0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
...
currently possible.
2012-05-14 22:10:10 +02:00
c0ffcf7fd8
Fix problem with smoother where original data series was not plotted
2012-05-11 19:58:16 +02:00
6585b8ef17
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
b846c1e50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-05-11 18:12:11 +02:00
0402006530
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
d8f82a9638
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-10 20:48:44 +02:00
c15123878f
fixed rare bug in Kalman filter when one should switch to steady state
...
filter in last period of the sample
2012-05-10 11:09:06 +02:00
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
...
At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
1be5566d89
modify gitignore
2012-05-09 11:46:09 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
6103500543
Fixed bug related to the position of the info argument returned by non_linear_dsge_likelihood.
2012-05-04 11:36:27 +02:00
ac2fa68b86
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
...
been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
d601f173d8
fixing bugs related to recent changes for analytic derivatives
...
in estimation
2012-04-30 13:35:36 +02:00
da9ec0f187
Estimation with analytic scores and hessian;
...
This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
bb02c4d6df
Bug fix for univariate KF (nobs was not defined, replaced with pp) + provisions fro eliminating dsge_likelihood_hh function;
2012-04-29 21:18:33 +02:00
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
459744649d
bug fixes: output argument name "lik" and check of no more missing obs
2012-04-29 21:18:33 +02:00
bb94a39c85
When nodisplay=1, the figure has to be set visible before saving and closing, otherwise it is saved as not visible and when users try to open it, the saved figure is invisible (ticket 216).
...
The process is so quick that the figure is closed before it is made visible on the screen, so complying with nodisplay requirements, keeping thew whole procedure behind the scenes.
2012-04-29 21:18:33 +02:00
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
3e5f92a683
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
c0624738c9
Fixed bug introduced in bda0b1b228
...
Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
...
This reverts commit bda0b1b228
2012-04-26 08:22:15 +02:00
17cfb4f93e
Describe conditional_variance_decomposition in estimation
...
Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
9adc972945
Fix typo
2012-04-25 12:03:44 +02:00
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
2bc399cd94
More packaging updates related to the new contrib subdir
2012-04-25 11:41:37 +02:00
7a4405e754
added check_options are the same as steady_options. Added option
...
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
ad377c6eed
ms-sbvar: submodule update
2012-04-23 16:14:10 +02:00
5990a87bbf
removed error messages form dynare_solve_block_or_bytecope and replace
...
them with setting info=1. The error messages should be managed by a
calling function
2012-04-23 14:27:18 +02:00
f37f4d4b49
fixing bug in computing steady state of Ramsey policy
2012-04-23 13:39:50 +02:00
7ddab426b5
adding missing function to compute mean and covariance matrix of
...
Metropolis sample
2012-04-23 13:36:37 +02:00
8d4834de38
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
36ff91c17f
ms-sbvar: submodule update
2012-04-23 12:14:07 +02:00
408cce93cb
fixing bug related to computation of steady state introduced in commit f8ecc4d6ba
2012-04-22 10:11:29 +02:00
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
...
correctly with ZLB)
2012-04-21 21:41:07 +02:00
d497ba19f7
storing osr objective value in oo_.osr.objective_function
2012-04-21 21:39:06 +02:00
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
e692185c6b
storing oo_.prior.mean oo_.prior.variance
...
oo_.posterior.optimization.mode oo_.posterior.optimization.variance
oo_.posterior.metropolis.mean oo_.posterior.metropolis.variance as
aggregate arrays in addition to previous storage variable by variable
2012-04-21 21:28:03 +02:00
61b4538644
fixing problems in risky steady state
2012-04-21 21:21:45 +02:00
a0ffa6a154
fixing bugs in Ramsey policy
2012-04-21 21:16:57 +02:00
d1120da658
fixing bugs in evaluation of steady state file introduced in last
...
related commit
2012-04-21 11:39:21 +02:00
Michel Juillard
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Marco Ratto