5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
da31c7ff4c
Merge pull request #1446 from JohannesPfeifer/hp_doc
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Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
2017-05-02 22:59:27 +02:00
f6bb392165
Merge pull request #1445 from JohannesPfeifer/ramsey_message
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Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
37bffddef8
Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state
2017-05-02 13:48:25 +02:00
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
5af9af06b4
Provide informative error message if steady state file is used without specifying an instrument
2017-05-01 18:59:11 +02:00
e1c983cc7b
Fixed bug (ensure that we concatenate column vectors).
2017-04-29 19:20:02 +02:00
b52c095a6b
Add legacy function for loading mat-files with old interface
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Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
9a53a0f8b0
Add libquadmath-0.dll in Windows installer (dynare++).
2017-04-29 18:02:43 +02:00
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
e8f07e828b
Bump Octave version in windows/README.txt.
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We build against and support Octave 4.2.1.
2017-04-27 11:57:02 +02:00
dec9d6d900
Added 32bit and 64bit mex files for Octave in Windows installer.
2017-04-27 11:35:07 +02:00
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
c1b6a58eb7
Manually revert 05fc096569.
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Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).
Closes #1437 .
2017-04-27 10:44:27 +02:00
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
e21387c874
Bump Octave version.
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Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
2017-04-26 15:51:24 +02:00
650a3f6da2
Point to mex/octave32 if OCtave 32bit is used on Windows platform.
2017-04-26 15:10:40 +02:00
089156a045
Merge pull request #1440 from JohannesPfeifer/local_order
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stochastic_solvers.m: Suppress redundant warning if order was already…
2017-04-26 09:46:09 +02:00
6ca415ce14
stochastic_solvers.m: Suppress redundant warning if order was already set to 1
2017-04-25 20:16:10 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
7829a25238
make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
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(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
767e45db95
Shut off warning about short circuit operators (when calling qzdiv).
2017-04-22 14:44:47 +02:00
ad21612967
Removed Octave specific part in mjdgges.m function.
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Also force complex QZ factorization in Octave.
2017-04-22 14:44:47 +02:00
7f7cb3ea07
Merge pull request #1436 from JohannesPfeifer/resol_steady
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Make resol.m honor nocheck flag
2017-04-21 10:16:36 +02:00
fa1563370c
Make resol.m honor nocheck flag
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Before, we never tested for correctness, allowing for wrong steady state files in the check command. Fixes bug introduced in 616efb53a448cfa59149951395838627fd1bf719 and restores behavior in 4.4.3
2017-04-21 10:10:03 +02:00
68d24d33af
preprocessor: change trend test to warning. #1389
2017-04-20 18:41:28 +02:00
7f4c1c6529
Merge pull request #1435 from JohannesPfeifer/cmaes_fitness
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mode_compute=9: Make sure initial search volume (SIGMA) is not badly …
2017-04-20 16:33:37 +02:00
7376498e51
Fixed branch for dseries submodule.
2017-04-20 16:28:39 +02:00
52a082a1f9
Add check for positive definiteness of Sigma_u^star
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Otherwise, complex likelihoods may occur
2017-04-20 16:18:03 +02:00
d0682bca30
Updated dseries submodule.
2017-04-20 15:36:06 +02:00
f1123200e5
mode_compute=9: Make sure initial search volume (SIGMA) is not badly conditioned
2017-04-12 13:39:34 +02:00
f7c869c2de
Merge pull request #1432 from JohannesPfeifer/ramsey_typo
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Fix typo in error message
2017-04-06 09:04:32 +02:00
59ab66f9a0
Fix typo in error message
2017-04-06 08:41:12 +02:00
97ac502d3d
Fixed wrong threshold (unit root detection again).
2017-04-05 14:14:56 +02:00
288f010944
Fixed bug (detection of unit roots).
2017-04-05 14:11:23 +02:00
f57fc0a5a3
Added new routine for model inversion.
2017-04-05 13:42:03 +02:00
857fc3c4f4
Corrects several bugs related to bytecode:
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- Memory allocation is checked
- The amount of memory allocated for conditional forecast is corrected
2017-04-05 11:48:40 +02:00
8a18e87d98
Removed persistent variables in evaluate_smoother routine.
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Closes #1412 .
2017-04-05 11:44:27 +02:00
19b206338d
Fixed tests/dates/fs2000.mod and added in testsuite.
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Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
d43af0e4d7
Fixed wrong spaces/tab in tests/Makefile.am.
2017-04-05 11:44:27 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
636b959a02
preprocessor: add warning for potential non-linearities in model declared linear. #1404
2017-04-05 11:07:34 +02:00
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
5244c814c0
Merge pull request #1430 from JohannesPfeifer/write_equation_tags
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Add write_equation_tags option to integration test
2017-04-05 10:20:12 +02:00
59bafbf294
Add write_equation_tags option to integration test
2017-04-04 23:52:39 +02:00
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
052d62e150
preprocessor: remove unused filed histval_present from mod_file_struct
2017-04-03 15:23:01 +02:00
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
4dcdb81a31
Changed error message introduced in 30c9b3721564d89d1b85abcdc75d493075e6ca77.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Ferhat Mihoubi