Commit Graph

  • 2f07fa2921
    irf_matching: adaptations for new interface Willi Mutschler 2023-12-21 01:40:29 +0100
  • f14bbc73b1
    preprocessor: add new matched_irfs and matched_irfs_weights blocks Willi Mutschler 2023-12-21 01:39:13 +0100
  • 329f0d2d54
    method_of_moments: Remove unused output from IRF Matching for GMM/SMM Willi Mutschler 2023-12-15 15:59:17 +0100
  • 68b92a1ab9
    method_of_moments: fixes required by changes introduced with SMC Willi Mutschler 2023-12-15 16:05:46 +0100
  • 8987576ff5
    irf_matching: make test files finish faster Willi Mutschler 2023-12-20 01:40:40 +0100
  • 9148b5b210
    irf_matching: add message for explosive irfs to get_error_message Willi Mutschler 2023-12-13 21:43:13 +0100
  • 0b839467e6
    method_of_moments: consistently use uppercases for NaN, Inf, IRFs Willi Mutschler 2023-12-13 21:28:08 +0100
  • 547bdcc99b
    irf_matching: fixed CET (2016) test and some cosmetical changes Willi Mutschler 2023-12-13 21:07:15 +0100
  • 0787589479
    method_of_moments: use / instead of filesep for latex filenames Willi Mutschler 2023-12-13 20:33:10 +0100
  • 37efafe475
    method_of_moments: cosmetical changes to comments and messages Willi Mutschler 2023-12-13 20:30:59 +0100
  • 7f60674dae
    irf_matching: Add CET (2016, Econometrica) test Willi Mutschler 2023-12-13 14:16:29 +0100
  • bd3ca58727
    method_of_moments: remove spurious diag(diag(x)) Willi Mutschler 2023-12-13 13:01:55 +0100
  • 65f8b56fb0
    irf_matching: add checks for inverse and logdet of weighting matrix Willi Mutschler 2023-12-13 13:32:23 +0100
  • 2521314c39
    irf_matching: make comparison graph prettier Willi Mutschler 2023-12-13 13:00:17 +0100
  • 378e38c8c2
    method_of_moments: remove to do list and maintaining authors Willi Mutschler 2023-12-13 12:59:32 +0100
  • c59daa6139
    method_of_moments: use underscore instead of camel case for variables Willi Mutschler 2023-12-13 12:58:47 +0100
  • 937ee0ef77
    irf_matching: add steady-state as input to irf_matching_file Willi Mutschler 2023-12-13 10:28:56 +0100
  • 8515a195ab
    method_of_moments: add irf_matching to run script Willi Mutschler 2023-12-13 13:36:24 +0100
  • 8a29933c6e
    method_of_moments: adapt comparison and display scripts for irf_matching Willi Mutschler 2023-10-09 22:36:08 +0200
  • f210ffa3ae
    method_of_moments: add irf_matching to print_info_on_estimation_settings Willi Mutschler 2023-10-09 22:35:24 +0200
  • 20ec0a6c97
    method_of_moments: add irf_matching to objective_function Willi Mutschler 2023-10-09 22:33:43 +0200
  • e9871d7d47
    method_of_moments: cosmetical changes Willi Mutschler 2023-10-09 22:31:26 +0200
  • 459842e4f6
    irfmatching: add mode_compute_irf_matching function Willi Mutschler 2023-12-13 14:16:52 +0100
  • 2d8bcd6918
    irfmatching: add function to translate irf_matching blocks into useful structures Willi Mutschler 2023-10-09 15:22:56 +0200
  • c45c0efeba
    irfmatching: add options and checks to options_mom_ Willi Mutschler 2023-10-09 15:20:58 +0200
  • 613b3869e1
    irfmatching: add function to check for existence of irf_matching_file Willi Mutschler 2023-10-09 15:21:20 +0200
  • 95bfb84014
    method_of_moments: cosmetical changes to headers, comments, semicolons Willi Mutschler 2023-12-13 10:22:49 +0100
  • 37c7ca2d97
    method_of_moments: don't use oo_ as input Willi Mutschler 2023-12-13 10:20:22 +0100
  • dedbb3be57
    method_of_moments: rename Bounds to BoundsInfo Willi Mutschler 2023-10-09 15:36:58 +0200
  • d7850a2bbe Merge branch 'bugfixes' into 'master' Sébastien Villemot 2023-12-20 19:24:39 +0000
  • b435aa7f27
    Cosmetical change for use_mh_covariance_matrix Willi Mutschler 2023-12-19 23:47:19 +0100
  • f8a6020d2b
    🐛 Fix bug in 4a6783 Willi Mutschler 2023-12-18 10:03:57 +0100
  • 5f1ae3bb19
    🐛 Fix bugs in parallel toolbox introduced in 47af0c Willi Mutschler 2023-12-20 18:21:59 +0100
  • bc69f6a102
