Houtan Bastani
742ed02718
MS-SBVAR: rework set_ms_estimation to match different meanings of file_tag
2011-10-07 11:57:53 +02:00
Houtan Bastani
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
Houtan Bastani
f4f46dd82b
MS-SBVAR: update copyrights
2011-10-06 15:17:41 +02:00
Houtan Bastani
bb0e3d80c8
MS-SBVAR: add copyrights/licensing
2011-10-06 11:49:57 +02:00
Stéphane Adjemian (Scylla)
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
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Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Michel Juillard
f51a8edf50
fixing bug for computation of expectation auxiliary variables
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steadystate value when *_steadystate.m is provided without setting
auxiliary variables
2011-09-29 21:22:27 +02:00
Marco Ratto
b4d773d593
First fix for gsa.
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prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
Marco Ratto
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
Sébastien Villemot
f9ecc164ce
Move 'nanmean' under 'matlab/missing' and add the necessary logic
2011-09-27 16:59:21 +02:00
Sébastien Villemot
f250f029af
Fix bug related to the renaming of options_ in DynareOptions within DsgeLikelihood.m
2011-09-27 16:39:10 +02:00
Sébastien Villemot
2060059945
Update header for AIM files
2011-09-27 16:15:49 +02:00
Sébastien Villemot
19c4cc2534
MS-SBVAR: Octave compatibility fix (add missing filename extensions, not added automatically under Octave)
2011-09-27 15:47:05 +02:00
Stéphane Adjemian (Scylla)
42d71c7b86
Added header.
2011-09-26 16:06:58 +02:00
Stéphane Adjemian (Scylla)
cc2c70d801
Cosmetic changes.
2011-09-26 15:46:59 +02:00
Stéphane Adjemian (Scylla)
7cf2aace3e
Allow to declare yearly data with a string. Changed test conformably. Fixed bug in texinfo header.
2011-09-26 15:12:45 +02:00
Sébastien Villemot
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
Sébastien Villemot
16e9c36eb4
Merge ferhat's branch
2011-09-23 18:09:06 +02:00
Sébastien Villemot
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
Stéphane Adjemian (Charybdis)
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
Stéphane Adjemian (Charybdis)
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis)
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a
). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
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keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
Stéphane Adjemian (Charybdis)
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
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keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
Stéphane Adjemian (Charybdis)
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
Stéphane Adjemian (Charybdis)
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
Stéphane Adjemian (Charybdis)
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
Ferhat Mihoubi
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis)
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
Stéphane Adjemian (Charybdis)
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
Stéphane Adjemian (Charybdis)
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
Stéphane Adjemian (Scylla)
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
Stéphane Adjemian (Scylla)
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
Stéphane Adjemian (Scylla)
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
Stéphane Adjemian (Scylla)
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
Stéphane Adjemian (Scylla)
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
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parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
Stéphane Adjemian (Scylla)
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
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Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla)
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
Sébastien Villemot
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
Sébastien Villemot
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
Sébastien Villemot
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla)
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Sébastien Villemot
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
Sébastien Villemot
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
Sébastien Villemot
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
Michel Juillard
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
Michel Juillard
80c69c404b
Revert "added default options_.nobs = []; reset options_.nobs after call to"
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This reverts commit 8dc6b78dde
.
2011-09-18 14:37:29 +02:00
Michel Juillard
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
Michel Juillard
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
Michel Juillard
8dc6b78dde
added default options_.nobs = []; reset options_.nobs after call to
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intialize_dataset()
2011-09-18 12:00:11 +02:00
Michel Juillard
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
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univariate Kalman filter
2011-09-18 10:44:05 +02:00
Stéphane Adjemian (Charybdis)
306137bd2b
Reverted commit 3bf482ae5c
. Added missing routine nanmean (computes the mean of the columns of a matrix
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with some NaNs).
2011-09-17 23:58:20 +02:00