:00
Johannes Pfeifer efee7b1a47 Remove duplication of restrict_var_list in bayestopt_ 2016-04-12 10:43:28 +02:00
Johannes Pfeifer 80086ff4ab Clarify naming of var_obs_index to indicate it refers to decision rule order 2016-04-12 10:42:44 +02:00
Johannes Pfeifer 6dddd7a8d4 Add corr.m to missing/stats 2016-04-09 15:22:40 +02:00
Johannes Pfeifer f85d2ef970 Make shock_decomposition.m rely on smoothed deviations from mean 
Necessary after adding trend and mean to smoothed variables
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer d737c7d1d8 Allow corner solution as starting point for MCMC 
Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 7e56302a04 Assure that log-file is closed when aborting metropolis_hastings_initialization.m 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 352a4fd3ae Port bugfix b8c6c87908 to area graphs of conditional_forecast 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 1d13a5dd02 Make imcforecast.m account for presence of 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
Michel Juillard 1628f01fdb fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Michel Juillard 70bcef4933 analytic derivation: cleaning up 2016-04-01 18:45:19 +02:00
Michel Juillard e446aaddb1 analytic derivation: use <fname>_static_params_deriv where needed 2016-04-01 18:45:19 +02:00
Michel Juillard 2313f20a35 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Johannes Pfeifer bf5a3ab6da Add headers to identification routines 2016-03-31 11:20:01 +02:00
Johannes Pfeifer 16d8ee0c7b Cosmetic changes to various function headers 2016-03-25 22:05:36 +01:00
Stéphane Adjemian(Charybdis) e714dc1a9f Fixed bug in homotopy. 
Convex combination for initial/terminal endogenous variables paths was wrong.
 2016-03-24 22:42:44 +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(Charybdis) d3f702f47b Fixed bug (wrong number of arguments count). 2016-03-23 13:59:10 +01:00
Stéphane Adjemian(Charybdis) 109b57c35c Fixed typo (misplaced underscore). 2016-03-23 12:24:19 +01:00
Stéphane Adjemian (Lupi) 703cc97421 Merge branch 'master' into johannes-prefiltering_rebased 2016-03-23 11:32:20 +01:00
Johannes Pfeifer b4f06dd2d6 Account for options_.nk potentially being empty 2016-03-23 10:48:28 +01:00
Johannes Pfeifer 94fe1de08a Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m 2016-03-23 10:48:27 +01:00
Johannes Pfeifer f597709228 Condition setting of nobs and first_obs on existence of dataset 
Required in identification.
 2016-03-23 10:48:26 +01:00
Johannes Pfeifer c17de9f6b8 Fix accounting for third input argument in dyn_forecast.m 2016-03-23 10:48:25 +01:00
Johannes Pfeifer 14a15ec68b Make sure options_-field logged_steady_state is correctly set in stoch_simul.m 2016-03-23 10:48:24 +01:00
Johannes Pfeifer ee6b81284a Correct header of DsgeSmoother.m and write_smoother_results.m 
Definition of updated variables was incorrect
 2016-03-23 10:47:26 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results 
Also adjusts unit test
 2016-03-23 10:47:25 +01:00
Johannes Pfeifer a534b63383 Add constant to filtered and updated ML variables 
Harmonizes treatment across ML and Bayesian estimation
 2016-03-23 10:46:29 +01:00
Johannes Pfeifer f3d7e946e3 Make simult_.m account for logged steady state 2016-03-23 10:36:00 +01:00
Johannes Pfeifer de4d90f88e Make sure oo_.logged_steady_state is always correctly set 2016-03-23 10:35:59 +01:00
Johannes Pfeifer df1c7fce8a Do not condition handing over of observable index on requesting forecasts 
Already the smoother uses them due to potential trends being present
 2016-03-23 10:35:58 +01:00
Johannes Pfeifer 6f8ca74490 Factorize saving of smoother results 
Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
 2016-03-23 10:31:11 +01:00
Johannes Pfeifer fb20b464d4 Remove bayestopt_.mean_varobs and use dataset_info instead 
Closes #255
 2016-03-23 10:31:09 +01:00
Johannes Pfeifer 6a3c2b7b44 Cosmetic changes to forcst2.m and forcst2a.m 
Cleans and documents files
 2016-03-23 10:19:42 +01:00
Johannes Pfeifer dcf0d75d55 Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values 2016-03-23 10:19:41 +01:00
Johannes Pfeifer 1c816aef24 Various interrelated bugfixes dealing with detrending 2016-03-23 10:19:40 +01:00
Johannes Pfeifer d1bbe8f852 Restore backward compatibility with old data interface 2016-03-23 10:10:42 +01:00
Johannes Pfeifer f64b76f0d3 Move saving of data mean to data initialization instead of posterior computations 
Makes it accessible for other functions that also need it
 2016-03-23 10:10:41 +01:00
Johannes Pfeifer b235040ae1 Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used 
Setting was based on unlogged steady states
 2016-03-23 10:09:17 +01:00
Johannes Pfeifer e37448faaf Fix exceptions when prefiltering was requested with loglinear option 
The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
 2016-03-23 10:09:15 +01:00
Johannes Pfeifer b8377b8de5 Fix constant part of forecasts with loglinear option 
Erroneously, the unlogged steady state was added
 2016-03-23 10:09:14 +01:00
Johannes Pfeifer babcd8b180 Fix merge conflict introduced in a55f00073b and make naming consistent with changes introduced in that commit 2016-03-22 22:23:27 +01:00
Stéphane Adjemian(Charybdis) a55f00073b Manual Merge of branch 'mh_recover' (Johannes) 2016-03-22 18:02:45 +01:00