Commit Graph

887 Commits (1f80af75c12c96c3070bcbf6f7f831627b9ccba1)

Author SHA1 Message Date
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non
integer power arguments   to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard 629673199e starting implementation of transformed variables to replace arguments
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
Sébastien Villemot f36f76760a Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e)
2012-05-21 18:34:10 +02:00
Michel Juillard 6b100d3dbe fixes the correction of the Jacobian when encountering complex
numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
Michel Juillard 1316bd9555 fixed issues relative to homotopy (type I) when the user wants to
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Houtan Bastani 4186a431ff parallel: add port option to config file 2012-05-09 12:44:57 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Michel Juillard 8fec04dbf8 corrected but in plot of conditional forecast 2012-04-28 15:11:49 +02:00
Michel Juillard 7a4405e754 added check_options are the same as steady_options. Added option
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
Michel Juillard f7cf75a228 fixed problems with trying to make homotopy robust to problems in one run. 2012-04-23 16:57:46 +02:00
Michel Juillard aa22cb56d1 computing shock_decomposition for calibrated models 2012-04-21 21:37:52 +02:00
Michel Juillard 6131e597f3 changed option name discretion_tol -> discretionary_tol, added the option
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot 1dfba1b99f Merge remote-tracking branch 'ferhat/master' 2012-04-20 21:15:09 +02:00
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot 52cc77fe0e New preprocessor option for not creating a logfile
Closes: #241
2012-04-20 18:15:02 +02:00
Michel Juillard 41e027aee3 added steady option stop_on_error. stop_on_error = 0 permits to
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Houtan Bastani 648690a2d9 estimation: instatiate date output as dynDate class 2012-04-04 11:44:07 +02:00
Houtan Bastani a2497dc0ae estamiton: check variable types in copy statements 2012-04-04 10:43:29 +02:00
Houtan Bastani 83afb256cf bug fix: output not correct for corr(a,b).prior statement 2012-04-03 18:33:24 +02:00
Houtan Bastani 74476d1276 estimation: simplify output using estimation_info.empty_* structures 2012-04-03 18:33:24 +02:00
Houtan Bastani cabf4bba8e estimation: bug fix: clear range_index 2012-04-03 18:33:24 +02:00
Houtan Bastani 9e30b3e5d0 estimation: clear subsamples substructure whenever a subsamples copy statement is encountered 2012-04-03 18:33:24 +02:00
Houtan Bastani 08bcf39fe7 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 7e6bd80f17 estimation: remove s from parameters substructure 2012-04-03 18:33:23 +02:00
Houtan Bastani 8d69c8bf2b estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 9741b3b3ec estimation: reorganize options output 2012-03-30 15:37:15 +02:00
Houtan Bastani 36295da47a cosmetic change 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 50551cc6b2 estimation: remove unnecessary function 2012-03-30 15:37:14 +02:00
Houtan Bastani 93db8937ab estimation: reorganize Matlab structure output 2012-03-30 15:37:14 +02:00
Houtan Bastani 2be333da55 estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
Houtan Bastani 7feb27fe1c estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani d54e4c4b17 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Houtan Bastani 791d0ff06a estimation: check that appropriate options are passed to prior statement 2012-03-28 19:07:08 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 90e2de65f7 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani f7ca98554e estimation: add truncate and median options to prior statement 2012-03-15 14:33:02 +01:00
Houtan Bastani 2e6762ebd0 estimation: remove deprecation warnings 2012-03-09 11:52:32 +01:00
Houtan Bastani ec2528ae9b estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Houtan Bastani dd67a81e57 estimation: place parameter priors in their own substructure 2012-03-09 11:46:09 +01:00
Sébastien Villemot 7889ac21b2 Merge remote-tracking branch 'ferhat/master' 2012-03-09 10:30:01 +01:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi dfbd6c8f2a Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals 2012-03-08 15:29:56 +01:00
Ferhat Mihoubi 8ac14f8c80 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Ferhat Mihoubi 24e58262fc Error message for external function provides more details 2012-03-06 11:33:02 +01:00
Ferhat ee9213d77c Corrects a bug in the computation of the number of leads and lags 2012-02-17 10:50:54 +01:00
Ferhat 28a1cf52cd Corrects the number of lead and lags of a block 2012-02-17 10:48:28 +01:00
Houtan Bastani 0f9d5d93d1 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot ebbae7936e Preprocessor: add warning message for signature of checkPass method 2012-02-06 12:16:38 +01:00
