22b20eee96
Widen tolerance of trend unit tests under Octave
2016-10-06 21:01:35 +02:00
b70bc9433f
pm3: restore Matlab compatibility by loading file into a variable
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In R2016b the variables loaded in the function need to be known in advance
2016-10-06 14:21:25 +02:00
209f1b4a7c
Allow first_obs and nobs as options of shock_decomposition
2016-10-06 14:20:04 +02:00
17dec97c4f
Use raw_data in forecast plots instead of prefiltered data
2016-10-05 19:04:13 +02:00
f074c67d59
Merge pull request #1297 from JohannesPfeifer/estimation_fixes
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Bugfixes and cosmetic changes related to estimation
2016-10-04 11:10:12 +02:00
d5233336b5
Make naming in GetPosteriorMeanVariance.m more expressive
2016-10-04 11:00:00 +02:00
b2984f43c9
GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file
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In this case, the reported results were NaN
2016-10-04 10:59:01 +02:00
b4e2f38b6c
posterior_sampler_core: condition setting of seed on presence of Octave
2016-10-04 10:58:38 +02:00
7ff6c5b2b7
Cosmetic change to posterior_sampler_initialization.m
2016-10-03 22:10:00 +02:00
bfbd4aa101
Fix header of dyn_autocorr
2016-10-03 21:30:02 +02:00
5f97efe15a
octave: don't check with user when deleting directory
2016-10-03 14:49:21 +02:00
2fe73fafdc
Implement and document keep_kalman_algo_if_singularity_is_detected option
2016-10-02 12:56:28 +02:00
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
3f907efbcd
initial_estimation_checks.m: Add proper check for stochastic singularity
2016-10-02 12:55:41 +02:00
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
1f0c2e3b1c
Make sure that options_.qz_criterium is not affected by calls to dynare_estimation.m
2016-10-02 10:51:47 +02:00
940ff7fb7d
Make sure diffuse_filter triggers qz_criterium>1
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Closes #1215
2016-10-02 10:51:47 +02:00
68bc9cb9bb
Merge pull request #1281 from rattoma/master
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Fixed bug with new harmonized setting of Smoothed Variables, which co…
2016-09-30 16:29:23 +02:00
dc0c67bff5
Merge pull request #1289 from rattoma/shock_decomp
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Bug fix for provisions in shock_decomposition.m to adapt for the new …
2016-09-30 16:24:43 +02:00
acf1cd8600
Revert "bug fix following change in fe7b7819b0. #1280"
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This reverts commit 9b1dc544cb
2016-09-30 16:23:35 +02:00
9b1dc544cb
bug fix following change in fe7b7819b0. #1280
2016-09-30 15:47:26 +02:00
4b3c98d953
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
9cdd2cc965
add missing semicolon
2016-09-29 12:31:59 +02:00
f5a14cc537
octave: add .mat extension to save command
2016-09-28 16:33:46 +02:00
de13e98791
octave expects the first argument of strmatch to be a string
2016-09-27 16:49:16 +02:00
245359a7df
doc: remove last reference to java package for octave
2016-09-27 16:03:45 +02:00
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
744b52d362
fix bug introduced in 1c892bb3e9
2016-09-27 15:28:43 +02:00
1c892bb3e9
octave: try to load the needed package before ending with an error
2016-09-27 15:26:59 +02:00
1669b274a2
fixed bug whith recursive estimation and mode_compute=0
2016-09-27 15:11:42 +02:00
daa77a7a68
test suite: add .mod file name to execution command to see which test is running in top
2016-09-27 10:55:03 +02:00
2a6b3caa34
when saving, use .mat file extension because Octave doesn’t support it by default
2016-09-26 11:00:41 +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
e84e81dd01
fix typo
2016-09-23 18:37:49 +02:00
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
e09b4571d7
osr: fix call to strmatch for octave. Closes #1291
2016-09-23 16:13:30 +02:00
fe7b7819b0
Bug fix for provisions in shock_decomposition.m to adapt for the new syntax on grouping shocks introduced in commit 804d31e8af to close #1280
2016-09-22 18:41:33 +02:00
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
8bf2036049
gitignore: ignore dataset saved by default when Octave crashes
2016-09-20 17:20:18 +02:00
fd9c81f0ef
test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
2016-09-20 17:17:25 +02:00
a44fa17cc1
Merge pull request #1284 from JohannesPfeifer/Matlab2016b
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Account for Matlab 2016b in installer and mex-folder
2016-09-19 11:53:19 +02:00
b50602962d
Account for Matlab 2016b in installer and mex-folder
2016-09-18 16:33:49 +02:00
3ace574d72
doc: fix typo
2016-09-16 14:57:35 +02:00
e536621b95
Changed help message returned by prior CLI command
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Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
5e398559f4
Added option to CLI prior command.
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>> prior moments(distribution)
Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.
The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:
M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat
and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
81079895df
Merge pull request #1283 from JohannesPfeifer/WSL
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Add Windows subsystem for Linux to README
2016-09-14 09:11:25 +02:00
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Marco Ratto
Stéphane Adjemian (Hermes)