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Author SHA1 Message Date
Houtan Bastani 04ce089164 test suite: modify reporting test following dseries move to new MATLAB classes 2018-02-16 14:19:08 +01:00
Houtan Bastani 27e1f7885d README: further fixes associated with 84ed3ee51f 2018-02-13 17:45:42 +01:00
Houtan Bastani 84ed3ee51f update readme for homebrew changes 2018-02-13 17:31:50 +01:00
Stéphane Adjemian (Charybdis) 350b8fb529 Updated dseries submodule (prevent initialization crash if unable to install X13 binary). 2018-02-10 12:24:20 +01:00
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option 
The tolerance for the steady state check should depend on the accuracy of the steady state computation
 2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis) 4adebd4419 Fixed copyright header. 2018-02-01 22:51:23 +01:00
Marco Ratto cf5f556f4a Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables]. 
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
 2018-02-01 19:17:59 +01:00
Marco Ratto e45acc11cc fix error in documentation of presample in realtime shock decomposition 2018-02-01 19:15:07 +01:00
Marco Ratto a7bc6414f5 fixed bug to logical if condition 2018-02-01 19:14:13 +01:00
Johannes Pfeifer 127a543b65 prior bounds: make sure that lower and upper bounds only affect mode-finding 
99dbc8c74d introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
 2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis) fe7da22853 Fixed copyright header. 2018-02-01 10:05:03 +01:00
Johannes Pfeifer da48dea37c identification_analysis.m: remove transformation to char when cell is expected 2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis) 410f8bd07c Cosmetic change and fixed copyright header. 2018-02-01 09:53:23 +01:00
Johannes Pfeifer 3679afe849 Discretion: Added catch for infinities 
Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
 2018-02-01 09:53:23 +01:00
Stéphane Adjemian (Charybdis) b91fa10fa1 Fixed Matlab's version requirement. 2018-01-29 20:17:45 +01:00
Stéphane Adjemian (Charybdis) 2f4b883f42 Closes #1588. 2018-01-29 18:20:24 +01:00
Stéphane Adjemian (Charybdis) 48b5839414 Updated NEWS file for 4.5.4. 2018-01-29 16:31:24 +01:00
Houtan Bastani bfe07d389b macroprocessor: fix unhandled case of nested ifdef/ifndef statements. closes #1587 2018-01-29 10:58:07 +01:00
Marco Ratto 13a30a0a4e add a new case for ratios between endogenous variables, like trade balance to GDP. 2018-01-27 10:37:31 +01:00
Marco Ratto b3bcd2c8b0 bug fixes: wrong name of field fig_name and properly using user defined fig_name 2018-01-27 10:37:31 +01:00
Marco Ratto 5e7256daeb Bug fixes after changes in the options structures for shock decompositions. 2018-01-27 10:37:31 +01:00
Johannes Pfeifer cbc0cdfef8 Fix bug in multivariate Kalman smoother when observations are missing 
The singularity branch did not correctly account for the switching number of observables
 2018-01-26 23:13:45 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 8e73289fe5 read_variables.m: consistently account for variables being stored as cell array 2018-01-26 12:29:03 +01:00
Johannes Pfeifer 0a80ca4028 initial_condition_decomposition: Add nodisplay, graph_format, fig_name options 2018-01-26 12:09:14 +01:00
Johannes Pfeifer 6b9f469459 initial_condition_decomposition: return oo_ output argument to base workspace 2018-01-26 12:09:14 +01:00
Stéphane Adjemian (Charybdis) 74fc7cc078 Copyright header fix. 2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis) c4f1958690 Cosmetic changes + Copyright headers fixes. 2018-01-26 12:00:27 +01:00
Johannes Pfeifer b933a440bf Add debugging info to Kalman filter routines 2018-01-26 11:47:39 +01:00
Marco Ratto b9741548b0 As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z') 2018-01-26 11:47:39 +01:00
Marco Ratto cf8213f7a0 fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%. 
This fixes the bug in e97e5c3407 that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312.
 2018-01-26 11:47:39 +01:00
Johannes Pfeifer 60efdd49bb disp_steady_state.m: Use character array to make sure alignment in display of steady state is right 2018-01-26 11:45:54 +01:00
Johannes Pfeifer a418a04249 model_diagnostics.m: bugfix after transition to cell arrays 
disp does not work with cell
 2018-01-26 11:45:54 +01:00
Johannes Pfeifer 9fadf19bc2 Add -accepteula flag to psexec call 
Prevents freezing if dialog has not been opened before
 2018-01-25 11:45:41 +01:00
Johannes Pfeifer ec3fb76aa7 posterior_sampler: Fix naming error that crashes parallel estimation 2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis) 2647f258d4 Cosmetic changes (code factorization). 2018-01-25 11:34:54 +01:00
Johannes Pfeifer 4c7960fbdc AnalyseComputationalEnvironment.m: print out command that caused error as well as system response 2018-01-25 10:49:58 +01:00
Houtan Bastani 3a6227387b Fix commit reverted in 4d89452e1b. 2018-01-25 00:47:50 +01:00
Johannes Pfeifer ef797eec0f mode_check.m: account for case where bounds are infinite and not plots are shown 2018-01-24 23:21:10 +01:00
Stéphane Adjemian (Charybdis) 4d89452e1b Revert "macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578" 
Commit 204d9cd05f fails with gcc 4.9 (I checked that it works flawlessly
with 6.x). The error message is:

MacroDriver.cc:63:24: error: 'class std::basic_string<char>' has no member named 'front'
         if (it->second.front() == '[' && it->second.back() == ']')
                        ^
MacroDriver.cc:63:53: error: 'class std::basic_string<char>' has no member named 'back'
         if (it->second.front() == '[' && it->second.back() == ']')

Ideally we should bump the version of gcc used in the build system, but I will not do that before the
next bug fix release. I suppose it is easier to replace the front() and back() methods.
 2018-01-24 22:15:57 +01:00
Stéphane Adjemian (Charybdis) c7a860e6b6 Fixed bug in interactive choice of the endogenous variables. 
Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577.
 2018-01-24 18:22:45 +01:00
Johannes Pfeifer 28b499af3b Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver 2018-01-24 17:50:42 +01:00
Stéphane Adjemian (Charybdis) ad0bff3771 Added comments. 2018-01-24 17:24:21 +01:00
Johannes Pfeifer 99e4cb6e7e evaluate_steady_state_file.m: Condition call to str2func on function being present 
Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
 2018-01-24 17:21:16 +01:00
Stéphane Adjemian (Charybdis) 76d05aea57 Merge branch 'pr#1583' 2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis) e6cc7d6a7f Rewrote header. 2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis) 145f1e7b1c Streamlined code by removing unnecessary conditions. 2018-01-24 15:59:04 +01:00
Houtan Bastani 82de9c1d18 macroprocessor: allow inline comments. closes #1550 2018-01-23 17:13:46 +01:00
Houtan Bastani 204d9cd05f macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578 2018-01-23 16:33:20 +01:00
Johannes Pfeifer 92549e48b1 Make demean.m use nanmean 
Otherwise estimation with missing observations and prefilter option will crash
 2018-01-20 08:26:00 +01:00