Michel Juillard
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3db736f31d
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corrected bugs in estimation of models with measurement errors
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2010-08-06 17:54:56 +02:00 |
|
Michel Juillard
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848e53c1f2
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removing duplicate file
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2010-08-06 17:52:22 +02:00 |
|
Michel Juillard
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a0dc2ce4ee
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SWZ: purging all intermediary files at the beginning of SWZ processing
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2010-07-31 11:22:59 +02:00 |
|
Michel Juillard
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201227ee0c
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SWZ: added missing fclose() occurrences
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2010-07-31 11:20:13 +02:00 |
|
Michel Juillard
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15bd597f75
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SWZ: adding missing fclose()
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2010-07-30 23:08:00 +02:00 |
|
Michel Juillard
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6b8dd7b89b
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SWZ bug correction
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2010-07-30 15:32:17 +02:00 |
|
Michel Juillard
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61aca0c915
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renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
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2010-07-28 15:26:56 +02:00 |
|
Michel Juillard
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abd558930e
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add explicit error message for attempts to simulate a perfectly backward model
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2010-07-23 11:02:03 +02:00 |
|
Michel Juillard
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3d0420d220
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corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
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2010-07-23 10:52:33 +02:00 |
|
Michel Juillard
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89bdc81ada
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suppressed computation of steady state inside k_order_perturbation
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2010-07-17 10:18:25 +02:00 |
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Michel Juillard
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96bdf8c371
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make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
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2010-07-17 10:14:22 +02:00 |
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Michel Juillard
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42310f3825
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swz: change default to use mex functions
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2010-07-12 20:51:24 +02:00 |
Sébastien Villemot
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9642683b7d
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Build system: fix for building source tarball
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2010-07-12 14:30:57 +02:00 |
|
Sébastien Villemot
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acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
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2010-07-09 12:48:08 +02:00 |
George Perendia
|
50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
|
George Perendia
|
5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
Houtan Bastani
|
ffaee8d4e9
|
SWZ: GPL copyright on code written by Dynare Team
|
2010-07-06 17:30:55 +02:00 |
|
Houtan Bastani
|
e4de5c21a8
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SWZ: misc code cleanup
|
2010-07-06 13:01:04 +02:00 |
|
Houtan Bastani
|
1868cd7943
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SWZ: replace exit with swzExit
|
2010-07-06 12:19:17 +02:00 |
|
Houtan Bastani
|
7aeb61b0f8
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SWZ: replace free with swzFree
|
2010-07-05 19:27:45 +02:00 |
|
Houtan Bastani
|
bf38d85c04
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SWZ: replace realloc with swzRealloc
|
2010-07-05 19:27:35 +02:00 |
|
Houtan Bastani
|
571f430085
|
SWZ: replace calloc with swzCalloc
|
2010-07-05 19:27:21 +02:00 |
|
Houtan Bastani
|
08f2b2b5c4
|
SWZ: replace malloc with swzMalloc
|
2010-07-05 18:40:19 +02:00 |
|
Sébastien Villemot
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a7f5b6f557
|
Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution)
|
2010-07-05 18:25:46 +02:00 |
Stéphane Adjemian (Scylla)
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df5f28c08f
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Rewrote the DSGE-VAR entry in the manual.
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2010-07-05 15:23:17 +02:00 |
|
Houtan Bastani
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298506d730
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DSGE-VAR: add entry in manual
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2010-07-01 15:28:08 +02:00 |
|
Sébastien Villemot
|
e7d3b5acee
|
Updates to macroprocessor slides
|
2010-07-01 15:21:41 +02:00 |
|
Houtan Bastani
|
ad28c2054d
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Add boost/math and boost/random to configure script for mex build system
|
2010-07-01 14:15:08 +02:00 |
|
Michel Juillard
|
6a224e78a0
|
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
|
2010-06-26 15:51:12 +02:00 |
|
Michel Juillard
|
34828e4110
|
added conditional variance decomposition to estimation options
|
2010-06-26 15:39:25 +02:00 |
|
Michel Juillard
|
b400e97887
|
added missing initialization in kalman_smoother
|
2010-06-26 15:14:11 +02:00 |
|
Michel Juillard
|
c574544b16
|
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
|
2010-06-26 11:51:40 +02:00 |
|
Sébastien Villemot
|
40403e9e40
|
Fix for Windows packaging
|
2010-06-25 18:50:26 +02:00 |
|
Sébastien Villemot
|
f34c31307b
|
K-order: minor fix for order of initialization of data members
|
2010-06-25 15:40:36 +02:00 |
|
Sébastien Villemot
|
9dca888366
|
Updated .gitignore
|
2010-06-25 15:40:03 +02:00 |
|
Stéphane Adjemian (Scylla)
|
be1e0f1b8a
|
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
|
2010-06-25 15:03:04 +02:00 |
|
Sébastien Villemot
|
8b614d3079
|
Userguide: updating date to year 2010
|
2010-06-25 10:33:48 +02:00 |
|
Houtan Bastani
|
7b59c012b9
|
Update userguide .mod files: reconcile text with updated .mod files
|
2010-06-24 19:42:39 +02:00 |
|
Houtan Bastani
|
e02e3b8a85
|
Update userguide .mod files: replace $\hat{}$ and $\widehat{}$ with \textasciicircum
|
2010-06-24 19:42:39 +02:00 |
|
Houtan Bastani
|
15d4e8b88f
|
Update userguide .mod files: add comment to match text of userguide
|
2010-06-24 19:42:39 +02:00 |
|
Houtan Bastani
|
631ef3d0d4
|
Update userguide .mod files: remove extraneous spaces, characters and commands from .mod files
|
2010-06-24 19:42:38 +02:00 |
|
Houtan Bastani
|
d95ee41f72
|
Update userguide .mod files: remove double declaration of beta
|
2010-06-24 19:42:38 +02:00 |
|
Houtan Bastani
|
4ec5016e5f
|
Update userguide .mod files: set mode_compute=6, following fixes on dynare forum
|
2010-06-24 19:42:38 +02:00 |
|
Houtan Bastani
|
441ecaee30
|
Update userguide .mod files: change to unix-type line ending and remove extra spaces
|
2010-06-24 19:42:38 +02:00 |
|
Houtan Bastani
|
b5baf45f36
|
move validation check from constructor to checkpass
|
2010-06-24 19:42:38 +02:00 |
|
Stéphane Adjemian (Scylla)
|
bb47d78611
|
Fixed bug in Kalman filter routines + Cosmetic changes.
|
2010-06-24 18:20:07 +02:00 |
|
Stéphane Adjemian (Scylla)
|
706b68e7ef
|
Do not build plots of the posterior IRFs with Octave.
|
2010-06-24 18:11:08 +02:00 |
|
Stéphane Adjemian (Scylla)
|
32a3fe11f4
|
Added mod files in the test suite (for dsge-var models).
|
2010-06-24 16:03:17 +02:00 |
|
Houtan Bastani
|
bc62662fcf
|
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
|
2010-06-24 15:08:23 +02:00 |
|
Stéphane Adjemian (Scylla)
|
3aaccc59e3
|
Changes related to the new interface for the dsge-var models.
|
2010-06-24 12:53:10 +02:00 |