24b2993f50
Solves issues in deterministic simulation:
...
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
f3ec84971b
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
4b338b4bcb
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
466a6d23a8
preprocessor: add field to store the number of multiplier equations added to ramsey problem. closes #728
2014-10-13 17:25:08 +02:00
3e8acef4cc
preprocessor: add field that contains the total number of equations, #728
2014-10-13 17:17:50 +02:00
da7d721063
preprocessor: always output the original number of equations
2014-10-13 17:16:41 +02:00
70d00bf2ee
remove repetitive none statement introduced in a6009908e4
2014-10-13 16:02:37 +02:00
eecf154cc1
Correction of a bug when "block" option is used without "bytecode" option in the "model" statement: for consecutive blocks that are evaluated, only the first one is in fact evaluated but not the following ones
2014-10-04 12:19:52 +02:00
f4e40dcf83
more explicit warning when dividing by zero in conversion to static model and when reading model #730
2014-10-03 17:04:07 +02:00
8f47c731dc
fixing bug introduced in commit 4185e8af14
2014-09-30 07:58:51 +02:00
4185e8af14
fixed bug in handling options for ramsey_model
2014-09-28 10:07:08 +02:00
0b5498ee8b
remove spurious lines in Statement.cc
2014-09-12 15:13:08 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
...
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
931ea41f18
Fix substring operator in macro-processor.
...
The characters of the substring could be mixed with random characters from the
memory space. Thanks to Tom Holden for reporting the bug.
Closes #708
2014-08-12 19:30:09 +02:00
bdfe4f4249
Fix STEADY_STATE operator for model local variables.
...
Thanks to Tom Holden for spotting the bug.
2014-08-12 18:53:55 +02:00
d1958e453c
Forbid use of 'identification' with exogenous deterministic variables.
...
Closes #664
2014-07-30 17:28:45 +02:00
1123cb2b9e
Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
...
Closes #695
2014-07-18 12:44:15 +02:00
9b5a09958c
Fixes to make install.
...
- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
7ead968240
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
8d2b79a224
make install, closes #576
2014-07-16 16:18:06 +02:00
46a0edb9b3
Better error message when block option when a variable does not appear at current period.
2014-07-15 17:32:12 +02:00
cebed5435f
Clarify error message for external functions misuse in model block.
...
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
939fb78624
Merge pull request #663 from JohannesPfeifer/master
...
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
31a1426277
More explicit error message when using the derivative of an external function in the model block.
...
Closes #678
2014-07-01 17:41:37 +02:00
744bb91c78
Fixed bug (test if the returned index is less than UINT_MAX).
2014-06-27 18:48:50 +02:00
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
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
54d353e255
Fix typo in header of DynamicModel.cc
2014-06-02 13:58:29 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
d6cb18ab15
Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization).
2014-05-21 16:41:41 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
c45f45f58e
Forbid model local variables in planner_objective.
...
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
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
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
b62e300f8a
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
ferhat
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Scylla)
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot