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2334 Commits (336afa9f2ba76f52dba2b9d62572801e24e9a0f8)

Author SHA1 Message Date
Michel Juillard 336afa9f2b fixing bugs related to new functions 2011-12-18 17:33:08 +01:00
Michel Juillard c56a8e40e8 adding new functions and new tests for risky steady state 2011-12-17 17:35:42 +01:00
Michel Juillard 316c1b4dd6 Merge branch 'master' into dr1break 2011-12-16 20:50:18 +01:00
Stéphane Adjemian (Charybdis) cf1d07f31c More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets. 2011-12-16 16:02:32 +01:00
Stéphane Adjemian (Charybdis) 6cecc181dc Added unitary test. 2011-12-16 15:14:59 +01:00
Stéphane Adjemian (Charybdis) cd9250edbf Fixed bug. 2011-12-16 15:14:38 +01:00
Stéphane Adjemian (Charybdis) 857eb7438f Added provisions for future shocks (using Gaussian quadratures). 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) f7b6e917ac Added two routines for evaluating multivariate integrals with gaussian quadratures. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 8fa4bfc160 Cosmetic change. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 230e787b27 Fixed bug. The seed has to be set before the sampling of the structural innovations. 2011-12-16 11:42:03 +01:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Michel Juillard d0e458eb79 removing useless statement 2011-12-15 17:35:27 +01:00
Michel Juillard ad2a3a7ecc fixing problem in computation of initial posterior density when steady 
state model is provided by the user
 2011-12-15 17:35:27 +01:00
Michel Juillard 3bc349402f fixing problem wiht Ramsey policy when the steady state is provided by 
the user
 2011-12-15 17:35:27 +01:00
Michel Juillard cef244842d fixing problem with univariate Kalman filter and no missing observations 2011-12-15 17:35:27 +01:00
Michel Juillard 976c8c1654 making univariate Kalman filter code simpler and more efficient 2011-12-15 17:35:26 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Marco Ratto ac2687f6dd Fixed function header 2011-12-14 14:43:17 +01:00
Sébastien Villemot 6bfeb91e99 evaluate_static_model: fix crash under Octave with bytecode 
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
 2011-12-14 10:39:32 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Marco Ratto 66f6f6b5d0 remove obsolete gsa function 2011-12-13 18:33:59 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Marco Ratto b23c508671 Initialize new option analytic_derivation for estimation. 2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis) 95fb57b4e9 Added waitbar for EP simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Sébastien Villemot 7ec12aaa43 Removed unused generalized cholesky routines 2011-12-12 10:25:47 +01:00
Michel Juillard 8f1326e2f8 changed name of function forecast.m -> dyn_forecast.m because of 
name conflict with cszt
 2011-12-11 11:15:38 +01:00
Michel Juillard 7c62fafe0c Merge branch 'master' into dr1break 2011-12-10 20:10:31 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Stéphane Adjemian (Charybdis) 9334958461 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis) 6d9983df0c New version of the extended path routines. 2011-12-09 18:03:30 +01:00
Michel Juillard ae36279ac7 attempt to fix occasional problem with octave_ver_less_than.m 2011-12-09 17:45:52 +01:00
Stéphane Adjemian (Charybdis) 3318542895 Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines. 2011-12-05 10:58:39 +01:00
Stéphane Adjemian (Charybdis) 7aeb881e3a Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady 
state. This is necessary if the model contains mean preverving spread terms.
 2011-12-04 23:57:46 +01:00
Michel Juillard 6deaa23d95 changed critical value of secant for inverse_gamma_specification 2011-12-03 15:55:06 +01:00
Marco Ratto 9abd894f78 bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session. 2011-12-02 16:11:10 +01:00
Stéphane Adjemian (Charybdis) a0e1d3b34f Fixed bugs + cosmetic changes. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 16d2fd5673 Fixed bugs. Changed internal documentation. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 6105ed433c Removed useless calls to set_default_options. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 12a3af8167 Renamed routine. Fixed unitary tests. 2011-12-02 12:14:38 +01:00
Michel Juillard 76407c97b5 corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759 2011-12-02 11:41:42 +01:00
Michel Juillard 84eaaaf759 fixed another bug with missing current value at 2nd order 2011-12-01 22:07:29 +01:00
Michel Juillard 97c09eb4ac fixing bug relative to auxiliary variables in model_diagnostics 2011-12-01 22:07:29 +01:00
Michel Juillard 8df1b5d1e8 fixed bug in 2nd order approximation introduced in commit 0303b1c02b 2011-12-01 22:07:29 +01:00
Michel Juillard 27918e6067 fixed bug in calling solve_one_boundary (introduced in 12187710e7) 2011-11-28 14:18:02 +01:00
Michel Juillard 0303b1c02b fixed bug at order 2, when a variable is absent at the current period; 
cleaned code that is useless since we transform leads and lags on
period > 1
 2011-11-26 19:29:57 +01:00
Ferhat Mihoubi 244e0ffb14 Corrects a minor bug related to a matrix transposition 2011-11-25 13:07:50 +01:00
Ferhat Mihoubi 12187710e7 Get rid of global variables 2011-11-25 13:07:50 +01:00