0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
f3b8ab806a
Merge pull request #502 from JohannesPfeifer/predetermined_var_documentation
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Improve on documentation regarding treatment of predetermined variables
2013-10-22 05:04:59 -07:00
0d8fce0847
Improve on documentation regarding treatment of predetermined variables
2013-10-22 11:20:05 +02:00
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
025f0d5bf8
Merge pull request #497 from JohannesPfeifer/get_IRF_shocks_unique
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Filter out shocks specified twice for IRF generation
2013-10-15 03:54:02 -07:00
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
daefec91f2
Ref.manual: fix in latex formula w.r.t. underscores
2013-10-11 14:08:16 +02:00
f6cacbd4db
simplify date regex and require [YyAa] to follow annual date
2013-10-11 11:13:15 +02:00
374b36b904
Revert "preprocessor: replace dates with dynDates"
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This reverts commit 030fe52aff
2013-10-10 11:04:56 +02:00
404f29e47e
dynare++ adding missing header
2013-10-10 10:04:14 +02:00
399b6d2615
Specialized maxit in bytecode mex (dynamic simulation vs steady state).
2013-10-09 16:55:46 +02:00
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00
d8052342f3
Fixed bug introduced in cc0d9b42f0 (bytecode.cc).
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Problem when reading nested structures.
2013-10-09 16:26:29 +02:00
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
99b6326540
Same as 38712d987c.
2013-10-09 15:31:48 +02:00
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
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Probably needs another option name...
2013-10-09 15:21:32 +02:00
bcc883edad
gitignore: exclude macro-expanded mod files
2013-10-09 14:45:34 +02:00
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
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where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
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Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
2967328bb0
Changed behaviour of dynSeries objects.
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Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
137662d5b2
Fixed typo.
2013-10-08 16:26:56 +02:00
0157127d05
Document some of the options for cmaes.
2013-10-08 16:26:49 +02:00
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
5e63aa10da
Added documentation about the options of the simpsa algorithm.
2013-10-08 15:28:26 +02:00
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Charybdis)