Houtan Bastani
f20beac29c
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
Houtan Bastani
c5570fc30e
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
Houtan Bastani
d9d60d4f21
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
MichelJuillard
a169cd075e
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
Houtan Bastani
fca5a4094b
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd4358ee58ba290dd379ee5da29946669fe.
2016-07-21 11:04:04 -04:00
Houtan Bastani
3550cc0ca5
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
Houtan Bastani
64b9468649
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
Houtan Bastani
f42d833705
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
Houtan Bastani
4c74db4914
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
Houtan Bastani
d3af87032b
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
Stéphane Adjemian (Hermes)
db44b7337f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
2016-06-24 17:38:54 +02:00
Houtan Bastani
24e25fd151
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
2016-06-23 15:59:35 +02:00
Houtan Bastani
f2afcb8094
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
Johannes Pfeifer
78a90b7c20
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Houtan Bastani
50ead246b1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis)
9415ed8feb
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Hermes)
711c8f1463
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
ac36e194ce
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
Houtan Bastani
275cb6c2b0
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
57afa7d80f
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Houtan Bastani
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
Houtan Bastani
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
d1e1003d72
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
Houtan Bastani
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
Houtan Bastani
448de477e5
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
Houtan Bastani
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
Michel Juillard
1df83c1807
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
94f1f9883a
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
d52c378460
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
Houtan Bastani
f0ff0d911b
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
Michel Juillard
1a12a3de0f
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Houtan Bastani
110823e2c7
preprocessor: remove rule that should have been removed in fd5ce1366e865c3c1f6a3178a9bfec0c2a712899
2015-10-30 18:23:39 +01:00
Houtan Bastani
d587a5133f
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Houtan Bastani
3907462ae9
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
Houtan Bastani
863e13db55
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
Johannes Pfeifer
ce1ebac039
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Houtan Bastani
5cbbb1c41e
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
Houtan Bastani
6c4f7c0898
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
Houtan Bastani
73a1ca92c0
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
Houtan Bastani
d8d2124866
preprocessor: allow first_obs option of estimation to accept a vector of integers. #1034
2015-08-25 10:30:21 +02:00
Michel Juillard
203ddeba3d
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
Johannes Pfeifer
8c1cd0e8ba
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Houtan Bastani
7f7e0d5f1a
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
5b4e94149c
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
8af8ee193e
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Houtan Bastani
6016463c33
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
MichelJuillard
ecf52751d6
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
585d9f1974
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Stéphane Adjemian (Charybdis)
7dfba933e5
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis)
6e52dfb828
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00