Commits

Branch selector

 main

User selector

All users

Datepicker

All time

Commit History

Commits on Feb 22, 2022

• Fix compute_proposal_densities for new DegenerateMvNormal

  ShlokG

  committed
  de6c318

• Fix generate_free_blocks call

  ShlokG

  committed
  2a973f6

• Fix call to generate_free_blocks

  ShlokG

  committed
  279c6ce

Commits on Feb 2, 2022

• Avoid uninitialized variable reference in continue_intermediate.

  alissarjohnson

  committed
  c40247a

Commits on Jun 21, 2021

• Rename log_prob_oldy to log_prob_old_data

  chenwilliam77

  committed
  418dc24

Commits on Jun 1, 2021

• Note that adjust_weights isn't used anywhere

  ShlokG

  committed
  5cdf1e1

• Fix SMC for bridge estimation with prior averaging.

  ShlokG

  committed
  0626c11

• Add function to adjust weights based on prior and likelihood of each particle

  ShlokG

  committed
  a70cef6

Commits on May 27, 2021

• Update Distributions version

  ShlokG

  committed
  4d03a78

• Remove compute_moments from SMC.jl and unnecessary packages (SparseArrays)

  chenwilliam77

  committed
  4db99c8

Commits on May 12, 2021

• Remove marginal_data_density from being called b/c it is a part of DSGE.jl, not SMC.jl

  chenwilliam77

  committed
  556e362

Commits on Apr 2, 2021

• Update NEWS

  chenwilliam77

  committed
  7ce2643

• Place NaN ESS check inside a helper function

  chenwilliam77

  committed
  f46709f

• Resample when using tempered updates to ensure initial log-likelihoods and weights are good

  chenwilliam77

  committed
  98e8284

Commits on Mar 31, 2021

• Fix bug that causes a tempered update prior weight of 1 to error. Update docstring bullet point on old_data

  chenwilliam77

  committed
  2483439

Commits on Mar 30, 2021

• Raise version number to 0.1.15 and updates NEWS

  chenwilliam77

  committed
  dcb2c57

• Add old_loglikelihood kwarg to generalize tempered updates to changes in log-likelihood functions. Make no non-zero weight particles error more informative. Fix tempered update with draws from prio…

  Show description for 3ca6739
  chenwilliam77

  committed
  3ca6739

• Add option to catch diagonals near zero but should be exactly zero for compute_proposal_densities

  chenwilliam77

  committed
  5ac9dca

Commits on Mar 25, 2021

• Add method for getting highest posterior particle value

  chenwilliam77

  committed
  cc6af87

Commits on Mar 22, 2021

• Remove extraneous comments in mutation

  chenwilliam77

  committed
  15fa16f

Commits on Mar 19, 2021

• Update docstring for SMC to show default values and cite Online Estimation. Update README to note adaptive schedule.

  chenwilliam77

  committed
  faa710c

• Update some spacing in docstring for smc

  chenwilliam77

  committed
  2441321

• Add missing parameter type to add_parameters_to-cloud

  chenwilliam77

  committed
  8fd6393

• Lower test bound to machine-precision for helpers test where == wasn't working

  chenwilliam77

  committed
  fc82562

• Attempt to get around testing problem by using approx rather than ==

  chenwilliam77

  committed
  1c3ab95

• Merge pull request #17 from FRBNY-DSGE/compathelper/new_version/2021-03-10-00-15-57-574-735466533

  Show description for b58e6b1
  chenwilliam77

  authored
  b58e6b1

• Merge pull request #16 from FRBNY-DSGE/compathelper/new_version/2021-03-02-00-14-55-419-3190765323

  Show description for e4e8982
  chenwilliam77

  authored
  e4e8982

• Merge pull request #15 from FRBNY-DSGE/compathelper/new_version/2021-02-15-00-15-18-389-2176740113

  Show description for 0fa4aab
  chenwilliam77

  authored
  0fa4aab

• Raise version number to v0.1.14

  chenwilliam77

  committed
  7a2c7dc

• Construct a bridge distribution for new model based on old model with fewer parameters

  chenwilliam77

  committed
  4aaab3e

Commits on Mar 18, 2021

• Regenerate smc cloud output in JLD2 v0.1.12 for backward compat

  chenwilliam77

  committed
  a85adec

• Track intermediate progress on adding parameters to a bridge distribution

  chenwilliam77

  committed
  47bcd1b

• Update tests for removal of ind_logpost

  chenwilliam77

  committed
  9e38657

• Add some section labels and more docstrings to helper functions docs

  chenwilliam77

  committed
  b91cbac

• Add docstrings for split and join clouds

  chenwilliam77

  committed
  c4272d8

Pagination

PreviousNext