Commit Graph

6925 Commits (1ea763193093309ca414b2e11886541949ddbea1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla) 49506c6ec4 Document default for new option posterior_max_subsample_draws. 2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla) 63986a0ebf Closes #567. 2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla) 6efdfb5414 Use options_.prior_draws in posteriorIRF. 2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla) 4a4c06b781 Fixed bug (options_.subdraws does not exist). 2013-12-18 16:44:31 +01:00
Houtan Bastani 79f35961ed clean up file
* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
Houtan Bastani bbdad94d96 parallel: add local switch to confirm_recursive_rmdir 2013-12-18 14:07:25 +01:00
Houtan Bastani 7bc5d5c2ec ms-sbvar: add confirm_recursive_rmdir 2013-12-18 12:48:20 +01:00
Houtan Bastani 8dcb36b9e2 ms-sbvar: submodule update 2013-12-18 09:27:51 +01:00
Stéphane Adjemian (Charybdis) 6efe62a3b2 Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared. 2013-12-17 22:49:37 +01:00
Sébastien Villemot 8ddd7d0300 Minor fix to release announcement. 2013-12-16 18:19:56 +01:00
Sébastien Villemot e43e54cfde Remove spurious executable permission 2013-12-16 16:23:50 +01:00
Sébastien Villemot cd1574e3cf Update README.md 2013-12-16 15:07:16 +01:00
Sébastien Villemot fd7e9afd9d Fix test/Makefile.am following 8f8bfe6c. 2013-12-16 12:52:22 +01:00
Sébastien Villemot bb1353e46b Fix bug introduced in 8b1e76a1bf.
The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
Stéphane Adjemian (Scylla) 80868b2955 Bug fix (max function not yet implemented for dseries objects). 2013-12-16 09:54:49 +01:00
Stéphane Adjemian (Scylla) 8f8bfe6cc3 Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox. 2013-12-16 09:50:12 +01:00
Stéphane Adjemian (Scylla) 32e162ec48 Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines. 2013-12-16 09:44:15 +01:00
Sébastien Villemot 732c463d27 Merge pull request #565 from JohannesPfeifer/master
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
Stéphane Adjemian (Scylla) 264460e9d0 Added @dates/ne method. Overloads the ~= operator. 2013-12-13 18:30:37 +01:00
Stéphane Adjemian (Scylla) dd10c788ff Added @dseries/abs method. Returns the absolute value of a dseries object. 2013-12-13 18:30:37 +01:00
Johannes Pfeifer cac48d2e80 Initialize stock1_filter_step_ahead to prevent crash in Octave 2013-12-13 18:29:48 +01:00
Houtan Bastani c0149f69d9 reporting: bug fix: Windows can't handle windows-style file separators in latex 2013-12-13 17:23:56 +01:00
Houtan Bastani 359245b65b reporting: bug fix: avoid underscores altogether 2013-12-13 17:23:26 +01:00
Sébastien Villemot b9df616c18 Fix treatment of error conditions in bytecode. 2013-12-13 16:49:08 +01:00
Sébastien Villemot 6e8b35c7f3 Fix bug in method disp of dseries. 2013-12-13 16:49:08 +01:00
Stéphane Adjemian (Scylla) 8b1e76a1bf Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function. 2013-12-13 16:21:10 +01:00
Stéphane Adjemian (Scylla) 8e6df85604 Fixed bug. 2013-12-13 15:53:06 +01:00
Stéphane Adjemian (Scylla) fd5742a399 Add a second output argument to CheckPath nonzero iff the routine creates a new directory. 2013-12-13 15:53:06 +01:00
Houtan Bastani 08199dc881 reporting: fix if statement for changes in dynDates/dates class 2013-12-13 15:36:04 +01:00
Houtan Bastani 6f8d7fd0ec reporting: add xTicks argument 2013-12-13 15:36:04 +01:00
Stéphane Adjemian (Scylla) 832f8ee82f Bug fixes (related to the loading of the mcmc files) + Cosmetic changes. 2013-12-13 12:49:19 +01:00
Sébastien Villemot c6ca0c593c Fixes to the release notes 2013-12-13 12:07:48 +01:00
Sébastien Villemot 684ce13ac1 Fix internal link for verbatim section 2013-12-13 12:04:36 +01:00
Michel Juillard 4669231d25 Adding correction of evaluation of planner objective to NEWS file
(cherry picked from commit 886e78a1ee076cca0a33bf767c763dcb54217a6b)
2013-12-13 10:58:54 +01:00
Michel Juillard 58c40fdca9 ramsey_policy: correcting the computation of the value of the
objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
Michel Juillard 77fdd3bfda ms-sbvar: corrected bug with final_subperiod default value and
clarified in the manual.
2013-12-13 09:56:11 +01:00
Houtan Bastani 3990707e36 reporting: fix typo 2013-12-12 16:05:57 +01:00
Houtan Bastani 99f4a01a48 reporting: fix figure inclusion for windows 2013-12-12 16:05:57 +01:00
Houtan Bastani 85905cbb1d reporting: for windows filenames escape underscore 2013-12-12 16:05:57 +01:00
Houtan Bastani 7cc259ea46 fix permissions 2013-12-12 16:05:57 +01:00
Sébastien Villemot d75d6a3079 Document oo_.osr.optim_params 2013-12-12 15:47:34 +01:00
Sébastien Villemot 857a2b0e35 Add missing antislashes 2013-12-12 11:26:03 +01:00
Michel Juillard 1ddd00b502 ms-sbvar: corrected bug in initialization/computation of final
subperiod
2013-12-12 10:02:31 +01:00
Michel Juillard ed15f0bcac ms-sbvar: corrected bug in initialization/computation of final subperiod 2013-12-12 09:10:09 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard 2fcb379b92 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Sébastien Villemot 57fb62e138 Fix MATLAB version number 2013-12-11 18:30:13 +01:00
Sébastien Villemot 0bcc3eb48f Release notes for 4.4.0 release 2013-12-11 18:15:14 +01:00
Sébastien Villemot 1caa3ff171 Various minor fixes to the ref. manual 2013-12-11 18:15:14 +01:00