Sébastien Villemot
336fc56518
Merge remote-tracking branch 'jpfeifer/master'
2012-08-06 11:44:15 +02:00
Michel Juillard
7e221e5d31
factoring setting of bayestop_.penalty = Inf in Metropolis
2012-08-05 15:27:14 +02:00
Michel Juillard
7959102d43
removed global and varargin in Metropolis routines
2012-08-05 15:10:21 +02:00
Johannes Pfeifer
1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
Johannes Pfeifer
cf2e477e58
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-05 13:02:51 +02:00
Michel Juillard
b1ad31cf56
removed seeding random generators from clock in cmaes and metropolis hastings
2012-08-05 10:59:59 +02:00
Michel Juillard
6b3bd9dd0b
penalty is now passed as a field of bayestopt_ (or BayesInfo)
2012-08-02 22:23:29 +02:00
Houtan Bastani
169ab6c28c
change location of 10.6 SDK
2012-08-02 17:17:29 +02:00
Sébastien Villemot
b7217cd2a0
Merge remote-tracking branch 'ratto/master'
2012-08-02 16:48:22 +02:00
Houtan Bastani
7c4b36695d
change autoconf min version to match that of root config file
2012-08-02 16:17:08 +02:00
Marco Ratto
47353a276b
bug fix: the anlytic hessian was wrong with estimated stderr.
...
Manual cherry pick from Commit: 36853cb7615de41ca61ed92decf8bbe81ab40cba
2012-08-02 14:57:20 +02:00
Michel Juillard
fe8ae2c565
adding doc *.m file for k_order_perturbation MEX
2012-08-02 11:25:52 +02:00
Michel Juillard
9e6c58572e
fixing bug in pruning at order=3
2012-08-02 10:09:44 +02:00
Michel Juillard
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
Johannes Pfeifer
79152b5508
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-01 10:20:23 +02:00
Michel Juillard
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Michel Juillard
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
Michel Juillard
6dc64de7a9
fixing compiler warning about format argument
2012-07-31 21:50:59 +02:00
Johannes Pfeifer
a615f025a0
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-30 19:20:44 +02:00
Sébastien Villemot
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Sébastien Villemot
488de200cf
Merge remote-tracking branch 'jpfeifer/master'
2012-07-30 15:50:30 +02:00
Michel Juillard
029d3dda08
dynare++: add steady state to first part of simulation when
...
interrupted by non finite result
2012-07-25 17:53:34 +02:00
Michel Juillard
87b78f657b
dynatable: fixed bug when table contains Inf or NaN
2012-07-25 17:52:00 +02:00
Michel Juillard
24e1c49928
simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods
2012-07-25 15:00:57 +02:00
Michel Juillard
cf6772bc90
added method to access derivatives of approximated solution function
2012-07-25 14:59:06 +02:00
Michel Juillard
d32e076b77
adding missing function linsolve for Octave (inefficient and minimal implementation
...
for current needs)
2012-07-22 22:18:32 +02:00
Michel Juillard
e7a8261b17
first order and cycle reduction: fixing bugs in previous commits
2012-07-22 19:54:12 +02:00
Michel Juillard
ba1f5eedc2
first order solver:
...
-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
Michel Juillard
2c450c79f8
cycle reduction: return error codes for over- and under-determined
...
dynamic systems
2012-07-22 12:51:55 +02:00
Michel Juillard
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
...
options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
Johannes Pfeifer
01b51a79c4
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-20 15:55:03 +02:00
Michel Juillard
8d33a434e5
fixing bugs in dyn_first_order_solver()
2012-07-19 18:57:56 +02:00
Michel Juillard
d39bbdaa85
forcing reinitialization of persistent variables of
...
dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
2012-07-19 17:08:42 +02:00
Johannes Pfeifer
b10b2160ed
Made error message if initial parameter values are outside prior bounds more explicit.
2012-07-19 12:30:41 +02:00
Michel Juillard
fcc262db7a
fixing bugs introduced in 1b3aa73c04
2012-07-17 10:07:09 +02:00
Michel Juillard
36cce4e629
Merge remote-tracking branch 'ratto/master'
2012-07-16 17:24:00 +02:00
Michel Juillard
5bda6afad0
adding missing semi-colon
2012-07-16 16:05:08 +02:00
Michel Juillard
1b3aa73c04
adapted dyn_first_order_solver.m for models without lagged variables
...
and singular coefficient matrix for current variables
2012-07-16 15:52:36 +02:00
Marco Ratto
80a9ac90f0
Fixed random bug of MC identification test, occurring when there is no solution at the very first iteration of the MC loop.
...
(cherry picked from commit 906bf8e02feb8370153bc6407bf95d2592be3cc2)
2012-07-15 22:21:10 +02:00
Michel Juillard
1732db842f
fixing bug in evaluating rank condition for BK when using check (introduced in commit 4d51f38bd2
)
2012-07-14 21:07:05 +02:00
Sébastien Villemot
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
Stéphane Adjemian (Charybdis)
37f5ac850b
Fixed bug (karaba:/var/tmp/dynare-master-check-WMwywKtbcz.log). dr.state_var is not defined in all cases...
2012-07-13 10:30:09 +02:00
Stéphane Adjemian (Charybdis)
54aff15b6a
Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search).
2012-07-12 14:43:21 +02:00
Stéphane Adjemian (Charybdis)
91499d7961
Added a routine to test if an array is a square matrix.
2012-07-12 14:43:21 +02:00
Sébastien Villemot
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
...
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Stéphane Adjemian (Charybdis)
4d183aa920
Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb.
2012-07-12 09:23:06 +02:00
Stéphane Adjemian (Charybdis)
6d6e337f5b
Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place.
2012-07-12 09:18:04 +02:00
Stéphane Adjemian (Charybdis)
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Stéphane Adjemian (Charybdis)
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
Stéphane Adjemian (Charybdis)
4d51f38bd2
Added the possibility to use the cyclic reduction algorithm without the block option.
2012-07-11 18:26:22 +02:00