- Sep 03, 2020
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Sébastien Villemot authored
AnalyseComputationalEnvironment.m: define missing command string used in error message See merge request !1758
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Sébastien Villemot authored
Closes: preprocessor#55 By the way, bump other dependencies.
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- Sep 02, 2020
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Johannes Pfeifer authored
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- Sep 01, 2020
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
– Make preprocessor recognize default order=2 of stoch_simul — Fix faulty logic in checks for mh_tune_jscale — Fix handling of multiple PAC models — PAC/MCE: improve informative message about # of aux. vars/eqs by adding the model name — Fixes to include_eqs/exclude_eqs — PAC model: rewrite the algorithm for detecting the target, to make it more robust — PAC/MCE model: fix timing of target in PAC expectation term — Add new “matched_moments” block
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Sébastien Villemot authored
Update Johannes's affiliation See merge request !1756
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- Aug 05, 2020
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Johannes Pfeifer authored
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- Aug 04, 2020
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Johannes Pfeifer authored
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- Jul 30, 2020
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Sébastien Villemot authored
This is a Fortran 2008 rewrite of disclyap_fast.m. Closes: #1737
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
— add interface for more functions (cell, logical, struct) — add new mexPrintf wrapper that trims and prints a newline — functions that take indices of type mwIndex now 1-based indices — improve the wrapper for mxArrayToString so that it returns a character scalar
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- Jul 29, 2020
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Sébastien Villemot authored
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- Jul 28, 2020
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Sébastien Villemot authored
[skip ci]
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- Jul 21, 2020
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Sébastien Villemot authored
Move setting of parameters out of check_bounds_and_definiteness_estimation.m See merge request !1754
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- Jul 17, 2020
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Sébastien Villemot authored
RBC_MoM: filter out additional pathological cases with try-catch See merge request !1755
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Johannes Pfeifer authored
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Sébastien Villemot authored
RBC_MoM-test: filter out pathological cases See merge request !1753
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Johannes Pfeifer authored
[skip CI]
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Johannes Pfeifer authored
Increases transparency
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Sébastien Villemot authored
Closes: #1713
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- Jul 16, 2020
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Sébastien Villemot authored
First implementation of moment estimation See merge request !1750
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Also improve fprintf descriptions and comments and other cosmetical changes
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Sébastien Villemot authored
Fix trace plots with measurement errors and their correlations See merge request !1752
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Sébastien Villemot authored
Speed up pruned_state_space_system.m by e.g. using persistent variables See merge request !1749
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Johannes Pfeifer authored
- fix prefilter option - Implement iterative GMM
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Sébastien Villemot authored
— add syntax for methods of moments estimation — allow empty shocks(overwrite) blocks — PAC MCE: fix incorrect detection of the target variable — Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine. — PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m — Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
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- Jul 15, 2020
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Johannes Pfeifer authored
AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error
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Johannes Pfeifer authored
Problem was introduced when transitioning to cell arrays
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Sébastien Villemot authored
DsgeSmoother: add warning if there is stochastic singularity See merge request !1751
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Johannes Pfeifer authored
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