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2003 Commits (50c085e5a3febae1533db86db21a20cde36c9ab9)

Author SHA1 Message Date
Michel Juillard 50c085e5a3 using isequal while testing options_.mode_compute 2011-07-24 23:00:32 +02:00
Michel Juillard 2de9113889 update to ramsey_policy 2011-07-24 20:56:30 +02:00
Michel Juillard a6281ac9f9 adding a first attempt for adaptive Metropolis Hastings 2011-07-24 19:52:05 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Michel Juillard 6662aa9e26 expanded error message when initial values are incompatible with steady state equations 2011-07-14 12:20:36 +02:00
Houtan Bastani b15bdb11d9 MS-SBVAR: bug fix 2011-07-12 14:43:10 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Sébastien Villemot 3eec808cee Merge remote-tracking branch 'houtanb/master' 2011-07-07 16:13:01 +02:00
Houtan Bastani 9b9eb4e078 irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out) 2011-07-07 16:04:02 +02:00
Marco Ratto 80582b19bd Provisions for new options 
pvalue_ks
pvalue_corr
 2011-07-07 09:48:06 +02:00
Marco Ratto 0b1188c923 Added copyright preamble 2011-07-07 09:47:00 +02:00
Marco Ratto 34e88fffc7 utility providing critical value of the t-distribution 2011-07-07 09:46:43 +02:00
Stéphane Adjemian (Charybdis) e097f7c8db Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found. 2011-06-28 14:49:56 +02:00
Marco Ratto d83c5326f6 check that theoretical moments are independent when evaluating simulated moments uncertainty 2011-06-24 10:58:04 +02:00
Marco Ratto 47787f6f20 Fixed waitbar message from octave slave (matlab master) 2011-06-24 10:57:25 +02:00
Marco Ratto 1b2cab9b52 Fixed check of number of cpu's chen unix master calls windows slave 2011-06-24 10:56:07 +02:00
Stéphane Adjemian (Charybdis) fa9f6ac90b Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation. 2011-06-23 23:39:15 +02:00
Stéphane Adjemian (Charybdis) f0addc9e39 Added routines from dynare-breaks branch. 2011-06-23 21:46:41 +02:00
Stéphane Adjemian (Charybdis) 4444a850b3 Removed annoying display. 2011-06-23 17:48:09 +02:00
Ferhat Mihoubi 3262e6097c - use gensylv instead of sylvester3 to solve the Sylvester equation 2011-06-23 17:44:24 +02:00
Ferhat Mihoubi 99310d97d3 gensylv.m and gensylv.mex work in the same way 2011-06-23 17:44:23 +02:00
Stéphane Adjemian (Charybdis) 929df4f070 Renamed some files related to csminwel 2011-06-23 15:57:06 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Michel Juillard 219d6766b2 Merge branch 'ramsey' 2011-06-22 18:41:20 +02:00
Michel Juillard 1617b6a410 improving Ramsey policy 2011-06-22 11:31:35 +02:00
Ferhat Mihoubi 1317e04c28 block option needs a specific index for the kalman smoother 2011-06-21 13:23:06 +02:00
Ferhat Mihoubi bf6853339d dr.order_var is equivalent to M_.block_structure.variable_reordered 2011-06-21 13:20:51 +02:00
Marco Ratto a96bad899d Fixed bug of ~ in output list for non recent versions of matlab. 2011-06-21 09:43:24 +02:00
Ferhat Mihoubi 3459b08c53 - Corrects the first order approximation of block-decomposed models 
- The block-decomposed models can now be estimated
 2011-06-18 17:43:45 +02:00
Marco Ratto 838c0cd865 provisions in testing routines for hybrid unix/win clusters 2011-06-17 17:17:01 +02:00
Marco Ratto 64e6de59f3 last provisions for hybrid unix <-> win clusters 2011-06-17 17:16:32 +02:00
Marco Ratto 1527408023 captured output from system commands 2011-06-17 17:15:36 +02:00
Marco Ratto e48445fe4b added plot utility of gsa samples 2011-06-16 01:08:39 +02:00
Marco Ratto 7c9233daa9 provisions for new option neighborhood_width 2011-06-15 23:49:14 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Michel Juillard 01d19720da MS-SBVAR: correcting bug in previous commit 2011-06-15 15:15:33 +02:00
Michel Juillard b8e50635a8 MS-SBVAR: adding IRF plots by regime 2011-06-15 12:04:15 +02:00
Michel Juillard abd5a62a07 updated and corrected list of errors in print_info 2011-06-13 18:42:03 +02:00
Sébastien Villemot aa8d5f9dc7 Homotopy mode 1: alleviate the requirement that old values must be different from new ones 2011-06-13 18:05:52 +02:00
Michel Juillard 85989df0e1 estimation initialization: minor bug correction when filtered_vars is requested 2011-06-08 22:06:41 +02:00
Marco Ratto e5c3decbc1 trap for too many parameters to be estimated w.r.t. affected moments. 2011-06-06 16:36:39 +02:00
Marco Ratto 664d17ba24 Fixes related to ML syntax (no prior definition). 2011-06-06 16:09:55 +02:00
Marco Ratto 0605396815 Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer. 2011-06-06 15:28:46 +02:00
Marco Ratto 2c977073d2 Bug fix: thanks to Johannes Pfeifer 2011-06-06 15:21:59 +02:00
Marco Ratto 4b85444b18 Fixes related to hybrid clusters with unix master and windows slaves. 2011-06-06 15:21:26 +02:00
Michel Juillard 96384e630d metropolis: fixing bug (thanks to J. Pfeifer) 2011-06-03 15:23:25 +02:00
Michel Juillard 797b387f12 fixing header (thanks to J. Pfeifer) 2011-06-03 14:20:41 +02:00
Michel Juillard 250c32bfb5 estimation: fixing logic for calling mode_check (thanks to J. Pfeifer) 2011-06-03 14:20:27 +02:00
Michel Juillard 47f4794aa5 updating list of errors 2011-06-03 06:42:00 +02:00
Houtan Bastani 5ceb3eb72e fix typo 2011-06-01 14:43:42 +02:00