Commit Graph

4936 Commits (54aff15b6a89a50675a3fc5984d4d33b8a04e13b)

Author SHA1 Message Date
Houtan Bastani 574472a288 script to find differences in matlab functions between one commit and another. Fixes ticket 228 2012-06-11 12:27:40 +02:00
Sébastien Villemot 4a9592a50c Fix LAPACK type error 2012-06-11 12:25:56 +02:00
Sébastien Villemot 91967eac6d Bump version numbers 2012-06-11 12:07:10 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot 01bb8c3e18 Merge remote-tracking branch 'ratto/master' 2012-06-11 10:46:32 +02:00
Ferhat Mihoubi 2a8436aa44 Extends the block Kalman filter to the missing observations case (not called for the moment) 2012-06-11 10:39:25 +02:00
Ferhat Mihoubi 8bf31f9675 Corrects a bug in model_info 2012-06-11 10:32:44 +02:00
Stéphane Adjemian (Charybdis) d006bd2aaf Made replic option specific to stochastic simulations (options_.simul_replic). 2012-06-11 09:41:59 +02:00
Marco Ratto 240e6d688e Update testsuite script for gsa. 2012-06-11 01:36:03 +02:00
Marco Ratto 2aaa88caa7 Merge from the latest gsa routines for 4.2.5.
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot 7a795cfdca Merge remote-tracking branch 'houtanb/master' 2012-06-09 16:04:56 +02:00
Sébastien Villemot 89ed599c01 Fix unitialized variable 2012-06-09 10:24:09 +02:00
Houtan Bastani 45988e258a add comment/copyright to script 2012-06-08 20:01:31 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Michel Juillard 1fc2d78ddf dminished number of nodes and order of computation in
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Marco Ratto bf88b6e93d LIKK needs to be initialized when analytic derivation =0. 2012-06-08 17:06:59 +02:00
Sébastien Villemot 0f0b485cd3 Fix license file wrt dynare.el 2012-06-08 16:30:35 +02:00
Sébastien Villemot 346f9ba25c Move more files to scripts/ and add it to the distribution 2012-06-08 16:29:11 +02:00
Houtan Bastani 622bfcd0c8 python script to compare matlab function names to their filenames, reporting those that differ 2012-06-08 16:25:25 +02:00
Houtan Bastani 08b9d1c8b3 fix function name 2012-06-08 16:25:22 +02:00
Houtan Bastani b8661d56ad add parens to function names 2012-06-08 16:16:13 +02:00
Houtan Bastani 47808a0eb7 place AIM function calls at top of file 2012-06-08 16:16:12 +02:00
Marco Ratto dca2ffc5f3 clean-up of test project for gsa+identification. 2012-06-08 15:35:39 +02:00
Marco Ratto 6b908a38eb when identification=1, the only morris options allowed remain
morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto 69d015a777 Asymptotic Hessian now works also for univariate stationary KF. 2012-06-08 15:26:14 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Marco Ratto 2fecf9946b 1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function.
Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Sébastien Villemot b7538ad315 Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00
Sébastien Villemot 761b1f2df7 Don't use loglinear in test for analytic_derivation 2012-06-08 11:43:32 +02:00
Sébastien Villemot c26a211827 analytic_derivation and loglinear are incompatible 2012-06-08 11:33:33 +02:00
Sébastien Villemot c6086c2a59 Merge remote-tracking branch 'ratto/master' 2012-06-08 10:20:44 +02:00
Sébastien Villemot 90ca8df631 Merge remote-tracking branch 'houtanb/master' 2012-06-08 10:20:22 +02:00
Marco Ratto 2de336c94c fixed bug in analytic derivatives of normal pdf for vector inputs. 2012-06-08 08:50:48 +02:00
Marco Ratto 7f9d2968d9 fixed bug introduced in previous commit: offset needs to be computed for analytic derivatives. 2012-06-08 08:50:07 +02:00
Marco Ratto 907544bc1a big fix with strcmp 2012-06-07 21:54:55 +02:00
Houtan Bastani 04b31992a8 ms-sbvar: submodule update 2012-06-07 19:03:40 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot 6cc3be7252 Octave can create PDF files 2012-06-07 18:29:00 +02:00
Sébastien Villemot 35a2f38d6a Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
Closes: #199
2012-06-07 17:04:46 +02:00
Sébastien Villemot fb147574f2 Remove duplicate item 2012-06-07 15:36:28 +02:00
Sébastien Villemot bfa168bd24 Fix name clash with deprecated function name 2012-06-07 15:33:43 +02:00
Sébastien Villemot 00f526dbb7 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Stéphane Adjemian (Charybdis) 06ca265272 Complete the bug fix for the calibrated correlations in the structural and measurement covariance matrices.
Call   set_all_parameters  routine   in  dsge_likelihood.   Note  that
correlations between innovations are not allowed in dsge-var models.
2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis) 0da05ae29d Removed globals from set_all_parameters routine. 2012-06-07 15:13:39 +02:00