Commit Graph

6254 Commits (4f06afea9c92b3b8ca7e007d56f369d333daf9a4)

Author SHA1 Message Date
Johannes Pfeifer 4f06afea9c Adjust error message if number of instruments does not match number of omitted equations 2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis) a023839890 Fixed bug instroduced in e5945a4527. 2017-06-05 10:51:30 +02:00
Stéphane Adjemian baf7ba9031 Merge pull request #1462 from JohannesPfeifer/contemp_corr
Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian cb25ffebaa Merge pull request #1457 from JohannesPfeifer/ML_error
dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Johannes Pfeifer f9efc6c10e Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant 2017-05-30 19:30:43 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Johannes Pfeifer e5945a4527 dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters 2017-05-26 09:46:05 +02:00
Johannes Pfeifer 7cd56e9687 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis) 4195033561 Fixed typo introduced in 88e1701289. 2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis) 2e9467e511 Fixed copyright year in matlab/dynare_version.in. 2017-05-19 16:16:45 +02:00
Stéphane Adjemian (Charybdis) 803433fa5a Updated submodules (fixed indentation and copyrigth notices). 2017-05-19 08:46:20 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) b6634940ff Removed unused routine. 2017-05-17 10:27:42 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 9285a80a73 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 5ef2d650b2 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 06ae919b87 Removed *.el file that should not have been commited. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 1a8cba5d26 Removed @dynTimeIndex class (unused). 2017-05-16 13:24:46 +02:00
Stéphane Adjemian ab9b512021 Merge pull request #1450 from JohannesPfeifer/var_list_problems
Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Stéphane Adjemian (Charybdis) ae50f25c76 Fixed detection of stochastic trends orthogonal to the observed variables. 2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis) 278726f3fc Fixed typo. 2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis) 3816272414 Make load_m_file_data_legacy.m work with row vectors.
Added unit-tests.
2017-05-10 17:39:11 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis) 28f1ff8c4a Renamed routine. 2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis) d471bede09 Call dynare_solve instead of trust region when simulating backward models.
Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis) 36fb15f34c Rewrote header. 2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis) cfc849fadc Fixed subsample periods for exogenous variables.
Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.

(cherry picked from commit d0071bd80b)
2017-05-03 14:22:04 +02:00
Stéphane Adjemian (Charybdis) 5ce20179bd Added specialized code for the inversion of backward models. 2017-05-02 23:04:44 +02:00
Stéphane Adjemian f6bb392165 Merge pull request #1445 from JohannesPfeifer/ramsey_message
Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
Johannes Pfeifer 37bffddef8 Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state 2017-05-02 13:48:25 +02:00
Johannes Pfeifer 5af9af06b4 Provide informative error message if steady state file is used without specifying an instrument 2017-05-01 18:59:11 +02:00
Stéphane Adjemian (Charybdis) e1c983cc7b Fixed bug (ensure that we concatenate column vectors). 2017-04-29 19:20:02 +02:00
Johannes Pfeifer b52c095a6b Add legacy function for loading mat-files with old interface
Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian 072246c5ab Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer d7b2e271d7 Update documentation on sensitivity
Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer 451646ff16 Remove redundant ksstat option
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) c1b6a58eb7 Manually revert 05fc096569.
Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).

Closes #1437.
2017-04-27 10:44:27 +02:00
Stéphane Adjemian (Charybdis) d6e1d0baa5 Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Stéphane Adjemian (Charybdis) e21387c874 Bump Octave version.
Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
2017-04-26 15:51:24 +02:00
Stéphane Adjemian (Charybdis) 650a3f6da2 Point to mex/octave32 if OCtave 32bit is used on Windows platform. 2017-04-26 15:10:40 +02:00
Johannes Pfeifer 6ca415ce14 stochastic_solvers.m: Suppress redundant warning if order was already set to 1 2017-04-25 20:16:10 +02:00
Houtan Bastani 7829a25238 make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
Stéphane Adjemian (Charybdis) 767e45db95 Shut off warning about short circuit operators (when calling qzdiv). 2017-04-22 14:44:47 +02:00
Stéphane Adjemian (Charybdis) ad21612967 Removed Octave specific part in mjdgges.m function.
Also force complex QZ factorization in Octave.
2017-04-22 14:44:47 +02:00
Johannes Pfeifer fa1563370c Make resol.m honor nocheck flag
Before, we never tested for correctness, allowing for wrong steady state files in the check command. Fixes bug introduced in 616efb53a448cfa59149951395838627fd1bf719 and restores behavior in 4.4.3
2017-04-21 10:10:03 +02:00