3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
d67f4002f1
Merge pull request #376 from JohannesPfeifer/master
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Add Andreasen et al pruning at order=3, add unit test for third order perturbation
2013-04-25 03:18:07 -07:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
aa36cf26a1
Merge pull request #369 from JohannesPfeifer/master
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Bugfix in third order perturbation
2013-04-24 04:44:37 -07:00
5cb9b02863
Fix unfold for third order pruning
2013-04-24 13:09:40 +02:00
e376258025
fix dynare++ build on OS X
2013-04-23 14:32:39 +02:00
fe7a1248ba
fix typo
2013-04-23 14:32:39 +02:00
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
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This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
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the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
d97e036868
fixing missing increment of index in unfold3, unfold21, unfold12
2013-04-21 20:48:26 +02:00
24caaf9864
Merge pull request #373 from FerhatMihoubi/master
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2 requests
2013-04-19 09:30:48 -07:00
9387b4a28d
Consider the case of non available variable in the csv file
2013-04-19 18:26:20 +02:00
41b11709e8
reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
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If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
86952b06b0
reporting: @section: adjust spacing
2013-04-19 18:24:01 +02:00
2670be408e
Bug fix in steady state solver
2013-04-19 18:01:19 +02:00
7495668ef2
Minor simplification and improvements
2013-04-19 18:01:19 +02:00
7bbffd7cef
Deals with empty values in csv file, removed a useless test
2013-04-19 16:04:06 +02:00
b916346176
Merge pull request #371 from rattoma/master
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bug fixes for GSA tools
2013-04-19 01:35:00 -07:00
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
e1f702f83a
Various fixes to steady state computation in estimation DLL
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Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
c7bb71199d
reporting: @reporting: open pdf file after compilation (Matlab only)
2013-04-18 17:28:59 +02:00
ac47e81fb1
reporting: @graph: set prettier spacing of xticklabels
2013-04-18 17:19:48 +02:00
8eed899f92
Fixed bug. Compilation of bytecode was crashing with USE_OMP.
2013-04-18 11:20:35 +02:00
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
47b53dbeea
build system: osx fix for bytecode mex in octave
2013-04-17 17:45:28 +02:00
8dbf195422
Compatibility fix with GCC 4.8
2013-04-15 17:18:38 +02:00
409675ce9c
Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided.
2013-04-12 17:55:14 +02:00
3b3d753d54
Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied.
2013-04-12 17:53:13 +02:00
b955b20bf3
Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted.
2013-04-12 17:50:52 +02:00
63502db6c0
Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added.
2013-04-12 17:48:00 +02:00
be91a24daa
Fixed bug that was affecting the display of dynDates objects.
2013-04-12 17:41:32 +02:00
6eecf0ba10
Fixed typo in header.
2013-04-12 17:21:10 +02:00
1dd0518188
Added unitary test in dynSeries/subsasgn.
2013-04-12 16:27:46 +02:00
681e7b677d
Added the possibility to use two regular expressions in dynSeries/subsasgn method.
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As in dynSeries/extract we consider a tensor product.
2013-04-12 16:26:57 +02:00
f447ea8feb
Added unitary test in dynSeries/extract method.
2013-04-12 15:59:19 +02:00
2a9e075c63
Added the possibility to use two regaular expressions in @dynSeries/extract method.
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*Example*
Suppose that a dynSeries object contains the following set of variables
GDP_1
GDP_2
GDP_3
GDP_4
GDP_5
GDP_6
GDP_7
HICP_1
HICP_2
HICP_3
HICP_4
HICP_5
HICP_6
HICP_7
Consumption_1
Consumption_2
Consumption_3
Consumption_4
Consumption_5
Consumption_6
Consumption_7
Then the syntax:
b = a{'@GDP,HICP@_@1,2,3@'}
will instantiate a new dynSeries object containing variables:
GDP_1
GDP_2
GDP_3
HICP_1
HICP_2
HICP_3
2013-04-12 15:58:55 +02:00
0cdb636d67
Remove possible leading and trailing white spaces in variable names.
2013-04-12 14:39:39 +02:00
44fa51d103
Merge pull request #368 from FredericKarame/master
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updates in the particle filters routines
2013-04-12 05:33:09 -07:00
d5402a7904
Release notes for Dynare 4.3.3
2013-04-12 11:46:03 +02:00
c85f27b910
add comments
2013-04-12 10:38:34 +02:00
8976bcf82c
fix bug in the dimension of the noise vector
2013-04-12 10:38:33 +02:00
ae55884261
factorization of the Neff routine
2013-04-12 10:38:33 +02:00
25179aba7f
add a routine to build the proposal distribution for the conditional particle filter
2013-04-12 10:38:33 +02:00
e2b01dd152
Fix structure error in reference manual
2013-04-12 10:27:27 +02:00
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Stéphane Adjemian
Ferhat Mihoubi
Marco Ratto
Frédéric Karamé