374cc5a8b5
reporting: simplify table code
2014-02-06 18:49:59 +01:00
55bcf4356d
reporting: mute spurrious output
2014-02-06 18:12:23 +01:00
4c5419893e
reporting: simplify code (remove sections object)
2014-02-06 18:11:31 +01:00
0a0c3af3bc
reporting: simplify code
2014-02-06 17:29:24 +01:00
d469c3590d
reporting, dates: make shiftS calls more efficient
2014-02-06 15:30:19 +01:00
a9292c5086
Add warning if prior allows for negative variances and if negative estimated variances are encountered. Closes #522
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Due to the use of variances for Sigma_e and subsequently backing out the standard deviation from these variances, the sign of the standard deviation does not matter and no bound needs to be imposed.
2014-02-04 18:59:28 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
3fe5a728c6
Remove bad_cond_flag argument from solve1.
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This flag was not grounded on any solid theoretical foundation.
This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
0bcc628ba3
Add missing semicolon.
2014-02-04 17:56:27 +01:00
150e265cd2
reporting: check passed values
2014-02-04 17:03:25 +01:00
f8a2e97ea3
Fix typo.
2014-02-04 15:02:09 +01:00
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
0df2ba7d12
Fix typo.
2014-02-04 14:38:11 +01:00
5862099416
Merge pull request #607 from JohannesPfeifer/unique_varlist
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Unique varlist and choosing endogenous variables for estimation
2014-02-04 05:14:05 -08:00
535af2d536
Exit gracefully if an external function name is used as a model local variable.
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Closes #599
2014-02-03 16:23:29 +01:00
4dd462e2bb
fix bug introduced in 4caa36232b
2014-02-03 15:53:16 +01:00
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
6d1ee23437
Fix test for availability of xlswrite.
2014-02-03 15:52:54 +01:00
4caa36232b
reporting: fix assertion
2014-02-03 15:49:29 +01:00
21e9b22d7c
Merge branch 'get-prior-info-fixes'
2014-02-03 14:25:53 +01:00
6962bc8171
Convert use of unique to be compatible with older Matlab version
2014-02-03 13:19:11 +01:00
85815ca651
Adds new option to select which variables to consider for estimation
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First step for ticket #336
2014-02-03 13:10:31 +01:00
260a733442
Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct).
2014-02-03 12:25:29 +01:00
2ee11fa860
Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605 .
2014-02-03 12:25:29 +01:00
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
c6cd5b40d9
Consider only unique members of varlist in estimation
2014-02-03 10:03:17 +01:00
e0ed06e608
Consider only unique variables in stoch_simul
2014-02-03 09:54:27 +01:00
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
f54e5ad57b
Document @dseries/chain method.
2014-02-01 11:38:10 +01:00
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
9d36a326f1
Merge pull request #603 from rattoma/master
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HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
0960861b2a
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
ebf4d2a9a6
Fixed typo (write @cite{} instead of \cite{} for citations in texinfo).
2014-01-31 11:09:09 +01:00
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805).
2014-01-30 17:57:36 +01:00
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
5626b0cb89
Remove constant and noconstant options from manual for estimation command
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Those options are set internally depending on whether the steady state is zero or not. See http://www.dynare.org/pipermail/dev/2014-January/003655.html
2014-01-30 09:18:15 +01:00
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
024ea6973e
Get rid of redundant initval in fs2000.mod
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Was replaced by steady_state-model-block
2014-01-30 08:57:01 +01:00
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
5db6a4a0c4
Provide more information on the loglinear option and its data treatment
2014-01-29 21:11:40 +01:00
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Stéphane Adjemian (Scylla)
Michel Juillard
Marco Ratto