Commit Graph

7431 Commits (56de3979c2c7a6e45c8bd622ba093feba5d5d17f)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 56de3979c2 Removed compute_corr routine. 2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis) 2ee4d62570 Added routine to compute centered marginal moments of order n (possibly with missing observations). 2014-05-23 18:10:59 +02:00
Stéphane Adjemian (Charybdis) b2c28530ea Renamed compute_stdv as nanvariance (computes variances instead of standard deviations). 2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis) bdd7b8aacc Rewrote compute_acov and renamed it as nanautocovariance. 2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis) dd223e41f5 Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN. 2014-05-22 19:27:14 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Charybdis) d6cb18ab15 Do not initialize subfields of options_ as empty structs if they are already defined (in global_initialization). 2014-05-21 16:41:41 +02:00
Stéphane Adjemian (Charybdis) 9586f1e516 Fixed bug.Variable available_extensions is a cell array. 2014-05-19 16:42:50 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Houtan Bastani e97cf3d1db doc: add example to dseries/reporting slides 2014-05-16 17:12:12 +02:00
Houtan Bastani e6b7a5b74a reporting: fix spacing between sections 2014-05-16 16:59:56 +02:00
Houtan Bastani 3af8ab90bb reporting: bug fix 2014-05-16 16:43:45 +02:00
Houtan Bastani 3516dd5989 reporting: simplify check 2014-05-16 16:35:18 +02:00
Houtan Bastani 35e56bad72 Add back function that was erroneously removed 2014-05-16 15:29:54 +02:00
Houtan Bastani d4972e988f reporting: fix bug when data option is passed to addGraph 2014-05-16 15:00:43 +02:00
Houtan Bastani a9e90f5d57 doc: add reporting slides to dseries presentation 2014-05-14 16:54:58 +02:00
Houtan Bastani 9e86c760b3 doc: finish dseries syntax for slides 2014-05-13 18:30:50 +02:00
Houtan Bastani f21bed4f1f doc: add default values for baxter_king_filter 2014-05-13 13:00:28 +02:00
Sébastien Villemot c45f45f58e Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Michel Juillard 23134353e3 extended_path: update tests models; correct bugs introduced in
previous commit
2014-05-12 14:17:19 +02:00
Michel Juillard c83eac26bb extended_preprocessor C API: removing C++ statement from header
file (C API implementation not finished)
2014-05-12 12:34:41 +02:00
Sébastien Villemot 979101fa55 sim1: when there are NaNs/Infs, raise a warning rather than an error.
Otherwise the homotopy procedure can fail prematurely.

Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
Michel Juillard 26f2b301b0 make extended path algorithm 1 as a self contained problem usable by dynare_solve 2014-05-12 10:18:43 +02:00
Michel Juillard c3efb214ef Merge changes to extended path 2014-05-12 09:43:49 +02:00
Michel Juillard add594ab7e updating extended_path 2014-05-12 09:40:12 +02:00
Michel Juillard b5ca118bfb trust_region: replace a loop with a matrix expression 2014-05-11 14:44:44 +02:00
Michel Juillard 72950de0a0 solve1: initialize fjac only if it needs to be computed numerically. 2014-05-11 14:44:06 +02:00
Michel Juillard 1de2c67e76 Merge branch 'master' into ep 2014-05-10 10:15:39 +02:00
Sébastien Villemot e8ac5da9ea Fix trust region on entire model. 2014-05-09 15:33:26 +02:00
Michel Juillard 15b44eda25 Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Michel Juillard 8bf484a140 fixed expectation model test cases. They had a crazy steady state
revealed by the now more accurate nonlinear solver.
2014-05-08 12:23:09 +02:00
Michel Juillard 57ae7d7fd9 adding solve_algo=9: using trust_region algorithm on the entire model 2014-05-07 21:25:10 +02:00
Michel Juillard a6106f07c7 making solve1.m robust to sparse Jacobian 2014-05-07 21:12:56 +02:00
Michel Juillard fad9aa6846 removing debugging printing 2014-05-07 14:23:31 +02:00
Michel Juillard 58ba964bb7 trust_region/dogleg: fixing sign error 2014-05-07 13:34:59 +02:00
Sébastien Villemot c3544553ab Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
Sébastien Villemot f31d060a4f Add all-in-one-file example for smoother2histval. 2014-05-07 11:16:47 +02:00
Sébastien Villemot c768ff239b Ref. manual: fix default number of periods of forecast command. 2014-05-07 11:14:54 +02:00
Johannes Pfeifer d44825723b Adds test whether all parameters are set to model_diagnostics.m 2014-05-07 10:49:50 +02:00
Sébastien Villemot c4a4e6eeb3 Octave testsuite: force gnuplot toolkit for text graphics.
This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
Houtan Bastani b3f2822c61 doc: complete dates portion of dseries/reporting slides 2014-05-06 18:05:41 +02:00
Sébastien Villemot 9a6ed32ff3 Use correct texinfo commands for *_plan functions. 2014-05-06 16:05:47 +02:00
Stéphane Adjemian (Scylla) 6ca649c4bf Added char method for @dates objects. 2014-05-02 12:15:58 +02:00
Stéphane Adjemian (Scylla) 211f05ac31 Added checks for the extension of the declared datafile. 2014-05-02 12:09:00 +02:00
Stéphane Adjemian (Scylla) 16194cedd9 Removed calls/references to @dynDate (replaces by @dates). 2014-04-30 15:44:30 +02:00
Stéphane Adjemian (Scylla) faf216d9d5 Fixed error message. 2014-04-30 15:43:51 +02:00
Stéphane Adjemian (Scylla) ad0802005b Replaced dynSeries by dseries. 2014-04-30 15:38:18 +02:00
Stéphane Adjemian (Scylla) 28704d407d Addded mod file for tests. 2014-04-30 15:36:03 +02:00
Stéphane Adjemian (Scylla) 0f62d74ee4 Fixed bug. Global options_.dataset.file must be initialized as an empty array. 2014-04-30 15:35:43 +02:00
Stéphane Adjemian (Scylla) f03dd893a8 Allow the syntax o.disp() for @dates and @dseries objects. 2014-04-30 11:11:45 +02:00