- Aug 26, 2024
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Marco Ratto authored
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Marco Ratto authored
the error in reconstructing the k-step ahead forecasts with occbin smoother redux, should only occur in the first occbin smoother interation for non-stationary models (with diffuse filter), where tstart>1. if k>tstart, the same simulation should have been done already in occbin.kalman_update, so it should never give an error if k<=tstart, the simulation may crash, since we ignore OBC in the first (diffuse) steps and it may happen that, given the linear updated states, the occbin simulation does not converge. Indeed, I never got a simulation failure in line 474, where this possibility is properly taken into account.
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Marco Ratto authored
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Marco Ratto authored
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- Aug 18, 2024
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
- new option use_relaxation_tol_period (default=1): if new regime different from guess by more than use_relaxation_tol_period, relaxation is applied
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Marco Ratto authored
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Marco Ratto authored
- trap the case when the occbin simulation does not converge (should only happen when first_period_occbin_update>1)
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Marco Ratto authored
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Marco Ratto authored
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- Jul 31, 2024
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Add DIME MCMC See merge request !2301
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- Jul 29, 2024
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Gregor Boehl authored
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Gregor Boehl authored
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Stéphane Adjemian authored
smc_samplers_initialization.m: clean up header See merge request Dynare/dynare!2302
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Stéphane Adjemian authored
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- Jul 26, 2024
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Stéphane Adjemian authored
- Fix range with --print-table option. - Add interpolation for flow variables (annual to quaterly)
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- Jul 25, 2024
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Sébastien Villemot authored
Fix implementations of multivariate Student distribution See merge request Dynare/dynare!2303
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Gregor Boehl authored
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- Jul 24, 2024
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Sébastien Villemot authored
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Sébastien Villemot authored
[skip ci]
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- Jul 23, 2024
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Sébastien Villemot authored
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Sébastien Villemot authored
Use empty() method instead of size() to test for non-emptyness of a container.
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Sébastien Villemot authored
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Stéphane Adjemian authored
Workaround for preprocessor#130.
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Johannes Pfeifer authored
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Stéphane Adjemian authored
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- Jul 22, 2024
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Jul 19, 2024
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Jul 18, 2024
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Sébastien Villemot authored
– Macroprocessor: print line numbers in the output of @#echomacrovars (without “save” option) – Correctly handle whitespaces when parsing contents of legacy “mcp” tags – Misc simplifications and C++20 modernizations
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Sébastien Villemot authored
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Sébastien Villemot authored
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