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8381 Commits (0c2483278c473e3ad3aa0f81eeaeda6b89985764)

Author SHA1 Message Date
Frédéric Karamé 0c2483278c Add three variables for RWGMH. 2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes) 94776660ff Merge branch 'master' into rewrite-nonlinear-filters 2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes) e4f3ff664c Use macros and data command in tests/particle/dsge_base2.mod. 2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes) 47f4d37e70 Fixed online filter with first order approximation of the model. 2015-05-27 18:06:48 +02:00
Frédéric Karamé 888cf1eeff Updated particles. 2015-05-27 16:00:09 +02:00
Frédéric Karamé 38a276fb08 restore the default value for distribution_approximation 2015-05-27 14:57:01 +02:00
Frédéric Karamé df67efcb7c add an exception for the use of gaussian filters and gradient-based estimation methods 2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes) 96b484d89c Updated particles. 2015-05-27 14:35:55 +02:00
Michel Juillard 127730d731 solve bugs when there are lags of exogenous variables on more than one 
period in deterministic models.
 2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters 
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
 2015-05-27 12:18:33 +02:00
Frédéric Karamé 2a5728dd85 last modfile 2015-05-27 12:06:50 +02:00
Frédéric Karamé b7d40cc714 add three datafiles corresponding to the usual calibration exercise in the literature. 2015-05-27 12:06:50 +02:00
Frédéric Karamé 503356c2e3 clean the dsge_base mod file. 2015-05-27 12:06:50 +02:00
Michel Juillard eefa7bb70a fixing problem with endogenous_terminal_period 2015-05-27 10:23:14 +02:00
Michel Juillard 1b822a9105 fix calls to dynare_solve() when Jacobian of function must be computed 
numerically. Fix call to dynare_solve() in simulation_core()
 2015-05-26 15:51:09 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 90c4f834f2 fix typo introduced in f03839cf12 2015-05-26 12:11:24 +02:00
Michel Juillard 92a33f9792 changed another call to dynare_solve() forgotten in last commit 2015-05-25 17:15:09 +02:00
Michel Juillard f03839cf12 removed "global options_" in dynare_solve.m and made it an 
argument. Modified all calling functions.
 2015-05-25 17:15:09 +02:00
Houtan Bastani d5cb78bbea fix typo introduced in 89828e56cc 2015-05-20 10:12:24 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes) 19286d850b Changed colours. 2015-05-18 18:31:49 +02:00
Stéphane Adjemian (Hermes) 8b6040717a Added missing semicolon. 2015-05-18 18:00:09 +02:00
Michel Juillard 2fe7a4156d changing code for making directory baseline in order to comply with mingw 2015-05-13 17:11:56 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 12be4e6672 preprocessor: add tarb_new_block_probability option to estimation. #940 2015-05-13 15:49:41 +02:00
Houtan Bastani 0d76e30248 preprocessor: add tarb_mode_compute option to estimation. #940 2015-05-13 15:46:52 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00
Houtan Bastani f239c1c368 preprocessor: add huge_number to estimation and osr. #924 2015-05-13 15:14:34 +02:00
Houtan Bastani 027f1302d1 preprocessor: add dr_display_tol to stoch_simul. #924 2015-05-13 15:12:39 +02:00
Houtan Bastani 3084612456 Merge pull request #939 from JohannesPfeifer/unit_tests 
Cut number of draws in fs2000_student.mod unit test to speed it up
 2015-05-12 17:00:11 +02:00
Johannes Pfeifer 0120fc16c1 Cut number of draws in fs2000_student.mod unit test to speed it up 2015-05-12 16:50:35 +02:00
Houtan Bastani 2ab8e2a122 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani 5ac2683b32 Merge pull request #938 from JohannesPfeifer/delete_space 
Delete whitespace in Makefile.am that crashes autoreconf
 2015-05-12 14:59:31 +02:00
Johannes Pfeifer 770ac5a4c8 Delete whitespace in Makefile.am that crashes autoreconf 2015-05-12 14:31:59 +02:00
Houtan Bastani 902a5d2788 ensure that mex file exists before doing comparison 2015-05-12 10:55:24 +02:00
Houtan Bastani 8c480aea3d Merge pull request #936 from JohannesPfeifer/cosmetics 
Two cosmetic fixes
 2015-05-11 18:03:41 +02:00
Johannes Pfeifer 646658a0f2 Add missing deblank to disp_dr.m 2015-05-11 17:40:03 +02:00
Johannes Pfeifer 3c3b255025 Clarify that output of mode_check.m is minus likelihood/posterior 2015-05-11 17:39:26 +02:00
Houtan Bastani 662c4e64ee preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Stéphane Adjemian 9d8823dd73 Merge pull request #932 from JohannesPfeifer/t_dist 
Unit test and cosmetic changes for t-distribution
 2015-05-10 23:29:17 +02:00
Stéphane Adjemian ea08badcf3 Merge pull request #935 from JohannesPfeifer/fix_makefile 
Fix typos Makefile.am
 2015-05-10 23:24:57 +02:00
Johannes Pfeifer cf5a36a1a8 Fix typos Makefile.am 
Prevents test suite from running
 2015-05-10 21:44:36 +02:00
Michel Juillard 530e314786 adding dynare command line option 'fast' in order not to recompile MEX 
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
 2015-05-10 20:29:03 +02:00
Michel Juillard a5a5490a12 adding feature to recompile MEX files only if the model has 
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
 2015-05-10 18:16:53 +02:00
Johannes Pfeifer b67e9626f7 Add more information to header of rand_multivariate_student.m 2015-05-10 10:06:42 +02:00
Johannes Pfeifer 787f6d37c2 Add unit test for t-distribution as proposal density 2015-05-10 10:06:22 +02:00
Stéphane Adjemian 16a29d58a6 Merge pull request #930 from JohannesPfeifer/rename_hessian 
Make sure that no variable is named hessian
 2015-05-10 09:09:43 +02:00
Johannes Pfeifer e76f81740f Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00