Merge requests · Dynare / dynare · GitLab

:bug: Enable smoother_inversion_filter option with MCMC

!2325 · created Nov 21, 2024 by Johannes Pfeifer
bug occbin
- Merged
- 3
- Approved
updated Dec 18, 2024
:bug: occbin.forecast: account for zero variance shocks and do not crash if one simulation fails

!2304 · created Aug 15, 2024 by Johannes Pfeifer
bug occbin
- Merged
updated Sep 03, 2024
:bug: OccBin: fix crashes due to leading singleton dimensions being ignored by ndim

!2288 · created Apr 24, 2024 by Johannes Pfeifer
bug occbin
- Merged
- 2
updated Apr 25, 2024
dynare_estimation_init.m: make sure OccBin estimation can be run after...

!2135 · created Jun 01, 2023 by Johannes Pfeifer
bug occbin
- Merged
- 4
updated Jun 03, 2023
occbin enhancements and bug fixes

!2123 · created Feb 03, 2023 by Marco Ratto
bug occbin
- Merged
- 20
- Approved
updated Feb 07, 2023
missing_observations_kalman_filter.m: provide debugging information on PKF problems

!2122 · created Jan 19, 2023 by Johannes Pfeifer
occbin
- Merged
updated Jan 23, 2023
dynare_estimation_init.m: set observable mapping for inversion filter if only smoother is used

!2116 · created Dec 09, 2022 by Johannes Pfeifer
bug occbin
- Merged
updated Dec 09, 2022
Improvements and fixes for OccBin inversion filter

!2109 · created Nov 23, 2022 by Johannes Pfeifer
bug occbin
- Merged
- 4
updated Nov 29, 2022
OccBin Smoother: do not write non-converged results to oo_

!2100 · created Nov 14, 2022 by Johannes Pfeifer
bug occbin
- Merged
- 13
- Approved
updated Nov 16, 2022
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods

!2095 · created Nov 04, 2022 by Johannes Pfeifer
documentation occbin
- Merged
- 3
updated Nov 07, 2022
kalman_update_algo_3.m: correct options name

!2090 · created Oct 08, 2022 by Johannes Pfeifer
bug occbin
- Merged
updated Oct 10, 2022
dsge_likelihood.m: add missing penalty for Occbin

!2086 · created Sep 30, 2022 by Johannes Pfeifer
bug occbin
- Merged
updated Oct 03, 2022
bug fix for smoother_redux and state uncertainty with OCCBIN

!2060 · created Jul 26, 2022 by Marco Ratto
bug occbin
- Merged
- Approved
updated Jul 26, 2022
Various fixes to smoother output

!2057 · created Jul 26, 2022 by Johannes Pfeifer
bug occbin
- Merged
- 5
updated Jul 26, 2022
fix bug in ambiguity in the first regime stored, between 01 10 and 11.

!2055 · created Jul 26, 2022 by Marco Ratto
bug occbin
- Merged
- 1
updated Jul 26, 2022
Fixes for PKF, marginal density, plot_shock_decomposition

!2042 · created Jun 02, 2022 by Johannes Pfeifer
bug occbin
- Merged
- 2
updated Jun 07, 2022
Document Markowitz and PKF incompatibilities and throw proper errors if triggered

!2040 · created May 31, 2022 by Johannes Pfeifer
documentation occbin
- Merged
- 2
updated Jun 07, 2022
Bug fixes for PKF

!2038 · created May 25, 2022 by Johannes Pfeifer
bug estimation occbin
- Merged
updated May 31, 2022
kalman_update_algo_1.m: introduce error handling

!2032 · created May 19, 2022 by Johannes Pfeifer
bug occbin
- Merged
updated May 19, 2022
Occbin manual updates

!2026 · created May 17, 2022 by Johannes Pfeifer
documentation occbin
- Merged
updated May 17, 2022

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