c41ce4ae69
Merge remote-tracking branch 'ratto/master'
2012-09-18 11:13:50 +02:00
fd7386b593
Merge remote-tracking branch 'jpfeifer/master'
2012-09-18 11:13:46 +02:00
cba7a3fcc8
Homogeneize behavior for PDF and FIG under Octave
2012-09-18 11:12:11 +02:00
fce6c5cc31
Increase accuracy in printing cosn for collinearity patterns
2012-09-18 10:42:01 +02:00
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
05b16bae5f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-17 17:33:03 +02:00
469a1d2c25
fix slicot configuration on OS X
2012-09-17 11:58:18 +02:00
8d4c812671
Merge remote-tracking branch 'ratto/master'
2012-09-17 10:29:53 +02:00
d50e68ef2d
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-09-16 12:11:51 +02:00
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
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
b756ee1819
Analytic derivatives: make them work for lik_init==2 as well
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(lik_init =3 and =4 still to be worked out)
2012-09-14 17:07:38 +02:00
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
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
c74b1d1bdc
Provisions for MATLAB 8.0 (R2012b)
2012-09-14 11:10:47 +02:00
d87eb2813d
Merge branch 'master' of ssh://kirikou/srv/d_kirikou/git/dynare
2012-09-13 11:15:30 +02:00
c07ffd8705
Merge branch 'slicot'
2012-09-13 11:11:46 +02:00
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
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
8789151c73
Dynare++: compatibility fixes with MatIO 1.5
2012-09-11 15:22:29 +02:00
cecb375be4
Link Dynare++ tests with MatIO
2012-09-11 15:01:26 +02:00
9de8f75168
Merge branch 'master' into matio
2012-09-11 14:37:34 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
6001763ad7
Ship binaries for MATLAB 7.2 / Windows 64-bit
2012-09-11 12:41:56 +02:00
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
be93274112
Minimal MATLAB requirement is 7.0
2012-09-11 12:31:16 +02:00
2d66c68301
Fix function header
2012-09-11 11:16:40 +02:00
07193b2cfa
fixing bug in computing full_rank for purely backward models
2012-09-11 10:06:38 +02:00
92833d3ceb
In CHECK, use the eigenvalues as computed by the reordered real
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generalized Schur decomposition, rather than the ones computed by
eig()
2012-09-10 14:27:56 +02:00
a22d1d415a
replaced rank() by rcond() in evaluating whether Z22 is full rank in
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checking Blanchard and Kahn conditions with CHECK
2012-09-10 13:26:05 +02:00
205b455ad7
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.
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Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
2012-09-06 14:13:29 +02:00
8a0fe91480
Removed annoying warning messages.
2012-09-06 12:22:32 +02:00
43e2c9ecef
Added a routine to test if a file exist.
2012-09-06 12:21:28 +02:00
19c46dba55
Improved recursive estimation. Run the estimation using previous results (saved in <M_.fname>_mode.mat).
2012-09-06 11:14:48 +02:00
6beb4e3f8f
small bug fix
2012-08-30 14:59:32 +02:00
e8f159f66b
fixing bugs in previous commit
2012-08-30 12:44:46 +02:00
1bac2d34c3
adding a trap to catch the case where the random generator of the
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master is not available on the slave
2012-08-30 12:24:05 +02:00
f77b101d7b
fixing bugs in random generator handling code
2012-08-29 22:12:50 +02:00
378413ed14
fixing typo in previous commit
2012-08-29 21:02:33 +02:00
dbdbfdd926
adding set_dynare_random_generator_state() and
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get_dynare_random_generator_state(). Use now different seeds for
different Metropolis chains. Fixed handling of random generator state
thourghout the code.
2012-08-29 17:58:54 +02:00
d9f3ab5be8
Partially revert commit #69efc894c6dc9ac1250bd7450bd57443f088c242. Test for Octave/Matlab to decide how to call the print command. Added a warning stating that Octave cannot create pdf files.
2012-08-29 16:50:08 +02:00
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
526d6ca76c
removing unused function
2012-08-28 11:55:16 +02:00
e519b04713
bug fix: when nograph=1, SmoothedShocks were not saved.
2012-08-27 17:45:47 +02:00
1193cab7c8
Make the function compatible with multiple file formats.
2012-08-27 16:37:14 +02:00
0508bf9a41
Added missing default options for stochastic simulation of nonlinear backward looking models.
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(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
2012-08-27 12:53:11 +02:00
a7ba2b51e7
Trap error when the model does not solve for point estimation (prior mean-mode posterior mean-mode)
2012-08-24 17:09:13 +02:00
9edce5414f
bug fix for octave.
2012-08-24 16:40:24 +02:00
fda047e19c
updated penalty has to be properly passed to the objective function.
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This relates should fix behaviour after commit 6b3bd9dd0b
2012-08-24 16:39:04 +02:00
fe98a0875d
Added the possibility to save the plots generated by the shock_decomposition command.
2012-08-24 15:03:35 +02:00
Sébastien Villemot
Marco Ratto
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard