5d8bc7188c
Allow detailed exitcode as output of trust_region.m
2016-03-22 21:55:55 +01:00
9c8da869f7
Delete redundant computation from trust_region.m
2016-03-22 21:55:54 +01:00
300ebd02b0
solve1: Move condition that could never be reached into if-clause
2016-03-22 21:55:52 +01:00
1457666221
Only accept steady state when fsolve retuns with normal return code 1
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Otherwise, termination due to tolerance criteria will be accepted as correct steady state
2016-03-22 21:55:51 +01:00
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
692acc66a7
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
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Reset seed before drawing starting points of MCMC chains
2016-03-22 16:48:27 +01:00
01e5b0943b
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
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Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
2016-03-22 16:33:15 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
0ba7dc6d16
Merge pull request #1130 from JohannesPfeifer/dataset_info
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Save dataset_info in results.mat if it exists
2016-03-18 14:30:09 +01:00
cf9ecff321
Merge pull request #1138 from JohannesPfeifer/ep_varexo_det
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Provide informative error message if EP is used with varexo_det
2016-03-18 14:28:13 +01:00
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
2016-03-16 20:09:24 +01:00
4ca5c21858
Clarify manual on mh_recover
2016-03-16 20:01:07 +01:00
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
2643bfaa40
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
ff0f360938
doc: clarify/simplify doc for planner_discount
2016-03-11 16:02:01 +01:00
f86ac5ae66
preprocessor: allow for changing planner_discount in .mod file. closes #1092
2016-03-11 15:56:34 +01:00
1b203a3755
Save dataset_info in results.mat if it exists
2016-03-11 15:29:12 +01:00
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
127637ffd6
Merge branch 'temporary_terms'
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Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
38b21feb3e
build system: cosmetic typo fix
2016-03-09 16:53:57 +01:00
04989822ac
build system: fix lexinc path by replacing the last instance of 'flex'
2016-03-09 14:03:29 +01:00
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
42ecfa382f
fxing bug in diffuse smoother with missing values
2016-03-06 21:07:50 +01:00
f471105a21
Fixed bug (wrong first input argument when calling create_TeX_loader).
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Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
d4195ae624
build system: fix typo
2016-03-08 18:06:45 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
066c79f46a
test case for previous commit
2016-03-07 21:51:45 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
08375e7ba6
Fixed wrong ordering of the hyperparameters when walling the routine for drawing random deviates from the Weibull distribution.
2016-03-04 16:45:06 +01:00
472f6c4a1c
Fixed typo.
2016-02-29 15:46:40 +01:00
837c812c17
Efficiency changes.
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+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).
Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
87955c61d0
Fixed bug in the routine simulating backward looking non linear stochastic models.
2016-02-26 21:31:50 +01:00
b303819254
doc: even though long_name was removed as an explicit option in c9ca46f228, reintroduce the doc related to it so as not to confuse the issue
2016-02-26 17:00:35 +01:00
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
a88c7aac34
Updated dseries submodule (Allows regular expressions in subsasgn method).
2016-02-25 16:58:54 +01:00
85f5879968
Update license file for 2016
2016-02-24 14:45:19 +01:00
c386be3fb7
submodule update: reporting (remove strjoin)
2016-02-24 14:41:22 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
710e8ef3a5
fix copyright dates for 2016
2016-02-23 14:04:04 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
Johannes Pfeifer
Stéphane Adjemian(Charybdis)
Houtan Bastani
Sébastien Villemot
Michel Juillard