occbin enhancements and bug fixes (!2123) · Merge requests · Dynare / dynare

Merged Marco Ratto requested to merge rattoma/dynare:occbin_init_smo into master 2 years ago

Feb 06, 2023
- new error codes introduced and applied for occbin smoother. · 63a299f6
  Marco Ratto authored 2 years ago
  
  - 321 when simulation within occbin smoother fails - 322 when occbin smoother does not converge.
  63a299f6
- bug fix and avoid missing output arguments and when smoother exits after non... · f565a0a8
  Marco Ratto authored 2 years ago
  
  bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation.
  f565a0a8
Feb 03, 2023
- cosmetic change · f0aa2fb8
  Marco Ratto authored 2 years ago
  
  f0aa2fb8
- trap case when simulation does not converge within smoother · b886de92
  Marco Ratto authored 2 years ago
  
  b886de92
- store binding_indicator_history once it has been set · cdd19557
  Marco Ratto authored 2 years ago
  
  cdd19557
- evaluate set_prior only when needed · 783c237d
  Marco Ratto authored 2 years ago
  
  783c237d
- bug fixes when using guess regime · 035db8b8
  Marco Ratto authored 2 years ago
  
  035db8b8
- try with base regime before returning error · 77e87be4
  Marco Ratto authored 2 years ago
  
  77e87be4
- make sure also ALL updated variables in period 1 are reconstructed with... · 22e6fb18
  Marco Ratto authored 2 years ago
  
  make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
  22e6fb18
- bug fix for init variables to be defined only with occbin PKF · 7132cb59
  Marco Ratto authored 2 years ago
  
  7132cb59
- eliminate buggy and useless check for existence of guess regime variable. this... · 50aa20c7
  Marco Ratto authored 2 years ago
  
  eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
  50aa20c7
- Bug fix for the case where no prior is defined for estim params · e51a30ea
  Marco Ratto authored 2 years ago
  
  e51a30ea
- adjust smoother redux test, to consider that now ALL smoothed variables must... · a4dc58db
  Marco Ratto authored 2 years ago
  
  adjust smoother redux test, to consider that now ALL smoothed variables must be properly reconstructed also in period 1
  a4dc58db
- when filter is NOT diffuse, allow likelihood to handle violation of constraints in period 1. · a3466390
  Marco Ratto authored 2 years ago
  
  a3466390
- in some cases, order is not yet set to 1 · 6598d615
  Marco Ratto authored 2 years ago
  
  6598d615
- first_period_occbin_update is an index, not a boolean · a91c36f9
  Marco Ratto authored 2 years ago
  
  a91c36f9
- bug fix using index t · 74acb2d1
  Marco Ratto authored 2 years ago
  
  74acb2d1
- add consistency check of results using smoother_redux with occbin · 21443e09
  Marco Ratto authored 2 years ago
  
  21443e09
- incorporate information about states in period 0 for occbin with smoother_redux · 21c9d59e
  Marco Ratto authored 2 years ago
  
  21c9d59e
- filter out t=1 when storing aalphahat and eetahat · 0622f01f
  Marco Ratto authored 2 years ago
  
  0622f01f
- retrieve states in period 0 from smoother and deploy this to: · b90dff19
  Marco Ratto authored 2 years ago
  
  - allow having binding regimes in period 1 with occbin - further improve recovering of smoothed variables in period 1 under smoother_redux option
  b90dff19

occbin enhancements and bug fixes

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