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10244 Commits (4b2d139c7a0d8e3eab550f6dce2ea69e95edbf24)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) e4dee8ef61 Fixed compatibility issues with julia 0.5. 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 1229372a6c Defines M_PI (cross compilation for Octave). 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 23642b3b6b Defines M_PI, M_SQRT2 and finite() in bytecode... 
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
 2016-12-01 13:32:54 +01:00
Houtan Bastani 5f85d3a200 block: fix bug introduced in e410043c24. #1245 2016-11-29 16:45:50 +01:00
Houtan Bastani e410043c24 block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245 2016-11-29 15:18:59 +01:00
Houtan Bastani cacd60814b Revert "test suite: change related to b5f0621f02. revert when new Octave is released" 
This reverts commit 0b6588c932.
 2016-11-29 14:47:27 +01:00
Houtan Bastani 7ec3dcc6e2 preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419 2016-11-29 14:21:34 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
Houtan Bastani 811d756e1f Merge pull request #1343 from JohannesPfeifer/weibull_test 
Increase test tolerance under Octave for lpdfgweibull.m
 2016-11-24 11:57:23 +01:00
Johannes Pfeifer ca1c6ecc0e Increase test tolerance under Octave for lpdfgweibull.m 2016-11-24 11:50:21 +01:00
Michel Juillard b85267e03c fixed typo in Makefile.am 2016-11-24 10:00:34 +01:00
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
Johannes Pfeifer 8ce3d2c936 Trigger computation of state uncertainty in unit test 2016-11-23 10:50:31 +01:00
Michel Juillard 42acb96b3d renamed compute schur_statespace_transformation.m 
refactored code
 2016-11-22 18:40:10 +01:00
Michel Juillard 73e0f9d591 made evaluate_steady_state file consistent with evaluation of auxiliary 
variables in <fname>_static.m file
 2016-11-20 15:40:08 +01:00
Michel Juillard e14a215556 put Z back 2016-11-20 11:46:21 +01:00
Michel Juillard 897af97bff diffuse filter: fixed bug when nonstationary variables aren't observed 2016-11-20 11:08:07 +01:00
MichelJuillard 0952776e53 Merge pull request #1340 from JohannesPfeifer/kalman_H3 
Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
 2016-11-19 10:54:07 +01:00
Johannes Pfeifer 1a978e42df Fix bug in missing_DiffuseKalmanSmootherH3_Z.m 
Closes #1339 by properly factorizing computations
 2016-11-19 10:07:16 +01:00
Michel Juillard 2f9dc09285 diffuse filter: removed special treatment of static variables 2016-11-18 14:36:24 +01:00
Michel Juillard 383d891e81 updating extended path notes 2016-11-14 16:42:49 +01:00
MichelJuillard 0ed2f4722f Merge pull request #1334 from JohannesPfeifer/kalman_fix 
missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes t…
 2016-11-14 12:34:25 +01:00
Houtan Bastani 3e9894028a preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335 2016-11-14 12:32:21 +01:00
Johannes Pfeifer 46b44cd481 missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail 2016-11-14 11:54:39 +01:00
Houtan Bastani 89e0a84327 fix typo from 98cf1bfc1d 2016-11-14 11:08:02 +01:00
MichelJuillard 80157985c0 Merge pull request #1333 from JohannesPfeifer/octave_unit_test 
Two fixes related to Octave unit test
 2016-11-13 19:14:50 +01:00
MichelJuillard 6e93b1ecbf Merge pull request #1330 from JohannesPfeifer/resol_fix 
resol.m: make sure oo.dr is correctly updated even if function is abo…
 2016-11-13 19:14:23 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Johannes Pfeifer fdbb44fec6 Account for Octave's dbstack providing full path, not just filename 2016-11-10 17:58:47 +01:00
Houtan Bastani 920a9911ee add missing copyright 2016-11-10 17:49:05 +01:00
Johannes Pfeifer fccd164926 Provide lower tolerance to Octave's quadv function as integration otherwise stops prematurely 2016-11-10 17:33:18 +01:00
MichelJuillard 2f29d6b616 Merge pull request #1331 from rattoma/slice 
bug fixes around slice sampler and parallel execution
 2016-11-08 09:22:38 +01:00
Marco Ratto 454ac69191 allow spaces in the name of working directories for parallel execution. 2016-11-07 17:19:38 +01:00
Marco Ratto 0a40cdf064 Bud fix for cases where record does not contain proposal covariance. 2016-11-07 17:18:41 +01:00
Johannes Pfeifer 7b03b8aef4 resol.m: make sure oo.dr is correctly updated even if function is aborted prematurely 
ramsey_policy relies on oo_.dr.ys being set in any case
 2016-11-07 11:36:06 +01:00
Stéphane Adjemian (Charybdis) e2da7c6627 Fixed bug (missing initialization of an option). 2016-11-05 00:08:28 +00:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 7733903661 Merge pull request #1329 from JohannesPfeifer/singularity_warning 
Add more information to singularity warning
 2016-11-04 15:12:07 +01:00
Stéphane Adjemian fa8028f79a Merge pull request #1325 from JohannesPfeifer/dyn_forecast 
Fix bug in dyn_forecast.m that led to crashes when periods-option was…
 2016-11-04 15:11:44 +01:00
Houtan Bastani 2e54240dab preprocessor: fix iterator types in ParsingDriver::svar() 2016-11-04 14:44:45 +01:00
Johannes Pfeifer 2e79d5ccac Add more information to singularity warning 2016-11-04 12:28:01 +01:00
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 8166707dd4 Document missing_DiffuseKalmanSmootherH3_Z.m 
Also properly initializes Kinf
 2016-11-04 09:21:53 +01:00
Johannes Pfeifer 86534a5f9f missing_DiffuseKalmanSmootherH1_Z.m: introduce proper case distinction in diffuse backward pass if Finf is singular 2016-11-04 09:21:53 +01:00
Johannes Pfeifer 9ce577b126 Cosmetic changes to missing_DiffuseKalmanSmootherH1_Z.m 2016-11-04 09:21:53 +01:00
Johannes Pfeifer e3aecd4e74 Diffuse Kalman filter: add comment for better comparison to Koopman/Durbin (2003) as there is a typo in their paper 2016-11-04 09:21:53 +01:00
Johannes Pfeifer c94011eeb8 missing_DiffuseKalmanSmootherH1_Z.m: fix crash when Pinf is singular for more than 1 period 
iFstar was accessed as three-dimensional array with t along third dimension, but it is only two-dimensional
 2016-11-04 09:21:53 +01:00