Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
...
Closes #1717 .
2020-02-29 13:25:24 +01:00
9c9e2b443e
Merge remote-tracking branch 'community/master' into enterprise
2019-10-01 14:54:52 +02:00
715ae0ce39
preprocessor: submodule update
2019-09-30 12:28:29 +02:00
f665117879
Remove spurious indentation changes
...
This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
...
use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
...
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
...
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
...
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
...
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
...
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
...
Closes #504
2016-06-14 15:09:05 +02:00
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
...
- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
40faefa182
Clarify unit test dependencies
...
fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
...
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
...
Speeds up estimation
2015-06-07 17:11:39 +02:00
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
...
=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +02:00
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
0fdc18e7fb
Merge branch 'ifc'
...
Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
...
Closes #112 , #514
2013-11-05 17:16:32 +01:00
fddee8e1db
Bugfixes for correlated shocks
...
Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
...
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
...
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
Stéphane Adjemian (Charybdis)
Willi Mutschler
Sébastien Villemot
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Stéphane Adjemian(Charybdis)
Marco Ratto
MichelJuillard
Johannes Pfeifer