2eb43cf2f6
Add check for purely backwards model to k_order_pert
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The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
0eca453519
Merge pull request #427 from JohannesPfeifer/dynare_solve
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Filter out cases where invalid starting value leads to NaN or Inf in Jac...
2013-06-21 03:09:09 -07:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
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Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
ae4df964c8
Merge branch 'master' into particles-bug-fixes
2013-06-20 13:06:54 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
510907f21f
build system: add Makefile.am to EXTRA_DIST
2013-06-19 18:20:27 +02:00
edb034d244
doc: update manual to reference README.md
2013-06-19 18:03:36 +02:00
f542fdcf8e
Add readme.md for github home page
2013-06-19 17:52:25 +02:00
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
5db18090f0
doc: fix typo
2013-06-18 05:51:52 +02:00
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
fa202a8716
Fixed typo.
2013-06-17 17:52:26 +02:00
149df874cd
Added documentation about pre and post dynare preprocessor hooks.
2013-06-17 17:52:26 +02:00
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
7cff2a32db
Get rid of extra space characters.
2013-06-17 17:52:26 +02:00
2faca37231
Allows to compute the sum of two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
eb7c28f2d7
Allows to compute the difference between two dynSeries with different starting dates
2013-06-17 17:52:26 +02:00
b7ff26c8aa
Correct the way to handle the frequencies when a number of periods is added to a dynDate
2013-06-17 17:52:26 +02:00
a190f3f71c
The names of the dynSeries are stored in a row vector not in a column vector
2013-06-17 17:52:26 +02:00
b8c7f78b91
ms-sbvar: submodule update
2013-06-17 15:18:13 +02:00
613e01afcc
configure script: fix bug in Octave detection
2013-06-14 10:07:31 +02:00
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
8e897b63e2
Fixed typo introduced in commit e8ed4c1f67.
2013-06-13 16:39:12 +02:00
88ba8863a2
Merge pull request #426 from JohannesPfeifer/CosmeticChanges
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Bunch of cosmetic changes
2013-06-13 05:27:22 -07:00
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
Frédéric Karamé
Ferhat Mihoubi
Sébastien Villemot