560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
3744061112
Save the names of the estimated parameters in <MODEL_NAME>_mode.mat when mode_compute is equal to six (stochastic optimization).
2012-09-29 00:08:05 +02:00
dd0190bba9
Isolate block decomposition code
...
This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
3e612e0211
Fix build system with Automake 1.12
2012-09-28 17:31:39 +02:00
5b1ecaf627
Fix detection of SLICOT under Windows
2012-09-28 17:24:07 +02:00
421e1a39fc
Merge remote-tracking branch 'ratto/master'
2012-09-27 16:36:00 +02:00
7c6ae272f6
ms-sbvar: remove field removal for file tags
2012-09-27 15:32:33 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
...
the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
4fd6ebca50
add ldflags_matio to dynare++ tests
2012-09-26 12:36:09 +02:00
5d5771a823
Another typo
2012-09-25 19:58:03 +02:00
6cfec3f6ad
More CPPFLAGS_MATIO fun
2012-09-25 19:53:20 +02:00
5140b5bdfe
Document license of new files
2012-09-25 14:33:02 +02:00
08f7c61e89
Add missing CPPFLAGS_MATIO
2012-09-25 14:25:02 +02:00
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
d0d0b6ed52
Use new numgrad routines.
...
options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
41ee0dde2e
ax_matio.m4: LIBS was not correctly saved
2012-09-20 22:53:47 +02:00
4d98c2007f
Rename CFLAGS_MATIO to CPPFLAGS_MATIO
2012-09-20 22:53:47 +02:00
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
f944a43b0c
added code for computing risky steady state in regular models (not
...
portfolio models)
2012-09-19 22:51:44 +02:00
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
...
all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
c29fa9d81c
Fixed bug (wrong index).
2012-09-19 17:03:07 +02:00
914d97fb53
Added waitbar to prior_sampler routine.
2012-09-19 16:27:43 +02:00
c40d83e974
update package creation on osx
2012-09-19 14:15:55 +02:00
0f7076846f
Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive.
2012-09-19 13:44:57 +02:00
a43492a70a
fix comment
2012-09-19 12:54:29 +02:00
465bb6c144
Added missing call to set_state_space.
2012-09-19 12:27:11 +02:00
4f54391e94
add --with-matio option to configure
2012-09-19 12:11:57 +02:00
fd66086c38
bug fix: configure output should be no for k-order if matlab is not present
2012-09-19 12:11:57 +02:00
e48f535004
bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing.
2012-09-19 12:11:57 +02:00
59a3db051f
Temporarly set options_.order equal to one in get_prior_info routine.
2012-09-19 12:07:16 +02:00
7fd9ab1473
Remove unused variables
2012-09-19 10:47:12 +02:00
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
9d555075d6
Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr
2012-09-19 00:05:28 +02:00
17db705f4a
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-18 23:53:29 +02:00
Marco Ratto
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Michel Juillard
Johannes Pfeifer