Stéphane Adjemian (Charybdis)
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03b92c6387
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Added file to clear all functions with persistent variables.
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2015-10-06 11:34:56 +02:00 |
Houtan Bastani
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07e29125a2
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Revert "Merge pull request #1064 from JohannesPfeifer/trust_region"
This reverts commit 9cc96b93c0 , reversing
changes made to 1bc965625c .
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2015-10-06 09:52:16 +02:00 |
Houtan Bastani
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51463929d1
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reporting submodule update
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2015-10-02 16:22:35 +02:00 |
Stéphane Adjemian (Charybdis)
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a42a9a427f
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Added a routine to test if a file is older than all the files in a folder (and subfolders).
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2015-09-25 23:37:45 +02:00 |
Johannes Pfeifer
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c01352ea3b
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Fix exit criterion in trust_region.m
Otherwise, error code -3 (Trust region became uselessly small) was accepted as a solved steady state
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2015-09-25 09:11:47 +02:00 |
Stéphane Adjemian (Charybdis)
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a911568b37
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Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
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2015-09-14 14:07:51 +02:00 |
Houtan Bastani
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268384572b
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Merge pull request #1017 from JohannesPfeifer/gsa_fix
Fix bugs in gsa with morris and posterior sampling
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2015-09-09 11:44:49 +02:00 |
Stéphane Adjemian (Charybdis)
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e5e9bdb892
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Adding missing exception...
For cases where a generalized eigenvalue is too close to 0/0.
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2015-09-04 11:02:39 +02:00 |
Stéphane Adjemian (Charybdis)
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59618d132e
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Do not print warning backtrace when some parameters are not initialized.
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2015-09-03 18:31:02 +02:00 |
Stéphane Adjemian (Charybdis)
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267218b5b2
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Updated m-unit-tests submodule.
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2015-09-01 14:55:23 +02:00 |
Stéphane Adjemian
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edcddd9008
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Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
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2015-08-31 12:56:02 +02:00 |
Stéphane Adjemian
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ffa281a058
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Merge pull request #1043 from JohannesPfeifer/check_matlab_path
Make check_matlab_path.m able to deal with one-letter files
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2015-08-31 09:12:35 +02:00 |
Stéphane Adjemian (Charybdis)
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d8eff0843f
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Updated particles submodule.
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2015-08-28 11:20:24 +02:00 |
Johannes Pfeifer
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14e2b6ec67
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Make check_matlab_path.m able to deal with one-letter files
Closes #1040
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2015-08-27 15:34:54 +02:00 |
Stéphane Adjemian
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9179d331e0
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Merge pull request #1036 from JohannesPfeifer/cosmetics
Speedup and compatibility
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2015-08-27 11:46:16 +02:00 |
Stéphane Adjemian (Charybdis)
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d125c2effc
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Fixed bug (wrong syntax for switch, case 5).
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2015-08-27 11:37:07 +02:00 |
Johannes Pfeifer
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f5dac58ffc
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Remove redundant check whether nobs is empty from dynare_estimation.m
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2015-08-25 15:40:44 +02:00 |
Johannes Pfeifer
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f80f0f9258
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Add capacities for rolling window estimation
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2015-08-25 15:37:25 +02:00 |
Johannes Pfeifer
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26437e1c32
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Replace eval by indirect addressing of fields.
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2015-08-25 09:45:39 +02:00 |
Johannes Pfeifer
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24a91ab6bc
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Replace inline by anonymous functions
Inline will be removed from future Matlab versions
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2015-08-25 09:44:48 +02:00 |
Michel Juillard
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511801c903
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finalize svar_global_identification_check
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2015-08-24 14:53:27 +02:00 |
Houtan Bastani
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a88d1bd0f8
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Merge pull request #1032 from JohannesPfeifer/mode_check
Add missing fclose to mode_check.m
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2015-08-17 14:45:25 +02:00 |
Johannes Pfeifer
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ee66f892ca
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Add missing fclose to mode_check.m
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2015-08-17 14:42:52 +02:00 |
Houtan Bastani
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e8b894c791
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submodule update: dseries
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2015-08-17 12:16:21 +02:00 |
Houtan Bastani
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b7b9202672
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Merge pull request #1029 from JohannesPfeifer/display_Jacobian
Fix wrong display type in display_problematic_vars_Jacobian.m
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2015-08-17 11:00:25 +02:00 |
Johannes Pfeifer
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6f8000f0f3
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Condition test whether varobs was defined on existence of field
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2015-08-17 10:48:41 +02:00 |
Johannes Pfeifer
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c322315010
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Fix wrong display type in display_problematic_vars_Jacobian.m
Equation number is a double, not a string.
