Commit Graph

8518 Commits (1c6b394c77bea20710929d1ce1385a7fabcc8be7)

Author SHA1 Message Date
Sébastien Villemot 1c6b394c77 Macro-processor slides: some updates, license under CC-BY-SA-4.0. 2015-06-08 14:55:13 +02:00
Stéphane Adjemian c593b78e4b Merge pull request #958 from JohannesPfeifer/unique_data_check
Add check for unique data entries in dataset
2015-06-08 11:42:30 +02:00
Johannes Pfeifer 5d8da65e6d Add check for unique data entries in dataset
Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
Houtan Bastani d39eb4d922 doc: small fixes to dseries/reporting slides 2015-06-08 11:16:03 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer 249c2ca7ad Force sampling from uniform distribution for ML in stab_map_.m 2015-06-08 09:45:09 +02:00
Houtan Bastani aaee660f0a doc: update dseries/reporting slides 2015-06-07 21:35:26 +02:00
Houtan Bastani cf9d318e0c doc: fix typos in dseries/reporting presentation 2015-06-07 11:50:36 +02:00
Stéphane Adjemian e07607011c Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
Fix bug in dynare_estimation_init.m with analytic_derivation where param...
2015-06-06 23:17:10 +02:00
Johannes Pfeifer 79ca991b02 Add initialization of c1 to sylvester3.m
Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
2015-06-06 18:45:05 +02:00
Johannes Pfeifer 27622a29da Fix initialization of parameter bounds for ML case in stab_map_.m 2015-06-06 17:40:37 +02:00
Johannes Pfeifer c9b05575f5 Add missing anchor to manual 2015-06-05 21:52:11 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer 68c9c3e9ab Account for ML in map_ident_.m
In this case, pdraws is empty. Closes #676
2015-06-05 20:49:43 +02:00
Johannes Pfeifer 4e6ce64081 Account for possibility of ML estimation in stab_map_.m 2015-06-05 20:48:43 +02:00
Johannes Pfeifer a269bed26e Account for fact that varobs is row cell now, not char column array in GSA 2015-06-05 20:47:51 +02:00
Johannes Pfeifer 88ae542a8a Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf 2015-06-05 20:46:46 +02:00
Johannes Pfeifer 1232d51765 Cosmetic fixes to stab_map_.m
Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Johannes Pfeifer 446b1f6dc1 Fix bug in identification when estimating only standard deviations
Closes #945
2015-06-05 18:22:45 +02:00
Stéphane Adjemian (Lupi) 398718d48f Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
This reverts commit 0fb612fad1.
2015-06-05 17:14:20 +02:00
Johannes Pfeifer 3ea44d47cf Port changes from #511 to gsa/set_shocks_param.m
Closes #662
2015-06-05 16:56:32 +02:00
Stéphane Adjemian (Lupi) 0fb612fad1 Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite). 2015-06-05 16:49:09 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Johannes Pfeifer 01cb238a22 Account for NaN in graphs during identification if ML is used 2015-06-05 16:40:01 +02:00
Johannes Pfeifer d09bf195c9 Make sure diffuse_filter option is correctly passed in dynare_identification.m
Closes #677
2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Karaba) 0b99367648 Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files). 2015-06-05 16:35:05 +02:00
Stéphane Adjemian (Karaba) 1658e5b997 Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files). 2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes) 7a93e93f94 Fixed bug in testsuite (Octave). 2015-06-05 14:22:36 +02:00
Houtan Bastani 6f1452e16a add dseries/reporting presentation to doc 2015-06-05 13:31:52 +02:00
Stéphane Adjemian (Hermes) 11c84b733f Fixed bug.
isoctave is not in the path when calling add_path_to_mex_files.
2015-06-05 11:32:44 +02:00
Houtan Bastani b1dce40284 fix typo 2015-06-05 10:49:01 +02:00
Stéphane Adjemian (Hermes) 6196501f37 Updated dseries submodule (fix for octave and big csv files loading). 2015-06-04 18:38:37 +02:00
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes) bbfc650f7f Updated reference manual.
The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes) eb28122cfa Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod. 2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes) ccad2848db Homotopy not implemented for purely backward or forward perfect foresight
models.
2015-06-04 12:28:58 +02:00
Houtan Bastani 08635df66f submodule update: reporting 2015-06-03 15:22:47 +02:00
Houtan Bastani c639e4a075 Merge pull request #952 from JohannesPfeifer/ident_lag_fix
Update computation of non-zero moments within loop that increases num…
2015-06-03 14:26:34 +02:00
Stéphane Adjemian (Hermes) fe398e5b0d Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes) 7a1b5a3dfc Updated particles submodule. 2015-06-03 12:05:18 +02:00
Johannes Pfeifer 6d17a860b5 Update computation of non-zero moments within loop that increases number of lags
Closes #949
2015-06-03 11:16:55 +02:00
Stéphane Adjemian (Hermes) 3a5b221dde Reduced the number of periods in integration tests for Extended Path. 2015-06-03 08:26:23 +02:00
Stéphane Adjemian (Hermes) c43cfb45a8 Fixed bug in Extended Path (added second argument to get_complementarity_condition). 2015-06-03 08:22:26 +02:00
Michel Juillard 2f0cb39e14 adding options LMMCP and OCCBIN to perfect_foresight_solver and
extended_path
2015-06-02 17:38:22 +02:00
Houtan Bastani 1961d0ae7f doc: update ms-sbvar description. closes #934 2015-06-02 10:53:52 +02:00
Stéphane Adjemian (Hermes) 3602a0b1a8 Fix bug in pm3 for filtered variables that led to crashes.
Manual merge of Johannes PR #737.

-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
Stéphane Adjemian (Hermes) 1614805c17 Added missing dependency (testsuite). 2015-06-01 18:21:30 +02:00