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
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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
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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
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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