30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
219b4fe547
Merge pull request #813 from JohannesPfeifer/model_diag
...
Add missing abs to unit root check in model_diagnostics.m
2015-03-01 16:35:31 +01:00
511d621818
Merge pull request #851 from JohannesPfeifer/Estimation_Bugfixes
...
Estimation bugfixes
2015-03-01 16:33:51 +01:00
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
...
Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
ba2c4db88c
Merge pull request #816 from JohannesPfeifer/loglinear_steady_error
...
Integrate error from negative steady state with loglinear model into pri...
2015-03-01 16:30:29 +01:00
a7f380d8c0
Condition check for changed parameters on whether parameters are estimated in the first place
...
Fixes crash in master unit test
2015-03-01 13:36:21 +01:00
fe938c902a
Fixed another bug related to options_.optim_opt being now initialized as an empty array
...
Finalizes 392486273e
2015-03-01 13:34:39 +01:00
11e0ff4818
Merge pull request #850 from JohannesPfeifer/osr_opt_algo_implementation
...
Use new routine for minimizing objective function for OSR
2015-03-01 00:14:10 +01:00
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
0ef7524977
Use dynare_minimize_objective for OSR computations
2015-02-28 20:37:10 +01:00
198a6ed7cf
Removed three unused routines.
2015-02-27 18:54:12 +01:00
73cdaa3091
Replaced get_prior_info routine by prior routine.
...
This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
daaed37782
Added new routines.
2015-02-27 17:05:11 +01:00
eec1e77140
Removed last character if string is renurned in a variable.
2015-02-26 16:18:33 +01:00
4979f33f8b
Added the possibility to return the generated line in a variable.
2015-02-26 16:10:44 +01:00
04ae10434c
Beta prior. Do not return the prior mean of the prior density has two
...
modes (return the first mode).
2015-02-26 12:07:40 +01:00
392486273e
Fixed bug (options_.optim_opt is now initialized as an empty array).
2015-02-26 08:43:30 +01:00
e7bffae503
doc: add new @#include syntax
2015-02-25 09:10:45 +01:00
03532ae3a1
macroprocessor: fix memory leak
2015-02-25 09:03:48 +01:00
0bb413e8fa
Merge branch 'experimental-optimizers'
2015-02-24 20:44:39 +01:00
83981125c9
Added missing routine and fixed licence header.
2015-02-24 20:42:19 +01:00
5ef340b8cf
Rewrote gmhmaxlik routine (mode_compute==6).
2015-02-24 20:34:35 +01:00
e19f03b420
replace reporting code with submodule. closes #811
2015-02-24 16:38:36 +01:00
2809afaa11
macroprocessor: add support for passing macro values to @#include statement, closes #848
2015-02-24 14:43:19 +01:00
fac1d206ab
Use new wrapper for optimization algorithms when maximizing the prior density.
2015-02-23 18:26:34 +01:00
bd39ff34f6
Fixed bug in get_prior_info routine.
...
lb and ub (lower and upper bounds for the priors) are no more fields of
bayestopt_ structure.
2015-02-23 18:24:57 +01:00
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
0ffb9dd6e2
Changed order of the input arguments in dynare_mimimize_objective.
...
It is more standard to have the name of the routine (defining the
objective to be minimized) as a first argument.
2015-02-23 14:35:41 +01:00
beb7826376
Moved optimization related routines in a common subfolder.
2015-02-23 14:26:07 +01:00
5865d46a74
Fixed bug. Wrong number of returned arguments when calling
...
dynare_minimize_objective (missing options_).
2015-02-21 18:14:15 +01:00
32c29fece5
Merge pull request #842 from JohannesPfeifer/cosmetics
...
Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
7df3856cbf
Fixed homotopy with bytecode for perfect foresight models.
2015-02-21 13:59:53 +01:00
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
402a826300
Updated dates submodule.
2015-02-20 15:16:20 +01:00
38b548c4d0
Fixed licence header.
2015-02-20 14:48:25 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
1faf755d56
Oops, fixing dseries branch.
2015-02-19 18:26:49 +01:00
e2d7b8ad25
Update dseries.
2015-02-19 18:23:39 +01:00
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
...
With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
fd0a172637
Remove small imaginary parts in the solution path for perfect foresight
...
models obtained with stack_solve_algo=7.
Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
0851d277c4
Use correct tolerance parameter when solving perfect foresight model
...
with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
01b83d767a
Added a matlab routine that prints a line by replicating a symbol.
2015-02-18 18:31:39 +01:00
51a277424d
Cosmetic changes.
2015-02-18 18:21:45 +01:00
bbee883040
fix copyright date
2015-02-18 04:00:11 +01:00
f547d46e9a
modify error message when @#endfor and @#endif not followed by newline at EOF. closes #706
2015-02-18 03:54:31 +01:00
6f0584fe38
fix copyright dates
2015-02-18 03:06:33 +01:00
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
Houtan Bastani
Stéphane Adjemian
Johannes Pfeifer
Sébastien Villemot