13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
1ac55d8be8
Fixed bug.
2012-03-09 12:57:58 +01:00
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
75331d7a4f
The global oo_.steady_state should also be updated in the homotopy loop
2012-03-09 11:47:13 +01:00
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
ad580b8cc6
MS-SBVAR: clean up plotting functions
2012-03-08 18:25:37 +01:00
d212772212
MS-SBVAR: change state to regime to coincide with name previous name change
2012-03-08 17:55:40 +01:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
11c63e5050
MS-SBVAR: clean up plot_ms_*.m
2012-03-08 17:54:05 +01:00
4e41ad7285
MS-SBVAR: remove unused argument to plot_ms_irf.m
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
f12e8a3754
Force the weights to sum up to one, and not to the number of particles as in WK (Econometrica 2010).
2012-03-08 16:36:31 +01:00
8184ff3fdd
Fixed bug (wrong calling to the resample routine: missing inputs).
2012-03-08 15:53:20 +01:00
7f1ab166f5
Fixed bug.
2012-03-08 15:44:14 +01:00
dfbd6c8f2a
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
d995234003
Fixed bugs.
2012-03-08 12:49:17 +01:00
f932fc8c78
Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables.
...
Otherwise we can not test the number of periods and we cannot use the previous solution
to initialize the following (stochastic) perfect foresight problem.
2012-03-08 12:49:04 +01:00
464dcb651e
Changed defaults related to extended path. Removed some unused options.
2012-03-08 12:45:53 +01:00
895b58cec4
Merge remote-tracking branch 'ferhat/master'
2012-03-07 09:22:42 +01:00
de07d3b1d7
Removed useless else statement.
2012-03-06 22:54:21 +01:00
93fa8a6c94
Bug fix. Definition of the penalty when the updated parameters are complex.
2012-03-06 22:54:21 +01:00
746fb8ca56
Fixed bug related to the update of the deep parameters in the steady state model.
...
When a deep parameter was initialized to NaN (this is the default) any update of this parameter
done in the steady state model block was not propagated to M_.params. The problem was caused by
the definition of updated_params_flag.
2012-03-06 22:54:20 +01:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
6c091015eb
Fixed texinfo header.
2012-03-05 23:11:49 +01:00
cf19df92ef
Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
2012-03-05 15:03:55 +01:00
cf9e8a6714
Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this
...
case reset the options_.order equal to one (except if options_.particle.status==1).
2012-03-05 14:56:02 +01:00
0d58e1855d
Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
...
to set the seed of the random number generators).
2012-03-05 14:37:55 +01:00
59d3d30c90
Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed...
2012-03-05 14:21:52 +01:00
d64817437e
now extended_path with order = 0 calls solve_perfect_foresight_model()
...
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
2012-03-05 12:35:55 +01:00
e1a5e0de53
Objective function needs to be passed as a string to CMAES optimization routine.
2012-03-04 22:13:00 +01:00
83b536c618
Moved CMAES options in global_initialization, so that the options of this routine can be modified by
...
the user by writting in options_.cmaes.
2012-03-04 22:13:00 +01:00
cc281897e0
Added new routine for non linear filter (auxiliary particle filter).
2012-03-04 22:13:00 +01:00
8de93c21f2
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
724b99412f
Added option for kitagawa/stratified approach in traditional resampling.
2012-03-04 22:12:59 +01:00
3b471e3a99
Bug fix. Added missing input (method specification) to the resampling routine.
2012-03-04 22:12:59 +01:00
6b736cf622
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
2012-03-04 22:12:59 +01:00
fb4def04bd
Fixed bug related to the name of the sub-structure for the non linear filters.
2012-03-04 22:12:59 +01:00
bbf63f0da9
Deleted trailing white spaces.
2012-03-04 22:12:59 +01:00
978f29f59d
Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
2012-03-04 22:12:59 +01:00
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
f798118902
Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
2012-03-04 22:12:59 +01:00
6a8095303e
Added particle filter flag.
2012-03-04 22:12:59 +01:00
2f3c8f910f
Fixed bug related to the dynare implementation of the simplex algorithm.
2012-03-04 22:12:58 +01:00
8aea0bf14c
Updated copyright year.
2012-03-04 22:12:58 +01:00
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
859335b34f
Fixed bug in extended path routine (appearing when some innovations have zero variance).
2012-03-04 22:12:58 +01:00
e882a2ea36
Added unitary test.
