fb4def04bd
Fixed bug related to the name of the sub-structure for the non linear filters.
2012-03-04 22:12:59 +01:00
bbf63f0da9
Deleted trailing white spaces.
2012-03-04 22:12:59 +01:00
978f29f59d
Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
2012-03-04 22:12:59 +01:00
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
f798118902
Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
2012-03-04 22:12:59 +01:00
6a8095303e
Added particle filter flag.
2012-03-04 22:12:59 +01:00
2f3c8f910f
Fixed bug related to the dynare implementation of the simplex algorithm.
2012-03-04 22:12:58 +01:00
8aea0bf14c
Updated copyright year.
2012-03-04 22:12:58 +01:00
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
859335b34f
Fixed bug in extended path routine (appearing when some innovations have zero variance).
2012-03-04 22:12:58 +01:00
e882a2ea36
Added unitary test.
2012-03-04 22:09:18 +01:00
192b5c7113
Fixed bugs in routines related to the extended path algorithm.
2012-03-04 22:09:18 +01:00
0aaa7a8a13
Fixed bug in internal tests of local_state_space_iteration_2 routine.
2012-03-04 22:07:27 +01:00
100ff94644
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
8f95711445
Fixed texinfo header. Added two internal tests.
2012-03-04 22:07:27 +01:00
f9671be3d2
Deleted trailing white space.
2012-03-04 22:07:27 +01:00
939318a380
Added a comment about the timming tests done in the third section of the internal tests.
2012-03-04 22:07:27 +01:00
0a9daa519a
Updated copyright year.
2012-03-04 22:07:27 +01:00
78fe29eeef
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
2012-03-04 22:07:27 +01:00
2a88e49f9f
Cosmetic changes in texinfo header. Deleted trailing spaces.
2012-03-04 22:07:26 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
...
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
df324fddcc
License file: use final URL for copyright format spec
2012-02-24 18:07:27 +01:00
3551512a6f
Another hack to get static linking of libgfortran under MinGW
2012-02-24 17:35:54 +01:00
9067d7704c
Link with -static-libgfortran under MinGW
2012-02-24 16:40:58 +01:00
89ca683ab9
Fix "make dist" following changes in estimation DLL
2012-02-24 12:21:33 +01:00
da0beac147
updating calling sequence for estimation dll and introducing templates
...
when necessary
2012-02-23 18:39:41 +01:00
eb567f5202
Cleaning the code: getting rid of unused variables
2012-02-17 10:59:39 +01:00
ee9213d77c
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
2234cdc5bd
g0 has to be initialized
2012-02-17 10:41:42 +01:00
441e58cd01
Need to evaluate the recursive blocks to compute the temporary terms
2012-02-17 10:38:39 +01:00
09a3f3a084
Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
2012-02-17 10:36:21 +01:00
e184c1f368
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
2012-02-17 10:24:31 +01:00
c848b3337a
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
...
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
f09c10e2d3
Merge remote-tracking branch 'ratto/master'
2012-02-13 11:15:24 +01:00
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
e2b7848f6c
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
1129e29ceb
bug fix for octave
2012-02-10 22:43:11 +01:00
31feb32bd3
bug fix for remote unix called by windows master
2012-02-10 22:42:29 +01:00
ff5a802f65
allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
2012-02-10 22:41:54 +01:00
77e84c5328
removed left keyboard line + cosmetics.
2012-02-10 22:38:41 +01:00
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00
6c9eeec7e5
Removed codes related to stochastic extended path.
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Ferhat
Marco Ratto