Commit Graph

4154 Commits (4a33af5a80b3a3acfb975639ebdbb31b0c3dd86f)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) f2ca6d0ad9 Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
parameters and also for the estimation of the initial states).

Added specialized routines for steady state  kalman filter.

Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
Stéphane Adjemian (Scylla) 9c22fc1bde Removed globals from DsgeLikelihood. Still broken.
Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) 9c0e559e30 Added a test for the number of variables in the data file. 2011-09-19 16:41:53 +02:00
Sébastien Villemot c111fc1847 solve_one_boundary: make the case solve_algo=0 work under Octave 2011-09-19 16:41:53 +02:00
Sébastien Villemot 0155b6832e Remove extra argument (in solve_algo=0 under Octave) 2011-09-19 16:41:53 +02:00
Sébastien Villemot c07a915d6e Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated) 2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Sébastien Villemot b1d87ecebf Testsuite: do not fail if MATLAB optimization toolbox is not available (closes: #210) 2011-09-19 16:41:53 +02:00
Sébastien Villemot 7c95c82bfa solve_one_boundary: make the case solve_algo=0 work under Octave 2011-09-19 12:37:17 +02:00
Sébastien Villemot afe800f32d Remove extra argument (in solve_algo=0 under Octave) 2011-09-19 12:36:37 +02:00
Sébastien Villemot eabca4c4fd Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated) 2011-09-19 12:23:27 +02:00
Sébastien Villemot ca624e13a8 Testsuite: do not fail if MATLAB optimization toolbox is not available (closes: #210) 2011-09-19 12:04:25 +02:00
Michel Juillard aa14422464 tests: closing graphic windows after each individual test 2011-09-18 15:58:32 +02:00
Michel Juillard b04738b36f resetting options_.nobs following previous change 2011-09-18 14:49:43 +02:00
Michel Juillard 80c69c404b Revert "added default options_.nobs = []; reset options_.nobs after call to"
This reverts commit 8dc6b78dde.
2011-09-18 14:37:29 +02:00
Michel Juillard bdac9c9bec changed calling sequence for all (two additional) occurences of describe_missing_data 2011-09-18 13:45:46 +02:00
Michel Juillard a6a5306ada estimation: fixed bug in dsge_var branch of the code 2011-09-18 12:08:33 +02:00
Michel Juillard 8dc6b78dde added default options_.nobs = []; reset options_.nobs after call to
intialize_dataset()
2011-09-18 12:00:11 +02:00
Michel Juillard 3079b7b1f8 reinstated call to describe_missing_data: data_tree is needed for
univariate Kalman filter
2011-09-18 10:44:05 +02:00
Stéphane Adjemian (Charybdis) 306137bd2b Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix
with some NaNs).
2011-09-17 23:58:20 +02:00
Michel Juillard 3bf482ae5c temporary commenting of a line triggering errors in test suite 2011-09-17 21:36:40 +02:00
Michel Juillard d9b48f78ef correcting bug in Octave testing routine 2011-09-17 18:39:58 +02:00
Michel Juillard 743c6f5880 tests: corrected bug introduced in 290270afb8 2011-09-17 17:01:36 +02:00
Stéphane Adjemian (Scylla) e9764d0538 Use a structure for the dataset. Bug fixes. 2011-09-17 15:38:49 +02:00
Stéphane Adjemian (Scylla) e3bf749826 Fixed bug introduced while removing variables from resol.m. 2011-09-17 15:24:04 +02:00
Stéphane Adjemian (Scylla) d76273f7c0 Fixed bug introduced while removing globals from resol.m. 2011-09-17 15:19:52 +02:00
Stéphane Adjemian (Scylla) 88b941c7db Fixed bug (related to globals delaration. 2011-09-17 14:49:09 +02:00
Stéphane Adjemian (Scylla) 53a0418e1f Fixed typo. 2011-09-17 14:09:48 +02:00
Stéphane Adjemian (Scylla) d6268cf720 Fixed bugs.
(1) Wrong calling sequence for resol routine in check.m.
(2) Replaced steady_state_0 by oo.steady_state in resol.m.
2011-09-17 13:33:57 +02:00
Stéphane Adjemian (Scylla) bcf4fbfeff Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
2011-09-17 12:53:38 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header.
Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
Stéphane Adjemian (Scylla) d81fd1b55b Removed globals from check routine. Added texinfo header. 2011-09-17 12:53:38 +02:00
Ferhat Mihoubi 3c818378fe Corrects a bug related to the number of arguments passed to the static m-files 2011-09-16 17:48:23 +02:00
Sébastien Villemot 9ab9288b9f Merge remote-tracking branch 'ferhat/master' 2011-09-16 17:42:04 +02:00
Ferhat Mihoubi 4d74d57886 Corrects a bug with model_info under Octave 2011-09-16 17:24:11 +02:00
Sébastien Villemot 8373f0b9a4 Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani 8a5dbb5eff MS-SBVAR: submodule update 2011-09-16 09:45:32 -04:00
Michel Juillard 1dc5df3411 ms-sbvar: minor esthetic change 2011-09-16 14:32:11 +02:00
Houtan Bastani f3a1599d6d svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
Houtan Bastani ee8da2b1c9 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani b62c50bc0f aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 7d0a55cbf7 MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 6d59190df9 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani 5592d2ffc1 MS-SBVAR bugfix: remove datafile from options_ and not options_.ms 2011-09-15 18:03:04 -04:00
Houtan Bastani ab7003f8c8 MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 85d56423ab fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 3136fe4272 MS-SBVAR: freq only supports monthly and quarterly data 2011-09-15 18:02:23 -04:00
Houtan Bastani 3d8ccd07c4 MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Stéphane Adjemian (Charybdis) 322adb92a5 Removed global from prior_bounds. Added texinfo header. 2011-09-14 23:41:37 +02:00