    Initial scripts for packaging Dynare for MATLAB Online Sébastien Villemot 2023-12-20 17:23:01 +0100
  • 8b9d1d1346
    Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-20 14:04:32 +0100
  • 38d1c0538a
    Merge branch 'posterior_moments' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-20 14:03:18 +0100
  • 774cb18aac posterior_moments.m: do not request density if output is not used Johannes Pfeifer 2023-12-19 14:33:54 +0100
  • b215eedb4b NK_baseline.mod: set up shocks block in a way that standard deviation parameters can be estimated Johannes Pfeifer 2023-12-20 08:39:21 +0100
  • fb18777e58
    Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-19 18:34:37 +0100
  • 311808db0a
    Merge branch 'header_fix' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-19 18:32:46 +0100
  • 52b92ce64d
    Merge branch 'parallel' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-19 18:32:24 +0100
  • ba52789020 _mc_analysis: move all files to estimation folder for consistency Johannes Pfeifer 2023-12-19 14:43:50 +0100
  • c52c21ca24 posterior moments: explicitly load required variables Johannes Pfeifer 2023-12-19 14:40:12 +0100
  • e649fa5494
    Merge branch 'ep' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-19 09:55:23 +0100
  • 346d2acbdf
    Merge branch 'outputs' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-19 09:54:38 +0100
  • 278e767ea1 closeSlave.m: remove duplicated condition and restore warning Johannes Pfeifer 2023-12-19 09:04:27 +0100
  • 90ced5ca47 slaveParallel.m: minor cleanup Johannes Pfeifer 2023-12-19 09:03:09 +0100
  • c9db9809d0
    Drop unused options_.minimal_workspace Sébastien Villemot 2023-12-18 16:24:42 +0100
  • 70b9d9277a Merge branch 'occbin_bugfixes_marco' into 'master' Sébastien Villemot 2023-12-18 18:55:12 +0000
  • 78abd68c9f EP: gracefully handle error Johannes Pfeifer 2023-12-18 17:08:28 +0100
  • 4512e85cb2 Restore outputs erroneously removed in 735bd66d Johannes Pfeifer 2023-12-18 17:07:01 +0100
  • d7ae0d0039 OccBin: improve consistency - Make name of opts_simul subfield homogeneous for likelihood computation and smoother - fill the new field opts_regime with init_binding_indicator init_regime_history, to avoid possible conflics with simulations done in realtime filtering steps - smoother: use init_binding_indicator and init_regime_history options set in options_.occbin.smoother Johannes Pfeifer 2023-12-18 14:03:52 +0100
  • ac346ef83d occbin.kalman_update_engine.m: embed use_relaxation and extend to work with 2 constraints Marco Ratto 2023-12-14 18:51:16 +0100
  • 9b165d7785 occbin.map_regime.m: trap case where indicator is empty Marco Ratto 2023-12-16 12:07:54 +0100
  • 7b94310fd4 occbin.solver.m: fix header Johannes Pfeifer 2023-12-18 13:37:12 +0100
  • 8348cf009a OccBin: enhance search of filtered regime, using new kalman_update_engine.m Marco Ratto 2023-12-13 23:41:19 +0100
  • 75f5a463df OccBin smoother: trap realtime smoother error and use linear smoother for first guess Marco Ratto 2023-12-13 23:37:00 +0100
  • e8d82ad840 Occbin: make convergence criteria for periodic solution more precise; Marco Ratto 2023-07-19 15:08:37 +0200
  • ab6ea60967 Occbin smoother: try using smoothed shocks from linear smoother as last resort to initialize guess sequence of regimes Johannes Pfeifer 2023-12-18 12:06:18 +0100
  • 90fbb9559e 🐛 Occbin smoother: ensure all shocks are plotted with heteroskedastic_filter Marco Ratto 2023-07-19 09:15:38 +0200
  • 3f1a37614f OccBin: store simul.piecewise and simul.linear in oo_.occbin.smoother, for easier post-processing of results Marco Ratto 2023-07-19 09:17:08 +0200
  • ee5faf0783 🐛 Occbin smoother: set periods to the smpl size Marco Ratto 2023-07-19 09:12:54 +0200
  • cf7be44257 occbin.solver: initialize output ss to avoid crashes when call to resol fails Marco Ratto 2023-07-19 09:04:53 +0200
  • c363355dbf
    Merge branch 'obs_check' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-18 15:55:20 +0100
