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195 Commits (5d5b36a3ef4a1d682265961f6baf1aa26030d357)

Author SHA1 Message Date
Michel Juillard 41e027aee3 added steady option stop_on_error. stop_on_error = 0 permits to 
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
 2012-04-16 22:40:50 +02:00
Houtan Bastani 8d69c8bf2b estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani f7ca98554e estimation: add truncate and median options to prior statement 2012-03-15 14:33:02 +01:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi 8ac14f8c80 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot b5c71ed1c8 Add kalman_algo option to identification and dynare_sensitivity 
Only in preprocessor and ref. manual for the moment
 2012-01-20 12:11:14 -05:00
Houtan Bastani fd2d3b0e4a preprocessor: added back prior names w/o _pdf and fixed check and write 2011-12-30 17:09:45 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani f01b0025e0 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani ed82146c37 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Houtan Bastani ea8162c11f preprocessor: allow vec_value to accept commas 2011-12-21 12:21:30 +01:00
Houtan Bastani 0554e47dc0 ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 3ff704d36d ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 16bf5c7642 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Michel Juillard 9c3551bcb8 ms-sbvar: adding missing case for linear restriction 2011-11-07 15:47:16 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Houtan Bastani c73d179f4d preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Houtan Bastani 385871957e MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Sébastien Villemot 8373f0b9a4 Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani f3a1599d6d svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
Houtan Bastani ee8da2b1c9 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani b62c50bc0f aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 7d0a55cbf7 MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 6d59190df9 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani 3d8ccd07c4 MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 9b3ca2b663 MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument 2011-09-14 15:04:26 -04:00
Houtan Bastani f1dc2c5157 MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop 2011-09-14 14:28:21 -04:00
Houtan Bastani d033956c52 remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani 8747d91d98 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani 4b176e4054 remove unused token 2011-09-14 11:53:45 -04:00
Houtan Bastani 6c3d13da09 remove unused varlist option 2011-09-14 11:53:45 -04:00