Sébastien Villemot
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
...
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
...
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
Sébastien Villemot
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis)
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
...
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
...
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
Stéphane Adjemian(Charybdis)
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
Stéphane Adjemian(Charybdis)
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis)
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
Stéphane Adjemian(Charybdis)
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis)
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
Stéphane Adjemian(Charybdis)
cee6dda44d
Fixed check for octave version.
...
We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
Stéphane Adjemian(Charybdis)
aa4cabcbeb
Fixed bug (simulation of backward models).
...
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis)
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis)
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis)
857a3842e3
Cosmetic change.
...
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis)
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
Houtan Bastani
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
Stéphane Adjemian (Charybdis)
fa598b751b
Fixed prior command with optimize.
...
Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
Houtan Bastani
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
Houtan Bastani
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
Stéphane Adjemian (Charybdis)
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
Johannes Pfeifer
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
...
The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis)
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
Marco Ratto
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
...
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
Marco Ratto
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
Johannes Pfeifer
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
...
99dbc8c74d
introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis)
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
Johannes Pfeifer
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis)
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
Johannes Pfeifer
3679afe849
Discretion: Added catch for infinities
...
Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
Marco Ratto
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
Marco Ratto
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
Marco Ratto
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
Johannes Pfeifer
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
...
The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
Johannes Pfeifer
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
Stéphane Adjemian (Charybdis)
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis)
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
Johannes Pfeifer
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
Marco Ratto
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
Marco Ratto
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
...
This fixes the bug in e97e5c3407
that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312 .
2018-01-26 11:47:39 +01:00
Johannes Pfeifer
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
Johannes Pfeifer
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
...
disp does not work with cell
2018-01-26 11:45:54 +01:00
Johannes Pfeifer
9fadf19bc2
Add -accepteula flag to psexec call
...
Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
Johannes Pfeifer
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis)
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
Johannes Pfeifer
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
Johannes Pfeifer
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00