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8489 Commits (446b1f6dc1ca6e31cb055c22d87e9154b81baa6c)

Author SHA1 Message Date
Stéphane Adjemian (Hermes) e4f3ff664c Use macros and data command in tests/particle/dsge_base2.mod. 2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes) 47f4d37e70 Fixed online filter with first order approximation of the model. 2015-05-27 18:06:48 +02:00
Frédéric Karamé 888cf1eeff Updated particles. 2015-05-27 16:00:09 +02:00
Frédéric Karamé 38a276fb08 restore the default value for distribution_approximation 2015-05-27 14:57:01 +02:00
Frédéric Karamé df67efcb7c add an exception for the use of gaussian filters and gradient-based estimation methods 2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes) 96b484d89c Updated particles. 2015-05-27 14:35:55 +02:00
Michel Juillard 127730d731 solve bugs when there are lags of exogenous variables on more than one 
period in deterministic models.
 2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters 
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
 2015-05-27 12:18:33 +02:00
Frédéric Karamé 2a5728dd85 last modfile 2015-05-27 12:06:50 +02:00
Frédéric Karamé b7d40cc714 add three datafiles corresponding to the usual calibration exercise in the literature. 2015-05-27 12:06:50 +02:00
Frédéric Karamé 503356c2e3 clean the dsge_base mod file. 2015-05-27 12:06:50 +02:00
Michel Juillard eefa7bb70a fixing problem with endogenous_terminal_period 2015-05-27 10:23:14 +02:00
Michel Juillard 1b822a9105 fix calls to dynare_solve() when Jacobian of function must be computed 
numerically. Fix call to dynare_solve() in simulation_core()
 2015-05-26 15:51:09 +02:00
Houtan Bastani 025e7a13c3 preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 90c4f834f2 fix typo introduced in f03839cf12 2015-05-26 12:11:24 +02:00
Michel Juillard 92a33f9792 changed another call to dynare_solve() forgotten in last commit 2015-05-25 17:15:09 +02:00
Michel Juillard f03839cf12 removed "global options_" in dynare_solve.m and made it an 
argument. Modified all calling functions.
 2015-05-25 17:15:09 +02:00
Houtan Bastani 61ffed3eff preprocessor: fix function call in reindexStaticOnlyEquations 2015-05-20 12:28:49 +02:00
Houtan Bastani eb5f56703f preprocessor: move all dynamic model reindexing to DynamicModel 2015-05-20 12:27:56 +02:00
Houtan Bastani d5cb78bbea fix typo introduced in 89828e56cc 2015-05-20 10:12:24 +02:00
Houtan Bastani 04ce73f7c4 preprocessor: remove unused, overload of rmExo 2015-05-19 16:47:44 +02:00
Houtan Bastani a91288a714 preprocessor: reindex varobs in symboltable 2015-05-19 16:44:46 +02:00
Houtan Bastani 82f83a58d2 preprocessor: move external_functions_table reindexing to modfile::transformpass 2015-05-19 16:32:26 +02:00
Houtan Bastani 2ff3f06a69 preprocessor: remove unnecessary reindexing 2015-05-19 16:31:50 +02:00
Houtan Bastani 6cc2ac2cbf preprocessor: reindex predetermined variables 2015-05-19 16:31:08 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes) 19286d850b Changed colours. 2015-05-18 18:31:49 +02:00
Stéphane Adjemian (Hermes) 8b6040717a Added missing semicolon. 2015-05-18 18:00:09 +02:00
Houtan Bastani e389ab90bf Merge branch 'master' into rmExtraExo 2015-05-18 17:16:55 +02:00
Johannes Pfeifer cb1fc3ec3c Lift unnecessary restriction of not allowing simpsa with infinite bounds 
Introduction of options_.huge_number makes this redundant
 2015-05-13 20:33:14 +02:00
Johannes Pfeifer 6c7b4e8a74 Document huge_number and dr_display_tol 
Closes #924
 2015-05-13 20:31:40 +02:00
Michel Juillard 2fe7a4156d changing code for making directory baseline in order to comply with mingw 2015-05-13 17:11:56 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 12be4e6672 preprocessor: add tarb_new_block_probability option to estimation. #940 2015-05-13 15:49:41 +02:00
Houtan Bastani 0d76e30248 preprocessor: add tarb_mode_compute option to estimation. #940 2015-05-13 15:46:52 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00
Houtan Bastani f239c1c368 preprocessor: add huge_number to estimation and osr. #924 2015-05-13 15:14:34 +02:00
Houtan Bastani 027f1302d1 preprocessor: add dr_display_tol to stoch_simul. #924 2015-05-13 15:12:39 +02:00
Houtan Bastani 3084612456 Merge pull request #939 from JohannesPfeifer/unit_tests 
Cut number of draws in fs2000_student.mod unit test to speed it up
 2015-05-12 17:00:11 +02:00
Johannes Pfeifer 0120fc16c1 Cut number of draws in fs2000_student.mod unit test to speed it up 2015-05-12 16:50:35 +02:00
Houtan Bastani 2ab8e2a122 preprocessor: external functions bug fix: fixes the case where an external function is contained in a local variable that’s used in an equation with leads/lags that require auxiliary equations. Closes #916 2015-05-12 16:39:10 +02:00
Houtan Bastani 5ac2683b32 Merge pull request #938 from JohannesPfeifer/delete_space 
Delete whitespace in Makefile.am that crashes autoreconf
 2015-05-12 14:59:31 +02:00
Johannes Pfeifer 770ac5a4c8 Delete whitespace in Makefile.am that crashes autoreconf 2015-05-12 14:31:59 +02:00
Houtan Bastani 902a5d2788 ensure that mex file exists before doing comparison 2015-05-12 10:55:24 +02:00
Houtan Bastani 8c480aea3d Merge pull request #936 from JohannesPfeifer/cosmetics 
Two cosmetic fixes
 2015-05-11 18:03:41 +02:00
Johannes Pfeifer 646658a0f2 Add missing deblank to disp_dr.m 2015-05-11 17:40:03 +02:00
Johannes Pfeifer 3c3b255025 Clarify that output of mode_check.m is minus likelihood/posterior 2015-05-11 17:39:26 +02:00
Houtan Bastani 662c4e64ee preprocessor: organize external function code 2015-05-11 17:09:29 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Stéphane Adjemian 9d8823dd73 Merge pull request #932 from JohannesPfeifer/t_dist 
Unit test and cosmetic changes for t-distribution
 2015-05-10 23:29:17 +02:00