Stéphane Adjemian (Charybdis)
0157127d05
Document some of the options for cmaes.
2013-10-08 16:26:49 +02:00
Stéphane Adjemian (Charybdis)
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis)
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis)
5e63aa10da
Added documentation about the options of the simpsa algorithm.
2013-10-08 15:28:26 +02:00
Stéphane Adjemian (Charybdis)
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis)
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis)
75fb6afa61
Added documentation about the options of the simplex optimization routine (mode_compute=8).
2013-10-08 15:15:58 +02:00
Stéphane Adjemian (Charybdis)
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis)
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis)
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis)
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis)
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
Stéphane Adjemian (Charybdis)
994186797a
Document the options of gmhmaxlik (mode_compute=6).
2013-10-04 16:12:43 +02:00
Stéphane Adjemian (Charybdis)
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis)
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis)
b685fe6197
Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4).
2013-10-04 12:01:36 +02:00
Stéphane Adjemian (Charybdis)
05946cd684
Changed names of some options for csminwel (mode_compute=4).
2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis)
b2db159cdd
Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis)
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis)
62cad6ff44
Cosmetic changes.
2013-10-03 11:01:11 +02:00
Houtan Bastani
51e4e490d6
remove unnecessary test
2013-10-03 09:16:31 +02:00
Sébastien Villemot
d9e6985e5b
Fix license info for simpsa
2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis)
979a55a334
Added missing semicolon.
2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis)
5d07145411
Merge branch 'master' into add-simpsa-optimization-routine
2013-10-02 17:48:46 +02:00
Stéphane Adjemian (Charybdis)
b00bf26621
Added simpsa optimization algorithm in the manual.
2013-10-02 17:44:47 +02:00
Houtan Bastani
030fe52aff
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
Houtan Bastani
62c623f6c9
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
Houtan Bastani
c1305f7f87
support unbounded years
2013-10-02 17:21:55 +02:00
Houtan Bastani
845a8736b5
simplify regex
2013-10-02 17:21:55 +02:00
Houtan Bastani
a34afdfdc3
support negative dates
2013-10-02 17:21:55 +02:00
Stéphane Adjemian (Charybdis)
581f97bada
Linked simpsa's tolerance options to dynare's defaults.
2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis)
1ff6b2de7b
Fixed bug caused by the size of the vector of parameters (transposition needed).
2013-10-02 17:08:04 +02:00
Stéphane Adjemian (Charybdis)
ab7f0ddedc
Removed the seed set on clock. Changed default values for the options.
2013-10-02 17:07:00 +02:00
Stéphane Adjemian (Charybdis)
fb0ccdd5d2
Provide more sensible lower and upper bounds for simpsa algorithm.
2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis)
3f16129e49
mode_compute = 10 calls simpsa algorithm.
2013-10-02 15:30:55 +02:00
Stéphane Adjemian (Charybdis)
9428007bcb
Added simpsa routines (new optimization algorithm)
2013-10-02 15:29:56 +02:00
Sébastien Villemot
b9cb511a49
Merge pull request #489 from JohannesPfeifer/explosive_irf_warning
...
Add more information when IRFs are not displayed due to explosive simula...
2013-10-02 06:07:07 -07:00
Houtan Bastani
b3b2cdfe7b
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +02:00
Johannes Pfeifer
4b060c47d2
Add more information when IRFs are not displayed due to explosive simulations
2013-10-02 09:50:31 +02:00
Houtan Bastani
45942b244c
stop dynare.m if onlymacro is passed, closes #487
2013-10-01 15:13:18 +02:00
Sébastien Villemot
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
...
Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
Johannes Pfeifer
ad73d1fd93
Fixes bug in display of parameters at prior bound
2013-09-30 17:10:39 +02:00
Johannes Pfeifer
7e7cadb878
Check initial values for violation of inverse gamma prior
...
The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
Sébastien Villemot
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
Houtan Bastani
48c428d748
reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true
2013-09-27 11:14:00 +02:00
Houtan Bastani
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
Houtan Bastani
79d62d85d0
reporting: fix hline for table
2013-09-26 16:08:13 +02:00
Houtan Bastani
ff3774a4a2
reporting: table: remove unused variable
2013-09-26 15:21:08 +02:00