Houtan Bastani
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a9de8dd0a0
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preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286
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2017-01-27 20:36:26 +01:00 |
Stéphane Adjemian (Charybdis)
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10b6a794ad
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Fixed bug.
NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in
options_, consequently this option was no honored.
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2017-01-20 17:35:43 +01:00 |
Stéphane Adjemian
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07ea12dc18
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Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
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2017-01-05 06:52:08 +01:00 |
Houtan Bastani
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9b0fbdb4fe
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ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
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2016-12-27 14:08:50 +01:00 |
Johannes Pfeifer
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2a442561c6
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Implement preprocessor interface for posterior_nograph option
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2016-12-26 13:07:46 +01:00 |
Johannes Pfeifer
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15bd6dd04a
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Finish implementation and documentation of nograph option of shock_decomposition.m
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2016-12-26 12:52:28 +01:00 |
Johannes Pfeifer
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a00bf1fa90
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load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
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2016-12-19 19:37:34 +01:00 |
Johannes Pfeifer
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3f33ab5425
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Add Raftery/Lewis (1992) convergence diagnostics
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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e55ab84f7f
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Geweke diagnostics: fix bug in interface that prevents setting the respective options
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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661b44ede3
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e55aba257135426de1
Interface was still missing and documentation of option was in wrong place in manual and wrong
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2016-12-01 17:31:29 +01:00 |
Johannes Pfeifer
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9d4b5825da
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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c5cca6dbd0
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Johannes Pfeifer
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b37ed6f255
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Allow first_obs and nobs as options of shock_decomposition
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2016-10-06 14:20:04 +02:00 |
Johannes Pfeifer
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05c5c6a0aa
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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
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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f20beac29c
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preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
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2016-09-30 14:31:13 +02:00 |
Houtan Bastani
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c5570fc30e
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preprocessor: add nograph option to shock_decomposition. closes #1290
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2016-09-23 17:44:36 +02:00 |
Houtan Bastani
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d9d60d4f21
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preprocessor: allow shock group names to contain spaces. closes #1280
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2016-09-14 14:10:00 +02:00 |
MichelJuillard
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a169cd075e
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
Houtan Bastani
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fca5a4094b
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Revert "preprocessor: remove maxit, tolf from osr. #1249"
This reverts commit 86bc3bd4358ee58ba290dd379ee5da29946669fe.
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2016-07-21 11:04:04 -04:00 |
Houtan Bastani
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3550cc0ca5
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preprocessor: remove maxit, tolf from osr. #1249
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2016-07-21 09:46:08 -04:00 |
Houtan Bastani
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64b9468649
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preprocessor: add tolx to perfect_foresight_solver
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2016-07-21 09:40:19 -04:00 |
Houtan Bastani
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f42d833705
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preprocessor: add tolf to perfect_foresight_solver and steady. #1249
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2016-07-20 10:57:06 -04:00 |
Houtan Bastani
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4c74db4914
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preprocessor: remove extraneous token
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2016-07-20 10:43:13 -04:00 |
Houtan Bastani
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d3af87032b
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preprocessor: rework conf_sig option
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2016-07-04 17:34:44 +02:00 |
Stéphane Adjemian (Hermes)
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db44b7337f
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Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
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2016-06-24 17:38:54 +02:00 |
Houtan Bastani
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24e25fd151
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Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
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2016-06-23 15:59:35 +02:00 |
Houtan Bastani
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f2afcb8094
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preprocessor: allow for partitioning of variables along multiple dimensions
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2016-06-23 15:36:42 +02:00 |
Johannes Pfeifer
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78a90b7c20
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Houtan Bastani
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50ead246b1
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preprocessor: add all_values_required option to histval. closes #261
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2016-06-02 12:57:11 +02:00 |
Stéphane Adjemian (Charybdis)
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9415ed8feb
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Added new option for setting weights in CPF algorithm.
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2016-06-01 16:29:53 +02:00 |
Stéphane Adjemian (Hermes)
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711c8f1463
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Fixed lmmcp option.
This option may be used in extended_path and perfect_foresight_solver commands.
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2016-05-24 17:26:06 +02:00 |
Stéphane Adjemian (Hermes)
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ac36e194ce
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Added solve_algo as an option for perfect_foresight_solver.
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2016-05-24 17:26:06 +02:00 |
Houtan Bastani
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275cb6c2b0
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preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
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2016-05-19 14:37:05 +02:00 |
Houtan Bastani
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57afa7d80f
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preprocessor: rework posterior sampler options, #1177
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2016-05-19 14:37:05 +02:00 |
Houtan Bastani
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48928c61ce
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Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
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2016-05-18 10:33:45 +02:00 |
Houtan Bastani
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b898bfea6e
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preprocessor: add params_derivs_order to identification and sensitivity. #1187
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2016-05-17 17:18:16 +02:00 |
Houtan Bastani
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d1e1003d72
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preprocessor: fix typo
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2016-05-17 15:42:23 +02:00 |
Houtan Bastani
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adf1c0392b
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preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
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2016-05-17 15:32:51 +02:00 |
Houtan Bastani
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448de477e5
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preprocessor: add analytic_derivation option to identification and sensitivity. #1187
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2016-05-17 12:43:05 +02:00 |
Houtan Bastani
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ca1879fe7d
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preprocessor: interface for osr_params_bounds. #948
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2016-05-10 18:01:00 +02:00 |
Michel Juillard
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1df83c1807
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add option colormap for shocks_decomposition
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2016-04-15 09:02:53 +02:00 |
Michel Juillard
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94f1f9883a
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adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
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2016-04-15 09:02:53 +02:00 |
Johannes Pfeifer
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d52c378460
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Allow prefilter_decomposition as option if calib_smoother
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2016-03-23 10:31:10 +01:00 |
Houtan Bastani
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f0ff0d911b
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preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
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2016-02-26 16:47:17 +01:00 |
Michel Juillard
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1a12a3de0f
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adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
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2015-11-28 17:38:00 +01:00 |
Houtan Bastani
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110823e2c7
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preprocessor: remove rule that should have been removed in fd5ce1366e865c3c1f6a3178a9bfec0c2a712899
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2015-10-30 18:23:39 +01:00 |
Houtan Bastani
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d587a5133f
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preprocessor: change prior_posterior_function into two arguments. closes #1076
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2015-10-14 11:02:35 +02:00 |
Houtan Bastani
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3907462ae9
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preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
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2015-10-13 17:41:31 +02:00 |
Houtan Bastani
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863e13db55
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preprocessor: interface for prior_posterior_function command. closes #1076
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2015-10-13 17:16:10 +02:00 |
Johannes Pfeifer
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ce1ebac039
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Allow suppressing density of smoother and forecast objects
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2015-10-12 15:34:52 +02:00 |