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4270 Commits (16e11d49df1a730513f5770038a5e51830f6379e)

Author SHA1 Message Date
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 16bf5c7642 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Sébastien Villemot 75e125771d Ref. manual: fix typo 2011-12-21 11:17:58 +01:00
Stéphane Adjemian (Charybdis) 5ec78139c0 Added variable for the expected term. Changed calibration. 2011-12-20 17:05:35 +01:00
Marco Ratto 4b9b90f1bb Replace waitbar by dyn_waitbar. 2011-12-20 16:59:44 +01:00
Stéphane Adjemian (Charybdis) 74e95eae61 Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results... 2011-12-19 18:13:34 +01:00
Stéphane Adjemian (Charybdis) 744f3fd41b Added Stochastic Extended Path method (SEP). 2011-12-19 18:04:54 +01:00
Stéphane Adjemian (Charybdis) 7ff36b680b Added unitary test. 2011-12-19 15:54:30 +01:00
Stéphane Adjemian (Charybdis) cf1d07f31c More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets. 2011-12-16 16:02:32 +01:00
Stéphane Adjemian (Charybdis) 6cecc181dc Added unitary test. 2011-12-16 15:14:59 +01:00
Stéphane Adjemian (Charybdis) cd9250edbf Fixed bug. 2011-12-16 15:14:38 +01:00
Stéphane Adjemian (Charybdis) 857eb7438f Added provisions for future shocks (using Gaussian quadratures). 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) f7b6e917ac Added two routines for evaluating multivariate integrals with gaussian quadratures. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 8fa4bfc160 Cosmetic change. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 230e787b27 Fixed bug. The seed has to be set before the sampling of the structural innovations. 2011-12-16 11:42:03 +01:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Michel Juillard d0e458eb79 removing useless statement 2011-12-15 17:35:27 +01:00
Michel Juillard 2ee817fbf7 adding forecast to estimation test with non-stationary variables 2011-12-15 17:35:27 +01:00
Michel Juillard ad2a3a7ecc fixing problem in computation of initial posterior density when steady 
state model is provided by the user
 2011-12-15 17:35:27 +01:00
Michel Juillard 3bc349402f fixing problem wiht Ramsey policy when the steady state is provided by 
the user
 2011-12-15 17:35:27 +01:00
Michel Juillard cef244842d fixing problem with univariate Kalman filter and no missing observations 2011-12-15 17:35:27 +01:00
Michel Juillard 976c8c1654 making univariate Kalman filter code simpler and more efficient 2011-12-15 17:35:26 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Marco Ratto ac2687f6dd Fixed function header 2011-12-14 14:43:17 +01:00
Sébastien Villemot 6bfeb91e99 evaluate_static_model: fix crash under Octave with bytecode 
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
 2011-12-14 10:39:32 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Marco Ratto 66f6f6b5d0 remove obsolete gsa function 2011-12-13 18:33:59 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Marco Ratto b23c508671 Initialize new option analytic_derivation for estimation. 2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis) f6cc14eebf Reduced the size of the innovation, increased the number of simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 95fb57b4e9 Added waitbar for EP simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Sébastien Villemot fefe425c61 mjdgges: add missing math.h header (for fabs()) 2011-12-12 10:35:39 +01:00
Sébastien Villemot 7ec12aaa43 Removed unused generalized cholesky routines 2011-12-12 10:25:47 +01:00
Michel Juillard 8f1326e2f8 changed name of function forecast.m -> dyn_forecast.m because of 
name conflict with cszt
 2011-12-11 11:15:38 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Michel Juillard eb13241deb Merge remote-tracking branch 'ratto/master' 2011-12-09 18:43:59 +01:00
Stéphane Adjemian (Charybdis) 9334958461 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis) 20bd67a7aa Added test mod file for the extended path approach (with steady state file and a routine computing 
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
 2011-12-09 18:08:12 +01:00
Stéphane Adjemian (Charybdis) 6d9983df0c New version of the extended path routines. 2011-12-09 18:03:30 +01:00
Michel Juillard ae36279ac7 attempt to fix occasional problem with octave_ver_less_than.m 2011-12-09 17:45:52 +01:00