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370 Commits (453b75302105713c8cdbe569e854d18b04a03a93)

Author SHA1 Message Date
Johannes Pfeifer 9d4b5825da Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian c5cca6dbd0 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Johannes Pfeifer b37ed6f255 Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer 05c5c6a0aa Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- 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
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 
Conf sig
 2016-08-21 16:14:28 +02:00
Houtan Bastani fca5a4094b Revert "preprocessor: remove maxit, tolf from osr. #1249" 
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"" 
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" 
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 
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. 
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" 
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 
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