Commit Graph

  • a0bafbcb95
    Remove duplicate case value Sébastien Villemot 2023-12-15 15:00:28 +0100
  • 2005f292e5
    Fix syntax error Sébastien Villemot 2023-12-15 14:54:23 +0100
  • 4a6783c690
    Fix #1914. Stéphane Adjemian (Guts) 2023-12-15 12:43:56 +0100
  • 3e7291b573 dynare_config.m: remove paths eliminated due to namespaces Johannes Pfeifer 2023-12-15 13:12:39 +0100
  • 9225e6b6df
    Merge branch 'occbin_utilities' of git.dynare.org:rattoma/dynare Sébastien Villemot 2023-12-15 11:25:58 +0100
  • d8f1e49221
    Merge branch 'newrat' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-15 11:25:47 +0100
  • 1239842909
    Merge branch 'occbin_smoother' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-15 11:25:35 +0100
  • 281f01f29e bug fixes and examples in testsuite Marco Ratto 2023-12-14 22:26:40 +0100
  • 8710ce0898 newrat: trigger new option in testsuite Johannes Pfeifer 2023-12-14 22:25:37 +0100
  • 74ac072549 newrat: document new options Johannes Pfeifer 2023-12-14 22:16:57 +0100
  • 8ddd35ddd8 newrat: properly initialize penalty Marco Ratto 2023-12-13 19:40:08 +0100
  • 3ee963c908 newrat: distinguish between TolFun (optimizer termination criterion) and TolGstep/TolGstepRel, used for tuning gradient step Marco Ratto 2023-02-14 17:22:59 +0100
  • d25d95b3b5 newrat.m: add robust option that uses quadratic approximation to better adapt line search to noisy likelihood shapes Johannes Pfeifer 2023-12-14 21:57:49 +0100
  • 2898407764 newrat: enforce last parameter vector to be inside bounds Marco Ratto 2023-12-13 19:17:27 +0100
  • 3931451250 mr_hessian.m: refined algorithm that calibrates gradient step according to target variation in objective function Marco Ratto 2023-12-13 19:13:46 +0100
  • e1e79d3177 mr_gstep.m: increase buffer for check of hitting upper/lower bound of parameters Marco Ratto 2023-12-13 19:06:15 +0100
  • d94e5bd7b9 Merge branch 'occbin_utilities' into 'master' Sébastien Villemot 2023-12-14 19:48:56 +0000
  • 66bc9fd9c2
    Rename “dynare_sensitivity” command to “sensitivity” Sébastien Villemot 2023-12-14 18:38:23 +0100
  • 19dcd4a0f2
    Merge branch 'dynare-globals_and_namespace' Sébastien Villemot 2023-12-14 18:29:28 +0100
  • f05a2de89e
    get_perturbation_params_derivs.m: replace try-catch by proper check of file existence Johannes Pfeifer 2023-12-11 11:48:34 +0100
  • c3268c0279
    Move various functions from main matlab folder to subfolders Johannes Pfeifer 2023-12-08 10:06:00 +0100
  • 2e73856f5a
    GSA and identification: move files to namespace Johannes Pfeifer 2023-12-07 21:15:18 +0100
  • 565667c6b7
    Merge branch 'dynare-cond_forecast' Sébastien Villemot 2023-12-14 17:47:05 +0100
  • 75cd1042c8
    conditional_forecast: remove globals and move to namespace Johannes Pfeifer 2023-12-07 21:15:18 +0100
  • fd0d93ba13
    Merge branch 'steady_evalin' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-14 17:31:36 +0100
  • 668f6de5df
    Bytecode MEX: adapt for refactorings in the preprocessor Sébastien Villemot 2023-12-14 17:28:43 +0100
  • 0c07460f3b DSGE_smoother.m: clean up file and enable LaTeX output Johannes Pfeifer 2023-12-14 16:03:53 +0100
  • dbcc0aeb9f GetPosteriorMeanVariance.m: fix header Johannes Pfeifer 2023-12-14 16:01:51 +0100
  • 1983dc13a3
    Make examples/fs2000.mod closer to the original code. mr#2177 Stéphane Adjemian (Guts) 2023-12-14 12:09:09 +0100
  • 162813225d
    fs2000.mod: provide actual replication Johannes Pfeifer 2023-09-13 21:15:31 +0200
  • 1b2e1d2856 evaluate_steady_state_file.m: remove useless assignin and evalin statement Johannes Pfeifer 2023-12-10 09:11:17 +0100
  • 81cd0f1cb5 Merge branch 'plus_folders' into 'master' Sébastien Villemot 2023-12-14 10:29:07 +0000
  • 441ef7e102 Merge branch 'fixes_6.x' into 'master' Sébastien Villemot 2023-12-14 09:12:42 +0000
