05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
b727aa1b92
Simplify sim1_purely_forward
2012-06-04 16:13:03 +02:00
4b2405a014
New function for deterministic simulation of purely forward models
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Deprecates simk.m which can now be removed
Closes : #143
2012-06-04 15:26:39 +02:00
bda8dd9505
Fix header of sim1a.m
2012-06-04 12:07:30 +02:00
25b6638522
Remove duplicate test file
2012-06-04 12:03:32 +02:00
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
62b1b9a2cc
extend test case rbcii until stochastic order = 3
2012-06-02 16:21:02 +02:00
6e555a1539
removed specialized code for solving purely forward models: it is true
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that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
dc7c0fa74d
Include prior info in penalty with Bayesian estimation.
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This can improve a bit optimization routines when parameter go beyond prior bounds during line search algorithms or when numerical gradient is computed.
2012-05-31 14:44:16 +02:00
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
842f2ea875
fixed bug related to clear priordens;
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(manual cherry pick from 4.2 branch
Commit:a5ab2d0d4f2f0f5da3d79b13b90ac1754b12c2ea)
2012-05-31 14:40:23 +02:00
b55a96556d
Merge remote-tracking branch 'remotes/ratto/master'
2012-05-31 09:55:29 +02:00
0f97109ed4
Simplify license file
2012-05-31 08:44:55 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
3c6f449abb
fixing typos in documentation
2012-05-31 08:03:17 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
312814062f
Document oo_.FilteredVariablesKStepAhead
2012-05-30 16:28:29 +02:00
c3b34a8f13
Document oo_.UpdatedVariables
2012-05-30 16:28:29 +02:00
7991c3937c
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
5af1effd8f
removed debugging code from nonlinear solver when Jacobian is near
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singular. The treatment of this case still needs to be further improved.
2012-05-30 10:25:10 +02:00
eab165d3ee
added in manual a section on how to use steady_state_model block with
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initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
9cd790b23e
Document oo_.osr.objective_function
2012-05-29 11:46:48 +02:00
539bf0ca69
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
bef55c1dd1
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
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(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
dc5a952bd9
Merge remote-tracking branch 'jpfeifer/master'
2012-05-21 18:33:25 +02:00
3806813feb
Improve description of 3rd/4th prior params
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Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
c6fd17bc30
print residuals when steady fails. Printing steady state or residuals
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is controlled by options_.noprint
2012-05-20 21:36:29 +02:00
57861e22d9
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
e63c41184c
bytecode: removing debuging message
2012-05-20 14:37:30 +02:00
d81c2d61a0
fixing homotopy
2012-05-20 14:22:46 +02:00
d064db34ab
Cleaning homotopy1. Removing globals from homotopy3. Now it returns
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last successful values when it fails
2012-05-20 08:47:54 +02:00
6b100d3dbe
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
cd0bc28e7c
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
6868e81b16
Source tarball in POSIX 2011 with xz compression format
2012-05-16 21:45:46 +02:00
91e041d704
Add unit test for purely forward models
2012-05-15 18:38:00 +02:00
61aacd92e8
Fix crash in solver for purely forward models
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Thanks to J. Pfeifer for pointing this
2012-05-15 18:37:17 +02:00
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
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This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
Sébastien Villemot
Michel Juillard
Marco Ratto
Michel Juillard
Johannes Pfeifer