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2015-08-15 11:58:43 +02:00 |
Johannes Pfeifer
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9b6d7dc68a
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Make irf_plot_threshold consistent with manual
IRFs smaller and not smaller equal should not be displayed
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2015-08-14 12:36:08 +02:00 |
Stéphane Adjemian
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de9f5cd8e1
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Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
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2015-08-13 16:10:12 +02:00 |
Stéphane Adjemian (Lupi)
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1fa050830b
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Manually merged PR #1022.
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2015-08-13 14:49:39 +02:00 |
Johannes Pfeifer
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2476ffdbb9
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Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
Closes #917
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2015-08-11 14:37:37 +02:00 |
Johannes Pfeifer
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7bdc6de481
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Cosmetic improvements in *_mh_history_file
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2015-08-11 14:33:45 +02:00 |
Johannes Pfeifer
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698a44c98a
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Add option for storing contemporaneous correlation
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2015-08-11 11:27:55 +02:00 |
Johannes Pfeifer
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8a09c61adb
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Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
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2015-08-11 11:24:58 +02:00 |
Johannes Pfeifer
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beab158a67
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Various cosmetic fixes
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2015-08-10 21:35:51 +02:00 |
Houtan Bastani
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6e3a73190f
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fix general oo_ conversion function: make recursive, works in both directions, #915
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2015-08-07 11:42:33 +02:00 |
Johannes Pfeifer
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df54dcaddb
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filt_mc: Fix saving of variables that might not exist
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2015-08-06 11:56:56 +02:00 |
Johannes Pfeifer
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ef4200b3c3
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Fix compatibility of gsa with new data interface
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2015-08-06 11:56:15 +02:00 |
Houtan Bastani
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e13a59eb64
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preprocessor: add one_sided_hp_filter to stoch_simul. #1011
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2015-08-03 17:34:34 +02:00 |
Houtan Bastani
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d9a1b99899
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preprocessor: add bandpass_filter option to stoch_simul. #1011
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2015-08-03 17:28:55 +02:00 |
Michel Juillard
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8fb08096b2
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fixed bug introduced in commit caa04fb251
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2015-07-31 19:37:55 +02:00 |
Houtan Bastani
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f216b9194b
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modify version checking files to work with versions with 2 and 3 numbers, #915
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2015-07-31 13:46:37 +02:00 |
MichelJuillard
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7567c04421
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Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
Filter out non-fully calibrated model when use_calibration is used wi…
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2015-07-31 11:34:28 +02:00 |
Michel Juillard
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caa04fb251
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add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
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2015-07-31 11:25:54 +02:00 |
Johannes Pfeifer
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64889b7335
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Filter out non-fully calibrated model when use_calibration is used with ML
Required after 9557142cc4 .
Closes #849
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2015-07-31 11:23:58 +02:00 |
Houtan Bastani
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c88c17728e
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preprocessor: issue warning when param used with lead/lag. closes #976
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2015-07-30 14:40:03 +02:00 |
Michel Juillard
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7d11ed7642
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histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
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2015-07-29 16:12:53 +02:00 |
Michel Juillard
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fe861fee76
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fixed bug introduced in commit 1bd2a1b1c2
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2015-07-29 11:54:10 +02:00 |
Michel Juillard
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1bd2a1b1c2
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ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
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2015-07-28 17:17:25 +02:00 |
Michel Juillard
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448bece904
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ep: set default algorithm for solve_algo = 9 (trust region on a single block)
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2015-07-28 17:17:25 +02:00 |