Johannes Pfeifer
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01cb238a22
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Account for NaN in graphs during identification if ML is used
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2015-06-05 16:40:01 +02:00 |
Johannes Pfeifer
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d09bf195c9
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Make sure diffuse_filter option is correctly passed in dynare_identification.m
Closes #677
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2015-06-05 16:39:17 +02:00 |
Stéphane Adjemian (Hermes)
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6196501f37
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Updated dseries submodule (fix for octave and big csv files loading).
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2015-06-04 18:38:37 +02:00 |
Michel Juillard
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c782ca3686
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adding occbin original files from 20140630
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2015-06-04 14:18:46 +02:00 |
Stéphane Adjemian (Hermes)
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ccad2848db
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Homotopy not implemented for purely backward or forward perfect foresight
models.
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2015-06-04 12:28:58 +02:00 |
Houtan Bastani
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08635df66f
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submodule update: reporting
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2015-06-03 15:22:47 +02:00 |
Houtan Bastani
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c639e4a075
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Merge pull request #952 from JohannesPfeifer/ident_lag_fix
Update computation of non-zero moments within loop that increases num…
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2015-06-03 14:26:34 +02:00 |
Stéphane Adjemian (Hermes)
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7a1b5a3dfc
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Updated particles submodule.
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2015-06-03 12:05:18 +02:00 |
Johannes Pfeifer
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6d17a860b5
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Update computation of non-zero moments within loop that increases number of lags
Closes #949
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2015-06-03 11:16:55 +02:00 |
Stéphane Adjemian (Hermes)
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c43cfb45a8
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Fixed bug in Extended Path (added second argument to get_complementarity_condition).
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2015-06-03 08:22:26 +02:00 |
Stéphane Adjemian (Hermes)
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3602a0b1a8
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Fix bug in pm3 for filtered variables that led to crashes.
Manual merge of Johannes PR #737.
-> Check for size of array failed with singleton dimension.
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2015-06-01 18:22:54 +02:00 |
Stéphane Adjemian (Hermes)
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b53578dc80
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Completed description of minimizer_algorithm input argument.
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2015-06-01 16:42:02 +02:00 |
Johannes Pfeifer
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05635a4546
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Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
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2015-06-01 16:42:02 +02:00 |
Stéphane Adjemian
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583d20848f
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Merge pull request #941 from JohannesPfeifer/huge_number
Document new options huge_number and dr_disp_tol
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2015-06-01 16:40:32 +02:00 |
Michel Juillard
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c22d31330c
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Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
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2015-05-31 12:18:20 +02:00 |
Stéphane Adjemian (Hermes)
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c97aaad62d
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Fixed bug.
Rename options as options4fsolve, otherwise original options structure is lost.
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2015-05-29 15:19:20 +02:00 |
Stéphane Adjemian (Hermes)
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959349d30f
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Put rgwmh options in a substructure.
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2015-05-28 18:03:53 +02:00 |
Stéphane Adjemian (Hermes)
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194bdb57c3
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Merge branch 'rewrite-nonlinear-filters'
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2015-05-28 15:40:39 +02:00 |
Stéphane Adjemian (Hermes)
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a211e91378
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Updated particles.
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2015-05-28 15:36:56 +02:00 |
Houtan Bastani
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60b3577a09
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avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
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2015-05-28 11:53:50 +02:00 |
Houtan Bastani
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fe8750c1bc
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preprocessor: add minimal_workspace option to dynare statement, #946
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2015-05-28 11:50:39 +02:00 |
Frédéric Karamé
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0c2483278c
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Add three variables for RWGMH.
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2015-05-28 11:45:16 +02:00 |
Stéphane Adjemian (Hermes)
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94776660ff
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Merge branch 'master' into rewrite-nonlinear-filters
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2015-05-28 10:03:26 +02:00 |
Stéphane Adjemian (Hermes)
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47f4d37e70
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Fixed online filter with first order approximation of the model.
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2015-05-27 18:06:48 +02:00 |
Frédéric Karamé
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888cf1eeff
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Updated particles.