2012-03-04 22:09:18 +01:00
192b5c7113
Fixed bugs in routines related to the extended path algorithm.
2012-03-04 22:09:18 +01:00
0aaa7a8a13
Fixed bug in internal tests of local_state_space_iteration_2 routine.
2012-03-04 22:07:27 +01:00
100ff94644
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
8f95711445
Fixed texinfo header. Added two internal tests.
2012-03-04 22:07:27 +01:00
f9671be3d2
Deleted trailing white space.
2012-03-04 22:07:27 +01:00
939318a380
Added a comment about the timming tests done in the third section of the internal tests.
2012-03-04 22:07:27 +01:00
0a9daa519a
Updated copyright year.
2012-03-04 22:07:27 +01:00
78fe29eeef
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
2012-03-04 22:07:27 +01:00
2a88e49f9f
Cosmetic changes in texinfo header. Deleted trailing spaces.
2012-03-04 22:07:26 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
...
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
2234cdc5bd
g0 has to be initialized
2012-02-17 10:41:42 +01:00
441e58cd01
Need to evaluate the recursive blocks to compute the temporary terms
2012-02-17 10:38:39 +01:00
09a3f3a084
Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
2012-02-17 10:36:21 +01:00
e184c1f368
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
2012-02-17 10:24:31 +01:00
c848b3337a
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
...
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
f09c10e2d3
Merge remote-tracking branch 'ratto/master'
2012-02-13 11:15:24 +01:00
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
e2b7848f6c
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
1129e29ceb
bug fix for octave
2012-02-10 22:43:11 +01:00
31feb32bd3
bug fix for remote unix called by windows master
2012-02-10 22:42:29 +01:00
ff5a802f65
allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
2012-02-10 22:41:54 +01:00
77e84c5328
removed left keyboard line + cosmetics.
2012-02-10 22:38:41 +01:00
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00
6c9eeec7e5
Removed codes related to stochastic extended path.
2012-02-10 19:05:50 +01:00
ec022385c0
added info about each parameter for the sequence of univariate iterations.
...
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
2012-02-10 17:37:02 +01:00
44b03e5f19
modifying extended-path for parallel toolbox
2012-02-07 16:31:57 +01:00
bc6042fbe2
Improved display of bivariate projections when pprior=0,
...
specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
9dfc0d5c08
Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach).
2012-02-04 18:52:03 +01:00
87f4dad51a
Changed default value of use_bytecode option. By default, the bytecode solver is not used.
...
Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
2012-02-04 16:56:09 +01:00
704b0c9659
Added an option specifying if the bytecode solver has to be used first.
2012-02-04 16:26:22 +01:00
8a35ee7363
Added an option to skip the test on the number of periods over which the perfect foresight models are solved.
2012-02-04 16:19:15 +01:00
3f2d2b3497
Oups! I forgot to add this routine in commit ac54f7f528. This routine provides a matlab implementation of the perfect foresight model solver.
2012-02-03 15:50:45 +01:00
43f46f2886
Removed stability test over the last periods of the perfect foresight solution.
2012-02-03 14:06:35 +01:00
64ebd1d0d7
Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased).
2012-02-03 14:05:06 +01:00
7978070814
Fixed bug.
2012-02-03 12:52:37 +01:00
fed2e229e5
Try first Ferhat's code and if it fails try the matlab's implementation of the the perfect foresight model solver.
2012-02-03 12:39:48 +01:00
ac54f7f528
Added comments and the possibility to use a matlab implementation of the perfect foresight model solver.
2012-02-03 11:25:03 +01:00
dd1a48c7c7
MS-SBVAR: support non 4 digit years (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
837451c724
MS-SBVAR: support annual data (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
e4546ba32f
change file format to unix
2012-02-02 12:30:49 +01:00
f44db9370d
fixing problem with Ramsey policy and auxiliary variables
2012-02-02 12:04:41 +01:00
4ac4fdb2f0
matlab: add missing error code
2012-01-30 18:04:24 +01:00
adedd7d37f
matlab: add missing error message
2012-01-30 18:04:15 +01:00
32054371b8
new algorithm for deterministic simulations. Not yet integrated into
...
Dynare (no function calls it).
2012-01-28 16:17:59 +01:00
6328a44f33
Streamlined extended paths routines.
...
* Removed the necessity (for the user) to run stoch_simul bebore
executing the exetended path routine (when options_.init>0).
