Commit Graph

4936 Commits (54aff15b6a89a50675a3fc5984d4d33b8a04e13b)

Author SHA1 Message Date
Sébastien Villemot d44ca7296e Merge remote-tracking branch 'ratto/master' 2012-06-22 10:57:25 +02:00
Michel Juillard a6648b59ed function evaluater_steady_state_file returns full size steady state
vector (including auxiliary variables) even in case of error flag in
evaluating steady state
2012-06-21 18:16:49 +02:00
Marco Ratto cb2526ba52 Fixed bug introduced in commit a070f5cb26.
The name npar was already used for the subsample loop.
To keep notation more in line with dynare options_ the old npar is renamed to B.
2012-06-21 17:13:00 +02:00
Houtan Bastani 23ec38b258 doc: provide filename for file created by steady_state_model statement 2012-06-21 09:51:07 +02:00
Marco Ratto 5539910ce4 Update of gsa documentation 2012-06-20 15:13:29 +02:00
Sébastien Villemot a7bddead43 Merge remote-tracking branch 'ratto/master' 2012-06-20 09:42:43 +02:00
Michel Juillard 2fa433f18e fixing bug for estimation of models with measurement errors and
missing observations
2012-06-19 16:35:44 +02:00
Marco Ratto 0e1f60b29f This should fix the bug originating random crash of sensitivity test routine 2012-06-19 15:33:41 +02:00
Marco Ratto a5abdb3ce2 Fixed use of old figure syntax to dyn_figure 2012-06-19 15:32:42 +02:00
Michel Juillard 540fb1be48 fixing bug in discretionary_policy and implementing option solve_maxit 2012-06-19 14:08:45 +02:00
Houtan Bastani 12980236dc preprocessor: require instruments option for discretionary_policy 2012-06-19 12:07:21 +02:00
Michel Juillard 1eef328de0 correcting bug in welfare computation when using ramsey_policy and
histval
2012-06-18 20:29:35 +02:00
Houtan Bastani 12046ebd07 ms-sbvar: submodule update 2012-06-18 15:06:58 +02:00
Stéphane Adjemian (Charybdis) 9c5bbd5c09 Added a routine to simulate a backward looking stochastic model with arbitrary precision (needed for PEA). 2012-06-18 14:59:52 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition.
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
Stéphane Adjemian (Charybdis) a18b071770 Fixed shocks decomposition bug.
(cherry picked from commit 68e7a310eda20f8f7611521ac45608a6941b31cc)
2012-06-18 14:55:36 +02:00
Sébastien Villemot 608c82fd26 Improve the release announcement for 4.3.0 2012-06-15 20:27:11 +02:00
Houtan Bastani 328cc78d76 ms-sbvar: check for existence of mex file in dynare_config 2012-06-15 16:37:04 +02:00
Sébastien Villemot 354efdc803 Preprocessor: fixes for identification and dynare_sensitivity 2012-06-15 15:35:00 +02:00
Sébastien Villemot 9187e8ad4d Typos 2012-06-15 15:09:39 +02:00
Sébastien Villemot 3fd2f7ed21 Update Windows README 2012-06-15 15:04:15 +02:00
Sébastien Villemot b326f9c11e Release notes for 4.3.0 2012-06-15 15:01:03 +02:00
Sébastien Villemot b78c64e0b4 Ref. manual: cosmetic changes 2012-06-15 15:01:03 +02:00
Marco Ratto 98c809c54e Further on nograph: moved printed output when advanced=1 from plot_identification to disp_identification. 2012-06-15 13:45:26 +02:00
Marco Ratto fd24b93667 fixes around options nograph and nodisplay 2012-06-15 13:07:26 +02:00
Marco Ratto 186d973ccb use of nodisplay in all sensitivity calls 2012-06-15 12:36:47 +02:00
Marco Ratto 0494b92ed3 Proper handling of nograph option in gsa routines. Accordingly some more printed output on command window is allowed. 2012-06-15 12:29:22 +02:00
Sébastien Villemot 808dade20f Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity 2012-06-15 11:06:07 +02:00
Sébastien Villemot 8bbc3b2453 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Marco Ratto 974390ee49 use of nodisplay for estimation call
(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
2012-06-14 18:55:09 +02:00
Marco Ratto 65cfa00e55 bug fix: lots of new empty figures were generated
(cherry picked from commit 335db3d8dabb3a429dbe85a8d0a2ba3c6d447991)
2012-06-14 18:55:06 +02:00
Stéphane Adjemian (Charybdis) abad13d020 Kill estimation if the likelihood is complex or NaN. 2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis) 1763855225 Consider the effective number of structural innovations in initial_estimation_checks routine. Some of the declared structural innovations may have been calibrated with a zero variance. 2012-06-14 15:32:15 +02:00
Stéphane Adjemian (Charybdis) b907e82e7b Removed NaNs in M_.Correlation_matrix if they are the consequence of variances (of structural innovations) calibrated to zero. 2012-06-14 15:32:14 +02:00
Michel Juillard a5d84a90c3 fixing bug in initialization of bayestopt_.name 2012-06-14 13:04:51 +02:00
Michel Juillard 3900d2820a further changes to reference manual 2012-06-14 13:04:16 +02:00
Michel Juillard a16cade619 reference manual: clarifying that variables, endogenous and exogenous,
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
Michel Juillard 8f4fb2f16f fixed welfare evaluation for arbirtrary value of the state
variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
Sébastien Villemot 19f6eca23f Update macroprocessor slides 2012-06-13 18:40:12 +02:00
Sébastien Villemot bbc6cba4a3 Macroprocessor: mention @#ifdef in error messages 2012-06-13 18:40:12 +02:00
Michel Juillard 9f161ff339 fixing lower bound for priors on correlation coefficients 2012-06-13 15:55:01 +02:00
Michel Juillard 3ff832ddcc added test for too large standard deviation in beta distribution;
cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard a39a0b3b67 fixed bug when only variances are estimated, but no deep parameter 2012-06-13 14:08:58 +02:00
Houtan Bastani beddf375f0 ms-sbvar: submodule update 2012-06-13 11:28:36 +02:00
Houtan Bastani ed5470d62e udpate osx packaging script 2012-06-13 11:28:36 +02:00
Sébastien Villemot 661531ebff Remove MATLAB short-circuit operators
They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Sébastien Villemot cef35cd393 Fix function names 2012-06-13 11:09:27 +02:00
Sébastien Villemot 83623723d9 Block kalman filter: enclose OpenMP statements in conditionals 2012-06-11 14:31:33 +02:00
Sébastien Villemot eb4fcb2cd7 Windows installer: adapt for the new scripts directory 2012-06-11 13:55:56 +02:00
Sébastien Villemot cb1bdc1cb9 Merge commit 'remotes/houtanb/4.3~1' 2012-06-11 12:44:37 +02:00