Commit Graph

8185 Commits (090c4fedbd28dcd184fdcdaccc750d922ec4bf59)

Author SHA1 Message Date
ferhat 5d9b25d2be In dr_block, debugging information printed out should not be handled with options_.verbosity. Adding an additional optional argument to handle the debugging information 2015-01-21 13:48:25 +01:00
ferhat 6529fe60b0 Bug correction in splitting the jacobian into blocks: the vector variable_2_block is valid only for endogenous variables. 2015-01-21 13:33:29 +01:00
Houtan Bastani a224962eb4 add gfortran package to build instructions for Debian 2015-01-21 11:19:36 +01:00
Michel Juillard 73e292df2a merged recent changes to submodule dseries 2015-01-17 12:05:12 +01:00
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 8a52ef599b added a local variable for maximum_lag 2015-01-15 13:55:48 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Houtan Bastani 707702a447 Revert "preprocessor: replace oo_.exo_steady_state with steady_state_x, #825"
This reverts commit 2bb97a90d6.
2015-01-14 15:14:57 +01:00
Houtan Bastani 2bb97a90d6 preprocessor: replace oo_.exo_steady_state with steady_state_x, #825 2015-01-14 15:13:48 +01:00
Michel Juillard 5ff129e52d simplified extended_path.m.
homotopy and  variable sample length should be handled in the solvers.
2015-01-11 21:12:32 +01:00
Michel Juillard da8f702429 removed parfor used for building the Jacobian 2015-01-11 21:12:32 +01:00
Michel Juillard 1b38dc6422 fixing crash in computation of Ramsey steady state 2015-01-11 21:12:32 +01:00
Michel Juillard 4179e25e11 fixing bug when lags are greater than one period 2015-01-11 21:12:32 +01:00
Houtan Bastani 1b869b26a7 fix dates for changes in 86c3c0fb1b and a40323d2fb 2015-01-08 18:39:04 +01:00
Houtan Bastani 060288a777 reporting: run compilation in batchmode to speed it up slightly 2015-01-08 18:37:44 +01:00
Houtan Bastani 14cedf576a reporting: add option to stop LaTeX compilation when an error is encountered (instead of prompting the user for input) 2015-01-08 18:35:10 +01:00
MichelJuillard b011cf4352 Merge pull request #837 from FerhatMihoubi/bug_corr_collect_info_other_var
Bug corr collect info other var
2015-01-06 13:08:29 +01:00
ferhat a40323d2fb Bug correction on the way to collect information about the other endogenous variables in a block 2015-01-06 12:45:34 +01:00
ferhat 86c3c0fb1b Checks that fields endo_names, exo_names and param_names exist 2015-01-06 10:30:52 +01:00
Houtan Bastani 12d6113d8a preprocessor: remove unused variables 2014-12-30 21:55:43 +01:00
Houtan Bastani a592355d63 doc: fix typo 2014-12-30 21:52:48 +01:00
Houtan Bastani 810c410157 preprocessor: add new commandline option onlyclearglobals. closes #635 2014-12-30 21:51:33 +01:00
Houtan Bastani beb3fd1534 reporting: add legendAt option. closes #810 2014-12-29 22:18:08 +01:00
Houtan Bastani 544e10fc29 reporting: fix legend entry for bar graphs 2014-12-29 20:37:44 +01:00
Houtan Bastani 0fbf99232d reporting: add support for bar graphs, closes #809 2014-12-23 17:52:40 +01:00
Houtan Bastani 1b8a58fe5b reporting: fix error message 2014-12-23 17:52:17 +01:00
Stéphane Adjemian f7cb867976 Merge pull request #830 from FerhatMihoubi/ep
Corrects the extended path when bytecode option is used
2014-12-19 14:58:36 +01:00
ferhat 823477519c Corrects the extended path when bytecode option is used 2014-12-19 14:53:23 +01:00
Stéphane Adjemian 077654fda2 Merge pull request #818 from JohannesPfeifer/smoother_only
Various fixes when running only smoother on a model
2014-12-17 11:29:05 +01:00
Houtan Bastani c3855a949d preprocessor: add oo_recursive_ to results file, closes #812 2014-12-17 11:10:09 +01:00
Houtan Bastani deba05ccc2 Merge pull request #826 from JohannesPfeifer/oo_recursive_
Make dynare_estimation.m return oo_recursive_
2014-12-17 11:02:54 +01:00
Stéphane Adjemian (Scylla) e1e8ab3bac Merge branch 'Det_sim' 2014-12-17 10:43:51 +01:00
ferhat 24b2993f50 Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Johannes Pfeifer 021e0c8914 Document variable oo_recursive_ 2014-12-16 19:01:00 +01:00
Johannes Pfeifer ff8eaf57ad Make dynare_estimation.m return oo_recursive_ 2014-12-15 22:50:38 +01:00
Houtan Bastani 0e8aea46a7 preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani dbf941a3fa preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani eae9f688c5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Johannes Pfeifer ed8b47bbf4 Add info to header about additional output argument 2014-12-11 20:59:31 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer c7153ba2ea Add initialization of bounds if estim_params is empty 2014-12-08 11:29:15 +01:00
Johannes Pfeifer dc7cfd3f0d Adjust smoother to data now being a column vector 2014-12-08 11:28:46 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Johannes Pfeifer bda19832cd Integrate error from negative steady state with loglinear model into print_info.m
Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
Johannes Pfeifer dd6f8c182c Move call to optimizers in mode-computing to separate file to allow other function to access all integrated optimizers
- also moves several options to subfields of options structure
- allows setting options of newrat
- requires newrat to have compatible kalman_algo specified in order for it to not change options_
- explicitly disallows using analytical derivation with numerical gradient (before the numerical gradient request was overwritten)
- always outputs hessian returned by optimizer (empty matrix if not computed) and deletes subsequent overwriting if cova_compute=0
2014-12-04 19:36:12 +01:00
Stéphane Adjemian (Charybdis) 811877aa6c Switched back on old-oop-style branch and updated submodules dseries and dates.
Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
Sébastien Villemot 22d1c45dad Update dseries submodule. 2014-12-04 14:46:39 +01:00
Sébastien Villemot d3ae526d21 Fix affiliation. 2014-12-04 14:36:09 +01:00
Sébastien Villemot fa4e50499d Update dates and dseries submodules. 2014-12-04 14:19:50 +01:00
Sébastien Villemot 26f111a238 Update affiliation. 2014-12-04 13:36:29 +01:00