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2015-05-27 16:00:09 +02:00 |
Frédéric Karamé
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38a276fb08
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restore the default value for distribution_approximation
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2015-05-27 14:57:01 +02:00 |
Frédéric Karamé
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df67efcb7c
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add an exception for the use of gaussian filters and gradient-based estimation methods
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2015-05-27 14:37:50 +02:00 |
Stéphane Adjemian (Hermes)
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96b484d89c
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Updated particles.
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2015-05-27 14:35:55 +02:00 |
Michel Juillard
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127730d731
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solve bugs when there are lags of exogenous variables on more than one
period in deterministic models.
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2015-05-27 12:22:32 +02:00 |
Stéphane Adjemian (Hermes)
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ccd4e40b49
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Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
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2015-05-27 12:18:33 +02:00 |
Michel Juillard
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eefa7bb70a
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fixing problem with endogenous_terminal_period
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2015-05-27 10:23:14 +02:00 |
Michel Juillard
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1b822a9105
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fix calls to dynare_solve() when Jacobian of function must be computed
numerically. Fix call to dynare_solve() in simulation_core()
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2015-05-26 15:51:09 +02:00 |
Houtan Bastani
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90c4f834f2
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fix typo introduced in f03839cf12
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2015-05-26 12:11:24 +02:00 |
Michel Juillard
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92a33f9792
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changed another call to dynare_solve() forgotten in last commit
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2015-05-25 17:15:09 +02:00 |
Michel Juillard
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f03839cf12
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removed "global options_" in dynare_solve.m and made it an
argument. Modified all calling functions.
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2015-05-25 17:15:09 +02:00 |
Houtan Bastani
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d5cb78bbea
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fix typo introduced in 89828e56cc
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2015-05-20 10:12:24 +02:00 |
Houtan Bastani
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89828e56cc
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preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
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2015-05-19 12:31:22 +02:00 |
Stéphane Adjemian (Hermes)
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8b6040717a
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Added missing semicolon.
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2015-05-18 18:00:09 +02:00 |
Johannes Pfeifer
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cb1fc3ec3c
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Lift unnecessary restriction of not allowing simpsa with infinite bounds
Introduction of options_.huge_number makes this redundant
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2015-05-13 20:33:14 +02:00 |
Houtan Bastani
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e5df26a6e8
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preprocessor: add use_tarb option to estimation. #940
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2015-05-13 15:32:24 +02:00 |
Houtan Bastani
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902a5d2788
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ensure that mex file exists before doing comparison
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2015-05-12 10:55:24 +02:00 |
Johannes Pfeifer
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646658a0f2
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Add missing deblank to disp_dr.m
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2015-05-11 17:40:03 +02:00 |
Johannes Pfeifer
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3c3b255025
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Clarify that output of mode_check.m is minus likelihood/posterior
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2015-05-11 17:39:26 +02:00 |
Stéphane Adjemian
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9d8823dd73
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Merge pull request #932 from JohannesPfeifer/t_dist
Unit test and cosmetic changes for t-distribution
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2015-05-10 23:29:17 +02:00 |
Michel Juillard
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a5a5490a12
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adding feature to recompile MEX files only if the model has
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
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2015-05-10 18:16:53 +02:00 |
Johannes Pfeifer
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b67e9626f7
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Add more information to header of rand_multivariate_student.m
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2015-05-10 10:06:42 +02:00 |
Stéphane Adjemian
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16a29d58a6
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Merge pull request #930 from JohannesPfeifer/rename_hessian
Make sure that no variable is named hessian
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2015-05-10 09:09:43 +02:00 |
Johannes Pfeifer
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e76f81740f
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Make sure that no variable is named hessian.
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2015-05-10 08:17:40 +02:00 |
Stéphane Adjemian
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29f9cb4d53
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Merge pull request #929 from JohannesPfeifer/delete_stale_files
Delete stale files from previous MCMC runs
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2015-05-09 22:47:25 +02:00 |
Stéphane Adjemian (Charybdis)
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b8eb0ff72d
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Added online help to prior command (cli).
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2015-05-09 22:36:19 +02:00 |