- 04 Nov, 2013 1 commit
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Johannes Pfeifer authored
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities Deals with #507 and #112 Includes a unit test
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- 09 Oct, 2013 1 commit
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Stéphane Adjemian authored
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- 08 Oct, 2013 4 commits
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
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Stéphane Adjemian authored
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
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- 04 Oct, 2013 1 commit
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Stéphane Adjemian authored
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
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- 24 Sep, 2013 1 commit
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Houtan Bastani authored
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- 16 Sep, 2013 1 commit
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Johannes Pfeifer authored
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- 11 Sep, 2013 1 commit
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Houtan Bastani authored
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- 10 Jul, 2013 1 commit
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Stéphane Adjemian authored
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- 24 Jun, 2013 1 commit
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Johannes Pfeifer authored
Implements #423. To be done: add preprocessor options for tolf and maxit.
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- 20 Jun, 2013 1 commit
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Stéphane Adjemian authored
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
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- 18 Jun, 2013 2 commits
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Stéphane Adjemian authored
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Frédéric Karamé authored
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- 12 Jun, 2013 2 commits
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Sébastien Villemot authored
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Stéphane Adjemian authored
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- 30 May, 2013 1 commit
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Marco Ratto authored
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- 23 May, 2013 1 commit
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Marco Ratto authored
mode_check_symmetric_plots (=1 at default, i.e. current behaviour)
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- 25 Apr, 2013 1 commit
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Johannes Pfeifer authored
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- 24 Apr, 2013 1 commit
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Johannes Pfeifer authored
Implements and documents the Andreasen et al. 2013 pruning at order=3 and sets it as the default at this order. Michel's pruning based on the approximation of the forecast function has been assigned the option pruning_forecast_approximation. The preprocessor-interface still needs to be added for this option. Moreover, more documentation/a reference what this option does is needed. At a later point, we might change the default to Michel's approach.
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- 05 Apr, 2013 1 commit
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Marco Ratto authored
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- 21 Mar, 2013 1 commit
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Johannes Pfeifer authored
1. The first call to set_prior overwrote the first column of estim_params_.var_endo storing the position of the variable with measurement error in M_.endo_names with the position in options_.var_obs. All subsequent calls to set_prior then lead to crashes. 2. At the same time, for correlations of ME, the first column of estim_params_.corrn still stored the position of the variable with measurement error in M_.endo_names. But subsequent calls to it were done as if it stored the position in options_.var_obs I introduced two new variables in estim_params_ storing the respective positions in var_obs so as to not necessitate changes in the preprocessors. 3. For cases of calibrated measurement error correlations, the covariance matrix was not updated. 4. Fixing a lot of smaller bugs related to measurement errors, including some copy and paste errors -
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- 17 Mar, 2013 1 commit
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Johannes Pfeifer authored
Add option and code for endogenous priors according to Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to manual and pre-processor.
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- 12 Mar, 2013 1 commit
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MichelJuillard authored
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- 28 Feb, 2013 1 commit
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Sébastien Villemot authored
This reverts commit cacb0470. It was making bytecode crashing. This field will still have to be removed later when dealing with #295.
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- 26 Feb, 2013 1 commit
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Sébastien Villemot authored
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- 29 Nov, 2012 1 commit
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Stéphane Adjemian authored
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- 16 Nov, 2012 1 commit
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Frédéric Karamé authored
-add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters) -modify the default of parameters for the gaussian approximation using the scaled unscented transformation
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- 12 Nov, 2012 1 commit
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Houtan Bastani authored
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- 30 Oct, 2012 1 commit
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Houtan Bastani authored
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- 08 Oct, 2012 1 commit
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Sébastien Villemot authored
- fix support for filenames with extension (.m, .mat, .xls), since the manual and the bison grammar both support it - fix support for XLS files under Octave - add support for XLSX files - run test for loading XLS files
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- 28 Sep, 2012 1 commit
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Stéphane Adjemian authored
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- 27 Sep, 2012 2 commits
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Houtan Bastani authored
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
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Stéphane Adjemian authored
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of the prediction error is singular (default is yes).
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- 06 Sep, 2012 1 commit
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Stéphane Adjemian authored
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach. Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
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- 27 Aug, 2012 1 commit
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Stéphane Adjemian authored
(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
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- 20 Jul, 2012 1 commit
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MichelJuillard authored
options_.gpu (no interface yet, use options_.gpu=1). Added test ./tests/first_order/fs2000_cr.mod
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- 19 Jul, 2012 1 commit
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MichelJuillard authored
dyn_first_order_solver.m in global_initialization.m This is necessary if noclearall option is used.
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- 11 Jul, 2012 1 commit
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Stéphane Adjemian authored
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