e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
61cd43b3be
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
7840dbbb77
use "clear -all" instead of "clear all" when running under Octave
2011-11-20 14:48:01 +01:00
074515bfc2
fixed bug in drawing of prior densities (It must always return
...
'steps' values)
2011-11-19 21:14:43 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
1cd827b5ad
removed faulty test for small elements on the diagonal of ss and tt
2011-11-18 18:44:05 +01:00
1f88bb2ba7
Give credits to MonFisPol grant
2011-11-18 17:29:49 +01:00
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
a98393339b
Testsuite: better isolation between tests
...
Restore the path and add an extra clear all between tests
2011-11-17 11:52:18 +01:00
4a33af5a80
Added missing copyright header
2011-11-16 11:13:55 +01:00
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
7af760db32
ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz
2011-11-14 21:59:39 +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
bcf7e88217
Do not plot the priors if option nograph is used.
2011-11-14 17:56:27 +01:00
30ed317d26
Cosmetic change in unitary test.
2011-11-14 12:08:21 +01:00
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
9c3551bcb8
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
91dab8751e
ms-sbvar: adding display of Fhat
2011-11-07 15:47:16 +01:00
d4b4060d69
Fix build failure with -Werror=format-security
...
See Debian bug #646258 (http://bugs.debian.org/646258 ) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
2011-11-07 15:29:06 +01:00
82d3c76ebb
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
9d5953403e
allow tighter tolerance in htol if requested by the user.
2011-11-07 09:21:36 +01:00
3d2e55274d
bug fix + inclusion of prior derivatives in analytic computations.
2011-11-07 09:19:36 +01:00
9d2e153ef2
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
434157f611
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
4acd50bdaf
When using steady state in the old format, M_ should be updated beforehand.
2011-11-07 09:14:26 +01:00
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
f85c43d8f0
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
8a885f3468
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
9be0749e1c
small bug fix
2011-11-05 11:09:10 +01:00
9ebb86784d
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +01:00
7517b51630
Added scores and likelihood as optional output arguments
2011-11-05 11:05:10 +01:00
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
8313b158b6
Aligned with DsgeLikelihood.m,
...
manual cherry-picks from
30afa5f415
2011-11-05 11:02:05 +01:00
6b2cee2017
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
6eb16f06f5
fixed bug for measurement errors returned by smoother
2011-11-04 21:15:47 +01:00
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
d6cff06535
improving data reading function to avoid name conflicts
2011-11-03 10:18:39 +01:00
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
f0efbee26d
adding short circuit operator
2011-11-02 18:34:53 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
b5ae8356a9
fixing bug for plots of measurement errors
2011-11-02 15:49:02 +01:00
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Marco Ratto
Michel Juillard