Commits · ab41a8e3a40702407c9805590227f90969a64dce · Marco Ratto / dynare · GitLab

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Nov 09, 2023
- posterior importance sampling, which uses metropolis draws for linear model... · ab41a8e3
  Marco Ratto authored 1 year ago
  ab41a8e3
- plot utility for regimes · 67db4b7f
  Marco Ratto authored 1 year ago
  
  67db4b7f
- initialize ss to avoid crashes when solver does not find a solution · 050444b2
  Marco Ratto authored 1 year ago
  
  050444b2
- fixes to handling periodic solution · d141747b
  Marco Ratto authored 1 year ago
  
  d141747b
- trap errors in first iteration and try with linear smoother as initial guess · da535f28
  Marco Ratto authored 1 year ago
  da535f28
- add wrapper, with regime search engine, for PKF kalman update, that applies to... · b9ec0b6a
  Marco Ratto authored 1 year ago
  b9ec0b6a
Mar 06, 2023
- added new utilities · 8114fb51
  Marco Ratto authored 2 years ago
  
  8114fb51
Feb 14, 2023
- distinguish between TolFun (optimizer termination criterion) and... · 0b81209a
  Marco Ratto authored 2 years ago
  0b81209a
Feb 13, 2023
- provision for Gabaix behavioral features in check, solver, occbin solver and gsa. · 35d0fdfd
  Marco Ratto authored 2 years ago
  
  35d0fdfd
Feb 08, 2023
- add gabaix_check_long_run option for debug purposes · a909ccfa
  Marco Ratto authored 3 years ago
  
  a909ccfa
- trap new robust features of optimizer=5 in robust option · 8d5b3b1d
  Marco Ratto authored 3 years ago
  
  8d5b3b1d
- provisions for Gabaix in solver, stoch_simul, likelihood and smoother · 9c607c71
  Marco Ratto authored 3 years ago
  9c607c71
- add utillities for foreast, irf, plot_irf and squeeze SD into occbin, and... · 0ca949f9
  Marco Ratto authored 3 years ago
  0ca949f9
- new algorithm for weighted SD with occbin, where weights for the regime effect... · 8e057966
  Marco Ratto authored 3 years ago
  8e057966
- use Save_files to save different names under parallel execution · e371e850
  Marco Ratto authored 3 years ago
  
  e371e850
- new option maximize_using_mh_bounds for slice · b83cb62f
  Marco Ratto authored 3 years ago
  
  b83cb62f
- added new robustness features to newrat. manually fixed conflicts · 8049b805
  Marco Ratto authored 3 years ago
  8049b805
- New option to slice that runs optimiser steps instead of slice draws: with... · e6650870
  Marco Ratto authored 4 years ago
  e6650870
Feb 07, 2023
- Manual: fix typo · 05db89cb
  Sébastien Villemot authored 2 years ago
  05db89cb
- Manual: fix math formula in “markowitz” option description · 3e6b6c87
  Sébastien Villemot authored 2 years ago
  3e6b6c87
- New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command · 65053667
  Sébastien Villemot authored 2 years ago
  
  65053667
- Bug #1885 was actually not fixed in version 5.3 · 7e3b83a1
  Sébastien Villemot authored 2 years ago
  7e3b83a1
- Merge branch 'occbin_init_smo' into 'master' · d6370a6d
  Sébastien Villemot authored 2 years ago
  d6370a6d
Feb 06, 2023
- Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” · c3524d33
  Sébastien Villemot authored 2 years ago
  
  c3524d33
- Perfect foresight + homotopy: add missing newline · be698d5f
  Sébastien Villemot authored 2 years ago
  
  be698d5f
- new error codes introduced and applied for occbin smoother. · 63a299f6
  Marco Ratto authored 2 years ago
  63a299f6
- bug fix and avoid missing output arguments and when smoother exits after non... · f565a0a8
  Marco Ratto authored 2 years ago
  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
  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
  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
  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