Johannes Pfeifer
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
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Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
Houtan Bastani
c737f35ca7
remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax
2013-10-04 16:17:29 +02:00
Stéphane Adjemian (Charybdis)
994186797a
Document the options of gmhmaxlik (mode_compute=6).
2013-10-04 16:12:43 +02:00
Stéphane Adjemian (Charybdis)
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis)
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis)
b685fe6197
Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4).
2013-10-04 12:01:36 +02:00
Stéphane Adjemian (Charybdis)
05946cd684
Changed names of some options for csminwel (mode_compute=4).
2013-10-04 11:59:35 +02:00
Houtan Bastani
68bdf1aff8
remove unused portion of code, code cleanup
2013-10-03 16:39:33 +02:00
Houtan Bastani
06ab26f742
handle inline comments
2013-10-03 16:27:25 +02:00
Houtan Bastani
d3111863fe
fix regular expression
2013-10-03 16:26:17 +02:00
Houtan Bastani
0cac8a2dec
clarify error message
2013-10-03 15:44:31 +02:00
Stéphane Adjemian (Charybdis)
b2db159cdd
Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis)
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis)
62cad6ff44
Cosmetic changes.
2013-10-03 11:01:11 +02:00
Houtan Bastani
b372973ab3
catch leading space before comment
2013-10-03 10:48:29 +02:00
Houtan Bastani
51e4e490d6
remove unnecessary test
2013-10-03 09:16:31 +02:00
Sébastien Villemot
d9e6985e5b
Fix license info for simpsa
2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis)
979a55a334
Added missing semicolon.
2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis)
5d07145411
Merge branch 'master' into add-simpsa-optimization-routine
2013-10-02 17:48:46 +02:00
Stéphane Adjemian (Charybdis)
b00bf26621
Added simpsa optimization algorithm in the manual.
2013-10-02 17:44:47 +02:00
Houtan Bastani
030fe52aff
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
Houtan Bastani
62c623f6c9
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
Houtan Bastani
c1305f7f87
support unbounded years
2013-10-02 17:21:55 +02:00
Houtan Bastani
845a8736b5
simplify regex
2013-10-02 17:21:55 +02:00
Houtan Bastani
a34afdfdc3
support negative dates
2013-10-02 17:21:55 +02:00
Stéphane Adjemian (Charybdis)
581f97bada
Linked simpsa's tolerance options to dynare's defaults.
2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis)
1ff6b2de7b
Fixed bug caused by the size of the vector of parameters (transposition needed).
2013-10-02 17:08:04 +02:00
Stéphane Adjemian (Charybdis)
ab7f0ddedc
Removed the seed set on clock. Changed default values for the options.
2013-10-02 17:07:00 +02:00
Stéphane Adjemian (Charybdis)
fb0ccdd5d2
Provide more sensible lower and upper bounds for simpsa algorithm.
2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis)
3f16129e49
mode_compute = 10 calls simpsa algorithm.
2013-10-02 15:30:55 +02:00
Stéphane Adjemian (Charybdis)
9428007bcb
Added simpsa routines (new optimization algorithm)
2013-10-02 15:29:56 +02:00
Sébastien Villemot
b9cb511a49
Merge pull request #489 from JohannesPfeifer/explosive_irf_warning
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Add more information when IRFs are not displayed due to explosive simula...
2013-10-02 06:07:07 -07:00
Houtan Bastani
b3b2cdfe7b
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +02:00
Johannes Pfeifer
4b060c47d2
Add more information when IRFs are not displayed due to explosive simulations
2013-10-02 09:50:31 +02:00
Houtan Bastani
45942b244c
stop dynare.m if onlymacro is passed, closes #487
2013-10-01 15:13:18 +02:00
Sébastien Villemot
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
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Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
Johannes Pfeifer
ad73d1fd93
Fixes bug in display of parameters at prior bound
2013-09-30 17:10:39 +02:00
Johannes Pfeifer
7e7cadb878
Check initial values for violation of inverse gamma prior
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The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
Sébastien Villemot
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
Houtan Bastani
48c428d748
reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true
2013-09-27 11:14:00 +02:00
Houtan Bastani
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
Houtan Bastani
79d62d85d0
reporting: fix hline for table
2013-09-26 16:08:13 +02:00
Houtan Bastani
ff3774a4a2
reporting: table: remove unused variable
2013-09-26 15:21:08 +02:00
Houtan Bastani
34b3b94c5f
reporting: series: tableRowColor add missing check
2013-09-26 14:48:59 +02:00
Houtan Bastani
a9eb95ff2a
reporting: series: fix spacing of table cell separators and eol's
2013-09-26 14:45:46 +02:00
Houtan Bastani
79f03773d7
reporting: add new series option tableSubSectionHeader
2013-09-26 14:43:13 +02:00
Sébastien Villemot
b207477c66
Merge pull request #484 from JohannesPfeifer/manual_DR
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Clarify manual on different/inconsistent ordering of variables used in d...
2013-09-26 02:57:14 -07:00
Johannes Pfeifer
27b48720dc
Clarify manual on different/inconsistent ordering of variables used in description of decision rules
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The previous description used the same variables to denote both declaration and DR order, thus confusing users.
2013-09-26 11:29:40 +02:00
Houtan Bastani
efd5a82d31
Merge pull request #482 from JohannesPfeifer/master
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Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 01:26:16 -07:00
Johannes Pfeifer
90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00