Stéphane Adjemian (Hermes)
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e4f3ff664c
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Use macros and data command in tests/particle/dsge_base2.mod.
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2015-05-27 18:09:03 +02:00 |
Stéphane Adjemian (Hermes)
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47f4d37e70
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Fixed online filter with first order approximation of the model.
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2015-05-27 18:06:48 +02:00 |
Frédéric Karamé
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888cf1eeff
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Updated particles.
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2015-05-27 16:00:09 +02:00 |
Frédéric Karamé
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38a276fb08
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restore the default value for distribution_approximation
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2015-05-27 14:57:01 +02:00 |
Frédéric Karamé
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df67efcb7c
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add an exception for the use of gaussian filters and gradient-based estimation methods
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2015-05-27 14:37:50 +02:00 |
Stéphane Adjemian (Hermes)
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96b484d89c
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Updated particles.
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2015-05-27 14:35:55 +02:00 |
Michel Juillard
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127730d731
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solve bugs when there are lags of exogenous variables on more than one
period in deterministic models.
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2015-05-27 12:22:32 +02:00 |
Stéphane Adjemian (Hermes)
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ccd4e40b49
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Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
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2015-05-27 12:18:33 +02:00 |
Frédéric Karamé
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2a5728dd85
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last modfile
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2015-05-27 12:06:50 +02:00 |
Frédéric Karamé
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b7d40cc714
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add three datafiles corresponding to the usual calibration exercise in the literature.
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2015-05-27 12:06:50 +02:00 |
Frédéric Karamé
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503356c2e3
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clean the dsge_base mod file.
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2015-05-27 12:06:50 +02:00 |
Michel Juillard
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eefa7bb70a
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fixing problem with endogenous_terminal_period
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2015-05-27 10:23:14 +02:00 |
Michel Juillard
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1b822a9105
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fix calls to dynare_solve() when Jacobian of function must be computed
numerically. Fix call to dynare_solve() in simulation_core()
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2015-05-26 15:51:09 +02:00 |
Houtan Bastani
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025e7a13c3
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preprocessor: add new field orig_expr for expectation aux vars, closes #773
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2015-05-26 15:47:56 +02:00 |
Houtan Bastani
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90c4f834f2
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fix typo introduced in f03839cf12
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2015-05-26 12:11:24 +02:00 |
Michel Juillard
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92a33f9792
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changed another call to dynare_solve() forgotten in last commit
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2015-05-25 17:15:09 +02:00 |
Michel Juillard
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f03839cf12
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removed "global options_" in dynare_solve.m and made it an
argument. Modified all calling functions.
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2015-05-25 17:15:09 +02:00 |
Houtan Bastani
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61ffed3eff
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preprocessor: fix function call in reindexStaticOnlyEquations
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2015-05-20 12:28:49 +02:00 |
Houtan Bastani
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eb5f56703f
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preprocessor: move all dynamic model reindexing to DynamicModel
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2015-05-20 12:27:56 +02:00 |
Houtan Bastani
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d5cb78bbea
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fix typo introduced in 89828e56cc
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2015-05-20 10:12:24 +02:00 |
Houtan Bastani
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04ce73f7c4
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preprocessor: remove unused, overload of rmExo
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2015-05-19 16:47:44 +02:00 |
Houtan Bastani
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a91288a714
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preprocessor: reindex varobs in symboltable
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2015-05-19 16:44:46 +02:00 |
Houtan Bastani
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82f83a58d2
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preprocessor: move external_functions_table reindexing to modfile::transformpass
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2015-05-19 16:32:26 +02:00 |
Houtan Bastani
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2ff3f06a69
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preprocessor: remove unnecessary reindexing
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2015-05-19 16:31:50 +02:00 |
Houtan Bastani
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6cc2ac2cbf
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preprocessor: reindex predetermined variables
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2015-05-19 16:31:08 +02:00 |
Houtan Bastani
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89828e56cc
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preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
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2015-05-19 12:31:22 +02:00 |
Stéphane Adjemian (Hermes)
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19286d850b
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Changed colours.
