Commit Graph

3796 Commits (07137e804b34a0e615398cb7cb5876f4a9027274)

Author SHA1 Message Date
Johannes Pfeifer 6b09ef8760 Take care of user-supplied function by checking whether mode_compute is numeric
Fixes #508

(cherry picked from commit 8ce11bc848)
2013-10-28 18:58:40 +01:00
Houtan Bastani 4da6f10233 ms-sbvar: ms_simulation: add option to save mcmc draws 2013-10-23 17:03:52 +02:00
Sébastien Villemot 84dd46d9e5 Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Houtan Bastani 600ae070fb reporting: change series class name to report_series to avoid conflict with control systems toolbox function series 2013-10-18 15:20:44 +02:00
Houtan Bastani 95fea041ef reporting: fix typo 2013-10-18 15:20:44 +02:00
Houtan Bastani 1b7d2e1d10 reporting: change table class name to report_table to avoid conflict with matlab function table 2013-10-18 15:20:38 +02:00
Michel Juillard 63430a54ea dynSeries: replacing strmatch by strcmp 2013-10-15 15:39:15 +02:00
Johannes Pfeifer 13bd1622e2 Fix variable name and document saving of conditional forecasts 2013-10-15 13:31:11 +02:00
Johannes Pfeifer e192f739b7 Filter out shocks specified twice for IRF generation 2013-10-11 19:32:52 +02:00
Stéphane Adjemian (Charybdis) f3334357a5 Merge branch 'master' into maxit 2013-10-09 15:43:43 +02:00
Stéphane Adjemian (Charybdis) 6d71f76762 Renamed options_.solve_maxit as options_.simul.maxit 2013-10-09 15:38:35 +02:00
Stéphane Adjemian (Charybdis) 969fe3c209 Renamed options_.solve_maxit as options_.steady.maxit. 2013-10-09 15:38:07 +02:00
Stéphane Adjemian (Charybdis) bde961feca Renamed options_.solve_maxit as options_.dp.maxit. 2013-10-09 15:37:21 +02:00
Stéphane Adjemian (Charybdis) 99b6326540 Same as 38712d987c. 2013-10-09 15:31:48 +02:00
Stéphane Adjemian (Charybdis) 38712d987c Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
Probably needs another option name...
2013-10-09 15:21:32 +02:00
Houtan Bastani d08fdb675d reporting: fix syntax for dynSeries change 2013-10-09 14:43:43 +02:00
Stéphane Adjemian (Charybdis) 5625900214 Changed name of some occurences of options_.solve_maxit as options_.simul.maxit. 2013-10-09 14:07:15 +02:00
Michel Juillard 0264a6b055 adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis) 28740370e6 Removed general maxit from options_ (maxit_). 2013-10-09 12:32:37 +02:00
Michel Juillard 0ac8f4e5b1 dynSeries: fixed size of 'time' field 2013-10-09 12:29:45 +02:00
Michel Juillard af62f3e35d dynSeries: update 'time' field in align() 2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis) 8997ae8a70 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Sébastien Villemot 40a4678afd Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer 3dd62b37c6 Add more explicit error message if mod-file cannot be located of file in different folder is called 2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis) c660219188 Fixes #493. 2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis) 90d8efd147 Added unitary test. 2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis) 2967328bb0 Changed behaviour of dynSeries objects.
Let ts be a dynSeries object. The following syntaxes are equivalent:

a = ts.lead
a = ts(1)

b = ts.lag(2)
b = ts(-2)

Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis) 3a7fa012a8 Merge branch 'master' into set-optimization-options 2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis) 1f884db8ea If TolX is set to any negative number, let cmaes choose the value of TolX. 2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis) 6a250f894d Removed interface for H0 (cmaes). 2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis) 8d8407f906 Changed default options for cmaes (reduced tolfun and tolx). 2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis) 0f12404246 Added interface for some options of cmaes. 2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis) 334d9976d6 Add interface to the main options of the simpsa optimization algorithm. 2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis) 36b69355f2 Added a routine to copy options organized in struct into a cell. 2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis) 60e1d1b75e Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm. 2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis) b01aee4daf Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm). 2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis) f5c9621ca9 Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8). 2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis) 842277447c Added comment. 2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis) c7d82e0bf0 Do not print H0. 2013-10-08 11:02:46 +02:00
Michel Juillard 5f483c7d2c the field 'time' was not updated when adding two time series 2013-10-07 17:17:05 +02:00
Johannes Pfeifer 878ce60f51 Take care of NaN or Inf in residuals or endogenous values
Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
Stéphane Adjemian (Charybdis) 51be957fb6 Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate). 2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis) 36e3fb496c Do not crash if an unknown optimization option is declared (replaced an error by a warning). 2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis) 05946cd684 Changed names of some options for csminwel (mode_compute=4). 2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis) b2db159cdd Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command). 2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) 62cad6ff44 Cosmetic changes. 2013-10-03 11:01:11 +02:00
Sébastien Villemot d9e6985e5b Fix license info for simpsa 2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis) 979a55a334 Added missing semicolon. 2013-10-02 18:26:57 +02:00