3414d4d468
Fix crash in estimation introduced in 1fb89a07
2012-07-06 09:50:30 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
0cf034a71a
Merge remote-tracking branch 'houtanb/master'
2012-07-05 16:38:59 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
40e1e60fd1
1) changed options of optimizer n. 1 with analytic derivs;
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2) force no analytic derivative with mode_check;
2012-07-05 10:22:36 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
379972d715
Removed prior_penalty in dsge_likelihood.
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If options_.prior_trunc is set to zero (the default is strictly positive) then prior_correction is infinite because the prior density is zero (this is not true for the uniform prior)... This does not help the optimizer. Even if we do not fall in this case (because options_.prior_trunc>0 or becuase only uniform priors are used for the bounded parameters) the meaning of this correction is unclear.
2012-07-04 13:04:49 +02:00
a05b9d6a8a
Removed globals from simult.
2012-07-03 11:29:18 +02:00
1fb89a07e9
Removed global from set_state_space.
2012-07-03 11:29:18 +02:00
fcd016dc25
Removed global from check_model routine.
2012-07-03 11:29:18 +02:00
99c35e22f1
- Added trap to avoid infinite loops when type is not 'prior';
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- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
2012-07-02 10:55:02 +02:00
4cba20f231
Fixed bug in parallel_test
2012-07-02 10:15:38 +02:00
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
b593bf2e1e
Ref. manual: minor corrections
2012-07-01 18:48:57 +02:00
307d5d5d6a
Initializes the s variable
2012-07-01 15:19:36 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
87ad577347
fix documentation in line with commit a74f7c0285
2012-06-29 00:55:50 +02:00
bd9af2fa5a
Fixed bug reported by Rob Luginbuhl in dynare forum
2012-06-29 00:50:54 +02:00
a74f7c0285
Reduce the number of plots produced by default with rmse filtering and redform filtering
2012-06-29 00:48:24 +02:00
2510454bd1
Add missing figures when filtering is applied
2012-06-29 00:36:22 +02:00
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
aa62568a44
Add Frédéric to authors of ref. manual
2012-06-28 14:24:50 +02:00
2f43f3a09a
Document option solve_maxit of discretionary_policy
2012-06-26 17:10:52 +02:00
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +02:00
3bfa231535
add test for conditional macro statements
2012-06-26 16:27:13 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
ebc7a783bd
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
f0e43f8aa3
fix bug in osx packaging script
2012-06-25 16:22:27 +02:00
d44ca7296e
Merge remote-tracking branch 'ratto/master'
2012-06-22 10:57:25 +02:00
a6648b59ed
function evaluater_steady_state_file returns full size steady state
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vector (including auxiliary variables) even in case of error flag in
evaluating steady state
2012-06-21 18:16:49 +02:00
cb2526ba52
Fixed bug introduced in commit a070f5cb26.
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The name npar was already used for the subsample loop.
To keep notation more in line with dynare options_ the old npar is renamed to B.
2012-06-21 17:13:00 +02:00
23ec38b258
doc: provide filename for file created by steady_state_model statement
2012-06-21 09:51:07 +02:00
5539910ce4
Update of gsa documentation
2012-06-20 15:13:29 +02:00
a7bddead43
Merge remote-tracking branch 'ratto/master'
2012-06-20 09:42:43 +02:00
2fa433f18e
fixing bug for estimation of models with measurement errors and
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missing observations
2012-06-19 16:35:44 +02:00
0e1f60b29f
This should fix the bug originating random crash of sensitivity test routine
2012-06-19 15:33:41 +02:00
a5abdb3ce2
Fixed use of old figure syntax to dyn_figure
2012-06-19 15:32:42 +02:00
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
1eef328de0
correcting bug in welfare computation when using ramsey_policy and
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histval
2012-06-18 20:29:35 +02:00
12046ebd07
ms-sbvar: submodule update
2012-06-18 15:06:58 +02:00
9c5bbd5c09
Added a routine to simulate a backward looking stochastic model with arbitrary precision (needed for PEA).
2012-06-18 14:59:52 +02:00
2c077928b2
Added test for shock decomposition.
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(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
a18b071770
Fixed shocks decomposition bug.
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(cherry picked from commit 68e7a310eda20f8f7611521ac45608a6941b31cc)
2012-06-18 14:55:36 +02:00
608c82fd26
Improve the release announcement for 4.3.0
2012-06-15 20:27:11 +02:00
328cc78d76
ms-sbvar: check for existence of mex file in dynare_config
2012-06-15 16:37:04 +02:00
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Michel Juillard