  • 2df08f88c7 Move estimation files to separate folder Johannes Pfeifer 2023-12-13 18:19:58 +0100
  • f102a992aa fixed for the case when mcmc is incomplete WITHIN a block file (useful for expensive models and expensive methods like slice or TaRB) Marco Ratto 2023-11-10 17:51:41 +0100
  • 53b57da8ba fix computation of initial prc0 under mh_recover (to avoid 0% being always displayed when recovery starts) Marco Ratto 2023-07-19 08:57:14 +0200
  • aad5c36081 bug fix: with option mh_initialize_from_previous_mcmc, we need also to check if some prior changed, which may lead last draw in previous mcmc falling outside new prior bounds. Marco Ratto 2023-07-19 08:55:13 +0200
  • de152a3de3 bug fix: indexing must also contain smpl+1 (needed for 1 step ahead forecast in last period when filtering). Marco Ratto 2023-07-19 08:51:52 +0200
  • 8f73564634 bug fix with non-zero lb bound of invgamma distribution Marco Ratto 2023-07-19 08:46:21 +0200
  • 0c4b59b19e utility to squeeze occbin shock decompositions Marco Ratto 2023-12-13 20:56:24 +0100
  • 9b71845b87 utility to plot occbin regimes history Marco Ratto 2023-11-09 11:53:32 +0100
  • 91a2cd2496 add utilities for forecast, irf, plot_irf, and their relevant options Marco Ratto 2022-01-31 14:15:16 +0100
  • 858b534c22 Merge branch 'sim1' into 'master' Sébastien Villemot 2023-12-13 18:33:06 +0000
  • e17bf15042 sim1.m: add debugging information to diagnose singular Jacobians Johannes Pfeifer 2023-12-13 09:14:17 +0100
  • ea28fcb4b4
    Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-13 17:37:33 +0100
  • a7f5fd571d
    Merge branch 'steady_check' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-13 17:37:09 +0100
  • 05cb10f8f7
    Enable performance-* checks in clang-tidy Sébastien Villemot 2023-12-13 17:33:42 +0100
  • 594facdb03
    MEX files: homogeneize include guards Sébastien Villemot 2023-12-13 16:50:28 +0100
  • 7ba1fc1c63
    Preprocessor: various refactorings recommended by clang-tidy Sébastien Villemot 2023-12-13 16:34:01 +0100
  • 63d5569cf4
    libkorder MEX: remove useless parameter copies and std::move calls in constructors Sébastien Villemot 2023-12-12 18:20:11 +0100
  • 00434c595d
    libkorder MEX: mark Vector move constructor as noexcept Sébastien Villemot 2023-12-12 18:08:59 +0100
  • 60c0ed0180
    Add Sequential Monte Carlo sampler. new-samplers Stéphane Adjemian (Ryûk) 2023-04-10 20:59:05 +0200
  • 42fc1ec40a model_diagnostics.m: fix typos Johannes Pfeifer 2023-12-12 19:38:57 +0100
  • 1b4fb46c75 Consistently use nocheck flag for steady state Johannes Pfeifer 2023-12-12 18:30:30 +0100
  • 2fbbe66c0a
    Add member to dprior class. Stéphane Adjemian (Ryûk) 2023-07-11 16:40:42 +0200
  • 61498e644a
    One file per method. Stéphane Adjemian (Ryûk) 2023-07-11 15:30:07 +0200
  • 3606b10f05
    Add methods for computing moments. Stéphane Adjemian (Ryûk) 2023-05-16 13:53:49 +0200
  • 5077969aad
    Add members to @dprior class. Stéphane Adjemian (Ryûk) 2023-05-10 08:56:35 +0200
  • 3d50844ae4
    Make last input argument optional. Stéphane Adjemian (Ryûk) 2023-04-28 22:58:41 +0200
  • 3c3353b7ed
    Add methods to dprior (density and densities). Stéphane Adjemian (Ryûk) 2023-04-28 12:44:25 +0200
  • 03a68ddb89
    Cosmetic changes. Stéphane Adjemian (Ryûk) 2023-04-27 21:05:43 +0200
  • b1aa88e8da
    Add clang-tidy configuration file Sébastien Villemot 2023-12-12 17:32:43 +0100
  • d3aac5e2d7
    Fix typo Sébastien Villemot 2023-12-12 17:28:52 +0100
  • 62b31aa279
    Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-12 17:15:38 +0100
  • 9d6a25e368
    dseries: update to CI configuration Sébastien Villemot 2023-12-12 17:10:42 +0100
  • 43b24facb9
    Configuration file: new default location; new default value for GlobalInitFile Sébastien Villemot 2023-12-12 17:07:05 +0100
