Stéphane Adjemian (Scylla)
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
Houtan Bastani
32f7f211d7
doc: dseries and reporting presentation (draft)
2014-04-29 17:57:24 +02:00
Michel Juillard
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
Michel Juillard
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
Michel Juillard
b62e300f8a
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
Michel Juillard
35831c5c46
changed line options for extended preprocessor, adding language option
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renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Sébastien Villemot
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
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Ref #220
2014-04-23 16:45:09 +02:00
Sébastien Villemot
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
Sébastien Villemot
cfb69064d9
More detailed progress information in perfect foresight homotopy.
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Ref #220
2014-04-23 15:04:59 +02:00
Houtan Bastani
fb5b730a1d
doc: fix typo
2014-04-22 11:41:32 +02:00
Houtan Bastani
aa135218a5
preprocessor: don't substitute 'dates' when preceded by an underscore
2014-04-18 16:08:39 +02:00
Sébastien Villemot
7b882b2f60
Fix bug introduced in 0e204673
.
2014-04-10 16:46:30 +02:00
Sébastien Villemot
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
Michel Juillard
98357c4591
left over change for external API
2014-04-10 16:37:47 +02:00
Sébastien Villemot
52d4944c9c
Remove extra whitespace introduced in 4a8e737c
.
2014-04-10 15:19:00 +02:00
Sébastien Villemot
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
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Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
Sébastien Villemot
755b572548
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
Sébastien Villemot
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
Sébastien Villemot
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
242a504cdc
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156
. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156
.
Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
Johannes Pfeifer
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
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Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot
e396b4d86d
smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB.
2014-04-07 14:58:58 +02:00
Sébastien Villemot
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
Sébastien Villemot
184b810b65
Fix compilation error introduced in 0983ca78
.
2014-04-07 14:21:28 +02:00
Johannes Pfeifer
4a8e737c7a
Improve documentation on unconditional variance decomposition
2014-04-07 11:30:11 +02:00
Johannes Pfeifer
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
Michel Juillard
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
Michel Juillard
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
Sébastien Villemot
1f2b847a45
Documentation for smoother2histval and histval_file.
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Ref #594
2014-04-04 18:16:19 +02:00
Sébastien Villemot
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot
37af4b073f
Add datafile forgotten in commit 9eebfc87
.
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Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Sébastien Villemot
c24ae80ae2
Add per-directory local Emacs variables.
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The idea is to enforce the coding style for Emacs users.
2014-04-01 17:33:01 +02:00
Sébastien Villemot
afe286ebef
Merge pull request #645 from JohannesPfeifer/diagnostics
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Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:52:34 +02:00
Johannes Pfeifer
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
Sébastien Villemot
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
Houtan Bastani
7849707843
fix typo
2014-03-28 15:25:22 +01:00
Johannes Pfeifer
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
Johannes Pfeifer
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
Sébastien Villemot
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db
.
2014-03-27 18:25:46 +01:00
Sébastien Villemot
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla)
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00