f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
4ec9652f9e
Estimation DLL: added test for repmat in .gitignore
2010-03-09 18:30:23 +01:00
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
3b1debf90b
updated authors in manual.xml
2010-03-09 16:55:31 +01:00
5f3cd9894e
fixed spacing
2010-03-09 16:40:52 +01:00
9451c56d3d
Modified manual for external functions
2010-03-09 16:39:48 +01:00
35a20551a6
Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods
2010-03-09 12:16:32 +01:00
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
1bc6da864c
Estimation DLL, matrix library: adding test-repmat to build system
2010-03-08 13:50:02 +01:00
2aab5b47f2
Estimation DLL, matrix library: minor fixes for removing compiler warnings
2010-03-08 13:49:47 +01:00
a78ca35807
Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
2010-03-08 12:39:25 +00:00
fa54eb55ca
Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
2010-03-08 12:22:23 +00:00
5d0e93adfe
Declare libmat destructors virtual
2010-03-08 10:09:45 +00:00
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
122a6be38a
Merge remote branch 'houtanb/master'
2010-03-04 17:56:46 +01:00
07bbc15824
Changes related to SMM estimation.
...
(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
...
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
4f6a3669c6
Added expression sharing for external functions
2010-03-03 11:43:22 +01:00
28894927dd
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
e511f575a0
Added a matlab function to generate artificial datasets with missing observations.
2010-02-25 14:24:11 +01:00
19d114ed32
Restricted syntactical variances in the implementation of the external_functions statement.
2010-02-24 15:37:52 +01:00
d860763122
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +01:00
0b1888bc84
Simple tests showing how to use external functions.
2010-02-23 18:16:52 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
38b8ccf52d
Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC
2010-02-23 16:59:34 +01:00
eba049899e
Preprocessor:
...
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
2010-02-23 16:45:56 +01:00
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
7b8166043e
Preprocessor: full support for normcdf() function, in evaluation and in C files ( closes #84 )
2010-02-23 14:39:49 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
...
2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
263725aa1f
Estimation DLL, ModelSolution class:
...
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
30d9feb146
Estimation DLL:
...
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
Michel Juillard
Sébastien Villemot
Houtan Bastani
Marco Ratto
George Perendia
Stéphane Adjemian (Gpm
Stéphane Adjemian (Karaba)