2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
e1527b215e
Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
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For instance, the following syntax is allowed:
dbload = dynSeries();
mydata = dbload('data_file.csv');
2012-12-03 16:15:37 +01:00
9783060575
Removed useless path instructions.
2012-12-03 16:15:37 +01:00
f89b5cfe38
Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
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For instance, the follwing syntax is allowed:
data = dynSeries('mydata.csv');
assuming that the csv file is in the matlab's path.
2012-12-03 16:15:36 +01:00
16cba161ac
Fixed bug (removed first row of data).
2012-12-03 16:15:36 +01:00
7f10bccf4a
Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes.
2012-12-03 16:15:36 +01:00
d4595a85a0
Moved get_cells_id routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
c100a04505
Moved check_file_extension routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
ce6f57a5cb
Fixed bug. Removed file extension.
2012-12-03 16:15:36 +01:00
118a823310
fixed bug in stochastic extended path for orders > 1
2012-12-02 14:28:38 +01:00
aafff99422
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
b77642d3a9
Remove unused stuff
2012-11-29 18:08:53 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
c06bd0ae75
Support nograph option for posterior distribution plots
2012-11-29 14:52:33 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
8eb6284b3c
Fixed bug (the name of the covariance matrix changed in previous commit).
2012-11-29 12:56:01 +01:00
2ff996d077
Do not build the tree for future shocks if options_.ep.stochastic.order = 0.
2012-11-29 12:56:01 +01:00
e84b8de476
Fixed typos.
2012-11-29 12:56:01 +01:00
f42446033c
Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
2012-11-29 12:56:01 +01:00
c9469a3626
Buikd the tree of future shocks in setup_stochastic_perfect_foresight_model_solver routine.
2012-11-29 12:56:01 +01:00
74c856b727
Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights.
2012-11-29 12:56:01 +01:00
5c0d387c4f
Cosmetic change. Changed the organization of options for (stochastic) extended path
2012-11-29 12:56:01 +01:00
63157949ca
Removed useless routine.
2012-11-29 12:56:00 +01:00
e9c552c436
Initialize pfm structure in a new routine (setup_stochastic_perfect_foresight_model_solver).
2012-11-29 12:56:00 +01:00
13ea421137
Added routine computing Gaussian cubature weights and nodes (implementation of algorithms described in Stroud 1971).
2012-11-29 12:56:00 +01:00
7e47128212
Added new routines to load data from m, mat or csv files. Used by dynSeries class.
2012-11-29 12:56:00 +01:00
f01b97da18
Check that freq property is also empty.
2012-11-29 12:56:00 +01:00
7c9ce9152d
fixing bug in error message for failed homotopy (steady)
2012-11-28 21:32:15 +01:00
892df90629
1) Make the occurrence of sequences of univariate steps more likely;
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2) also impose a sequence of univariate steps in the first iteration;
2012-11-26 08:25:12 +01:00
c9a2dbcb72
Bug fix for when a parameter is orthogonal to any other one in the model.
2012-11-26 08:22:42 +01:00
d239ac39ce
Still fixing the matio test…
2012-11-22 11:59:57 +01:00
44e3bf5947
Improve matio workaround for RHEL 6
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Previous workaround was crashing the Windows snapshot
2012-11-22 11:17:03 +01:00
ebae08a585
wrapped line too long for some versions of ctangle
2012-11-22 10:26:47 +01:00
b7730f3025
Workaround for matio under RHEL 6 + EPEL 6
2012-11-21 16:58:40 +01:00
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
bb0993973a
Fixed output argument ordering in non_linear_dsge_likelihood.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-21 10:07:30 +01:00
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
db2615a4c7
Use economy-size decomposition option of qr2 routine.
2012-11-20 14:39:45 +01:00
af23d72cb1
Allow economy-size decomposition with qr2 routine.
2012-11-19 17:43:59 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
93e6b41df5
Added routines that will be used to import data (csv file) in a dynSeries object.
2012-11-19 16:17:00 +01:00
c3ff5d92d3
Cosmetic change.
2012-11-19 16:17:00 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
92727ed75c
Remove obsolete stoch_simul_sparse.m
2012-11-16 18:55:42 +01:00
ddbeb8ceaa
Remove unused oo_.dr.kae, oo_.dr.kad
2012-11-16 17:51:25 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Marco Ratto
Frédéric Karamé