Michel Juillard
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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
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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
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fixing problem with univariate Kalman filter and no missing observations
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
976c8c1654
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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.
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2011-12-15 17:35:26 +01:00 |
Marco Ratto
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ac2687f6dd
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Fixed function header
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2011-12-14 14:43:17 +01:00 |
Sébastien Villemot
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6bfeb91e99
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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
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2011-12-14 10:39:32 +01:00 |
Sébastien Villemot
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4e0801a92d
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Preprocessor: fix forecast command
It was broken since the renaming of forecast.m in
8f1326e2f8
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2011-12-14 10:35:25 +01:00 |
Marco Ratto
|
66f6f6b5d0
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remove obsolete gsa function
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2011-12-13 18:33:59 +01:00 |
Marco Ratto
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c3b5b65fc3
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Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
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2011-12-13 18:32:57 +01:00 |
Marco Ratto
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b23c508671
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Initialize new option analytic_derivation for estimation.
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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
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Added waitbar for EP simulations.
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2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
3ba5a645be
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Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
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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.
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2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
|
87052bc243
|
Testsuite: add extended path test
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2011-12-12 10:43:38 +01:00 |
Sébastien Villemot
|
fefe425c61
|
mjdgges: add missing math.h header (for fabs())
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2011-12-12 10:35:39 +01:00 |
Sébastien Villemot
|
7ec12aaa43
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Removed unused generalized cholesky routines
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2011-12-12 10:25:47 +01:00 |
Michel Juillard
|
8f1326e2f8
|
changed name of function forecast.m -> dyn_forecast.m because of
name conflict with cszt
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2011-12-11 11:15:38 +01:00 |
Michel Juillard
|
bc8d4d8f08
|
gsa: converted DOS end of lines in Unix end of lines
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2011-12-09 21:13:16 +01:00 |
Michel Juillard
|
ec0af45fc8
|
further fixes to gsa testsuite; make gsa compatible with Linux
|
2011-12-09 20:55:02 +01:00 |
Michel Juillard
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eb13241deb
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Merge remote-tracking branch 'ratto/master'
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2011-12-09 18:43:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
9334958461
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2011-12-09 18:10:54 +01:00 |
Stéphane Adjemian (Charybdis)
|
20bd67a7aa
|
Added test mod file for the extended path approach (with steady state file and a routine computing
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
|
2011-12-09 18:08:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
6d9983df0c
|
New version of the extended path routines.
|
2011-12-09 18:03:30 +01:00 |
Michel Juillard
|
ae36279ac7
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attempt to fix occasional problem with octave_ver_less_than.m
|
2011-12-09 17:45:52 +01:00 |
Marco Ratto
|
9618018fe9
|
fixed gsa testsuite
|
2011-12-05 16:51:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
3318542895
|
Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
|
2011-12-05 10:58:39 +01:00 |
Stéphane Adjemian (Charybdis)
|
7aeb881e3a
|
Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
state. This is necessary if the model contains mean preverving spread terms.
|
2011-12-04 23:57:46 +01:00 |
Michel Juillard
|
6deaa23d95
|
changed critical value of secant for inverse_gamma_specification
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2011-12-03 15:55:06 +01:00 |
Sébastien Villemot
|
98557a30a9
|
Merge remote-tracking branch 'houtanb/master'
|
2011-12-02 18:30:48 +01:00 |
Houtan Bastani
|
11a21909e6
|
README for Dynare on Mac
|
2011-12-02 18:25:11 +01:00 |
Marco Ratto
|
64e7a65fcb
|
prepare parallel for testsuite
|
2011-12-02 16:15:14 +01:00 |
Marco Ratto
|
9abd894f78
|
bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
|
2011-12-02 16:11:10 +01:00 |
Sébastien Villemot
|
df9bd7cb7a
|
News entry for version 4.2.4
|
2011-12-02 15:42:46 +01:00 |
Stéphane Adjemian (Charybdis)
|
a0e1d3b34f
|
Fixed bugs + cosmetic changes.
|
2011-12-02 12:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
|
16d2fd5673
|
Fixed bugs. Changed internal documentation.
|
2011-12-02 12:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
|
6105ed433c
|
Removed useless calls to set_default_options.
|
2011-12-02 12:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
|
12a3af8167
|
Renamed routine. Fixed unitary tests.
|
2011-12-02 12:14:38 +01:00 |
Michel Juillard
|
a5e36abe54
|
correcting tests
|
2011-12-02 11:42:16 +01:00 |
Michel Juillard
|
76407c97b5
|
corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759
|
2011-12-02 11:41:42 +01:00 |
Michel Juillard
|
0f8cb1889f
|
adding new tests
|
2011-12-01 22:07:29 +01:00 |
Michel Juillard
|
84eaaaf759
|
fixed another bug with missing current value at 2nd order
|
2011-12-01 22:07:29 +01:00 |
Michel Juillard
|
97c09eb4ac
|
fixing bug relative to auxiliary variables in model_diagnostics
|
2011-12-01 22:07:29 +01:00 |
Michel Juillard
|
8df1b5d1e8
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fixed bug in 2nd order approximation introduced in commit 0303b1c02b
|
2011-12-01 22:07:29 +01:00 |
Sébastien Villemot
|
7d675878b9
|
Windows packaging: added missing clean rule
|
2011-11-30 17:09:41 +01:00 |
Sébastien Villemot
|
aa7d342948
|
Build system: adding NEWS to EXTRA_DIST
|
2011-11-30 16:22:30 +01:00 |
Sébastien Villemot
|
3304e6c5ae
|
Adding a NEWS file
|
2011-11-30 16:16:37 +01:00 |
Sébastien Villemot
|
fa77b90acc
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Testsuite: add missing file to EXTRA_DIST
|
2011-11-30 15:25:51 +01:00 |