Commit Graph

198 Commits (3706338bf4043143d196badeb5579101be70adb6)

Author SHA1 Message Date
Sébastien Villemot aaa50d6a40 Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Houtan Bastani cd50a2bcb3 estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +02:00
Houtan Bastani e85770ba0b estim_params: remove extraneous find, ref #476 2013-09-24 15:39:15 +02:00
Houtan Bastani fe6f66e2af estim_params: correct for symmetry of correlation, closes #476 2013-09-24 15:31:41 +02:00
Houtan Bastani c1ecabbb77 estim_params: fix parenthesis bug, ref #476 2013-09-24 15:12:52 +02:00
Houtan Bastani f6dd99b15c estim_params: use short-circuit AND 2013-09-24 15:10:35 +02:00
Houtan Bastani 2464c330b3 fix typo 2013-08-06 16:02:55 -04:00
Stéphane Adjemian (Charybdis) ef5893fdbc Make calib_smoother command call evaluate_smoother matlab routine. 2013-06-28 11:14:24 +02:00
Sébastien Villemot 98daf662aa extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot a8201e1803 Do not check for the steady state in diffuse filter mode
Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot c882994056 Detect if an extended_path statement is present
Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot 9af724825c estimated_params: check that no symbol is declared twice in the block
Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot 37440c732a check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
Sébastien Villemot dac87a6126 Ensure that running check without stoch_simul still sets oo_.dr.eigval
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot dc1be70d82 Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot 823d5a51a6 Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Michel Juillard e3ff0bbd32 ms-sbvar: made option final_year optional is using the entire sample 2012-10-24 14:05:54 +02:00
Houtan Bastani e8d8e96165 ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00
Michel Juillard 5feeabfda7 removing preprocessor check about pruning at 3rd order 2012-08-01 10:01:59 +02:00
Sébastien Villemot 1c98c34724 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Houtan Bastani 6d76ec94f7 preprocessor: require instruments option for discretionary_policy 2012-06-19 12:07:21 +02:00
Sébastien Villemot 93d08ba45e Preprocessor: fixes for identification and dynare_sensitivity 2012-06-15 15:35:00 +02:00
Sébastien Villemot 67f29dbbd9 Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity 2012-06-15 11:06:07 +02:00
Sébastien Villemot 6fb2562f13 Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 73a503eba4 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Sébastien Villemot 49d022fd13 Fix calib_smoother (enforce order=1) 2012-06-06 17:08:53 +02:00
Sébastien Villemot 829cbb7bad order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 381c6aeee8 Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Michel Juillard e9387f6081 corrected but in plot of conditional forecast 2012-04-28 15:11:49 +02:00
Houtan Bastani 4d6b3a073e estimation: instatiate date output as dynDate class 2012-04-04 11:44:07 +02:00
Houtan Bastani 6006579de8 bug fix: output not correct for corr(a,b).prior statement 2012-04-03 18:33:24 +02:00
Houtan Bastani 11ceb8422e estimation: simplify output using estimation_info.empty_* structures 2012-04-03 18:33:24 +02:00
Houtan Bastani cb925f3557 estimation: bug fix: clear range_index 2012-04-03 18:33:24 +02:00
Houtan Bastani 5e68f15f04 estimation: clear subsamples substructure whenever a subsamples copy statement is encountered 2012-04-03 18:33:24 +02:00
Houtan Bastani 2cf488ca42 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 2c0c294f75 estimation: remove s from parameters substructure 2012-04-03 18:33:23 +02:00
Houtan Bastani 36a56199c4 estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 87fba231fd estimation: reorganize options output 2012-03-30 15:37:15 +02:00
Houtan Bastani b0db2bf4e7 cosmetic change 2012-03-30 15:37:15 +02:00
Houtan Bastani c9aa2d7b23 estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani a54214b7e8 estimation: remove unnecessary function 2012-03-30 15:37:14 +02:00
Houtan Bastani 95df2edf07 estimation: reorganize Matlab structure output 2012-03-30 15:37:14 +02:00
Houtan Bastani 6e4c60d27f estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
Houtan Bastani 0b0d4d0455 estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani aa21ef6ec5 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Houtan Bastani 79b9d6a66e estimation: check that appropriate options are passed to prior statement 2012-03-28 19:07:08 +02:00
Houtan Bastani d459b0ea7b estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 2ac49123d6 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani ad8096edb8 estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00