* The value of options_.ep.init defines the mix (used for the
initialization of the perfect foresight solver) between the previous
perfect foresight solution and the path obtained with an order one
perturbation approach.
* Removed timing related statements.
* Changed homotopy set-up for stochastic extended path: add future
multivariate innovations one by one.
* Endogeneously increase step_length in the homotopy routine.
* Removed homotopy_2 related code.
2012-01-27 18:27:42 +01:00
d86daa0169
fixing bug in recent commit 919c2f8fb4
2012-01-23 16:24:47 +01:00
5e87dfcd0f
Prevent homotopy routine to enter in the second loop (doi not (re)start the homotopy from weight=0).
2012-01-23 13:59:25 +01:00
9abb2e9ff8
Adapted homotopy routine to SEP.
2012-01-23 13:57:30 +01:00
02d6987685
Fixed bug in EP algorithm.
2012-01-23 13:56:46 +01:00
919c2f8fb4
correcting bug with presample and diffuse filter + simplified logic
...
for computation of likelihood with presample
2012-01-22 22:40:46 +01:00
636cd1bae6
calling always multivariate Kalman filter first, even if univariate
...
diffuse Kalman filter was used before
2012-01-22 18:59:19 +01:00
cfb5114d41
corecting logic for selecting univariate diffuse filter and dealing
...
with correlated measurement errors
2012-01-22 18:37:29 +01:00
f0d1f033b0
correcting bug in univariate diffuse filter with presample
2012-01-22 18:36:31 +01:00
380fd37092
fixing bug in ramsey policy when using initval instead of steady_state_model
2012-01-22 00:25:30 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
692708859e
Fixed bug.
2012-01-21 14:40:27 +01:00
f63ce01859
Put debug and memory modes in options_.ep.
2012-01-21 14:13:31 +01:00
651c5e7fba
Fixed bug (wrong index variable).
2012-01-21 14:12:05 +01:00
0d8371c299
Added an option to track the expectation in the (S)EP approach.
2012-01-20 18:43:34 +01:00
adb8ef3c8a
Added routine for computing weights and nodes of the Gauss Legendre quadrature.
2012-01-20 16:40:17 +01:00
58f4feb6ad
Cosmetic change + Added scramble mode (possibility to add noise in the future).
2012-01-20 16:40:17 +01:00
a64362f43d
* bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum)
...
Manual cherry pick from 4.2 commit:fdb364e44e79473978f9ff27bba8caa36665052c
2012-01-12 17:48:29 +01:00
e6b9912bb4
Added utilities for dynare figure creation and saving.
2012-01-12 17:46:40 +01:00
1ba89be300
Undo last commit#3dc015592c9da527f7d2ad218bc53422ac7edc83.
2012-01-11 17:10:24 +01:00
3dc015592c
Cosmetic change. Removed useless input argument to dyn_waitbar.
2012-01-11 16:08:24 +01:00
f074679f14
Code factorization. Use dyn_waitbar in extended_path routine.
2012-01-11 16:01:24 +01:00
83bfaa814e
Added sequential importance particle filter routine.
2012-01-11 16:01:24 +01:00
195ad9f71d
Added Routines for resampling (particle filter).
2012-01-11 16:01:24 +01:00
111347469f
adding comment explaining initialization of persistent variable
...
penalty in dsge_likelihood.m and dsge_likelihood_hh.m Removed misleading
initialization code. Added call to dsge_likelihood_hh in
initial_estimation_checks to initialize persistent variable in that
function as well.
2012-01-09 21:23:17 +01:00
de8962b239
Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
...
This reverts commit 108444b703
2012-01-09 20:47:11 +01:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
...
Closes : #235
2012-01-09 12:39:09 +01:00
1259d4a603
Fix crash on older MATLAB introduced in previous commit
2012-01-09 12:15:43 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
f9d2dec97f
preparing dsge_loglikelihood.m for future integration of estimation DLL
2012-01-08 21:55:02 +01:00
3ec6b6ff78
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:51:51 +01:00
27ef4a84a1
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:46:17 +01:00
108444b703
added calls to re-initialize persistent variable 'penalty' is
...
dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
d12e1b7801
replaced BayesInfo.penalty by penalty as it is now a persistent variable
2012-01-08 17:58:22 +01:00
412d7d29a2
changed calling sequence for dr1() in resol.m
2012-01-08 14:35:36 +01:00
eb0f26239d
header correction
2012-01-08 14:18:51 +01:00
938d95cb11
removed M_ from list of dr1.m outputs. M_ was only modified in dr1.m
...
by the old code for Ramsey policy.
