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
Stéphane Adjemian (Charybdis)
11da21c7b2
Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
...
The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
Stéphane Adjemian (Charybdis)
d6155b1e96
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2012-01-04 12:47:36 +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
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
Houtan Bastani
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
Michel Juillard
bd60a5beef
made inverse_gamma_specification robust for a larger set of parameter values
2012-01-01 20:12:51 +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
2185924081
Build system: fix for Octave 3.4
2011-12-28 13:05:30 +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
Sébastien Villemot
de337ad72e
Remove spurious initialization of oo_.endo_simul in steady
2011-12-28 10:52:16 +01:00
Sébastien Villemot
c541ceb849
Remove unused options_.deterministic_simulation_initialization
2011-12-28 10:44:34 +01:00
Stéphane Adjemian (Charybdis)
7b856645a5
Added routine performing reduced rank Cholesky factorization.
2011-12-27 17:55:05 +01:00
Stéphane Adjemian (Charybdis)
c250f8f495
Fixed bug in the second unitary test of local_state_equation_2.
2011-12-27 15:01:07 +01:00
Stéphane Adjemian (Charybdis)
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
Sébastien Villemot
d7e5d37d9c
GSA: rename 2 functions whose name is the same than some Octave built-in
2011-12-27 12:19:42 +01:00
Sébastien Villemot
d33f149178
Windows package: build against Octave 3.4.3
2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis)
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
bf69bac140
Fixed typo in comments.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
41c8faf176
Fixed header.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
45d85f19fa
Added options for non linear filters + Cosmetic changes.
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
29cf9c4113
Removed the display of the first lines of oo_.exo_simul (extended path simulations).
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
Sébastien Villemot
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
Sébastien Villemot
cb9858d6a5
Minor improvements and bugfix to qmc_sequence
...
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
2011-12-26 16:09:33 +01:00
Sébastien Villemot
300eaf63c2
Remove nonfree LPTAU.m, replace by qmc_sequence MEX
2011-12-26 15:40:52 +01:00
Sébastien Villemot
a1c466a3bb
Fix license notice of qmc_sequence MEX
2011-12-26 15:40:44 +01:00
Sébastien Villemot
1d4301bd97
Fix build failure on Octave/32-bit
2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis)
ecfc5bbbc9
Removed nonsensic options (for the evaluation of the expectations).
2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis)
5c6d93d3f0
Fixed bug (same problem as in f9dc4574).
2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis)
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
Sébastien Villemot
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
Houtan Bastani
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +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
Stéphane Adjemian (Charybdis)
e2f69ab4fc
Added arbitrary order of approximation for the Stochastic Extended Path approach.
...
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.
Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
Stéphane Adjemian (Charybdis)
fe1f536f0d
Updated header. Added unitary test.
2011-12-23 12:12:13 +01:00
Stéphane Adjemian (Charybdis)
6bb3a1c736
Fixed bug. Wrong calling sequence to dgemm.
2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis)
b9d47ae42e
Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
...
0/1.
2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis)
a09779f218
Fixed fourth unitary test of qmc_sequence.
2011-12-23 10:44:29 +01:00
Stéphane Adjemian (Charybdis)
be6f82f145
Fixed bug (wrong size in memcpy for the last input argument).
2011-12-23 10:43:52 +01:00
Stéphane Adjemian (Charybdis)
627b24ddc6
Added unitary tests for qmc_sequence mex file.
2011-12-22 18:16:24 +01:00