Michel Juillard
3900d2820a
further changes to reference manual
2012-06-14 13:04:16 +02:00
Michel Juillard
a16cade619
reference manual: clarifying that variables, endogenous and exogenous,
...
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
Michel Juillard
8f4fb2f16f
fixed welfare evaluation for arbirtrary value of the state
...
variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
Sébastien Villemot
19f6eca23f
Update macroprocessor slides
2012-06-13 18:40:12 +02:00
Sébastien Villemot
bbc6cba4a3
Macroprocessor: mention @#ifdef in error messages
2012-06-13 18:40:12 +02:00
Michel Juillard
9f161ff339
fixing lower bound for priors on correlation coefficients
2012-06-13 15:55:01 +02:00
Michel Juillard
3ff832ddcc
added test for too large standard deviation in beta distribution;
...
cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard
a39a0b3b67
fixed bug when only variances are estimated, but no deep parameter
2012-06-13 14:08:58 +02:00
Houtan Bastani
beddf375f0
ms-sbvar: submodule update
2012-06-13 11:28:36 +02:00
Houtan Bastani
ed5470d62e
udpate osx packaging script
2012-06-13 11:28:36 +02:00
Sébastien Villemot
661531ebff
Remove MATLAB short-circuit operators
...
They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Sébastien Villemot
cef35cd393
Fix function names
2012-06-13 11:09:27 +02:00
Sébastien Villemot
83623723d9
Block kalman filter: enclose OpenMP statements in conditionals
2012-06-11 14:31:33 +02:00
Sébastien Villemot
eb4fcb2cd7
Windows installer: adapt for the new scripts directory
2012-06-11 13:55:56 +02:00
Sébastien Villemot
cb1bdc1cb9
Merge commit 'remotes/houtanb/4.3~1'
2012-06-11 12:44:37 +02:00
Houtan Bastani
574472a288
script to find differences in matlab functions between one commit and another. Fixes ticket 228
2012-06-11 12:27:40 +02:00
Sébastien Villemot
4a9592a50c
Fix LAPACK type error
2012-06-11 12:25:56 +02:00
Sébastien Villemot
91967eac6d
Bump version numbers
2012-06-11 12:07:10 +02:00
Sébastien Villemot
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
01bb8c3e18
Merge remote-tracking branch 'ratto/master'
2012-06-11 10:46:32 +02:00
Ferhat Mihoubi
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
Ferhat Mihoubi
8bf31f9675
Corrects a bug in model_info
2012-06-11 10:32:44 +02:00
Stéphane Adjemian (Charybdis)
d006bd2aaf
Made replic option specific to stochastic simulations (options_.simul_replic).
2012-06-11 09:41:59 +02:00
Marco Ratto
240e6d688e
Update testsuite script for gsa.
2012-06-11 01:36:03 +02:00
Marco Ratto
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
...
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot
7a795cfdca
Merge remote-tracking branch 'houtanb/master'
2012-06-09 16:04:56 +02:00
Sébastien Villemot
89ed599c01
Fix unitialized variable
2012-06-09 10:24:09 +02:00
Houtan Bastani
45988e258a
add comment/copyright to script
2012-06-08 20:01:31 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Sébastien Villemot
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Michel Juillard
1fc2d78ddf
dminished number of nodes and order of computation in
...
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
b21d87966a
Document extended_path and oo_.exo_simul in ref manual
2012-06-08 17:36:45 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Marco Ratto
bf88b6e93d
LIKK needs to be initialized when analytic derivation =0.
2012-06-08 17:06:59 +02:00
Sébastien Villemot
0f0b485cd3
Fix license file wrt dynare.el
2012-06-08 16:30:35 +02:00
Sébastien Villemot
346f9ba25c
Move more files to scripts/ and add it to the distribution
2012-06-08 16:29:11 +02:00
Houtan Bastani
622bfcd0c8
python script to compare matlab function names to their filenames, reporting those that differ
2012-06-08 16:25:25 +02:00
Houtan Bastani
08b9d1c8b3
fix function name
2012-06-08 16:25:22 +02:00
Houtan Bastani
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
Houtan Bastani
47808a0eb7
place AIM function calls at top of file
2012-06-08 16:16:12 +02:00
Marco Ratto
dca2ffc5f3
clean-up of test project for gsa+identification.
2012-06-08 15:35:39 +02:00
Marco Ratto
6b908a38eb
when identification=1, the only morris options allowed remain
...
morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto
69d015a777
Asymptotic Hessian now works also for univariate stationary KF.
2012-06-08 15:26:14 +02:00
Ferhat Mihoubi
ea273c6812
documentation on the block decomposed decision rule.
2012-06-08 14:57:04 +02:00
Marco Ratto
2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
...
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Marco Ratto
45bc5c2459
Removed duplicate of the same function.
...
Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Sébastien Villemot
b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
Sébastien Villemot
761b1f2df7
Don't use loglinear in test for analytic_derivation
2012-06-08 11:43:32 +02:00