  • cc15281b1f
    Emacs mode: add missing keywords Sébastien Villemot 2023-12-11 15:01:33 +0100
  • c99230825f
    Windows package: bump dependencies Sébastien Villemot 2023-12-11 14:40:11 +0100
  • b7805cc667 Merge branch 'remove_files' into 'master' Sébastien Villemot 2023-12-11 20:38:06 +0000
  • ec76bda254 Remove obsolete Sylvester options Johannes Pfeifer 2023-12-08 15:41:36 +0100
  • 021b9dbb25 identication.checks.m: remove wrong condition Johannes Pfeifer 2023-12-11 13:16:39 +0100
  • daecd1f720 DsgeSmoother.m: remove unnecessary space Johannes Pfeifer 2023-12-11 13:13:35 +0100
  • 5a3d545db2 var_sample_moments.m: cosmetic changes Johannes Pfeifer 2023-12-10 09:15:20 +0100
  • ed80c4ff3f load_last_mh_history_file.m: cosmetic changes Johannes Pfeifer 2023-12-10 09:12:01 +0100
  • 678bd7aca9 dyn_forecast.m: cosmetic header fix Johannes Pfeifer 2023-12-09 08:20:55 +0100
  • 97f6a4219b smirnov_test.m: update call to histc under Matlab Johannes Pfeifer 2023-12-08 15:51:09 +0100
  • 31c91080e1 Remove shiftS.m, which is a duplicate of the one in dseries Johannes Pfeifer 2023-12-08 14:42:25 +0100
  • 62e8b275a0 Remove further unused function from matlab folder Johannes Pfeifer 2023-12-08 10:03:35 +0100
  • 435b103cf5 Remove unused functions, mostly related to old analytical derivatives Johannes Pfeifer 2023-12-08 09:39:46 +0100
  • d844043877
    Merge branch 'plot_shock_decomposition' of git.dynare.org:JohannesPfeifer/dynare Sébastien Villemot 2023-12-08 15:49:19 +0100
  • a31c76403d
    Windows and macOS packages: move meson native/cross files to OS-specific directory Sébastien Villemot 2023-12-08 12:04:52 +0100
  • 4ef9245a95
    MEX files: remove calls to virtual method during construction Sébastien Villemot 2023-12-07 18:34:38 +0100
  • 91c677ca7f
    MEX files: drop C++ preprocessor directives now obsolete Sébastien Villemot 2023-12-07 17:56:36 +0100
  • 56289c72d0
    Drop obsolete Dynare++ example Sébastien Villemot 2023-12-07 16:04:33 +0100
  • 1f5f668313
    Move docker folder below the scripts folder Sébastien Villemot 2023-12-07 16:01:58 +0100
  • 54c4e9df09 plot_shock_decomposition.m: filter out case where data to plot is empty and writing the Excel file will crash Johannes Pfeifer 2023-12-07 13:50:18 +0100
  • 8d8176fc30
    Remove unused (saved on disk) vector of indices. Stéphane Adjemian (Guts) 2023-12-07 12:29:28 +0100
  • 40ef192e37
    Merge branch 'dynare-ident_globals' Sébastien Villemot 2023-12-07 12:19:04 +0100
  • 1e5a04c2c5
    filt_mc_.m: clarify R2 concept Johannes Pfeifer 2023-12-04 19:01:20 +0100
  • f3a1ba56e3
    GSA: removed non-working UI context menu and associated functions Johannes Pfeifer 2023-12-04 18:54:13 +0100
  • af53c65172
    dynare_sensitivity.m: update header Johannes Pfeifer 2023-12-04 18:48:54 +0100
  • c3b9c499ba
    GSA: more fixes to LaTeX output Johannes Pfeifer 2023-12-04 10:59:25 +0100
  • 7f027d8f5e
    dyn_table.m: reduce white space in output Johannes Pfeifer 2023-12-04 10:58:51 +0100
  • 9efb784763
    GSA: remove some unused functions and move other to inline ones Johannes Pfeifer 2023-12-02 12:52:01 +0100
  • 19b2619d06
    Remove unused gsa/gsa_speed.m Johannes Pfeifer 2023-12-02 11:08:22 +0100
  • 5d07ff9f8b
    GSA: decrease waitbar refresh frequency Johannes Pfeifer 2023-12-02 11:07:54 +0100
  • fca782f8e4
    Correct LaTeX output by disentangling purpose of input arguments Johannes Pfeifer 2023-12-01 20:00:43 +0100
  • 43fc6263af
    dyn_latex_table.m: make code robust to including dollar signs in labels and headers Johannes Pfeifer 2023-12-01 11:54:31 +0100
  • 37ab539a10
    testsuite: provide meaningful output in case of LaTeX errors Johannes Pfeifer 2023-11-30 16:51:36 +0100
  • 6adf1c2639
    Various cosmetic changes to functions Johannes Pfeifer 2023-11-30 16:50:30 +0100