Commit Graph

7319 Commits (2b8e6fba9c59e6949e81aa5968355b71ac7d798a)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 2b8e6fba9c Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased). 2014-04-29 15:50:37 +02:00
Michel Juillard 75291659ec putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard ad42818606 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b62e300f8a fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 35831c5c46 changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Sébastien Villemot e5ba312174 Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
Ref #220
2014-04-23 16:45:09 +02:00
Sébastien Villemot e2b42382ee There is now an interface for option maxit. 2014-04-23 15:18:33 +02:00
Sébastien Villemot cfb69064d9 More detailed progress information in perfect foresight homotopy.
Ref #220
2014-04-23 15:04:59 +02:00
Houtan Bastani fb5b730a1d doc: fix typo 2014-04-22 11:41:32 +02:00
Houtan Bastani aa135218a5 preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 7b882b2f60 Fix bug introduced in 0e204673. 2014-04-10 16:46:30 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 0e204673fd Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m. 2014-04-10 16:39:06 +02:00
Michel Juillard 98357c4591 left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot 52d4944c9c Remove extra whitespace introduced in 4a8e737c. 2014-04-10 15:19:00 +02:00
Sébastien Villemot 9c279dca85 Merge pull request #646 from JohannesPfeifer/var_decomp
Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot df0db38b3c Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 755b572548 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
Sébastien Villemot 828f9d73d5 Cosmetic change for clearer code. 2014-04-09 18:33:24 +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 242a504cdc Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +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 82b3115696 Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot bb1fd49629 Remove nonexistent global variable ex_det0_. 2014-04-08 17:19:55 +02:00
Johannes Pfeifer 6eb3a3d3ad Disentangle computation and display of conditional_variance_decomposition
Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot e396b4d86d smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB. 2014-04-07 14:58:58 +02:00
Sébastien Villemot 295f8d53f0 smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
Sébastien Villemot 184b810b65 Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Johannes Pfeifer 4a8e737c7a Improve documentation on unconditional variance decomposition 2014-04-07 11:30:11 +02:00
Johannes Pfeifer 3afdbf8e47 Add warning if conditional_variance_decomposition is requested with simulated moments 2014-04-07 11:29:05 +02:00
Michel Juillard fa7d123ea4 fix bug when there is no parameter declared in the model 2014-04-05 16:40:25 +02:00
Michel Juillard 0983ca78f7 extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot 1f2b847a45 Documentation for smoother2histval and histval_file.
Ref #594
2014-04-04 18:16:19 +02:00
Sébastien Villemot 614dc3e5a6 smoother2histval/histval_file: handle lagged exogenous.
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot 37af4b073f Add datafile forgotten in commit 9eebfc87.
Ref #594
2014-04-04 14:51:49 +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
Sébastien Villemot c24ae80ae2 Add per-directory local Emacs variables.
The idea is to enforce the coding style for Emacs users.
2014-04-01 17:33:01 +02:00
Sébastien Villemot afe286ebef Merge pull request #645 from JohannesPfeifer/diagnostics
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:52:34 +02:00
Johannes Pfeifer 9cf83b6e63 Add check to model_diagnostics.m whether Hessian was computed 2014-04-01 14:39:19 +02:00
Sébastien Villemot 8deec694ec Merge pull request #643 from JohannesPfeifer/Jacobian
Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot 7da5065db4 Don't skip first observation when loading XLS(X) or CSV files. 2014-04-01 12:14:49 +02:00
Houtan Bastani 7849707843 fix typo 2014-03-28 15:25:22 +01:00
Johannes Pfeifer 90b4cae92a Expand model_diagnostics.m to check Jacobians for NaN and Inf 2014-03-28 14:52:29 +01:00
Johannes Pfeifer d9d4fef251 Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
Sébastien Villemot d5da406544 Fixed bug in dseries constructor introduced in 4e1c26db. 2014-03-27 18:25:46 +01:00
Sébastien Villemot 8daed40ab3 Fix exception handling under MATLAB in unitary test infrastructure.
The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot f0f355e9b5 Fix typo. 2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla) fb75d1e19d Added a new routine for cleaning up a folder (delete all the files generated by Dynare). 2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla) 5e95824168 Fixed bug in the error message displayed when the mod file is not in the current folder. 2014-03-26 15:43:32 +01:00