- Nov 05, 2024
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Sébastien Villemot authored
This will facilitate the introduction of dates in shock sequences.
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Sébastien Villemot authored
Field names used in the option structure were slightly different depending on whether the option value was an integer or a date. This is confusing. This commit aligns the structure field names with the option names. It also simplifies the logic for histval_file/initval_file option handling.
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Sébastien Villemot authored
[skip ci]
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Sébastien Villemot authored
Should have been removed in b70d99d1.
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- Oct 30, 2024
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Sébastien Villemot authored
Ref. #1859
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Sébastien Villemot authored
Ref. #1859
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- Oct 29, 2024
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Sébastien Villemot authored
Ref. #1859
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- Oct 24, 2024
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Sébastien Villemot authored
– New M_.heterogeneity(i).state_var field – Misc minor code simplifications
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- Oct 23, 2024
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Sébastien Villemot authored
The legacy representation is no longer used for the estimation chain. Note that this mechanism is not robust (in particular it does not work with the use_dll option), but this is not new. Ref. #1859
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Sébastien Villemot authored
Ref. #1859
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- Oct 21, 2024
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Sébastien Villemot authored
[skip ci]
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- Oct 16, 2024
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Sébastien Villemot authored
Bytecode does not support conditional forecasting with block decomposition (since the derivatives w.r.t. exogenous are no longer provided by the preprocessor when doing block decomposition). In practice trying this would lead to a crash.
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- Oct 15, 2024
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Sébastien Villemot authored
[skip ci]
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Sébastien Villemot authored
[skip ci]
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- Oct 14, 2024
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Stéphane Adjemian authored
Make posterior sampling more efficient and enable posterior objects for SMC and DIME See merge request !2318
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- Oct 11, 2024
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Sébastien Villemot authored
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Sébastien Villemot authored
It comes after a “return” statement.
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Sébastien Villemot authored
Keep only the syntax with 3 arguments: plan, dataset, range.
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Sébastien Villemot authored
Closes: #1899
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Johannes Pfeifer authored
Removes unused prior_analysis_endo_var_list option
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Johannes Pfeifer authored
GetAllPosteriorDraws.m: make routine more efficient by enabling to output full parameters matrix instead of column vectors Also factorizes loading of record file to obtain MCMC info by moving it into GetAllPosteriorDraws.m
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Johannes Pfeifer authored
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Johannes Pfeifer authored
Reverts of 5424fde7
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Johannes Pfeifer authored
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Johannes Pfeifer authored
moments_varendo and prior_posterior_statistics: account for different paths of various posterior samplers
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Johannes Pfeifer authored
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Johannes Pfeifer authored
Incidentally removes persistent variables used in metropolis_draw.m
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Stéphane Adjemian authored
ep: filter out non-positive definite covariance matrices See merge request !2320
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- Oct 10, 2024
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Sébastien Villemot authored
Also use hyperlinks. [skip ci]
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- Oct 06, 2024
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Stéphane Adjemian authored
SMC: Add support for generate_trace_plots.m Closes #1932 See merge request !2311
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- Oct 04, 2024
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Sébastien Villemot authored
Incidentally: – fix a bug where path for endogenous after failure to converge was not centered – ensure that sim1_linear.m is actually tested, by adding a test for linear_approximation + stack_solve_algo=0 Ref. #1859
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Stéphane Adjemian authored
⇒ Generated pseudo-random numbers will not change if we add new unit tests.
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- Oct 02, 2024
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Johannes Pfeifer authored
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- Sep 27, 2024
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Sep 26, 2024
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Sébastien Villemot authored
Ref. #1859
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Sébastien Villemot authored
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Sébastien Villemot authored
Ref. #1859
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