 07 Nov, 2017 1 commit


Johannes Pfeifer authored
Closes #1548

 09 Oct, 2017 1 commit


Houtan Bastani authored

 06 Oct, 2017 2 commits


Johannes Pfeifer authored

Houtan Bastani authored

 05 Oct, 2017 1 commit


Houtan Bastani authored

 30 Aug, 2017 1 commit


Houtan Bastani authored

 28 Aug, 2017 2 commits


Houtan Bastani authored

Houtan Bastani authored
preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563

 24 Aug, 2017 2 commits


Houtan Bastani authored

Houtan Bastani authored
preprocessor: add write_equation_tags option to write_latex_original_model and write_latex_static_model. closes #1431

 07 Jul, 2017 1 commit


Johannes Pfeifer authored
Option was not written to correct subfield of options_structure. Related to 7cd56e96

 23 May, 2017 1 commit


Johannes Pfeifer authored
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set

 27 Apr, 2017 1 commit


Johannes Pfeifer authored
Closes #1431

 26 Apr, 2017 1 commit


Stéphane Adjemian authored

 04 Apr, 2017 1 commit


Houtan Bastani authored

 03 Apr, 2017 1 commit


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+1e6) 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.

 31 Mar, 2017 2 commits


Houtan Bastani authored

Houtan Bastani authored

 28 Mar, 2017 1 commit


Houtan Bastani authored

 24 Mar, 2017 1 commit


Houtan Bastani authored

 21 Mar, 2017 3 commits


Houtan Bastani authored

Houtan Bastani authored

Houtan Bastani authored

 08 Feb, 2017 1 commit


Stéphane Adjemian authored
+ Code factorization. + Added an option for using the penalized objective when computing numerically the hessian at the mode. Previous behaviour (introduced with penalty_hessian routine) was to compute the hessian matrix at the mode with the penalized objective function (instead of the original objective function). This behaviour hides problematic situations, where the computed hessian (using the original objective) would not be full rank. For instance, if the estimation ends up with a parameter on (or very close to) the bounds of its possible values (which is often not a desirable outcome), the estimated posterior variance would be zero for this parameter (with the original objective) because the hessian is not finite in this direction, while the posterior variance would be positive if the penalized objective is used instead. But this estimate would not be reliable by construction of the penalty which is quite adhoc (more fundamentally I do not think that there exists any rational for approximating the covariance matrix with the inverse of the hessian matrix if the mode is on the border of the set of possible values). This commit restore the behaviour previous to 2446ab02. An option is available for computing the hessian with the penalized objective function.

 27 Jan, 2017 1 commit


Houtan Bastani authored
preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286

 20 Jan, 2017 1 commit


Stéphane Adjemian authored
NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in options_, consequently this option was no honored.

 27 Dec, 2016 1 commit


Houtan Bastani authored

 26 Dec, 2016 2 commits


Johannes Pfeifer authored

Johannes Pfeifer authored

 19 Dec, 2016 1 commit


Johannes Pfeifer authored
Prevents general overwriting of results in oo_ and having stale results

 17 Dec, 2016 2 commits


Johannes Pfeifer authored

Johannes Pfeifer authored

 01 Dec, 2016 1 commit


Johannes Pfeifer authored
Interface was still missing and documentation of option was in wrong place in manual and wrong

 04 Nov, 2016 1 commit


Johannes Pfeifer authored

 06 Oct, 2016 1 commit


Johannes Pfeifer authored

 02 Oct, 2016 1 commit


Johannes Pfeifer authored
 adds diffuse_filter as option of calib_smoother  adds test case for calib_smoother with diffuse_filter

 30 Sep, 2016 1 commit


Houtan Bastani authored

 23 Sep, 2016 1 commit


Houtan Bastani authored

 14 Sep, 2016 1 commit


Houtan Bastani authored

 21 Jul, 2016 1 commit


Houtan Bastani authored
This reverts commit 86bc3bd4.
