Stéphane Adjemian (Scylla)
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
...
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot
c5b2afa3c1
Testsuite: fix typos and wrong filename for identification tests
2011-09-30 14:47:36 +02:00
Michel Juillard
f51a8edf50
fixing bug for computation of expectation auxiliary variables
...
steadystate value when *_steadystate.m is provided without setting
auxiliary variables
2011-09-29 21:22:27 +02:00
Sébastien Villemot
1825d26649
Merge remote-tracking branch 'ratto/master'
2011-09-29 10:44:53 +02:00
Michel Juillard
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
...
347ab4d0c0
and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Marco Ratto
509b34aa9f
added gsa to testsuite
2011-09-28 21:21:54 +02:00
Marco Ratto
b4d773d593
First fix for gsa.
...
prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
Marco Ratto
0013740bc3
added identification to testsuite
2011-09-28 20:49:08 +02:00
Marco Ratto
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
Sébastien Villemot
ebcc9d8f91
Fix crash of mjdgges when options_.qz_criterium = []
2011-09-28 16:00:36 +02:00
Sébastien Villemot
f9ecc164ce
Move 'nanmean' under 'matlab/missing' and add the necessary logic
2011-09-27 16:59:21 +02:00
Sébastien Villemot
f250f029af
Fix bug related to the renaming of options_ in DynareOptions within DsgeLikelihood.m
2011-09-27 16:39:10 +02:00
Sébastien Villemot
b8c6ed2cd7
Update license file to latest DEP5
2011-09-27 16:16:09 +02:00
Sébastien Villemot
2060059945
Update header for AIM files
2011-09-27 16:15:49 +02:00
Sébastien Villemot
19c4cc2534
MS-SBVAR: Octave compatibility fix (add missing filename extensions, not added automatically under Octave)
2011-09-27 15:47:05 +02:00
Sébastien Villemot
aa1306651d
Testsuite: fix crash introduced in 347ab4d0c0
2011-09-27 14:33:43 +02:00
Stéphane Adjemian (Scylla)
42d71c7b86
Added header.
2011-09-26 16:06:58 +02:00
Stéphane Adjemian (Scylla)
cc2c70d801
Cosmetic changes.
2011-09-26 15:46:59 +02:00
Stéphane Adjemian (Scylla)
7cf2aace3e
Allow to declare yearly data with a string. Changed test conformably. Fixed bug in texinfo header.
2011-09-26 15:12:45 +02:00
Sébastien Villemot
a3ec794f48
Build system: adding files forgotten in a1ee7f1ee4
2011-09-26 10:17:01 +02:00
Michel Juillard
4142aec799
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2011-09-25 20:22:06 +02:00
Michel Juillard
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
Sébastien Villemot
a1ee7f1ee4
block_kalman_filter: add MEX to build system
2011-09-23 18:22:15 +02:00
Sébastien Villemot
324ad05ec1
block_kalman_filter: fix memory leak
2011-09-23 18:22:00 +02:00
Sébastien Villemot
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
Sébastien Villemot
b21a99d9d2
Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
2011-09-23 18:15:18 +02:00
Sébastien Villemot
16e9c36eb4
Merge ferhat's branch
2011-09-23 18:09:06 +02:00
Sébastien Villemot
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
Sébastien Villemot
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
Stéphane Adjemian (Charybdis)
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
Stéphane Adjemian (Charybdis)
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis)
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a
). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
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keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
Stéphane Adjemian (Charybdis)
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
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keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
Stéphane Adjemian (Charybdis)
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
Sébastien Villemot
74334df12a
Merge remote-tracking branch 'houtanb/master'
2011-09-21 18:27:51 +02:00
Stéphane Adjemian (Charybdis)
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
Stéphane Adjemian (Charybdis)
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
Stéphane Adjemian (Charybdis)
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
Ferhat Mihoubi
dca37b0349
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
Ferhat Mihoubi
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis)
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
Stéphane Adjemian (Charybdis)
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
Stéphane Adjemian (Charybdis)
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
Houtan Bastani
350ebd4776
MS-SBVAR: submodule update
2011-09-19 16:48:05 -04:00
Houtan Bastani
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
Stéphane Adjemian (Scylla)
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
Stéphane Adjemian (Scylla)
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
Stéphane Adjemian (Scylla)
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
Stéphane Adjemian (Scylla)
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
Stéphane Adjemian (Scylla)
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00