Commit Graph

3990 Commits (20600599453fb8eb728ad88704904db08064d3d6)

Author SHA1 Message Date
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).
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
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
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
Stéphane Adjemian (Scylla) 9c22fc1bde Removed globals from DsgeLikelihood. Still broken.
Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) 9c0e559e30 Added a test for the number of variables in the data file. 2011-09-19 16:41:53 +02:00
Sébastien Villemot c111fc1847 solve_one_boundary: make the case solve_algo=0 work under Octave 2011-09-19 16:41:53 +02:00
Sébastien Villemot 0155b6832e Remove extra argument (in solve_algo=0 under Octave) 2011-09-19 16:41:53 +02:00
Sébastien Villemot c07a915d6e Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated) 2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Sébastien Villemot b1d87ecebf Testsuite: do not fail if MATLAB optimization toolbox is not available (closes: #210) 2011-09-19 16:41:53 +02:00
Sébastien Villemot 7c95c82bfa solve_one_boundary: make the case solve_algo=0 work under Octave 2011-09-19 12:37:17 +02:00
Sébastien Villemot afe800f32d Remove extra argument (in solve_algo=0 under Octave) 2011-09-19 12:36:37 +02:00
Sébastien Villemot eabca4c4fd Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated) 2011-09-19 12:23:27 +02:00
Sébastien Villemot ca624e13a8 Testsuite: do not fail if MATLAB optimization toolbox is not available (closes: #210) 2011-09-19 12:04:25 +02:00
Michel Juillard aa14422464 tests: closing graphic windows after each individual test 2011-09-18 15:58:32 +02:00
Michel Juillard b04738b36f resetting options_.nobs following previous change 2011-09-18 14:49:43 +02:00