090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
e97e5c3407
Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
...
This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
...
Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
7c838b133f
Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
2015-04-03 18:02:03 +02:00
f9154273d0
Merge pull request #854 from JohannesPfeifer/smoother_var_initialization_fix
...
Fix size of filtered variables matrix
2015-04-01 17:59:12 +02:00
f3d1a6c68e
Merge branch 'master' into marco_analytic_derivation
2015-04-01 16:41:38 +02:00
27403fb2dd
Add check whether initial prior is Inf
...
Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
2015-04-01 16:30:46 +02:00
9c3c0d727f
Add check for point priors and force user to fix this parameter.
...
Traps Inf-prior
2015-04-01 16:29:18 +02:00
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
577239f9eb
Merge pull request #864 from rattoma/master
...
Fix mex path for win64 bit
2015-04-01 14:48:29 +02:00
b4a8ad8aa4
Fix mex path for win64 bit
2015-04-01 14:43:52 +02:00
214dc74723
- Fixed bugs around analytic derivation.
...
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
4f1725455a
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
7544d8c97e
Fixed typos in reference manual.
2015-03-31 00:43:59 +02:00
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
...
Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
ad0e0b6c1d
Merge pull request #861 from JohannesPfeifer/steady_fix
...
Prevent crash if steady state cannot be computed
2015-03-30 15:17:46 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
...
By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
923f75df86
build system: fix make install following changes to #862
2015-03-30 13:04:39 +02:00
600715127c
build system: changes for #862 broke preprocessor parallel build
2015-03-30 11:15:19 +02:00
e10ea545b8
build system: fix preprocessor clean, #862
2015-03-30 11:08:04 +02:00
34c871b53c
getenv provides one output on windows
2015-03-27 18:58:35 +01:00
575cbfe679
build system: modify windows.nsi for 32 & 64 bit preprocessor
2015-03-27 18:41:31 +01:00
e257787cc5
Merge branch '64-bit-preprocessor', closes #862
2015-03-27 17:32:01 +01:00
90e00b3871
fixes for windows
2015-03-27 17:29:10 +01:00
510c6641c9
Fixed compilation failure on Windows.
2015-03-27 10:55:48 +01:00
d7c253ae59
support 64-bit preprocessor, #862
2015-03-26 19:08:30 +01:00
82bd6bcdf3
Fixed c++ warnings.
2015-03-25 14:54:32 +01:00
a97973d01f
Added method for recognizing unreferenced atoms. Call to this method replace catching the exception used before to recognize that an atom is not referenced.
2015-03-25 14:52:28 +01:00
64346de401
Initial guess for Lagrange multipliers solved by SVD decomposition to improve conditioning.
2015-03-25 14:45:09 +01:00
7ca3683281
Fixed bug. Uninitialized memory reads because the code was working with a std::map, which was volatile.
2015-03-25 14:37:58 +01:00
781e280610
Prevent crash if steady state cannot be computed
...
If e.g. the log of the steady state cannot be computed, the field oo_.dr.ys does not exist
2015-03-25 09:42:59 +01:00
39a2dcd70f
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
80f512b90b
ilu function has been implemented in Octave 4.0.
2015-03-18 16:03:41 +01:00
131d03d4e3
Merge pull request #859 from JohannesPfeifer/fix_unit_tests
...
Change call to test.m to fataltest.m
2015-03-18 13:44:31 +01:00
bbbbeb839f
Change call to test.m to fataltest.m
...
Necessary after a988418668
2015-03-18 13:32:04 +01:00
aa1acec308
Remove obsolete warning code for Octave < 3.6.
2015-03-17 18:01:36 +01:00
ec65f80617
Octave warning "matlab-incompatible" renamed to "language-extension" in 4.0.
2015-03-17 17:59:52 +01:00
d0628af1f2
No longer compile ordschur.oct for Octave >= 4.0.
...
The function is now an Octave builtin.
2015-03-17 17:53:11 +01:00
fde96124f8
Merge pull request #858 from JohannesPfeifer/unit_test_fix
...
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:53:51 +01:00
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
1a3d8d0b26
Provisions for MATLAB 8.5 (R2015a)
2015-03-16 14:44:06 +01:00
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
...
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
2015-03-13 22:51:02 +01:00
a988418668
Renamed tests/test.m as tests/fataltest.m.
...
Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
a486f3c1c2
Merge branch 'merge-initvalfile-fix'
2015-03-13 17:41:10 +01:00
3a3469b887
Cosmetic change.
2015-03-13 17:27:26 +01:00
e2a149430e
Use perfect_foresight_setup and perfect_foresight_solver routines.
2015-03-13 17:26:27 +01:00
f1d7060520
Added explicit extension for generated mat files (needed by octave).
2015-03-13 17:25:06 +01:00
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis)
Marco Ratto
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot