d1120da658
fixing bugs in evaluation of steady state file introduced in last
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related commit
2012-04-21 11:39:21 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
f8ecc4d6ba
reorganized code for evaluating steady state file
2012-04-21 10:12:00 +02:00
abc60b6037
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
4e537fcdcc
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
1b3693c7a4
Ref. manual: various cosmetic changes related to new lyapunov/sylvester options
2012-04-20 21:26:51 +02:00
15bf19f9cf
Ref. manual: revert to UTF-8 encoding
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Commit eed54fb0
2012-04-20 21:16:32 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
bc225f5d10
Ref. manual: move chapter on internal doc and unit tests at the end
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It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
9f5513bd03
Ref. manual: update copyright year
2012-04-20 17:52:27 +02:00
353e1a033c
Reference manual: add reference to wiki page on IRF computation
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Closes : #117
2012-04-20 17:52:17 +02:00
d183b8006d
Fix license file wrt csminwel1.m
2012-04-20 17:25:25 +02:00
f4e3925860
Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha
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Closes : #215
2012-04-20 17:25:08 +02:00
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
2ca595aa84
documenting option 'instruments' for ramsey_policy
2012-04-20 16:01:58 +02:00
6a23afdd48
RandStream: compatibility fix for MATLAB >= 7.12
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setDefaultStream has been renamed setGlobalStream
getDefaultStream has been renamed getGlobalStream
Closes : #198
2012-04-20 14:42:30 +02:00
e0de97878f
added validation test computing Ramsey policy with expecation
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operator; updated build system
2012-04-20 14:06:33 +02:00
7d4a7b1bac
adding test for computing Ramsey policy in a model using the
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expectation operator.
2012-04-20 11:51:32 +02:00
ff4285d6fb
matio is a requirement for ms-sbvar under Octave
2012-04-20 11:50:03 +02:00
5d5b36a3ef
Fix build system wrt to new contrib dir
2012-04-20 11:27:03 +02:00
ccc3c513fb
Fixed bug (initialization of zero_delta).
2012-04-19 14:17:02 +02:00
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
9576255ead
Create new contrib folder & move ms-sbvar submodules there
2012-04-19 11:02:40 +02:00
973302e42e
fixing bugs in smoother
2012-04-18 21:15:18 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
1014bb038d
made loglinear option available for purely backward and purely forward
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models (for now only with order==1)
2012-04-15 14:06:37 +02:00
2f5d76dc8c
ms-sbvar: set A0, A+, Zeta, and Q based on output_file_tag passed to estimation
2012-04-13 16:12:24 +02:00
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
f402d59acf
ms-sbvar: link to Matio library for Octave compilation
2012-04-13 15:54:48 +02:00
8bb17c4262
submodule update
2012-04-13 15:49:36 +02:00
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
41de387ab7
Workaround for race condition in run_test_octave
2012-04-06 21:54:54 +02:00
5696dadf27
Reindentation of Octave code
2012-04-06 21:53:50 +02:00
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
3170d93136
Merge remote-tracking branch 'ratto/master'
2012-04-04 17:25:50 +02:00
d4723038be
1) fixed infinite loop
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2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
a2497dc0ae
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
a49e550448
typo fixed
2012-04-04 10:36:54 +02:00
fe6aa88c27
1) check if AHess is positive semi-definite;
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2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
Michel Juillard
Sébastien Villemot
Ferhat
Stéphane Adjemian (Charybdis)
Houtan Bastani
Marco Ratto