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721 Commits (5d5b36a3ef4a1d682265961f6baf1aa26030d357)

Author SHA1 Message Date
Houtan Bastani 2a2da609c2 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 7ec25ee27e bug_fix: add initializations for modfilestructure bools 2012-01-04 14:42:06 +01:00
Houtan Bastani 0b64c61fc9 preprocessor: check size of domain argument 2012-01-02 22:44:50 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
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 2094297d59 preprocessor: remove unnecessary class prefix 2011-12-30 15:41:51 +01:00
Houtan Bastani 48f38af576 fix typo 2011-12-30 15:41:51 +01:00
Sébastien Villemot 3f384cc4d1 Preprocessor: minor fix for internal doc 2011-12-28 11:47:49 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval 
Really closes: #157
 2011-12-28 11:35:22 +01:00
Houtan Bastani f01b0025e0 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani 5c0a17e9f2 preprocessor: separate dynamic and static functions from their mexfiles 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
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval 
Closes: #195, #157
 2011-12-21 18:37:45 +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
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Sébastien Villemot 7c6446032f Preprocessor: delete _steadystate2.m file from previous run if exists 
Closes: #224
 2011-11-25 15:13:16 +01:00
Michel Juillard e2569f6b6a fixed "clear global" for Octave 2011-11-22 22:09:13 +01:00
Michel Juillard 2ac0e89014 another work-around for Octave 3.2 bug with "clear all" 2011-11-21 15:03:19 +01:00
Michel Juillard 61cd43b3be unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Michel Juillard 7840dbbb77 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
Michel Juillard e1856be59b fixing problems for computing steady state in ramsey policy 2011-11-14 21:59:39 +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
Michel Juillard 8a885f3468 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Sébastien Villemot 168f5589a4 Fix compilation error in preprocessor 
Error introduced in ca10372607
 2011-10-29 12:22:14 +02:00
Ferhat Mihoubi ca10372607 * Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable 2011-10-28 22:25:05 +02:00
Sébastien Villemot 28c099bfe0 Fixed bug introduced in ce9fe30a7a 
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
 2011-10-28 07:50:40 +02:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 8121bd32ba MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +02:00
Sébastien Villemot 0fbcc7378e aux vars: update C++ comment to reflect last changes 2011-10-21 16:56:13 +02:00
Michel Juillard 117996c881 code simplification after commit 9425b36358 2011-10-20 20:40:15 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Ferhat Mihoubi 99c0508909 Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present 2011-10-14 14:35:32 +02:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard e92c54ae3a ms-sbvar: correcting bug introduced in commit 90e4d40272 2011-10-13 13:34:28 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now 
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
 2011-10-12 21:51:14 +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
Sébastien Villemot 99da257ec3 Merge remote-tracking branch 'houtanb/master' 2011-10-12 17:47:18 +02:00
Ferhat Mihoubi b932615ff4 updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions. 2011-10-12 15:03:05 +02:00
Ferhat Mihoubi fe1af9d985 The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both 2011-10-12 14:58:29 +02:00
Ferhat Mihoubi 739f86945c Cleans the messages displayed 2011-10-12 14:45:53 +02:00
Houtan Bastani c73d179f4d preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Houtan Bastani 385871957e MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Michel Juillard 762f31bafd preprocessor, auxiliary variables: fixes ordering issue introduced in 
347ab4d0c0 and corrects the earlier
ordering problem.
 2011-09-28 22:11:44 +02:00
Michel Juillard 4142aec799 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2011-09-25 20:22:06 +02:00
Michel Juillard 347ab4d0c0 preprocessor: modified order of auxiliary variables definitions 2011-09-25 20:21:30 +02:00
Ferhat Mihoubi dca37b0349 Correct a bug related to the number of minimum feedback variables reported during the preprocessing step 2011-09-20 15:02:27 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Scylla) bcf4fbfeff Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence 
of the check command).
 2011-09-17 12:53:38 +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 ab7003f8c8 MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 85d56423ab fix typo 2011-09-15 18:02:38 -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 ba071a0a55 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -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
Houtan Bastani 75e57f4c18 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani f550c79570 MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form 2011-09-14 11:53:45 -04:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 3130cc3756 remove load_mh_file option from ms-sbvar code 2011-09-12 16:29:57 -04:00
Houtan Bastani ee84c481d5 sbvar: deprecate restriction_fname 2011-09-09 13:27:01 -04:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Houtan Bastani 5f3290f7a4 bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
Houtan Bastani 4674d3a982 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 65d05f1a31 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani 18bd51952f output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot d05d1f878b Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Ferhat Mihoubi dfec70bcfd correct a bug during the state variables detection 2011-08-11 14:15:51 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Houtan Bastani 588ecee275 MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00