Marco Ratto
560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
Marco Ratto
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
Stéphane Adjemian (Charybdis)
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
Stéphane Adjemian (Charybdis)
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
Sébastien Villemot
421e1a39fc
Merge remote-tracking branch 'ratto/master'
2012-09-27 16:36:00 +02:00
Houtan Bastani
7c6ae272f6
ms-sbvar: remove field removal for file tags
2012-09-27 15:32:33 +02:00
Houtan Bastani
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Stéphane Adjemian (Charybdis)
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
Houtan Bastani
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
Marco Ratto
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
Stéphane Adjemian (Charybdis)
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
Stéphane Adjemian (Charybdis)
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
Stéphane Adjemian (Charybdis)
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
Stéphane Adjemian (Charybdis)
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
Michel Juillard
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
Stéphane Adjemian (Charybdis)
d0d0b6ed52
Use new numgrad routines.
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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
Stéphane Adjemian (Charybdis)
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
Stéphane Adjemian (Scylla)
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
Michel Juillard
f944a43b0c
added code for computing risky steady state in regular models (not
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portfolio models)
2012-09-19 22:51:44 +02:00
Michel Juillard
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
Michel Juillard
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
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all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
Stéphane Adjemian (Scylla)
c29fa9d81c
Fixed bug (wrong index).
2012-09-19 17:03:07 +02:00
Stéphane Adjemian (Scylla)
914d97fb53
Added waitbar to prior_sampler routine.
2012-09-19 16:27:43 +02:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Scylla)
465bb6c144
Added missing call to set_state_space.
2012-09-19 12:27:11 +02:00
Stéphane Adjemian (Scylla)
59a3db051f
Temporarly set options_.order equal to one in get_prior_info routine.
2012-09-19 12:07:16 +02:00
Sébastien Villemot
7fd9ab1473
Remove unused variables
2012-09-19 10:47:12 +02:00
Johannes Pfeifer
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
Sébastien Villemot
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
Sébastien Villemot
6adb58dbc1
Remove workaround for Octave 3.2 (we now require 3.4)
2012-09-18 11:42:11 +02:00
Sébastien Villemot
c41ce4ae69
Merge remote-tracking branch 'ratto/master'
2012-09-18 11:13:50 +02:00
Sébastien Villemot
fd7386b593
Merge remote-tracking branch 'jpfeifer/master'
2012-09-18 11:13:46 +02:00
Sébastien Villemot
cba7a3fcc8
Homogeneize behavior for PDF and FIG under Octave
2012-09-18 11:12:11 +02:00
Marco Ratto
fce6c5cc31
Increase accuracy in printing cosn for collinearity patterns
2012-09-18 10:42:01 +02:00
Marco Ratto
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
Sébastien Villemot
8d4c812671
Merge remote-tracking branch 'ratto/master'
2012-09-17 10:29:53 +02:00
Johannes Pfeifer
d50e68ef2d
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-16 12:11:51 +02:00
Johannes Pfeifer
24a5bd4868
Fixed bug where when using mode_compute=0 with a mode-file from mode_compute=6, mh_jscale is not loaded.
2012-09-16 12:10:53 +02:00
Johannes Pfeifer
c2ce75aa45
Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m
2012-09-14 18:00:12 +02:00
Marco Ratto
b756ee1819
Analytic derivatives: make them work for lik_init==2 as well
...
(lik_init =3 and =4 still to be worked out)
2012-09-14 17:07:38 +02:00
Marco Ratto
e637319be5
bug fix. the diffuse filter should simply penalize the likelihood with the NaN without breaking the estimation (this is in line with missing_observations_kalman_filter_d.m).
2012-09-14 17:05:35 +02:00
Stéphane Adjemian (Scylla)
3658b02455
Fixed bug. If info==19 (steady state routine returns check=1) info(2) is NaN, so that it is not possible to define an endogenous penalty. In this case we just add one to objective_function_penalty_base.
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(cherry picked from commit d2912b264c326b3f349984b605787045b028b992)
2012-09-14 17:05:31 +02:00
Sébastien Villemot
c74b1d1bdc
Provisions for MATLAB 8.0 (R2012b)
2012-09-14 11:10:47 +02:00
Marco Ratto
428b193c11
Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
2012-09-11 15:45:08 +02:00
Sébastien Villemot
c65ff9d988
Fix crash with MATLAB 7.1 and 7.2 under Windows
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Closes : #277
2012-09-11 12:32:27 +02:00
Sébastien Villemot
2d66c68301
Fix function header
2012-09-11 11:16:40 +02:00
Michel Juillard
07193b2cfa
fixing bug in computing full_rank for purely backward models
2012-09-11 10:06:38 +02:00