Marco Ratto
4b9b90f1bb
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
Stéphane Adjemian (Charybdis)
744f3fd41b
Added Stochastic Extended Path method (SEP).
2011-12-19 18:04:54 +01:00
Stéphane Adjemian (Charybdis)
7ff36b680b
Added unitary test.
2011-12-19 15:54:30 +01:00
Stéphane Adjemian (Charybdis)
cf1d07f31c
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
2011-12-16 16:02:32 +01:00
Stéphane Adjemian (Charybdis)
6cecc181dc
Added unitary test.
2011-12-16 15:14:59 +01:00
Stéphane Adjemian (Charybdis)
cd9250edbf
Fixed bug.
2011-12-16 15:14:38 +01:00
Stéphane Adjemian (Charybdis)
857eb7438f
Added provisions for future shocks (using Gaussian quadratures).
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
f7b6e917ac
Added two routines for evaluating multivariate integrals with gaussian quadratures.
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
8fa4bfc160
Cosmetic change.
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
230e787b27
Fixed bug. The seed has to be set before the sampling of the structural innovations.
2011-12-16 11:42:03 +01:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
...
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Michel Juillard
d0e458eb79
removing useless statement
2011-12-15 17:35:27 +01:00
Michel Juillard
ad2a3a7ecc
fixing problem in computation of initial posterior density when steady
...
state model is provided by the user
2011-12-15 17:35:27 +01:00
Michel Juillard
3bc349402f
fixing problem wiht Ramsey policy when the steady state is provided by
...
the user
2011-12-15 17:35:27 +01:00
Michel Juillard
cef244842d
fixing problem with univariate Kalman filter and no missing observations
2011-12-15 17:35:27 +01:00
Michel Juillard
976c8c1654
making univariate Kalman filter code simpler and more efficient
2011-12-15 17:35:26 +01:00
Michel Juillard
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Marco Ratto
ac2687f6dd
Fixed function header
2011-12-14 14:43:17 +01:00
Sébastien Villemot
6bfeb91e99
evaluate_static_model: fix crash under Octave with bytecode
...
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
2011-12-14 10:39:32 +01:00
Sébastien Villemot
4e0801a92d
Preprocessor: fix forecast command
...
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
Marco Ratto
66f6f6b5d0
remove obsolete gsa function
2011-12-13 18:33:59 +01:00
Marco Ratto
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
Marco Ratto
b23c508671
Initialize new option analytic_derivation for estimation.
2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis)
95fb57b4e9
Added waitbar for EP simulations.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
3ba5a645be
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
Sébastien Villemot
7ec12aaa43
Removed unused generalized cholesky routines
2011-12-12 10:25:47 +01:00
Michel Juillard
8f1326e2f8
changed name of function forecast.m -> dyn_forecast.m because of
...
name conflict with cszt
2011-12-11 11:15:38 +01:00
Michel Juillard
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
Michel Juillard
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
Stéphane Adjemian (Charybdis)
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis)
6d9983df0c
New version of the extended path routines.
2011-12-09 18:03:30 +01:00
Michel Juillard
ae36279ac7
attempt to fix occasional problem with octave_ver_less_than.m
2011-12-09 17:45:52 +01:00
Stéphane Adjemian (Charybdis)
3318542895
Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
2011-12-05 10:58:39 +01:00
Stéphane Adjemian (Charybdis)
7aeb881e3a
Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
...
state. This is necessary if the model contains mean preverving spread terms.
2011-12-04 23:57:46 +01:00
Michel Juillard
6deaa23d95
changed critical value of secant for inverse_gamma_specification
2011-12-03 15:55:06 +01:00
Marco Ratto
9abd894f78
bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
2011-12-02 16:11:10 +01:00
Stéphane Adjemian (Charybdis)
a0e1d3b34f
Fixed bugs + cosmetic changes.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
16d2fd5673
Fixed bugs. Changed internal documentation.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
6105ed433c
Removed useless calls to set_default_options.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
12a3af8167
Renamed routine. Fixed unitary tests.
2011-12-02 12:14:38 +01:00
Michel Juillard
76407c97b5
corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759
2011-12-02 11:41:42 +01:00
Michel Juillard
84eaaaf759
fixed another bug with missing current value at 2nd order
2011-12-01 22:07:29 +01:00
Michel Juillard
97c09eb4ac
fixing bug relative to auxiliary variables in model_diagnostics
2011-12-01 22:07:29 +01:00
Michel Juillard
8df1b5d1e8
fixed bug in 2nd order approximation introduced in commit 0303b1c02b
2011-12-01 22:07:29 +01:00
Michel Juillard
27918e6067
fixed bug in calling solve_one_boundary (introduced in 12187710e7
)
2011-11-28 14:18:02 +01:00
Michel Juillard
0303b1c02b
fixed bug at order 2, when a variable is absent at the current period;
...
cleaned code that is useless since we transform leads and lags on
period > 1
2011-11-26 19:29:57 +01:00
Ferhat Mihoubi
244e0ffb14
Corrects a minor bug related to a matrix transposition
2011-11-25 13:07:50 +01:00
Ferhat Mihoubi
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
Michel Juillard
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00