Michel Juillard
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
Stéphane Adjemian (Charybdis)
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Sébastien Villemot
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
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Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis)
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis)
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis)
2967328bb0
Changed behaviour of dynSeries objects.
...
Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis)
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis)
137662d5b2
Fixed typo.
2013-10-08 16:26:56 +02:00
Stéphane Adjemian (Charybdis)
0157127d05
Document some of the options for cmaes.
2013-10-08 16:26:49 +02:00
Stéphane Adjemian (Charybdis)
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis)
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis)
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis)
5e63aa10da
Added documentation about the options of the simpsa algorithm.
2013-10-08 15:28:26 +02:00
Stéphane Adjemian (Charybdis)
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis)
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis)
75fb6afa61
Added documentation about the options of the simplex optimization routine (mode_compute=8).
2013-10-08 15:15:58 +02:00
Stéphane Adjemian (Charybdis)
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis)
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis)
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis)
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis)
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
Michel Juillard
5f483c7d2c
the field 'time' was not updated when adding two time series
2013-10-07 17:17:05 +02:00
Sébastien Villemot
40f4399222
Merge pull request #492 from JohannesPfeifer/sim_debug_and_NaN
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Take care of NaN or Inf in residuals or endogenous values
2013-10-07 06:54:17 -07:00
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