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
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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
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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
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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
Houtan Bastani
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00