3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
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
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
459744649d
bug fixes: output argument name "lik" and check of no more missing obs
2012-04-29 21:18:33 +02:00
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
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
3e5f92a683
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
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
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
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
9adc972945
Fix typo
2012-04-25 12:03:44 +02:00
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
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
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
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
f37f4d4b49
fixing bug in computing steady state of Ramsey policy
2012-04-23 13:39:50 +02:00
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
8d4834de38
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
408cce93cb
fixing bug related to computation of steady state introduced in commit f8ecc4d6ba
2012-04-22 10:11:29 +02:00
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
d497ba19f7
storing osr objective value in oo_.osr.objective_function
2012-04-21 21:39:06 +02:00
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
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
61b4538644
fixing problems in risky steady state
2012-04-21 21:21:45 +02:00
a0ffa6a154
fixing bugs in Ramsey policy
2012-04-21 21:16:57 +02:00
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
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
f8ecc4d6ba
reorganized code for evaluating steady state file
2012-04-21 10:12:00 +02:00
abc60b6037
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
4e537fcdcc
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
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
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
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
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
ccc3c513fb
Fixed bug (initialization of zero_delta).
2012-04-19 14:17:02 +02:00
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
973302e42e
fixing bugs in smoother
2012-04-18 21:15:18 +02:00
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
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
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
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
d4723038be
1) fixed infinite loop
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2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
Marco Ratto
Michel Juillard
JohannesPfeifer
Sébastien Villemot
Ferhat
Stéphane Adjemian (Charybdis)
Houtan Bastani