Stéphane Adjemian (Sedna)
a97973d01f
Added method for recognizing unreferenced atoms. Call to this method replace catching the exception used before to recognize that an atom is not referenced.
2015-03-25 14:52:28 +01:00
Stéphane Adjemian (Sedna)
64346de401
Initial guess for Lagrange multipliers solved by SVD decomposition to improve conditioning.
2015-03-25 14:45:09 +01:00
Stéphane Adjemian (Sedna)
7ca3683281
Fixed bug. Uninitialized memory reads because the code was working with a std::map, which was volatile.
2015-03-25 14:37:58 +01:00
Johannes Pfeifer
781e280610
Prevent crash if steady state cannot be computed
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If e.g. the log of the steady state cannot be computed, the field oo_.dr.ys does not exist
2015-03-25 09:42:59 +01:00
Houtan Bastani
39a2dcd70f
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
Sébastien Villemot
80f512b90b
ilu function has been implemented in Octave 4.0.
2015-03-18 16:03:41 +01:00
Stéphane Adjemian
131d03d4e3
Merge pull request #859 from JohannesPfeifer/fix_unit_tests
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Change call to test.m to fataltest.m
2015-03-18 13:44:31 +01:00
Johannes Pfeifer
bbbbeb839f
Change call to test.m to fataltest.m
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Necessary after a988418668
to prevent crashes
2015-03-18 13:32:04 +01:00
Sébastien Villemot
aa1acec308
Remove obsolete warning code for Octave < 3.6.
2015-03-17 18:01:36 +01:00
Sébastien Villemot
ec65f80617
Octave warning "matlab-incompatible" renamed to "language-extension" in 4.0.
2015-03-17 17:59:52 +01:00
Sébastien Villemot
d0628af1f2
No longer compile ordschur.oct for Octave >= 4.0.
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The function is now an Octave builtin.
2015-03-17 17:53:11 +01:00
Houtan Bastani
fde96124f8
Merge pull request #858 from JohannesPfeifer/unit_test_fix
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Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:53:51 +01:00
Johannes Pfeifer
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
Houtan Bastani
1a3d8d0b26
Provisions for MATLAB 8.5 (R2015a)
2015-03-16 14:44:06 +01:00
Stéphane Adjemian (Hermes)
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
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I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Charybdis)
a988418668
Renamed tests/test.m as tests/fataltest.m.
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Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
Stéphane Adjemian (Scylla)
a486f3c1c2
Merge branch 'merge-initvalfile-fix'
2015-03-13 17:41:10 +01:00
Stéphane Adjemian (Scylla)
3a3469b887
Cosmetic change.
2015-03-13 17:27:26 +01:00
Stéphane Adjemian (Scylla)
e2a149430e
Use perfect_foresight_setup and perfect_foresight_solver routines.
2015-03-13 17:26:27 +01:00
Stéphane Adjemian (Scylla)
f1d7060520
Added explicit extension for generated mat files (needed by octave).
2015-03-13 17:25:06 +01:00
Stéphane Adjemian (Scylla)
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Scylla)
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
Stéphane Adjemian (Charybdis)
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis)
cd7ffc0f5a
Added missing matlab/octave scripts.
2015-03-13 15:39:43 +01:00
Stéphane Adjemian (Charybdis)
cf5ec64012
Removed display of debug info.
2015-03-13 15:27:16 +01:00
Marco Ratto
7eeaef8472
Added documentation for optimizer 5.
2015-03-12 23:16:53 +01:00
Marco Ratto
c881cfff17
Fixed issues related to newratflag.
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This options relates to alternative numerical hessian computations:
optim=('Hessian',1) is the default dynare numeric Hessian
optim=('Hessian',0) is the outer product gradient
optim=('Hessian',2) is the 'mixed' outer product gradient, where diagonal elements using second order derivation formula,
Both 0 and 2 cases require univariate filters, to ensure using maximum number of individual densities.
2015-03-12 17:24:21 +01:00
Johannes Pfeifer
d4c0726026
Fix size of filtered variables matrix
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Fixes crash occurring due to non-conformable matrices
2015-03-12 10:49:33 +01:00
Michel Juillard
87cb00bd7d
fixing bug in calling sequence of *_dynamic function when using block option
2015-03-11 09:24:47 +01:00
Sébastien Villemot
6e0d919751
Fix issue with purely forward deterministic models with lags on exogenous.
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Ref #617
2015-03-09 18:22:01 +01:00
Houtan Bastani
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
Houtan Bastani
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
Stéphane Adjemian (Charybdis)
00d67110f2
Removed data files for tests/initval_file.
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Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Michel Juillard
86f9e53ec6
dr_block: fixing bug in solve_foward_complete
2015-03-07 10:59:53 +01:00
Michel Juillard
265970c1c9
adding global test for identification for sbvar
2015-03-07 10:59:53 +01:00
Houtan Bastani
9ab6be8995
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
Stéphane Adjemian (Charybdis)
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Stéphane Adjemian
219b4fe547
Merge pull request #813 from JohannesPfeifer/model_diag
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Add missing abs to unit root check in model_diagnostics.m
2015-03-01 16:35:31 +01:00
Stéphane Adjemian
511d621818
Merge pull request #851 from JohannesPfeifer/Estimation_Bugfixes
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Estimation bugfixes
2015-03-01 16:33:51 +01:00
Stéphane Adjemian
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Stéphane Adjemian
ba2c4db88c
Merge pull request #816 from JohannesPfeifer/loglinear_steady_error
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Integrate error from negative steady state with loglinear model into pri...
2015-03-01 16:30:29 +01:00
Johannes Pfeifer
a7f380d8c0
Condition check for changed parameters on whether parameters are estimated in the first place
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Fixes crash in master unit test
2015-03-01 13:36:21 +01:00
Johannes Pfeifer
fe938c902a
Fixed another bug related to options_.optim_opt being now initialized as an empty array
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Finalizes 392486273e
2015-03-01 13:34:39 +01:00
Stéphane Adjemian
11e0ff4818
Merge pull request #850 from JohannesPfeifer/osr_opt_algo_implementation
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Use new routine for minimizing objective function for OSR
2015-03-01 00:14:10 +01:00
Johannes Pfeifer
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
Johannes Pfeifer
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
Johannes Pfeifer
0ef7524977
Use dynare_minimize_objective for OSR computations
2015-02-28 20:37:10 +01:00
Stéphane Adjemian (Charybdis)
198a6ed7cf
Removed three unused routines.
2015-02-27 18:54:12 +01:00
Stéphane Adjemian (Charybdis)
73cdaa3091
Replaced get_prior_info routine by prior routine.
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This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00