1. 28 Nov, 2017 1 commit
  2. 16 May, 2017 1 commit
  3. 03 Apr, 2017 1 commit
    • Stéphane Adjemian's avatar
      Added option nonlinear_filter_initialization. · f9a462bf
      Stéphane Adjemian authored
      Default value is 1 (initialization with the ergodic variance of the reduced
      form solution of the model approximated at order one).
      
      If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
      which select an identity matrix for the initial covariance matrix of the state variables.
      
      A side effect of this option is to temporarily change the value of options_.qz_criterium to
      a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
      model has unit roots and if the and if the option
      nonlinear_filter_initialization has a value less than 3, the evaluation of the
      likelihood will fail, because by default the unit root is counted as an
      unstable root.
      f9a462bf
  4. 16 Mar, 2017 1 commit
  5. 08 Feb, 2017 1 commit
  6. 04 Jan, 2017 1 commit
  7. 22 Aug, 2016 1 commit
  8. 18 Jul, 2016 1 commit
  9. 14 Jun, 2016 2 commits
  10. 04 May, 2016 1 commit
  11. 12 Apr, 2016 1 commit
  12. 23 Mar, 2016 1 commit
  13. 15 Dec, 2015 1 commit
  14. 11 Oct, 2015 1 commit
  15. 09 Oct, 2015 2 commits
  16. 08 Oct, 2015 2 commits
  17. 04 Sep, 2015 1 commit
  18. 22 Jul, 2015 1 commit
  19. 09 May, 2015 1 commit
  20. 14 Jan, 2015 1 commit
  21. 07 Jan, 2015 1 commit
  22. 12 Dec, 2014 1 commit
  23. 20 Oct, 2014 1 commit
    • Stéphane Adjemian's avatar
      Fixed prior bounds (according to the doc in master branch). · f48566ae
      Stéphane Adjemian authored
       * Second  and  third  positional  arguments  after the  name  of  the
         estimated  parameter   in  the  estimated_params   block  are  only
         considered in the optimization stage (not in the MCMC)
      
       * Do not  store bounds  in bayestopt_, because  bounds do  not always
         reflect restrictions implied by prior shapes.
      
       * prior_bounds routine  returns a structure  (with fields lb  and ub)
         instead of a matrix.
      f48566ae
  24. 13 Oct, 2014 1 commit
  25. 10 Sep, 2014 1 commit
  26. 08 Sep, 2014 1 commit
    • Stéphane Adjemian's avatar
      Fixed bugs: · 77a29e95
      Stéphane Adjemian authored
      (1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
      
      (2) The removal of the trend was missing.
      77a29e95
  27. 02 Jun, 2014 1 commit
  28. 30 Jan, 2014 1 commit
  29. 05 Nov, 2013 1 commit
    • Johannes Pfeifer's avatar
      Bugfixes for correlated shocks · fddee8e1
      Johannes Pfeifer authored
      Uses preprocessing capabilities introduced in 07137e80
      
      Fixes #392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
      
      Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
      
      Adds unit test
      fddee8e1
  30. 25 Jun, 2013 1 commit
  31. 20 Jun, 2013 2 commits
  32. 12 Jun, 2013 1 commit
  33. 02 May, 2013 1 commit
  34. 26 Apr, 2013 1 commit
  35. 21 Nov, 2012 2 commits