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2015-05-18 18:31:49 +02:00 |
Stéphane Adjemian (Hermes)
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8b6040717a
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Added missing semicolon.
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2015-05-18 18:00:09 +02:00 |
Houtan Bastani
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e389ab90bf
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Merge branch 'master' into rmExtraExo
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2015-05-18 17:16:55 +02:00 |
Johannes Pfeifer
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cb1fc3ec3c
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Lift unnecessary restriction of not allowing simpsa with infinite bounds
Introduction of options_.huge_number makes this redundant
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2015-05-13 20:33:14 +02:00 |
Johannes Pfeifer
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6c7b4e8a74
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Document huge_number and dr_display_tol
Closes #924
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2015-05-13 20:31:40 +02:00 |
Michel Juillard
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2fe7a4156d
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changing code for making directory baseline in order to comply with mingw
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2015-05-13 17:11:56 +02:00 |
Houtan Bastani
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44790abbb7
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preprocessor: add tarb_optim option to estimation. #940
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2015-05-13 16:50:07 +02:00 |
Houtan Bastani
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12be4e6672
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preprocessor: add tarb_new_block_probability option to estimation. #940
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2015-05-13 15:49:41 +02:00 |
Houtan Bastani
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0d76e30248
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preprocessor: add tarb_mode_compute option to estimation. #940
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2015-05-13 15:46:52 +02:00 |
Houtan Bastani
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e5df26a6e8
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preprocessor: add use_tarb option to estimation. #940
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2015-05-13 15:32:24 +02:00 |
Houtan Bastani
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f239c1c368
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preprocessor: add huge_number to estimation and osr. #924
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2015-05-13 15:14:34 +02:00 |
Houtan Bastani
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027f1302d1
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preprocessor: add dr_display_tol to stoch_simul. #924
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2015-05-13 15:12:39 +02:00 |
Houtan Bastani
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3084612456
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Merge pull request #939 from JohannesPfeifer/unit_tests
Cut number of draws in fs2000_student.mod unit test to speed it up
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2015-05-12 17:00:11 +02:00 |
Johannes Pfeifer
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0120fc16c1
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Cut number of draws in fs2000_student.mod unit test to speed it up
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2015-05-12 16:50:35 +02:00 |
Houtan Bastani
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2ab8e2a122
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preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916
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2015-05-12 16:39:10 +02:00 |
Houtan Bastani
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5ac2683b32
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Merge pull request #938 from JohannesPfeifer/delete_space
Delete whitespace in Makefile.am that crashes autoreconf
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2015-05-12 14:59:31 +02:00 |
Johannes Pfeifer
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770ac5a4c8
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Delete whitespace in Makefile.am that crashes autoreconf
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2015-05-12 14:31:59 +02:00 |
Houtan Bastani
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902a5d2788
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ensure that mex file exists before doing comparison
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2015-05-12 10:55:24 +02:00 |
Houtan Bastani
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8c480aea3d
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Merge pull request #936 from JohannesPfeifer/cosmetics
Two cosmetic fixes
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2015-05-11 18:03:41 +02:00 |
Johannes Pfeifer
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646658a0f2
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Add missing deblank to disp_dr.m
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2015-05-11 17:40:03 +02:00 |
Johannes Pfeifer
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3c3b255025
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Clarify that output of mode_check.m is minus likelihood/posterior
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2015-05-11 17:39:26 +02:00 |
Houtan Bastani
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662c4e64ee
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preprocessor: organize external function code
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2015-05-11 17:09:29 +02:00 |
Michel Juillard
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3171e87448
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fixing logic in creation of checksum file. Improving documentation.
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2015-05-11 08:57:24 +02:00 |
Stéphane Adjemian
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9d8823dd73
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Merge pull request #932 from JohannesPfeifer/t_dist
Unit test and cosmetic changes for t-distribution
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2015-05-10 23:29:17 +02:00 |