FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.

Marco Ratto authored Jan 17, 2017 and Stéphane Adjemian committed Mar 17, 2017

proper use of varlist in smoothed variables + sort in alphabetic order to find more easily plots for large numbers of variables.

Marco Ratto authored Jan 10, 2017 and Stéphane Adjemian committed Mar 17, 2017

- store oo_.FilteredVariablesKStepAheadVariances only if options_.filter_covariance. this can save a lot of memory for large models
- oo_.FilteredVariables must be stored independently to a previous MCMC. evaluate_smoother must in any case provide full info in oo_
- options_.filtered_vars does not always imply filtered variables are computed. options_.nk is more robust.

Johannes Pfeifer authored Jan 09, 2017 and Stéphane Adjemian committed Mar 17, 2017

Closes #1373

Marco Ratto authored Feb 15, 2017 and Stéphane Adjemian committed Mar 17, 2017

Use select_qz_criterium_value
to fix all cases where the default
options_.qz_criterium = [];
is passed to evaluate_smoother and dataset_ is already set.

qz_criterium also set to fix evaluate_likelihood.m for similar issues

Marco Ratto authored Feb 10, 2017 and Stéphane Adjemian committed Mar 17, 2017

optional output argument for plot_shock_decomposition.m + several fixes to annualized computations and plots.

Marco Ratto authored Feb 01, 2017 and Stéphane Adjemian committed Mar 17, 2017

Set neutral type names, replacing stock/flow/deflator.

Marco Ratto authored Jan 30, 2017 and Stéphane Adjemian committed Mar 17, 2017

- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
- Fixed call to plot realtime conditional shock decomposition

Marco Ratto authored Jan 30, 2017 and Stéphane Adjemian committed Mar 17, 2017

Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast