Michel Juillard
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Johannes Pfeifer
cd0bc28e7c
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
Sébastien Villemot
61aacd92e8
Fix crash in solver for purely forward models
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Thanks to J. Pfeifer for pointing this
2012-05-15 18:37:17 +02:00
Sébastien Villemot
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
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This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
Michel Juillard
0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
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currently possible.
2012-05-14 22:10:10 +02:00
Johannes Pfeifer
c0ffcf7fd8
Fix problem with smoother where original data series was not plotted
2012-05-11 19:58:16 +02:00
Johannes Pfeifer
6585b8ef17
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
Johannes Pfeifer
0402006530
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
Michel Juillard
c15123878f
fixed rare bug in Kalman filter when one should switch to steady state
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filter in last period of the sample
2012-05-10 11:09:06 +02:00
Stéphane Adjemian (Charybdis)
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
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At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
Stéphane Adjemian (Charybdis)
6103500543
Fixed bug related to the position of the info argument returned by non_linear_dsge_likelihood.
2012-05-04 11:36:27 +02:00
Stéphane Adjemian (Charybdis)
ac2fa68b86
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
Michel Juillard
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
Michel Juillard
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
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been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
Michel Juillard
d601f173d8
fixing bugs related to recent changes for analytic derivatives
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in estimation
2012-04-30 13:35:36 +02:00
Marco Ratto
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Marco Ratto
3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
Marco Ratto
bb02c4d6df
Bug fix for univariate KF (nobs was not defined, replaced with pp) + provisions fro eliminating dsge_likelihood_hh function;
2012-04-29 21:18:33 +02:00
Marco Ratto
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
Marco Ratto
459744649d
bug fixes: output argument name "lik" and check of no more missing obs
2012-04-29 21:18:33 +02:00
Marco Ratto
bb94a39c85
When nodisplay=1, the figure has to be set visible before saving and closing, otherwise it is saved as not visible and when users try to open it, the saved figure is invisible (ticket 216).
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The process is so quick that the figure is closed before it is made visible on the screen, so complying with nodisplay requirements, keeping thew whole procedure behind the scenes.
2012-04-29 21:18:33 +02:00
Michel Juillard
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
JohannesPfeifer
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
JohannesPfeifer
3e5f92a683
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
JohannesPfeifer
c0624738c9
Fixed bug introduced in bda0b1b228
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Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
Sébastien Villemot
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
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This reverts commit bda0b1b228
.
2012-04-26 08:22:15 +02:00
Johannes Pfeifer
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
Johannes Pfeifer
9adc972945
Fix typo
2012-04-25 12:03:44 +02:00
Johannes Pfeifer
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
Johannes Pfeifer
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
Johannes Pfeifer
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
Michel Juillard
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
Michel Juillard
5990a87bbf
removed error messages form dynare_solve_block_or_bytecope and replace
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them with setting info=1. The error messages should be managed by a
calling function
2012-04-23 14:27:18 +02:00
Michel Juillard
f37f4d4b49
fixing bug in computing steady state of Ramsey policy
2012-04-23 13:39:50 +02:00
Michel Juillard
7ddab426b5
adding missing function to compute mean and covariance matrix of
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Metropolis sample
2012-04-23 13:36:37 +02:00
Michel Juillard
8d4834de38
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
Michel Juillard
408cce93cb
fixing bug related to computation of steady state introduced in commit f8ecc4d6ba
2012-04-22 10:11:29 +02:00
Michel Juillard
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
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correctly with ZLB)
2012-04-21 21:41:07 +02:00
Michel Juillard
d497ba19f7
storing osr objective value in oo_.osr.objective_function
2012-04-21 21:39:06 +02:00
Michel Juillard
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
Michel Juillard
e692185c6b
storing oo_.prior.mean oo_.prior.variance
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oo_.posterior.optimization.mode oo_.posterior.optimization.variance
oo_.posterior.metropolis.mean oo_.posterior.metropolis.variance as
aggregate arrays in addition to previous storage variable by variable
2012-04-21 21:28:03 +02:00
Michel Juillard
61b4538644
fixing problems in risky steady state
2012-04-21 21:21:45 +02:00
Michel Juillard
a0ffa6a154
fixing bugs in Ramsey policy
2012-04-21 21:16:57 +02:00
Michel Juillard
d1120da658
fixing bugs in evaluation of steady state file introduced in last
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related commit
2012-04-21 11:39:21 +02:00
Michel Juillard
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Michel Juillard
f8ecc4d6ba
reorganized code for evaluating steady state file
2012-04-21 10:12:00 +02:00
Sébastien Villemot
abc60b6037
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
Sébastien Villemot
4e537fcdcc
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
Sébastien Villemot
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot
f4e3925860
Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha
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Closes : #215
2012-04-20 17:25:08 +02:00
Sébastien Villemot
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
Sébastien Villemot
6a23afdd48
RandStream: compatibility fix for MATLAB >= 7.12
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setDefaultStream has been renamed setGlobalStream
getDefaultStream has been renamed getGlobalStream
Closes : #198
2012-04-20 14:42:30 +02:00
Stéphane Adjemian (Charybdis)
ccc3c513fb
Fixed bug (initialization of zero_delta).
