Stéphane Adjemian (Charybdis)
15825c9034
Changed logic in numgrad2.
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Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
Stéphane Adjemian (Charybdis)
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
Sébastien Villemot
48ed621152
Update Junior's affiliation
2013-09-20 10:28:08 +02:00
Sébastien Villemot
3015233c2c
Add missing dash
2013-09-20 10:18:19 +02:00
Sébastien Villemot
91e06bc27e
Update Ferhat's affiliation
2013-09-20 10:16:12 +02:00
Stéphane Adjemian (Charybdis)
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
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Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
Stéphane Adjemian (Charybdis)
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
Michel Juillard
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
Michel Juillard
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
Stéphane Adjemian (Charybdis)
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
Stéphane Adjemian (Charybdis)
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
Stéphane Adjemian (Charybdis)
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
Michel Juillard
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
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in commit 952139b
2013-09-18 11:23:47 +02:00
Sébastien Villemot
9a0df42970
Merge pull request #470 from JohannesPfeifer/displayposterior
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Improve display of posterior parameters and clarify use of HPD
2013-09-17 01:10:51 -07:00
Houtan Bastani
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
Houtan Bastani
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Johannes Pfeifer
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
Houtan Bastani
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
Sébastien Villemot
e123670675
Fix bug introduced in 952139b
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The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
Stéphane Adjemian (Charybdis)
743252a571
Fixed typo.
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Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
Houtan Bastani
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis)
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
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Closes #348
(cherry picked from commit b7b4a9afdc
)
2013-09-11 17:24:12 +02:00
Stéphane Adjemian (Charybdis)
44d64fcfec
Merge branch 'johannes@github-agtrend'
2013-09-11 11:01:14 +02:00
Stéphane Adjemian (Charybdis)
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
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(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian (Charybdis)
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
Stéphane Adjemian
a0173674b5
Merge pull request #467 from JohannesPfeifer/nonfunctions
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Reintroduces nofunctions option mentioned in the manual 'do not print reduced form solution).
2013-09-10 12:12:19 -07:00
Johannes Pfeifer
cdb8f793b5
Fix agtrend.mod
2013-09-10 16:49:21 +02:00
Johannes Pfeifer
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00
Houtan Bastani
df5f2765ae
ignore compile file
2013-09-09 13:40:00 -04:00
Stéphane Adjemian (Charybdis)
64bd5d2413
Exclude from versioning doc/dynare.info-1 and doc/dynare.info-2.
2013-09-09 17:00:11 +02:00
Sébastien Villemot
82edf48256
No longer consider automake warnings as fatal
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With automake 1.14 there are a lot of new warnings related to the way we deal
with MEX files (they are compiled from source files located in a different
tree). Automake wants us to use the 'subdir-objects' option, but it breaks in
our case.
In automake 2.0, the 'subdir-objects' option will be activated by default, so
we will have to refactor the build system for MEX files. But for now we can
live with the automake warnings.
2013-09-09 14:50:32 +02:00
Sébastien Villemot
d8e9bc978d
Revert "Compatibility fix with automake 1.14"
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This reverts commit 7541bb52f5
.
This commit was breaking compilation of MEX files: the subdir-objects option
does not deal well with source files that are under a distinct tree.
2013-09-09 14:47:29 +02:00
Stéphane Adjemian (Charybdis)
2e2315611c
Fixed bug (conversion of variable names in tex).
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(cherry picked from commit 80218a1b65
)
2013-09-09 12:16:19 +02:00
Stéphane Adjemian (Charybdis)
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
Stéphane Adjemian (Charybdis)
6b237eb6c2
Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
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This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define
>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;
B and F can be used as lag and lead operators and the following syntax:
>> us = ts(F^2);
is equivalent to
>> us = ts.lead(2)
or
>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
Stéphane Adjemian (Charybdis)
f14db386c6
Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log .
2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis)
e641cdd455
Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable.
2013-09-06 16:27:25 +02:00
Sébastien Villemot
7541bb52f5
Compatibility fix with automake 1.14
2013-09-06 15:00:37 +02:00
Stéphane Adjemian (Charybdis)
4ce2c3644a
Fixed bug (The argument of inputname must be the input argument number not the input argument itself).
2013-09-06 12:01:53 +02:00
Stéphane Adjemian (Charybdis)
23a6ad22dd
Fixed bug causing unitary tests for dynSeries::plus and dynSeries::minus to fail.
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See http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log
2013-09-06 10:33:50 +02:00
Stéphane Adjemian (Charybdis)
f4c01a43bc
Introduce new syntax for shifting backward or forward a dynSeries object.
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Suppose that ts is a dynSeries object and let
t = dynTimeIndex();
Then
us = ts.lag(); <=> us = ts(t-1);
us = ts.lag(2); <=> us = ts(t-2);
us = ts.lead(); <=> us = ts(t+1);
Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
Stéphane Adjemian (Charybdis)
fecb61421f
Added new class (dynTimeIndex).
2013-09-05 17:38:51 +02:00
Stéphane Adjemian (Charybdis)
feff44fe79
Added dynSeries::lead method.
2013-09-05 16:51:10 +02:00
Stéphane Adjemian (Charybdis)
1edb4c6d9a
Added condition on dynSeries::lag method (input must be positive).
2013-09-05 16:50:27 +02:00
Stéphane Adjemian (Charybdis)
2975350319
Fixed typo (cosmetic).
2013-09-05 16:49:44 +02:00
Stéphane Adjemian (Charybdis)
c9c0a25538
Added missing semicolon and deleted trailing whitespaces.
2013-09-05 12:31:37 +02:00