Commits · 47ddf99270b6c7d9e36b8d5036ccb8c706221574 · Marco Ratto / dynare · GitLab

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May 13, 2024
- improve storage of regime posterior info · 47ddf992
  Marco Ratto authored 11 months ago
  
  47ddf992
May 06, 2024
- port new option init_state_endogenous_prior and set it to false · 782bd654
  Marco Ratto authored 1 year ago
  
  782bd654
- use M_.occbin.filter_initial_state to perform smoothers running particles from... · cecaac15
  Marco Ratto authored 1 year ago
  cecaac15
- add info about smoothed state in t=0 · 862e4fab
  Marco Ratto authored 1 year ago
  
  862e4fab
- all modifications in one commit, to test current status of codes · e80bd912
  Marco Ratto authored 1 year ago
  
  e80bd912
Mar 01, 2024
- use svd in place of eig; bug fixes · 31366519
  Marco Ratto authored 1 year ago
  
  31366519
- new utility to check that the updated states in t-1 and shocks in t always... · 7723930d
  Marco Ratto authored 1 year ago
  7723930d
- occbin.pkf_conditional_density.m becomes the main wrapper for PPF steps in KF.... · 8304bc41
  Marco Ratto authored 1 year ago
  8304bc41
- bug fixes · 21526e9a
  Marco Ratto authored 1 year ago
  
  21526e9a
- bug fix with new list of input arguments of occbin.solver in dynare 6.x · 80281647
  Marco Ratto authored 1 year ago
  
  80281647
- cosmetic change · addc3643
  Marco Ratto authored 1 year ago
  
  addc3643
Feb 23, 2024
- use option to set the threshold for using PKF updated state. default=1, i.e.... · 5773e71f
  Marco Ratto authored 1 year ago
  5773e71f
Feb 22, 2024
- cleaned for experimental adjustment of states when updated states do not belong to base regime · 6347ead7
  Marco Ratto authored 1 year ago
  
  6347ead7
- fixed check for updated state belonging to base regime · 4a9100ab
  Marco Ratto authored 1 year ago
  
  4a9100ab
- provisions for PPF · b9afccda
  Marco Ratto authored 1 year ago
  
  b9afccda
- bug fixes · f231b574
  Marco Ratto authored 1 year ago
  
  f231b574
- reset seeds when exiting · 591562d4
  Marco Ratto authored 1 year ago
  
  591562d4
- PPF routines · 9d7312b3
  Marco Ratto authored 1 year ago
  
  9d7312b3
- posterior importance sampling utility, given metropolis draws from a previous estimate · e0fa9baf
  Marco Ratto authored 1 year ago
  
  e0fa9baf
- utilities needed by occbin.map_regime · 6292f676
  Marco Ratto authored 1 year ago
  
  6292f676
- clean-up code · 5f66a41d
  Marco Ratto authored 1 year ago
  
  5f66a41d
- allow using particle filter likelihood at the beginning of the filter. filter... · b4c39a76
  Marco Ratto authored 1 year ago
  b4c39a76
- in particle filter context, computes pkf conditional densities given a sample of states · 2b16bd57
  Marco Ratto authored 1 year ago
  
  2b16bd57
- utility for scrambled QMC · a187273a
  Marco Ratto authored 1 year ago
  
  a187273a
- allow for different representations of the regime: string and binary · 6c229b7f
  Marco Ratto authored 1 year ago
  
  6c229b7f
- retrieve regimes found by inversion filter · 215f6e73
  Marco Ratto authored 1 year ago
  
  215f6e73
- - force symmetric P matrix, · 077f29c5
  Marco Ratto authored 1 year ago
  077f29c5
- - when multiple solutions are found, compute likelihood as the sum of all solutions found · e3e0c51b
  Marco Ratto authored 1 year ago
  e3e0c51b
- trap the case when the occbin simulation does not converge (should only happen... · 8f3bf144
  Marco Ratto authored 1 year ago
  8f3bf144
- bug fix: wrong variable name used · 623570ca
  Marco Ratto authored 1 year ago
  
  623570ca
- initialize undocumented options that would otherwise lead to a crash in... · 6e4ccac1
  Marco Ratto authored 1 year ago
  6e4ccac1
- bug fix for when the desired vintage date does not coincide to an end-of-the-year Q4 period. · 159b6a46
  Marco Ratto authored 1 year ago
  
  159b6a46
- provisions for slice maximizer in mom · 777c1e6b
  Marco Ratto authored 1 year ago
  
  777c1e6b
- allow initializing states and covariances from previous filter, with lik_init=0 · 88037163
  Marco Ratto authored 1 year ago
  
  88037163
- Gabaix fixed bugs after manual resolving conflicts · a6dc94e6
  Marco Ratto authored 1 year ago
  
  a6dc94e6
- Gabaix provisions · b75c8f61
  Marco Ratto authored 1 year ago
  
  b75c8f61
- added new utilities · 26939d68
  Marco Ratto authored 2 years ago
  
  26939d68
- provision for Gabaix behavioral features in check, solver, occbin solver and gsa. · c328b6b5
  Marco Ratto authored 2 years ago
  
  c328b6b5
- add gabaix_check_long_run option for debug purposes · 785e6ef2
  Marco Ratto authored 3 years ago
  
  785e6ef2
- provisions for Gabaix in solver, stoch_simul, likelihood and smoother · 43570907
  Marco Ratto authored 3 years ago
  43570907