Marco Ratto
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
Houtan Bastani
4fd6ebca50
add ldflags_matio to dynare++ tests
2012-09-26 12:36:09 +02:00
Sébastien Villemot
5d5771a823
Another typo
2012-09-25 19:58:03 +02:00
Sébastien Villemot
6cfec3f6ad
More CPPFLAGS_MATIO fun
2012-09-25 19:53:20 +02:00
Sébastien Villemot
5140b5bdfe
Document license of new files
2012-09-25 14:33:02 +02:00
Sébastien Villemot
08f7c61e89
Add missing CPPFLAGS_MATIO
2012-09-25 14:25:02 +02:00
Stéphane Adjemian (Charybdis)
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
Stéphane Adjemian (Charybdis)
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
Stéphane Adjemian (Charybdis)
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
Michel Juillard
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
Stéphane Adjemian (Charybdis)
d0d0b6ed52
Use new numgrad routines.
...
options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
Stéphane Adjemian (Charybdis)
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
Sébastien Villemot
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
Sébastien Villemot
41ee0dde2e
ax_matio.m4: LIBS was not correctly saved
2012-09-20 22:53:47 +02:00
Sébastien Villemot
4d98c2007f
Rename CFLAGS_MATIO to CPPFLAGS_MATIO
2012-09-20 22:53:47 +02:00
Stéphane Adjemian (Scylla)
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
Michel Juillard
f944a43b0c
added code for computing risky steady state in regular models (not
...
portfolio models)
2012-09-19 22:51:44 +02:00
Michel Juillard
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
Michel Juillard
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
Michel Juillard
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
...
all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
Stéphane Adjemian (Scylla)
c29fa9d81c
Fixed bug (wrong index).
2012-09-19 17:03:07 +02:00
Stéphane Adjemian (Scylla)
914d97fb53
Added waitbar to prior_sampler routine.
2012-09-19 16:27:43 +02:00
Houtan Bastani
c40d83e974
update package creation on osx
2012-09-19 14:15:55 +02:00
Stéphane Adjemian (Scylla)
0f7076846f
Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive.
2012-09-19 13:44:57 +02:00
Houtan Bastani
a43492a70a
fix comment
2012-09-19 12:54:29 +02:00
Stéphane Adjemian (Scylla)
465bb6c144
Added missing call to set_state_space.
2012-09-19 12:27:11 +02:00
Houtan Bastani
4f54391e94
add --with-matio option to configure
2012-09-19 12:11:57 +02:00
Houtan Bastani
fd66086c38
bug fix: configure output should be no for k-order if matlab is not present
2012-09-19 12:11:57 +02:00
Houtan Bastani
e48f535004
bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing.
2012-09-19 12:11:57 +02:00
Stéphane Adjemian (Scylla)
59a3db051f
Temporarly set options_.order equal to one in get_prior_info routine.
2012-09-19 12:07:16 +02:00
Sébastien Villemot
7fd9ab1473
Remove unused variables
2012-09-19 10:47:12 +02:00
Sébastien Villemot
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
Johannes Pfeifer
9d555075d6
Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr
2012-09-19 00:05:28 +02:00
Johannes Pfeifer
17db705f4a
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-18 23:53:29 +02:00
Houtan Bastani
074f567e39
typo's typo
2012-09-18 15:23:49 +02:00
Houtan Bastani
2a937e435c
typo
2012-09-18 14:47:02 +02:00
Houtan Bastani
a54af094f2
bug fix: slicot configuration (allow path specification using --with-slicot flag)
2012-09-18 14:45:32 +02:00
Sébastien Villemot
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
Sébastien Villemot
6adb58dbc1
Remove workaround for Octave 3.2 (we now require 3.4)
2012-09-18 11:42:11 +02:00
Johannes Pfeifer
fb383a9a49
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-18 11:25:32 +02:00
Sébastien Villemot
c41ce4ae69
Merge remote-tracking branch 'ratto/master'
2012-09-18 11:13:50 +02:00
Sébastien Villemot
fd7386b593
Merge remote-tracking branch 'jpfeifer/master'
2012-09-18 11:13:46 +02:00
Sébastien Villemot
cba7a3fcc8
Homogeneize behavior for PDF and FIG under Octave
2012-09-18 11:12:11 +02:00
Marco Ratto
fce6c5cc31
Increase accuracy in printing cosn for collinearity patterns
2012-09-18 10:42:01 +02:00
Marco Ratto
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
Johannes Pfeifer
05b16bae5f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-17 17:33:03 +02:00