stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
4,281 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

4281 Commits (3e35dea96d6f794c7a41e7f0621ae3f078197511)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 3e35dea96d Added plots. Comparison of SEP and EP. 2011-12-22 11:17:24 +01:00
Stéphane Adjemian (Charybdis) 2c04f5c825 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-21 18:57:09 +01:00
Stéphane Adjemian (Charybdis) 7a875fe562 Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint. 2011-12-21 18:54:32 +01:00
Sébastien Villemot a8354326b1 Ref. manual: clarify default value for variables undeclared in histval 2011-12-21 18:38:09 +01:00
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval 
Closes: #195, #157
 2011-12-21 18:37:45 +01:00
Stéphane Adjemian (Charybdis) 3815daada3 Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from 
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
 2011-12-21 18:31:29 +01:00
Stéphane Adjemian (Charybdis) 4869fff243 Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m. 2011-12-21 18:23:15 +01:00
Stéphane Adjemian (Charybdis) dec622c48d Fixed bug and streamlined the routines for unitary tests. 2011-12-21 18:14:17 +01:00
Houtan Bastani ea8162c11f preprocessor: allow vec_value to accept commas 2011-12-21 12:21:30 +01:00
Houtan Bastani 0554e47dc0 ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 3ff704d36d ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 16bf5c7642 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Sébastien Villemot 75e125771d Ref. manual: fix typo 2011-12-21 11:17:58 +01:00
Stéphane Adjemian (Charybdis) 5ec78139c0 Added variable for the expected term. Changed calibration. 2011-12-20 17:05:35 +01:00
Marco Ratto 4b9b90f1bb Replace waitbar by dyn_waitbar. 2011-12-20 16:59:44 +01:00
Stéphane Adjemian (Charybdis) 74e95eae61 Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results... 2011-12-19 18:13:34 +01:00
Stéphane Adjemian (Charybdis) 744f3fd41b Added Stochastic Extended Path method (SEP). 2011-12-19 18:04:54 +01:00
Stéphane Adjemian (Charybdis) 7ff36b680b Added unitary test. 2011-12-19 15:54:30 +01:00
Stéphane Adjemian (Charybdis) cf1d07f31c More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets. 2011-12-16 16:02:32 +01:00
Stéphane Adjemian (Charybdis) 6cecc181dc Added unitary test. 2011-12-16 15:14:59 +01:00
Stéphane Adjemian (Charybdis) cd9250edbf Fixed bug. 2011-12-16 15:14:38 +01:00
Stéphane Adjemian (Charybdis) 857eb7438f Added provisions for future shocks (using Gaussian quadratures). 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) f7b6e917ac Added two routines for evaluating multivariate integrals with gaussian quadratures. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 8fa4bfc160 Cosmetic change. 2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis) 230e787b27 Fixed bug. The seed has to be set before the sampling of the structural innovations. 2011-12-16 11:42:03 +01:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Michel Juillard d0e458eb79 removing useless statement 2011-12-15 17:35:27 +01:00
Michel Juillard 2ee817fbf7 adding forecast to estimation test with non-stationary variables 2011-12-15 17:35:27 +01:00
Michel Juillard ad2a3a7ecc fixing problem in computation of initial posterior density when steady 
state model is provided by the user
 2011-12-15 17:35:27 +01:00
Michel Juillard 3bc349402f fixing problem wiht Ramsey policy when the steady state is provided by 
the user
 2011-12-15 17:35:27 +01:00
Michel Juillard cef244842d fixing problem with univariate Kalman filter and no missing observations 2011-12-15 17:35:27 +01:00
Michel Juillard 976c8c1654 making univariate Kalman filter code simpler and more efficient 2011-12-15 17:35:26 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Marco Ratto ac2687f6dd Fixed function header 2011-12-14 14:43:17 +01:00
Sébastien Villemot 6bfeb91e99 evaluate_static_model: fix crash under Octave with bytecode 
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
 2011-12-14 10:39:32 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Marco Ratto 66f6f6b5d0 remove obsolete gsa function 2011-12-13 18:33:59 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Marco Ratto b23c508671 Initialize new option analytic_derivation for estimation. 2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis) f6cc14eebf Reduced the size of the innovation, increased the number of simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 95fb57b4e9 Added waitbar for EP simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00