Commit Graph

235 Commits (219b4fe5479f35b8608e5beac5a42a7d596eebfa)

Author SHA1 Message Date
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani bdb6a2602e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Houtan Bastani 0e8aea46a7 preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani dbf941a3fa preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani eae9f688c5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Michel Juillard 8f47c731dc fixing bug introduced in commit 4185e8af14 2014-09-30 07:58:51 +02:00
Michel Juillard 4185e8af14 fixed bug in handling options for ramsey_model 2014-09-28 10:07:08 +02:00
Stéphane Adjemian (Charybdis) 4f02e58010 Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 8956bddeba dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani b0546cd939 add missing semicolon 2014-03-25 15:42:33 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard d945395a15 adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Houtan Bastani c21b7d9b34 rebase fixes 2014-02-24 12:41:02 +01:00
Houtan Bastani bb0045a892 ms-dsge: add options statement
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
	preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani b37e3850e5 ms-dsge: write C output
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani b426f7236c ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot 5bbfe9cd5a Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +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 49a51ed808 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 1b57cb4a07 Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot cf6f5915e0 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 7faf72ab85 preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani 808d6ae1ad preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Sébastien Villemot 80768beb1f Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Stéphane Adjemian (Charybdis) 022f05490a Merge branch 'master' into use-dynSeries 2013-09-24 16:49:38 +02:00
Houtan Bastani e75e6a12db estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +02:00
Houtan Bastani 8c12e4afe3 estim_params: remove extraneous find, ref #476 2013-09-24 15:39:15 +02:00
Houtan Bastani 691828cc2f estim_params: correct for symmetry of correlation, closes #476 2013-09-24 15:31:41 +02:00
Houtan Bastani 388b32ef94 estim_params: fix parenthesis bug, ref #476 2013-09-24 15:12:52 +02:00
Houtan Bastani d2b020c853 estim_params: use short-circuit AND 2013-09-24 15:10:35 +02:00
Stéphane Adjemian (Charybdis) a71edd5485 Removed test on datafile option. This option is no more mandatory 2013-09-12 13:52:24 +02:00
Stéphane Adjemian (Charybdis) 42bd3ee85d Fixed typo. 2013-09-07 16:05:01 +02:00
Houtan Bastani c9edb8d215 fix typo 2013-08-06 16:02:55 -04:00
Stéphane Adjemian (Charybdis) 5d56a4f2b0 Make calib_smoother command call evaluate_smoother matlab routine. 2013-06-28 11:14:24 +02:00
Sébastien Villemot f6f218f828 extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot 2f248dcec4 Do not check for the steady state in diffuse filter mode
Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot 50f2d00ad8 Detect if an extended_path statement is present
Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot b2dcf27c12 estimated_params: check that no symbol is declared twice in the block
Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot eed3651d6e check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00