:bug: Enable smoother_inversion_filter option with MCMC (!2325) · Merge requests · Dynare / dynare · GitLab

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Merged Johannes Pfeifer requested to merge JohannesPfeifer/dynare:IVF_smoother into master 5 months ago

Nov 27, 2024
- occbin.DSGE_smoother.m: shut off output during subdraws · ca24ed86
  Johannes Pfeifer authored 5 months ago
  
  ca24ed86
- occbin.DSGE_smoother.m: replace try-catch statement by error code · 9a0c35a4
  Johannes Pfeifer authored 5 months ago
  
  Related to !2226 (comment 20318)
  9a0c35a4
- occbin.DSGE_smoother.m: make sure used linear smoother results are computed · 7c318adf
  Johannes Pfeifer authored 5 months ago
  
  7c318adf
- occbin.DSGE_smoother.m: remove calls to print_info · 152fb491
  Johannes Pfeifer authored 5 months ago
  
  Redundant due to noprint being set locally
  152fb491
- occbin.DSGE_smoother.m: fix indenting · d2667f6e
  Johannes Pfeifer authored 5 months ago
  
  d2667f6e
- DsgeSmoother.m: initialize and document new output arguments · 334eaaa0
  Johannes Pfeifer authored 5 months ago
  
  334eaaa0
- OccBin: clear State_uncertainty field before trying to fill it · c62d9db0
  Johannes Pfeifer authored 5 months ago
  
  Prevents crashes with smoothed_state_uncertainty option if MCMC smoother is run after classical one
  c62d9db0
Nov 21, 2024
- Enable smoother_inversion_filter option with MCMC · 87abdff3
  Johannes Pfeifer authored 5 months ago
  
  Before, the PKF would be triggered
  87abdff3
- IVF: consistently reset filtered_vars-related options that otherwise would cause crashes · 353a21ca
  Johannes Pfeifer authored 5 months ago
  
  353a21ca