  • d50330aad3
    Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-18 15:55:06 +0100
  • 380e78be53
    user_has_matlab_license: fix spurious messages when toolbox is not present Sébastien Villemot 2023-12-18 15:05:15 +0100
  • 84a7b4b2cf
    Merge branch 'dynare-PF_globals' Sébastien Villemot 2023-12-18 11:51:46 +0100
  • 48380a1370
    Do not assign variables to base workspace by default Johannes Pfeifer 2023-12-11 10:39:17 +0100
  • 3faaffacc6
    perfect foresight: remove globals Johannes Pfeifer 2023-12-09 17:46:38 +0100
  • e9ffb16ec6 Merge branch 'model_comp_tol' into 'master' Sébastien Villemot 2023-12-18 10:11:43 +0000
  • 4982ce06b4
    Remove unnecessary square brackets. Stéphane Adjemian (Ryûk) 2023-12-18 10:49:49 +0100
  • 37e4d68264 load_m_file_data_legacy.m: fix check for correct number of observations Johannes Pfeifer 2023-12-18 10:30:35 +0100
  • 4d6d4953e7 GetPosteriorParametersStatistics.m and check_bounds_and_definiteness_estimation.m: cosmetic changes Johannes Pfeifer 2023-12-18 09:50:18 +0100
  • c399f54581
    Remove call to eval. Stéphane Adjemian (Ryûk) 2023-12-18 08:57:12 +0100
  • 735bd66d4d
    Remove unused output arguments. Stéphane Adjemian (Ryûk) 2023-12-18 07:48:27 +0100
  • 7468a903b7
    Remove initialize_dataset routine. Stéphane Adjemian (Ryûk) 2023-12-17 19:00:37 +0100
  • c841f1474c
    isinf(X)~= ⇔ isinf(X). Stéphane Adjemian (Ryûk) 2023-12-16 23:34:07 +0100
  • b6619b342b
    Remove unused variable. Stéphane Adjemian (Ryûk) 2023-12-16 23:30:43 +0100
  • fef466ef34
    Remove unused variable. Stéphane Adjemian (Ryûk) 2023-12-16 23:13:15 +0100
  • 52be9d08c1
    Cosmetic change (do not change index value in a for-loop). Stéphane Adjemian (Ryûk) 2023-12-16 23:08:29 +0100
  • 5d8861ff29
    Cosmetic change. Stéphane Adjemian (Ryûk) 2023-12-16 22:50:27 +0100
  • 743de7da5c
    Remove increment on for-loop index. Stéphane Adjemian (Ryûk) 2023-12-16 22:44:46 +0100
  • e962cb4dba
    Move the dseries submodule from the modules folder. Stéphane Adjemian (Ryûk) 2023-12-16 22:30:12 +0100
  • cf4c6cdf14
    Update dseries submodule (rewrite two patches). Stéphane Adjemian (Ryûk) 2023-12-16 22:26:43 +0100
  • 7915b91fdb
    Error takes sprintf like arguments directly. Stéphane Adjemian (Guts) 2023-12-16 10:05:41 +0100
  • 72a8d53df8 fs2000_model_comparison.mod: increase test tolerance due to problems on some runners Johannes Pfeifer 2023-12-15 21:44:10 +0100
  • 23af7f64b6
    Avoid using disp(sprintf()) constructs. Stéphane Adjemian (Guts) 2023-12-15 18:29:32 +0100
  • 0249ea2116
    Fix bug introduced in #47af0cde1. Stéphane Adjemian (Guts) 2023-12-15 18:07:12 +0100
  • 44119077db
    Separate outputs with commas. Stéphane Adjemian (Guts) 2023-12-15 16:55:24 +0100
  • 47af0cde16
    Remove calls to eval. Stéphane Adjemian (Guts) 2023-12-15 16:33:52 +0100
  • eb043406e6
    Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-15 16:32:08 +0100
  • ae082cffbe
    Make function names consistent with filenames Sébastien Villemot 2023-12-15 16:30:32 +0100
  • febd39713e
    dseries: more fixes performed with MATLAB Code Analyzer app Sébastien Villemot 2023-12-15 16:27:21 +0100
  • 20b2c79ffb
    Remove unneeded uses of feval Sébastien Villemot 2023-12-15 15:46:07 +0100
  • 458926b17b
    Remove useless semicolons Sébastien Villemot 2023-12-15 15:44:34 +0100
  • 162ca815bc
    Replace calls to isdir by isfolder Sébastien Villemot 2023-12-15 15:39:36 +0100
  • ff7cc9267e
    Remove useless commas Sébastien Villemot 2023-12-15 15:37:35 +0100
  • 56e97e29aa
    dseries: various fixes performed with MATLAB Code Analyzer app Sébastien Villemot 2023-12-15 15:30:59 +0100
  • adddcf6197
    minus_logged_prior_density.m: fix syntax error with output arguments Sébastien Villemot 2023-12-15 15:30:16 +0100
  • 79959aa587
    Remove duplicate branches in if/then/else statements Sébastien Villemot 2023-12-15 15:29:25 +0100