2c9c585d6e
Fix invalid check for size of interval in Geweke
...
Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
...
Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
20041ac70c
New syntax for populating an empty dseries object.
...
If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
41295ad602
Minor cleanups in k_order_perturbation DLL.
2014-03-21 17:26:55 +01:00
050b495a52
Fix an invalid memory access in k_order_perturbation DLL.
...
In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
2014-03-21 17:26:48 +01:00
59696026e9
Fix formatting problems introduced in 44fe31c7.
2014-03-21 13:55:55 +01:00
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
...
Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
373102b654
dmm: submodule update
2014-03-20 17:33:28 +01:00
db24d02694
Removed useless line.
...
(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
...
(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
acf688c178
Clarify description of histval for stochastic simulations
2014-03-19 21:42:18 +01:00
e6fadde9e2
Correct placement of @end example in manual
2014-03-19 21:40:06 +01:00
44fe31c73f
Clarify OSR in manual
2014-03-19 21:39:24 +01:00
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
...
Ref #267
2014-03-17 18:12:04 +01:00
159cdea475
Change fields in options_ for {irf,moment}_calibration.
...
Ref #267
2014-03-17 18:12:04 +01:00
9c556f709b
Merge pull request #636 from JohannesPfeifer/preprocessor
...
Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
...
too (only for for case 1)
2014-03-16 18:54:52 +01:00
8f06a3134d
added unscented nodes generator
...
put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
fd323a8217
extended-preprocessor: starting a C interface (not finished)
2014-03-16 18:49:54 +01:00
37d18f6b69
doc: sbvar_identification stub, #237
2014-03-14 15:55:38 +01:00
6c867391e9
submodule update: dmm
2014-03-14 11:27:57 +01:00
370df16cfc
Fix comments in header of dynamic and static files
...
Columns and rows were confused
2014-03-14 10:21:42 +01:00
2495359919
Fix crash when the model contains 1st or 2nd ext fcn deriv nodes.
...
In the case where the external function computes itself its derivatives, the
TEF terms were not always created before being used, hence leading to a
preprocessor crash. This problem could only happen with ramsey_policy, because
otherwise the model does not contain derivatives of external functions.
2014-03-13 12:27:13 +01:00
b4c3d004ad
Introduce a new abstract class for external function nodes.
...
This fixes the following bugs:
- 1st and 2nd ext fcn deriv nodes were incorrectly added to
DataTree::external_function_node_map, because of the chaining of
constructors.
- the following methods of FirstDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode()
- the following methods of SecondDerivExternalFunctionNode were not overloaded:
toStatic(), buildSimilarExternalFunctionNode(), compile(),
compileExternalFunctionOutput()
2014-03-13 12:12:17 +01:00
da615507f4
Cosmetic renaming for consistency between DataTree method names.
2014-03-11 18:56:48 +01:00
f55fda0938
Implement cloneDynamic() for {First,Second}DerivExternalFunction.
...
Since the method was not implement, the method of the parent class was used.
This was leading to wrong results in the context of Ramsey Policy (basically
derivative operators on external functions were dropped from FOCs).
2014-03-11 18:56:48 +01:00
1f6fd55594
Remove spurious test.
2014-03-11 18:56:48 +01:00
3e00a99cc6
Merge pull request #634 from JohannesPfeifer/bvar
...
Filter out stale or inconsistent number of observations in bvar
2014-03-11 15:57:48 +01:00
8b90ca5d07
Merge pull request #632 from JohannesPfeifer/osr_doc
...
Cosmetic changes to documentation of osr
2014-03-11 15:54:44 +01:00
1fd89dffe5
Merge pull request #631 from JohannesPfeifer/ident_graph
...
Cosmetic Changes to figure names in identification
2014-03-11 15:52:48 +01:00
1faae7bf4c
Fix output of external functions (and their derivatives) in LaTeX.
2014-03-11 15:31:08 +01:00
76e276d629
Change initial values to accomodate the change of default solver.
2014-03-11 14:54:42 +01:00
821389fcc6
checking first whether initval values satisfy static model for Ramsey policy
2014-03-11 13:22:19 +01:00
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
4bb1222b35
Clarify role var_list and option for OSR
2014-03-11 10:26:25 +01:00
8d7c908dc7
Filter out DSGE-VAR in identification
2014-03-11 10:15:19 +01:00
23f0322236
Cosmetic changes to documentation of osr
2014-03-11 10:05:17 +01:00
3ee033ab10
Cosmetic Changes to figure names in identification
2014-03-10 20:57:29 +01:00
9d32204790
Ensure that -lpthread is statically linked under MinGW.
2014-03-10 17:25:39 +01:00
7c4cc82012
Change initial values to accomodate the change of default solver.
2014-03-10 14:09:40 +01:00
210d2f24e6
Trust-region solver is now the default solver.
2014-03-10 14:08:40 +01:00
daff028830
updating the documentation for ramsey_model
2014-03-09 12:15:32 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
d945395a15
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
e90859ba52
adding ramsey_model to ParsingDriver
2014-03-09 12:15:32 +01:00
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Michel Juillard