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5109 Commits (5b1ecaf6274beb10e31932fbdf50d14df5584bd8)

Author SHA1 Message Date
Sébastien Villemot 5b1ecaf627 Fix detection of SLICOT under Windows 2012-09-28 17:24:07 +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
Houtan Bastani 4fd6ebca50 add ldflags_matio to dynare++ tests 2012-09-26 12:36:09 +02:00
Sébastien Villemot 5d5771a823 Another typo 2012-09-25 19:58:03 +02:00
Sébastien Villemot 6cfec3f6ad More CPPFLAGS_MATIO fun 2012-09-25 19:53:20 +02:00
Sébastien Villemot 5140b5bdfe Document license of new files 2012-09-25 14:33:02 +02:00
Sébastien Villemot 08f7c61e89 Add missing CPPFLAGS_MATIO 2012-09-25 14:25:02 +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. 
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
Sébastien Villemot 3589c04f49 Add missing CPPFLAGS_MATIO 2012-09-21 07:29:11 +02:00
Sébastien Villemot 41ee0dde2e ax_matio.m4: LIBS was not correctly saved 2012-09-20 22:53:47 +02:00
Sébastien Villemot 4d98c2007f Rename CFLAGS_MATIO to CPPFLAGS_MATIO 2012-09-20 22:53:47 +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 
portfolio models)
 2012-09-19 22:51:44 +02:00
Michel Juillard c584245637 added lag on 2 periods to test with auxiliary variables 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 
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
Houtan Bastani c40d83e974 update package creation on osx 2012-09-19 14:15:55 +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
Houtan Bastani a43492a70a fix comment 2012-09-19 12:54:29 +02:00
Stéphane Adjemian (Scylla) 465bb6c144 Added missing call to set_state_space. 2012-09-19 12:27:11 +02:00
Houtan Bastani 4f54391e94 add --with-matio option to configure 2012-09-19 12:11:57 +02:00
Houtan Bastani fd66086c38 bug fix: configure output should be no for k-order if matlab is not present 2012-09-19 12:11:57 +02:00
Houtan Bastani 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
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
Sébastien Villemot dc0955b665 Test exogenous deterministic variables at order 2 2012-09-19 10:42:51 +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
Johannes Pfeifer 17db705f4a Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-18 23:53:29 +02:00
Houtan Bastani 074f567e39 typo's typo 2012-09-18 15:23:49 +02:00
Houtan Bastani 2a937e435c typo 2012-09-18 14:47:02 +02:00
Houtan Bastani a54af094f2 bug fix: slicot configuration (allow path specification using --with-slicot flag) 2012-09-18 14:45:32 +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
Johannes Pfeifer fb383a9a49 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-18 11:25:32 +02:00