Stéphane Adjemian (Scylla)
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
Michel Juillard
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
Stéphane Adjemian (Scylla)
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
Stéphane Adjemian (Scylla)
f54e5ad57b
Document @dseries/chain method.
2014-02-01 11:38:10 +01:00
Stéphane Adjemian (Scylla)
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
Sébastien Villemot
9d36a326f1
Merge pull request #603 from rattoma/master
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HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
Stéphane Adjemian (Scylla)
0960861b2a
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
Stéphane Adjemian (Scylla)
ebf4d2a9a6
Fixed typo (write @cite{} instead of \cite{} for citations in texinfo).
2014-01-31 11:09:09 +01:00
Stéphane Adjemian (Scylla)
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805
).
2014-01-30 17:57:36 +01:00
Stéphane Adjemian (Scylla)
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
Stéphane Adjemian (Scylla)
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
Stéphane Adjemian (Scylla)
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
Stéphane Adjemian (Scylla)
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
Stéphane Adjemian (Scylla)
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
Stéphane Adjemian (Scylla)
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
Stéphane Adjemian (Scylla)
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
Marco Ratto
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
Johannes Pfeifer
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
Johannes Pfeifer
5626b0cb89
Remove constant and noconstant options from manual for estimation command
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Those options are set internally depending on whether the steady state is zero or not. See http://www.dynare.org/pipermail/dev/2014-January/003655.html
2014-01-30 09:18:15 +01:00
Johannes Pfeifer
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
Johannes Pfeifer
024ea6973e
Get rid of redundant initval in fs2000.mod
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Was replaced by steady_state-model-block
2014-01-30 08:57:01 +01:00
Johannes Pfeifer
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
Johannes Pfeifer
5db6a4a0c4
Provide more information on the loglinear option and its data treatment
2014-01-29 21:11:40 +01:00
Johannes Pfeifer
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
Johannes Pfeifer
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
Johannes Pfeifer
6575d5ab5e
Clarify the role of the loglinear option for stoch_simul
2014-01-29 19:42:23 +01:00
Johannes Pfeifer
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
Johannes Pfeifer
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
Stéphane Adjemian (Scylla)
4c4cfd441c
Fixed typo in manual.
2014-01-29 17:56:20 +01:00
Stéphane Adjemian (Scylla)
dc4a6437cc
Document new cumprod overloaded function.
2014-01-29 17:54:21 +01:00
Stéphane Adjemian (Scylla)
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
Stéphane Adjemian (Scylla)
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
Johannes Pfeifer
2c36898dc4
Document treatment of missing observations
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Closes #286
2014-01-29 16:39:41 +01:00
Johannes Pfeifer
e054c5c322
Clarify prefilter option in estimation
2014-01-29 15:04:44 +01:00
Stéphane Adjemian (Scylla)
681b194cbe
Mention in the manual that a subsample can be created out of a dseries object using the overloaded parenthesis. Closes #589 .
2014-01-29 14:20:51 +01:00
Stéphane Adjemian (Scylla)
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
Stéphane Adjemian (Scylla)
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
Stéphane Adjemian (Scylla)
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
Sébastien Villemot
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
Sébastien Villemot
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot
e5d4defb41
Fix handling of qz_criterium in k_order_perturbation MEX.
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If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).
Closes #574
2014-01-27 15:33:37 +01:00
Sébastien Villemot
0d9a9d44c3
Add missing whitespace.
2014-01-27 14:52:40 +01:00
Sébastien Villemot
b3859bd763
Add a warning about the choice of the MOD file name.
2014-01-27 14:52:16 +01:00
Sébastien Villemot
3ac402e713
Merge pull request #592 from JohannesPfeifer/master
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Fix sample on which Geweke convergence diagnostics is computed
2014-01-27 05:13:25 -08:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Houtan Bastani
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
Houtan Bastani
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Stéphane Adjemian (Scylla)
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
Houtan Bastani
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00