Michel Juillard 3cdde731dc propagating the change in calling sequence for CheckPass() 2012-02-02 21:10:47 +01:00
Houtan Bastani 0ca000cdc9 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Michel Juillard 1433bb6485 the overall time of execution is now saved in the log file 2012-01-22 16:09:42 +01:00
Sébastien Villemot b5c71ed1c8 Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot bcc091a58d Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
Houtan Bastani 58a03937ec bug_fix: add missing ifstream close statement 2012-01-18 14:43:04 +01:00
Houtan Bastani c977b666b3 warning output stream should be cerr 2012-01-18 14:42:57 +01:00
Houtan Bastani 63018c63e7 preprocessor: replace if checks with asserts 2012-01-04 14:42:06 +01:00
Houtan Bastani 81dd94f717 aesthetic fix: remove commented code 2012-01-04 14:42:06 +01:00
Houtan Bastani f80ad954ce bug_fix: missing exit statement 2012-01-04 14:42:06 +01:00
Houtan Bastani 13ce36ebd2 bug_fix: add missing assertion 2012-01-04 14:42:06 +01:00
Houtan Bastani c19950d358 update copyright dates for files already modified in 2012 2012-01-04 14:42:06 +01:00
Houtan Bastani 2a2da609c2 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 7ec25ee27e bug_fix: add initializations for modfilestructure bools 2012-01-04 14:42:06 +01:00
Houtan Bastani 0b64c61fc9 preprocessor: check size of domain argument 2012-01-02 22:44:50 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
Houtan Bastani fd2d3b0e4a preprocessor: added back prior names w/o _pdf and fixed check and write 2011-12-30 17:09:45 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani 2094297d59 preprocessor: remove unnecessary class prefix 2011-12-30 15:41:51 +01:00
Houtan Bastani 48f38af576 fix typo 2011-12-30 15:41:51 +01:00
Sébastien Villemot 3f384cc4d1 Preprocessor: minor fix for internal doc 2011-12-28 11:47:49 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval
Really closes: #157
2011-12-28 11:35:22 +01:00
Houtan Bastani f01b0025e0 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani 5c0a17e9f2 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Houtan Bastani ed82146c37 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval
Closes: #195, #157
2011-12-21 18:37:45 +01:00
Houtan Bastani ea8162c11f preprocessor: allow vec_value to accept commas 2011-12-21 12:21:30 +01:00
Houtan Bastani 0554e47dc0 ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 3ff704d36d ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 16bf5c7642 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
Sébastien Villemot 7c6446032f Preprocessor: delete _steadystate2.m file from previous run if exists
Closes: #224
2011-11-25 15:13:16 +01:00
Michel Juillard e2569f6b6a fixed "clear global" for Octave 2011-11-22 22:09:13 +01:00
Michel Juillard 2ac0e89014 another work-around for Octave 3.2 bug with "clear all" 2011-11-21 15:03:19 +01:00
Michel Juillard 61cd43b3be unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Michel Juillard 7840dbbb77 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
Michel Juillard e1856be59b fixing problems for computing steady state in ramsey policy 2011-11-14 21:59:39 +01:00
Michel Juillard 9c3551bcb8 ms-sbvar: adding missing case for linear restriction 2011-11-07 15:47:16 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 8a885f3468 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Sébastien Villemot 168f5589a4 Fix compilation error in preprocessor
Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi ca10372607 * Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable 2011-10-28 22:25:05 +02:00
Sébastien Villemot 28c099bfe0 Fixed bug introduced in ce9fe30a7a
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
2011-10-28 07:50:40 +02:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 8121bd32ba MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +02:00
Sébastien Villemot 0fbcc7378e aux vars: update C++ comment to reflect last changes 2011-10-21 16:56:13 +02:00
Michel Juillard 117996c881 code simplification after commit 9425b36358 2011-10-20 20:40:15 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Ferhat Mihoubi 99c0508909 Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present 2011-10-14 14:35:32 +02:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard e92c54ae3a ms-sbvar: correcting bug introduced in commit 90e4d40272 2011-10-13 13:34:28 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot 99da257ec3 Merge remote-tracking branch 'houtanb/master' 2011-10-12 17:47:18 +02:00
Ferhat Mihoubi b932615ff4 updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions. 2011-10-12 15:03:05 +02:00
Ferhat Mihoubi fe1af9d985 The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both 2011-10-12 14:58:29 +02:00
Ferhat Mihoubi 739f86945c Cleans the messages displayed 2011-10-12 14:45:53 +02:00
