0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
68c9c3e9ab
Account for ML in map_ident_.m
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In this case, pdraws is empty. Closes #676
2015-06-05 20:49:43 +02:00
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
a269bed26e
Account for fact that varobs is row cell now, not char column array in GSA
2015-06-05 20:47:51 +02:00
88ae542a8a
Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf
2015-06-05 20:46:46 +02:00
1232d51765
Cosmetic fixes to stab_map_.m
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Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
fbaf27493c
Add unit tests for correctness of identification results when only standard deviations are estimated
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
446b1f6dc1
Fix bug in identification when estimating only standard deviations
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Closes #945
2015-06-05 18:22:45 +02:00
3ea44d47cf
Port changes from #511 to gsa/set_shocks_param.m
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Closes #662
2015-06-05 16:56:32 +02:00
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
01cb238a22
Account for NaN in graphs during identification if ML is used
2015-06-05 16:40:01 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
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Closes #677
2015-06-05 16:39:17 +02:00
6196501f37
Updated dseries submodule (fix for octave and big csv files loading).
2015-06-04 18:38:37 +02:00
5fd307cfd5
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
bbfc650f7f
Updated reference manual.
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The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
eb28122cfa
Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod.
2015-06-04 12:28:58 +02:00
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
08635df66f
submodule update: reporting
2015-06-03 15:22:47 +02:00
c639e4a075
Merge pull request #952 from JohannesPfeifer/ident_lag_fix
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Update computation of non-zero moments within loop that increases num…
2015-06-03 14:26:34 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
7a1b5a3dfc
Updated particles submodule.
2015-06-03 12:05:18 +02:00
6d17a860b5
Update computation of non-zero moments within loop that increases number of lags
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Closes #949
2015-06-03 11:16:55 +02:00
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
1961d0ae7f
doc: update ms-sbvar description. closes #934
2015-06-02 10:53:52 +02:00
3602a0b1a8
Fix bug in pm3 for filtered variables that led to crashes.
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Manual merge of Johannes PR #737 .
-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
b53578dc80
Completed description of minimizer_algorithm input argument.
2015-06-01 16:42:02 +02:00
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
88798bfe5e
Fixed bug introduced in c22d31330c (Ramsey
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constraints).
2015-06-01 12:27:16 +02:00
48098f9a50
readme: no longer support windows build
2015-06-01 11:48:58 +02:00
ed1b42f12a
readme: update to use Homebrew Dynare --HEAD build
2015-06-01 11:27:16 +02:00
e4a75df606
readme: modify os x build rules to require mactex as it is also needed for dynare++
2015-06-01 11:10:24 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
c97aaad62d
Fixed bug.
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Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
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=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
959349d30f
Put rgwmh options in a substructure.
2015-05-28 18:03:53 +02:00
deabd99514
update .gitignore to ignore files called “checksum”
2015-05-28 16:18:55 +02:00
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
a211e91378
Updated particles.
2015-05-28 15:36:56 +02:00
928c51e5b9
Added online approach (parameters treated as state variables) in the
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reference manual.
2015-05-28 15:36:56 +02:00
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Michel Juillard
Houtan Bastani