Commit Graph

8160 Commits (575cbfe679580758804600154d887d94af57fd22)

Author SHA1 Message Date
Houtan Bastani 1b8a58fe5b reporting: fix error message 2014-12-23 17:52:17 +01:00
Stéphane Adjemian f7cb867976 Merge pull request #830 from FerhatMihoubi/ep
Corrects the extended path when bytecode option is used
2014-12-19 14:58:36 +01:00
ferhat 823477519c Corrects the extended path when bytecode option is used 2014-12-19 14:53:23 +01:00
Stéphane Adjemian 077654fda2 Merge pull request #818 from JohannesPfeifer/smoother_only
Various fixes when running only smoother on a model
2014-12-17 11:29:05 +01:00
Houtan Bastani c3855a949d preprocessor: add oo_recursive_ to results file, closes #812 2014-12-17 11:10:09 +01:00
Houtan Bastani deba05ccc2 Merge pull request #826 from JohannesPfeifer/oo_recursive_
Make dynare_estimation.m return oo_recursive_
2014-12-17 11:02:54 +01:00
Stéphane Adjemian (Scylla) e1e8ab3bac Merge branch 'Det_sim' 2014-12-17 10:43:51 +01:00
ferhat 24b2993f50 Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Johannes Pfeifer 021e0c8914 Document variable oo_recursive_ 2014-12-16 19:01:00 +01:00
Johannes Pfeifer ff8eaf57ad Make dynare_estimation.m return oo_recursive_ 2014-12-15 22:50:38 +01:00
Houtan Bastani 0e8aea46a7 preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani dbf941a3fa preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani eae9f688c5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Johannes Pfeifer ed8b47bbf4 Add info to header about additional output argument 2014-12-11 20:59:31 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer c7153ba2ea Add initialization of bounds if estim_params is empty 2014-12-08 11:29:15 +01:00
Johannes Pfeifer dc7cfd3f0d Adjust smoother to data now being a column vector 2014-12-08 11:28:46 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Johannes Pfeifer bda19832cd Integrate error from negative steady state with loglinear model into print_info.m
Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
Johannes Pfeifer dd6f8c182c Move call to optimizers in mode-computing to separate file to allow other function to access all integrated optimizers
- also moves several options to subfields of options structure
- allows setting options of newrat
- requires newrat to have compatible kalman_algo specified in order for it to not change options_
- explicitly disallows using analytical derivation with numerical gradient (before the numerical gradient request was overwritten)
- always outputs hessian returned by optimizer (empty matrix if not computed) and deletes subsequent overwriting if cova_compute=0
2014-12-04 19:36:12 +01:00
Stéphane Adjemian (Charybdis) 811877aa6c Switched back on old-oop-style branch and updated submodules dseries and dates.
Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
Sébastien Villemot 22d1c45dad Update dseries submodule. 2014-12-04 14:46:39 +01:00
Sébastien Villemot d3ae526d21 Fix affiliation. 2014-12-04 14:36:09 +01:00
Sébastien Villemot fa4e50499d Update dates and dseries submodules. 2014-12-04 14:19:50 +01:00
Sébastien Villemot 26f111a238 Update affiliation. 2014-12-04 13:36:29 +01:00
Johannes Pfeifer e4745cbc65 Add missing abs to unit root check in model_diagnostics.m 2014-12-03 13:35:06 +01:00
Stéphane Adjemian (Charybdis) 7764d07343 Updated date submodule. 2014-12-01 17:35:09 +01:00
Stéphane Adjemian (Charybdis) e2dd9b2526 Updated unit tests submodule. 2014-12-01 17:20:44 +01:00
Stéphane Adjemian (Charybdis) 905076fa07 Fixed remote address for dseries submodule. 2014-11-29 09:21:53 +01:00
Stéphane Adjemian (Charybdis) b8f8375714 Merge branch 'master' into remove-@dseries 2014-11-29 09:19:51 +01:00
Stéphane Adjemian (Charybdis) 45114c0c8e Changed remote for dates submodule (use https protocol instead of ssh, dynbot is not a known user for GitHub). 2014-11-28 23:22:30 +01:00
Stéphane Adjemian (Charybdis) a3c139cb38 Updated dynare_config routine. 2014-11-28 18:35:19 +01:00
Stéphane Adjemian (Charybdis) d1966dbc76 Added dseries class as a submodule. 2014-11-28 18:34:01 +01:00
Stéphane Adjemian (Charybdis) 686289cd01 Updated dynare_config routine. 2014-11-28 18:26:42 +01:00
Stéphane Adjemian (Charybdis) 4d669a4312 Removed matlab/@dseries and utilities/dseries subfolders. 2014-11-28 18:24:05 +01:00
Stéphane Adjemian (Charybdis) bc90d1d6da Merge branch 'remove-@dates' 2014-11-28 18:13:46 +01:00
Stéphane Adjemian (Charybdis) fc3e1b2108 Merge remote-tracking branch 'fred@github/master'
Conflicts:
	matlab/initial_estimation_checks.m
	matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Stéphane Adjemian (Charybdis) 593adcd5e9 Updated dynare_config routine (new path for the dates class and related routines). 2014-11-27 23:19:53 +01:00
Stéphane Adjemian (Charybdis) 6d30ac71d8 Added dates class as a submodule.
The submodule dates is in matlab/modules/ subfolder.
2014-11-27 23:15:18 +01:00
Stéphane Adjemian (Charybdis) a00f026f54 Removed matlab/@dates (class for dates) and matlab/utilities/dates folders. 2014-11-27 22:52:10 +01:00
Houtan Bastani 41e05391d5 Merge pull request #808 from rattoma/gsa
Gsa bug fix and naming fix
2014-11-27 11:36:14 +01:00
Marco Ratto 800fd59cf0 Prune no longer used titles and file names 2014-11-27 11:32:03 +01:00
Marco Ratto 1b615b4f70 Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011). 2014-11-27 11:30:10 +01:00
Johannes Pfeifer bb92f9bc2a Expand unit test on initval file
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer da691bb21c Fix reading in of initval files from Excel
series_-indicator was not set
2014-11-27 10:44:21 +01:00
Johannes Pfeifer c7237a7d13 Document that all types of vectors are possible in initval file
Also documents required size
2014-11-27 10:43:41 +01:00
Johannes Pfeifer 566835bba6 Check size of initval-file provided values and issue more explicit error message 2014-11-27 09:09:30 +01:00
Johannes Pfeifer 6d7c8ef963 Allow reading in of row vectors in initval file 2014-11-27 09:08:57 +01:00
Houtan Bastani 978398323e preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803 2014-11-26 15:05:07 +01:00
Stéphane Adjemian 6aa7c038ef Merge pull request #799 from JohannesPfeifer/simplex
Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00