Houtan Bastani c73d179f4d preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Houtan Bastani 385871957e MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +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
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
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 (Scylla) bcf4fbfeff Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
2011-09-17 12:53:38 +02:00
Sébastien Villemot 8373f0b9a4 Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani f3a1599d6d svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
Houtan Bastani ee8da2b1c9 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani b62c50bc0f aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 7d0a55cbf7 MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 6d59190df9 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani ab7003f8c8 MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 85d56423ab fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 3d8ccd07c4 MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 9b3ca2b663 MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument 2011-09-14 15:04:26 -04:00
Houtan Bastani ba071a0a55 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani f1dc2c5157 MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop 2011-09-14 14:28:21 -04:00
Houtan Bastani d033956c52 remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani 8747d91d98 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani 4b176e4054 remove unused token 2011-09-14 11:53:45 -04:00
Houtan Bastani 6c3d13da09 remove unused varlist option 2011-09-14 11:53:45 -04:00
Houtan Bastani 75e57f4c18 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani f550c79570 MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form 2011-09-14 11:53:45 -04:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 3130cc3756 remove load_mh_file option from ms-sbvar code 2011-09-12 16:29:57 -04:00
Houtan Bastani ee84c481d5 sbvar: deprecate restriction_fname 2011-09-09 13:27:01 -04:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Houtan Bastani 5f3290f7a4 bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
Houtan Bastani 4674d3a982 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 65d05f1a31 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani 18bd51952f output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot d05d1f878b Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Ferhat Mihoubi dfec70bcfd correct a bug during the state variables detection 2011-08-11 14:15:51 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Houtan Bastani 588ecee275 MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 54b813d3d7 MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices. 2011-08-02 10:49:50 +02:00
Michel Juillard 6f406ffca1 bug correction for exculsion_constants 2011-08-01 10:50:07 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 46e0873eef remove writing of getPowerDeriv M function from block code functions 2011-07-25 10:21:02 +02:00
Michel Juillard f5e453343f adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Michel Juillard a25454bedd MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option 2011-07-14 21:10:01 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Michel Juillard ad2bfdf1de ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Houtan Bastani bf85614668 fix typo 2011-07-07 15:15:44 +02:00
Houtan Bastani 3a2d740732 preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot ae76a8f842 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 311102ff6f - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard 597a4b92a0 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot ff6ae323a6 Build system: add boost includes for macroprocessor 2011-06-13 10:23:55 +02:00
Houtan Bastani 6844e2bef7 Allow commandline defines with string values 2011-06-10 13:25:16 +02:00
Sébastien Villemot 36794edd43 Merge remote-tracking branch 'ferhat/master' 2011-06-10 12:45:52 +02:00
Ferhat Mihoubi e38618127b - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 80dbd45ac8 external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile 2011-06-10 11:09:43 +02:00
Sébastien Villemot 45a566345a Preprocessor: fixed bug with native MATLAB statements (for example something
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
Houtan Bastani dbf57b37e2 ParallelDynare: set weights for all nodes in preprocessor 2011-06-09 14:44:58 +02:00
Michel Juillard d07d2ebf77 MS-SBVAR: updating options for command SBVAR 2011-06-03 14:06:15 +02:00
Houtan Bastani 09df8bcf77 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani 1487147ba0 removed extraneous flag 2011-05-30 17:46:35 +02:00
Houtan Bastani 2b2de22956 bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard ef38fb951d updating one comment 2011-05-27 22:09:54 +02:00
Michel Juillard 8c9127adda numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,... 2011-05-24 16:02:42 +02:00