2012-04-19 14:17:02 +02:00
Houtan Bastani
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
Michel Juillard
973302e42e
fixing bugs in smoother
2012-04-18 21:15:18 +02:00
Michel Juillard
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard
1014bb038d
made loglinear option available for purely backward and purely forward
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models (for now only with order==1)
2012-04-15 14:06:37 +02:00
Houtan Bastani
2f5d76dc8c
ms-sbvar: set A0, A+, Zeta, and Q based on output_file_tag passed to estimation
2012-04-13 16:12:24 +02:00
Houtan Bastani
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
Sébastien Villemot
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
Sébastien Villemot
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
Michel Juillard
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
Marco Ratto
d4723038be
1) fixed infinite loop
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2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
Marco Ratto
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
Marco Ratto
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
Marco Ratto
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
Marco Ratto
a49e550448
typo fixed
2012-04-04 10:36:54 +02:00
Marco Ratto
fe6aa88c27
1) check if AHess is positive semi-definite;
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2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
Marco Ratto
3ca9485edd
bug fix when calling gsa
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set default order=1
set analytic derivation =1
2012-04-04 10:35:18 +02:00
Houtan Bastani
28d985433b
bug fix: wrong index used in test
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
Sébastien Villemot
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
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Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot
90cb2ffb59
Under Octave >= 3.4, don't sleep for 2 seconds
2012-04-03 17:46:48 +02:00
Stéphane Adjemian (Charybdis)
3be6b610c8
Merge remote-tracking branch 'houtanb/master'
2012-04-02 15:18:12 +02:00
Michel Juillard
a35e0cb3e3
fixed bug in initial estimation checks when mode_compute == 5
2012-03-31 11:01:32 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Stéphane Adjemian (Charybdis)
be33621ca5
Fixed texinfo header + Cosmetic changes.
2012-03-30 12:08:13 +02:00
Stéphane Adjemian (Charybdis)
9bfc3f6ec6
Fixed bugs and typos.
2012-03-30 12:00:08 +02:00
Stéphane Adjemian (Charybdis)
2db0c98b9b
Fixed texinfo header.
2012-03-30 11:55:01 +02:00
Stéphane Adjemian (Charybdis)
795d0fce16
Cosmetic changes.
2012-03-30 11:48:23 +02:00
Stéphane Adjemian (Charybdis)
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
Stéphane Adjemian (Charybdis)
294dbdc52c
Fixed bug in the evaluation of the likelihood.
2012-03-30 11:21:24 +02:00
Stéphane Adjemian (Charybdis)
9cc4661942
Fixed bug in initial_estimation_checks + Cosmetic changes.
2012-03-30 11:12:59 +02:00
Houtan Bastani
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Sébastien Villemot
90e5c6e7c6
Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char
2012-03-21 10:11:17 +01:00
Michel Juillard
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
Michel Juillard
41db06f5ae
removing dr1.m
2012-03-15 16:50:41 +01:00
Michel Juillard
8fa6a9883a
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
Michel Juillard
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
Michel Juillard
5d4d318bc7
fixing bug in estimation by maximum likelihood
2012-03-15 15:33:02 +01:00
Sébastien Villemot
5954cf2011
Disable more warnings under Octave
2012-03-14 16:39:34 +01:00
Sébastien Villemot
e62613e6cb
Fix string warnings for Octave 3.6
2012-03-14 16:35:20 +01:00
Stéphane Adjemian (Charybdis)
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00