Ferhat Mihoubi
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24e58262fc
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Error message for external function provides more details
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2012-03-06 11:33:02 +01:00 |
Ferhat Mihoubi
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3730957e9f
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Considers both 'inf' and 'nan' results in functions return and improves an error message
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2012-03-06 11:09:46 +01:00 |
Ferhat Mihoubi
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3072c6e611
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Displays more details in case of singular system
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2012-03-06 11:03:13 +01:00 |
Stéphane Adjemian (Charybdis)
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91d47148c5
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Removed particle filters related mod files from the test suite.
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2012-03-05 23:13:32 +01:00 |
Stéphane Adjemian (Charybdis)
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a2f3a53634
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Parallelization of local_state_space_iteration_2 (used in non linear filters).
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2012-03-05 23:11:49 +01:00 |
Stéphane Adjemian (Charybdis)
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6c091015eb
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Fixed texinfo header.
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2012-03-05 23:11:49 +01:00 |
Sébastien Villemot
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9610cb0b20
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Testsuite: add missing files to dist rule
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2012-03-05 19:46:01 +01:00 |
Sébastien Villemot
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a708d92d45
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Added particle filter tests to the testsuite
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2012-03-05 19:45:03 +01:00 |
Sébastien Villemot
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31d6d39811
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Added test for CMAES
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2012-03-05 19:32:18 +01:00 |
Sébastien Villemot
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f3925d147e
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license.txt: merge two stanzas
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2012-03-05 19:23:39 +01:00 |
Sébastien Villemot
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6c661b2f80
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license.txt: simplify using separate license paragraphs
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2012-03-05 19:21:16 +01:00 |
Sébastien Villemot
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7c7656b90a
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license.txt: add stance for matlab/cmaes.m
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2012-03-05 19:15:53 +01:00 |
Sébastien Villemot
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357bcbe067
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Add Johannes Pfeifer to the list of contributors
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2012-03-05 19:14:01 +01:00 |
Sébastien Villemot
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2b0322156c
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license.txt: cosmetic changes
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2012-03-05 19:03:09 +01:00 |
Sébastien Villemot
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c49d33e6ba
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Add local_state_space_iterations subdir to dist rule
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2012-03-05 18:53:59 +01:00 |
Stéphane Adjemian (Charybdis)
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cf19df92ef
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Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
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2012-03-05 15:03:55 +01:00 |
Stéphane Adjemian (Charybdis)
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cf9e8a6714
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Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this
case reset the options_.order equal to one (except if options_.particle.status==1).
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2012-03-05 14:56:02 +01:00 |
Stéphane Adjemian (Charybdis)
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0d58e1855d
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Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
to set the seed of the random number generators).
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2012-03-05 14:37:55 +01:00 |
Stéphane Adjemian (Charybdis)
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59d3d30c90
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Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed...
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2012-03-05 14:21:52 +01:00 |
Michel Juillard
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d64817437e
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now extended_path with order = 0 calls solve_perfect_foresight_model()
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
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2012-03-05 12:35:55 +01:00 |
Stéphane Adjemian (Charybdis)
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e1a5e0de53
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Objective function needs to be passed as a string to CMAES optimization routine.
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2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
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83b536c618
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Moved CMAES options in global_initialization, so that the options of this routine can be modified by
the user by writting in options_.cmaes.
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2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
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cc281897e0
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Added new routine for non linear filter (auxiliary particle filter).
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2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
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d5900f2822
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Added test files for non linear filters.
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2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
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8de93c21f2
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Fixed bug (cost_flag->exit_flag).
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2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
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724b99412f
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Added option for kitagawa/stratified approach in traditional resampling.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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3b471e3a99
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Bug fix. Added missing input (method specification) to the resampling routine.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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6b736cf622
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Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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fb4def04bd
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Fixed bug related to the name of the sub-structure for the non linear filters.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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bbf63f0da9
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Deleted trailing white spaces.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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978f29f59d
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Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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5458492674
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Fixed bug.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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f3e27e82d6
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Fixed typo (misspelled EstimatedParameters structure).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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1ab6aae56e
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Fixed typo (number of observed variables).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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f798118902
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Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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6a8095303e
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Added particle filter flag.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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2f3c8f910f
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Fixed bug related to the dynare implementation of the simplex algorithm.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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8aea0bf14c
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Updated copyright year.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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13f1e62de8
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Deleted trailing white spaces.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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859335b34f
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Fixed bug in extended path routine (appearing when some innovations have zero variance).
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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e882a2ea36
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Added unitary test.
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2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
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192b5c7113
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Fixed bugs in routines related to the extended path algorithm.
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2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
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0aaa7a8a13
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Fixed bug in internal tests of local_state_space_iteration_2 routine.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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100ff94644
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Fixed bug related to the path to the testes routine.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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40329e3e29
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Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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8f95711445
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Fixed texinfo header. Added two internal tests.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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f9671be3d2
|
Deleted trailing white space.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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939318a380
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Added a comment about the timming tests done in the third section of the internal tests.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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0a9daa519a
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Updated copyright year.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
78fe29eeef
|
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
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2012-03-04 22:07:27 +01:00 |