2012-01-08 14:17:54 +01:00
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
11da21c7b2
Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
...
The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
d6155b1e96
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2012-01-04 12:47:36 +01:00
bd60a5beef
made inverse_gamma_specification robust for a larger set of parameter values
2012-01-01 20:12:51 +01:00
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
...
Really closes : #157
2011-12-28 11:35:22 +01:00
de337ad72e
Remove spurious initialization of oo_.endo_simul in steady
2011-12-28 10:52:16 +01:00
c541ceb849
Remove unused options_.deterministic_simulation_initialization
2011-12-28 10:44:34 +01:00
7b856645a5
Added routine performing reduced rank Cholesky factorization.
2011-12-27 17:55:05 +01:00
c250f8f495
Fixed bug in the second unitary test of local_state_equation_2.
2011-12-27 15:01:07 +01:00
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
d7e5d37d9c
GSA: rename 2 functions whose name is the same than some Octave built-in
2011-12-27 12:19:42 +01:00
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00
bf69bac140
Fixed typo in comments.
2011-12-26 17:46:49 +01:00
41c8faf176
Fixed header.
2011-12-26 17:46:49 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
45d85f19fa
Added options for non linear filters + Cosmetic changes.
2011-12-26 17:46:48 +01:00
29cf9c4113
Removed the display of the first lines of oo_.exo_simul (extended path simulations).
2011-12-26 17:46:48 +01:00
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
300eaf63c2
Remove nonfree LPTAU.m, replace by qmc_sequence MEX
2011-12-26 15:40:52 +01:00
ecfc5bbbc9
Removed nonsensic options (for the evaluation of the expectations).
2011-12-26 11:53:08 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
e2f69ab4fc
Added arbitrary order of approximation for the Stochastic Extended Path approach.
...
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.
Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
fe1f536f0d
Updated header. Added unitary test.
2011-12-23 12:12:13 +01:00
a09779f218
Fixed fourth unitary test of qmc_sequence.
2011-12-23 10:44:29 +01:00
627b24ddc6
Added unitary tests for qmc_sequence mex file.
2011-12-22 18:16:24 +01:00
199eb98aeb
Fixed typo in the unitary test of qmc_sequence.
2011-12-22 14:49:01 +01:00
c0ebbc72ef
Fixed header (added output argument info).
2011-12-22 14:36:24 +01:00
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
a2061b6f4e
Initialize empirical simulations with information provided in histval
...
Closes : #195 , #157
2011-12-21 18:37:45 +01:00
3815daada3
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
...
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
2011-12-21 18:31:29 +01:00
4869fff243
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
2011-12-21 18:23:15 +01:00
dec622c48d
Fixed bug and streamlined the routines for unitary tests.
2011-12-21 18:14:17 +01:00
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
ab629c8ed6
fixing headers
2011-12-20 17:02:25 +01:00
4b9b90f1bb
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
30d815afdc
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
10c6978369
minor modifications + headers for new functions
2011-12-19 22:33:25 +01:00
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
744f3fd41b
Added Stochastic Extended Path method (SEP).
2011-12-19 18:04:54 +01:00
7ff36b680b
Added unitary test.
2011-12-19 15:54:30 +01:00
336afa9f2b
fixing bugs related to new functions
2011-12-18 17:33:08 +01:00
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
316c1b4dd6
Merge branch 'master' into dr1break
2011-12-16 20:50:18 +01:00
cf1d07f31c
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
2011-12-16 16:02:32 +01:00
6cecc181dc
Added unitary test.
2011-12-16 15:14:59 +01:00
cd9250edbf
Fixed bug.
2011-12-16 15:14:38 +01:00
857eb7438f
Added provisions for future shocks (using Gaussian quadratures).
2011-12-16 11:42:03 +01:00
f7b6e917ac
Added two routines for evaluating multivariate integrals with gaussian quadratures.
2011-12-16 11:42:03 +01:00
8fa4bfc160
Cosmetic change.
2011-12-16 11:42:03 +01:00
230e787b27
Fixed bug. The seed has to be set before the sampling of the structural innovations.
2011-12-16 11:42:03 +01:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
...
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
d0e458eb79
removing useless statement
2011-12-15 17:35:27 +01:00
ad2a3a7ecc
fixing problem in computation of initial posterior density when steady
...
state model is provided by the user
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Ferhat Mihoubi
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Marco Ratto