1433bb6485
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
380fd37092
fixing bug in ramsey policy when using initval instead of steady_state_model
2012-01-22 00:25:30 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
692708859e
Fixed bug.
2012-01-21 14:40:27 +01:00
f63ce01859
Put debug and memory modes in options_.ep.
2012-01-21 14:13:31 +01:00
651c5e7fba
Fixed bug (wrong index variable).
2012-01-21 14:12:05 +01:00
0d8371c299
Added an option to track the expectation in the (S)EP approach.
2012-01-20 18:43:34 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
adb8ef3c8a
Added routine for computing weights and nodes of the Gauss Legendre quadrature.
2012-01-20 16:40:17 +01:00
58f4feb6ad
Cosmetic change + Added scramble mode (possibility to add noise in the future).
2012-01-20 16:40:17 +01:00
58a03937ec
bug_fix: add missing ifstream close statement
2012-01-18 14:43:04 +01:00
c977b666b3
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
a64362f43d
* bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum)
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Manual cherry pick from 4.2 commit:fdb364e44e79473978f9ff27bba8caa36665052c
2012-01-12 17:48:29 +01:00
e6b9912bb4
Added utilities for dynare figure creation and saving.
2012-01-12 17:46:40 +01:00
1ba89be300
Undo last commit#3dc015592c9da527f7d2ad218bc53422ac7edc83.
2012-01-11 17:10:24 +01:00
3dc015592c
Cosmetic change. Removed useless input argument to dyn_waitbar.
2012-01-11 16:08:24 +01:00
f074679f14
Code factorization. Use dyn_waitbar in extended_path routine.
2012-01-11 16:01:24 +01:00
83bfaa814e
Added sequential importance particle filter routine.
2012-01-11 16:01:24 +01:00
195ad9f71d
Added Routines for resampling (particle filter).
2012-01-11 16:01:24 +01:00
111347469f
adding comment explaining initialization of persistent variable
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penalty in dsge_likelihood.m and dsge_likelihood_hh.m Removed misleading
initialization code. Added call to dsge_likelihood_hh in
initial_estimation_checks to initialize persistent variable in that
function as well.
2012-01-09 21:23:17 +01:00
de8962b239
Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
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This reverts commit 108444b703
2012-01-09 20:47:11 +01:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
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Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
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Closes : #235
2012-01-09 12:39:09 +01:00
4a4c88de20
Update license file for 2012
2012-01-09 12:23:28 +01:00
1259d4a603
Fix crash on older MATLAB introduced in previous commit
2012-01-09 12:15:43 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
f9d2dec97f
preparing dsge_loglikelihood.m for future integration of estimation DLL
2012-01-08 21:55:02 +01:00
3ec6b6ff78
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:51:51 +01:00
27ef4a84a1
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:46:17 +01:00
108444b703
added calls to re-initialize persistent variable 'penalty' is
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dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
d12e1b7801
replaced BayesInfo.penalty by penalty as it is now a persistent variable
2012-01-08 17:58:22 +01:00
412d7d29a2
changed calling sequence for dr1() in resol.m
2012-01-08 14:35:36 +01:00
eb0f26239d
header correction
2012-01-08 14:18:51 +01:00
938d95cb11
removed M_ from list of dr1.m outputs. M_ was only modified in dr1.m
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by the old code for Ramsey policy.
2012-01-08 14:17:54 +01:00
63018c63e7
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
81dd94f717
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
f80ad954ce
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
13ce36ebd2
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
2a2da609c2
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
7ec25ee27e
bug_fix: add initializations for modfilestructure bools
2012-01-04 14:42:06 +01:00
11da21c7b2
Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
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The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
d6155b1e96
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2012-01-04 12:47:36 +01:00
0b64c61fc9
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
bd60a5beef
made inverse_gamma_specification robust for a larger set of parameter values
2012-01-01 20:12:51 +01:00
fd2d3b0e4a
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Marco Ratto