5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
66d48f5917
Compatibility fixes for Octave 3.8.
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- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
7c6d5b3ef6
Fix compilation of .texi
2014-01-02 16:40:31 +01:00
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
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Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00
e301eeb206
reporting: tests: show functionality of tableDataRhs option
2014-01-02 15:35:41 +01:00
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
16fe4190b2
doc: fix typo
2014-01-02 15:13:57 +01:00
fa8b80baea
update license file
2014-01-02 09:40:41 +01:00
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
bae79d62a4
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
ed5696a938
Added test (+ cosmetic changes).
2013-12-30 16:34:26 +01:00
f302f297c1
Option endogenous_terminal_periods is only available with stack_solve_algo==0.
2013-12-30 16:05:13 +01:00
e76db22c79
Give more details about endogenous_terminal_period option.
2013-12-30 15:50:42 +01:00
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
f0629fddd2
Merge pull request #571 from JohannesPfeifer/shock_decom_documentation
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Shock decom documentation
2013-12-30 05:10:29 -08:00
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
5e19007cc5
README: update mac build for bison fix
2013-12-30 12:33:28 +01:00
bda14eca79
README: update requirement for Bison.
2013-12-30 12:23:59 +01:00
f0eefd9821
fix README.md display for mac os x
2013-12-30 11:19:06 +01:00
75dd01421f
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
96e973a07f
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
3fbeba66a7
Merge branch 'master' into sim1-with-variable-dimension
2013-12-27 20:32:17 +01:00
c35f3d2e52
Document new option (endogenous_terminal_period).
2013-12-27 20:29:30 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
503d2baa89
Fix bug in deterministic conditional forecast.
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The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
49506c6ec4
Document default for new option posterior_max_subsample_draws.
2013-12-18 16:44:31 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
8dcb36b9e2
ms-sbvar: submodule update
2013-12-18 09:27:51 +01:00
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
8ddd7d0300
Minor fix to release announcement.
2013-12-16 18:19:56 +01:00
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
cd1574e3cf
Update README.md
2013-12-16 15:07:16 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
bb1353e46b
Fix bug introduced in 8b1e76a1bf.
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The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
Sébastien Villemot
Sébastien Villemot
ferhat
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer