Houtan Bastani
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
MichelJuillard
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
Houtan Bastani
816b5bb884
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd435
.
2016-07-21 11:04:04 -04:00
Houtan Bastani
86bc3bd435
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
Houtan Bastani
ed549d3ba7
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
Houtan Bastani
8446e6bc14
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
Houtan Bastani
e5b851d175
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
Houtan Bastani
ad4d77853d
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
Stéphane Adjemian (Hermes)
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7
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2016-06-24 17:38:54 +02:00
Houtan Bastani
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99
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2016-06-23 15:59:35 +02:00
Houtan Bastani
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Houtan Bastani
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis)
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Hermes)
53747cb082
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
8b084595e2
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
Houtan Bastani
8b85ca19bf
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
42895ce32c
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a776
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2016-05-18 10:33:45 +02:00
Houtan Bastani
6192a6a776
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
4b71593b3c
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
Houtan Bastani
626f8af374
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
Houtan Bastani
7c00ae723e
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
Houtan Bastani
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
Michel Juillard
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
Houtan Bastani
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Houtan Bastani
84f4b7c322
preprocessor: remove rule that should have been removed in fd5ce1366e
2015-10-30 18:23:39 +01:00
Houtan Bastani
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Houtan Bastani
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
Houtan Bastani
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Houtan Bastani
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
Houtan Bastani
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
Houtan Bastani
154980ec8c
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
Houtan Bastani
ddc8eee388
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
Michel Juillard
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
Johannes Pfeifer
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Houtan Bastani
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Houtan Bastani
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Stéphane Adjemian (Charybdis)
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis)
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
Johannes Pfeifer
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
Johannes Pfeifer
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00