Commit Graph

2444 Commits (4a619f3db74b95aaca5c2a16a990d619df9975c4)

Author SHA1 Message Date
Sébastien Villemot 4a619f3db7 Created a new 'examples' subdirectory with a (still small) example database 2010-04-30 12:36:24 +02:00
Sébastien Villemot 6ef638a42d datatomfile: if no second argument, then include all endogenous variables 2010-04-30 12:23:57 +02:00
Sébastien Villemot 49bdcef648 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Michel Juillard 956b42fdff corrected bugs in shock_decomposition 2010-04-27 19:50:42 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot ed84e27319 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +02:00
Sébastien Villemot 19338906ba Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot e2c0854cd4 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 12ca3fe707 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot 4b96b35dad Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Sébastien Villemot 208210c6fd Merge remote branch 'george/master' 2010-04-23 18:31:38 +02:00
George Perendia 43b2aae64e C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy 2010-04-23 15:28:42 +01:00
Marco Ratto a6ac64e5db small bug fix 2010-04-20 10:37:08 +02:00
Marco Ratto 47037687d5 fixed persistent variable initialization 2010-04-19 16:40:28 +02:00
Sébastien Villemot 18c36c3dd5 Merge remote branch 'george/master' 2010-04-16 18:34:57 +02:00
Sébastien Villemot d72ca78d0b Build system: added new tests for normcdf(), normpdf(), erf() and steady_state() 2010-04-16 18:34:50 +02:00
Ferhat Mihoubi f4b613a54e Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions 2010-04-16 18:04:57 +02:00
George Perendia e9846ae65f C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc 2010-04-16 17:00:51 +01:00
Ferhat Mihoubi f92b4262dc Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode) 2010-04-16 17:26:42 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Michel Juillard 4bde063669 Kalman filters: fixing initialization of oldK to Inf instead of 0 2010-04-16 12:20:57 +02:00
Sébastien Villemot b2220c0346 Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot 5b851c8c76 Merge remote branch 'ratto/master' 2010-04-15 16:13:38 +02:00
Michel Juillard 07748100ff adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails 2010-04-14 20:58:54 +02:00
Marco Ratto b6ad0a61ed bug fix for empty global variables 2010-04-14 17:29:12 +02:00
Marco Ratto 2d21729598 bug fix for non-existing remote sub-folders 2010-04-14 17:23:26 +02:00
Marco Ratto 47eac6ac88 1) copy metropolis files
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto 1fc0fbc2c7 Extended remote delete, to clean everything after completion of jobs on remote machines. 2010-04-14 17:19:55 +02:00
Marco Ratto 0e98d4266c 1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto f743f0375d small bug fix for remote slave processes; 2010-04-14 17:18:22 +02:00
Marco Ratto 5e7d9d39e5 1) removed redundant loop defining x;
2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot da74e53204 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot 0281c5138a Build system: added new testKalman for Estimation DLL 2010-04-13 18:41:15 +02:00
George Perendia a489c8810d C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc 2010-04-13 12:38:13 +01:00
Marco Ratto 0f06026c85 1) No exception for mode_compute=5 when computing hessian;
2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot 912204dcd1 Updates to Windows packaging 2010-04-06 18:28:48 +02:00
Sébastien Villemot f560ae8fce Build system: give the possibility to disable POSIX threads in configure script 2010-04-06 17:48:02 +02:00
Sébastien Villemot a98a5106e1 In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators 2010-04-06 16:52:05 +02:00
Sébastien Villemot 6f200a1d7c Build system: add support for R2010a 2010-04-06 14:12:00 +02:00
Sébastien Villemot 992dc1fb5d Ref. manual: document the new selected_variables_only command 2010-04-06 11:54:30 +02:00
Sébastien Villemot 7c01486b84 Preprocessor: minor fix in header inclusion 2010-04-06 11:07:19 +02:00
Michel Juillard c2f7f0a555 computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.

This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard f85049e9a6 removed oo_.smoother.integration_order
removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard c1b3627896 correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard b80f5d0f52 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-04-02 21:41:28 +02:00
Michel Juillard 6a2d2a7b46 smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used 2010-04-02 21:40:50 +02:00
Michel Juillard e54a505159 bug correction 2010-04-02 21:38:05 +02:00
Michel Juillard 2679e190e8 bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother. 2010-04-02 21:37:43 +02:00
Sébastien Villemot b8bf1794ca Minor fix in prototype of LAPACK dgees 2010-04-02 14:53:14 +02:00