54aff15b6a
Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search).
2012-07-12 14:43:21 +02:00
91499d7961
Added a routine to test if an array is a square matrix.
2012-07-12 14:43:21 +02:00
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
4d183aa920
Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb.
2012-07-12 09:23:06 +02:00
6d6e337f5b
Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place.
2012-07-12 09:18:04 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
4d51f38bd2
Added the possibility to use the cyclic reduction algorithm without the block option.
2012-07-11 18:26:22 +02:00
b02c83a926
Added unitary test.
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Comparison of the solutions returned by the cyclic reduction and logarithmic reduction algorithm. Note
that in the case considered here the logarithmic reduction algorithm is faster.
2012-07-11 18:26:22 +02:00
56339bb3cf
Added logarithmic reduction algorithm to solve quadratic matrix equation.
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This algorithm is a slower alternative to the cyclic reduction algorithm (useful for testing purpose).
2012-07-11 18:26:22 +02:00
47e543409c
Added texinfo header.
2012-07-11 18:26:22 +02:00
a86a904823
Cosmetic changes.
2012-07-11 18:26:22 +02:00
b4c60eeebf
Efficiency changes.
2012-07-11 18:26:22 +02:00
877cc55e78
Fixed bug.
2012-07-11 18:26:22 +02:00
38b493dacc
Changed copyright date.
2012-07-11 18:26:22 +02:00
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
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MEX function
2012-07-07 21:21:28 +02:00
50ef5377e4
removed option linear from stoch_simul; clarified use of option linear
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in model statement
2012-07-06 13:52:17 +02:00
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
3414d4d468
Fix crash in estimation introduced in 1fb89a07
2012-07-06 09:50:30 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
0cf034a71a
Merge remote-tracking branch 'houtanb/master'
2012-07-05 16:38:59 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
40e1e60fd1
1) changed options of optimizer n. 1 with analytic derivs;
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2) force no analytic derivative with mode_check;
2012-07-05 10:22:36 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
379972d715
Removed prior_penalty in dsge_likelihood.
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If options_.prior_trunc is set to zero (the default is strictly positive) then prior_correction is infinite because the prior density is zero (this is not true for the uniform prior)... This does not help the optimizer. Even if we do not fall in this case (because options_.prior_trunc>0 or becuase only uniform priors are used for the bounded parameters) the meaning of this correction is unclear.
2012-07-04 13:04:49 +02:00
a05b9d6a8a
Removed globals from simult.
2012-07-03 11:29:18 +02:00
1fb89a07e9
Removed global from set_state_space.
2012-07-03 11:29:18 +02:00
fcd016dc25
Removed global from check_model routine.
2012-07-03 11:29:18 +02:00
99c35e22f1
- Added trap to avoid infinite loops when type is not 'prior';
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- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
2012-07-02 10:55:02 +02:00
4cba20f231
Fixed bug in parallel_test
2012-07-02 10:15:38 +02:00
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
b593bf2e1e
Ref. manual: minor corrections
2012-07-01 18:48:57 +02:00
307d5d5d6a
Initializes the s variable
2012-07-01 15:19:36 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
87ad577347
fix documentation in line with commit a74f7c0285
2012-06-29 00:55:50 +02:00
bd9af2fa5a
Fixed bug reported by Rob Luginbuhl in dynare forum
2012-06-29 00:50:54 +02:00
a74f7c0285
Reduce the number of plots produced by default with rmse filtering and redform filtering
2012-06-29 00:48:24 +02:00
2510454bd1
Add missing figures when filtering is applied
2012-06-29 00:36:22 +02:00
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
aa62568a44
Add Frédéric to authors of ref. manual
2012-06-28 14:24:50 +02:00
2f43f3a09a
Document option solve_maxit of discretionary_policy
2012-06-26 17:10:52 +02:00
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +02:00
3bfa231535
add test for conditional macro statements
2012-06-26 16:27:13 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
ebc7a783bd
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
f0e43f8aa3
fix bug in osx packaging script
2012-06-25 16:22:27 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Houtan Bastani
Marco Ratto
Ferhat Mihoubi