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1476 Commits (5e010f57c061247167037bacfc1557972e9e9157)

Author SHA1 Message Date
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request 
Prevents general overwriting of results in oo_ and having stale results
 2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve 
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
 2016-12-17 17:18:19 +01:00
Houtan Bastani 4a8e8db634 preprocessor: parallel: add NumberOfThreadsPerJob option. #1349 2016-12-13 11:35:37 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Houtan Bastani 5f85d3a200 block: fix bug introduced in e410043c24. #1245 2016-11-29 16:45:50 +01:00
Houtan Bastani e410043c24 block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245 2016-11-29 15:18:59 +01:00
Houtan Bastani 7ec3dcc6e2 preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419 2016-11-29 14:21:34 +01:00
Houtan Bastani 3e9894028a preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335 2016-11-14 12:32:21 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Houtan Bastani 2e54240dab preprocessor: fix iterator types in ParsingDriver::svar() 2016-11-04 14:44:45 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp 
Shock decomposition and posterior moments
 2016-11-04 00:41:04 +01:00
Houtan Bastani f087f84a25 preprocessor: define var for normcdf + msvc. #1259 2016-10-17 14:59:07 +02:00
Houtan Bastani 4b2ddb6f1d preprocessor: don’t need compiler argument to dynare when using octave. closes #1314 2016-10-14 17:35:10 +02:00
Houtan Bastani d564d832dd preprocessor: add normcdf for MSVC. closes #1259 2016-10-14 16:11:44 +02:00
Houtan Bastani 7cd072e064 preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument 2016-10-14 14:30:14 +02:00
Houtan Bastani d7d2e4fde3 preprocessor: fix bug introduced in 4255be00b8. Normcdf is not supported by MSVC 2016-10-14 13:59:36 +02:00
Houtan Bastani 4255be00b8 preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later 2016-10-14 13:44:21 +02:00
Houtan Bastani accd70a4c7 preprocessor: add support for MinGW. #1226 2016-10-14 11:25:23 +02:00
Houtan Bastani bfe182f464 build system: make cp thread safe 2016-10-14 10:57:49 +02:00
Houtan Bastani dbec97c447 preprocessor: fix warning in parsing 2016-10-07 14:41:33 +02:00
Johannes Pfeifer 209f1b4a7c Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
 2016-10-02 10:51:47 +02:00
Houtan Bastani 4b3c98d953 preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294 2016-09-30 14:31:13 +02:00
Houtan Bastani c6f4af8894 preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Houtan Bastani d74550e050 preprocessor: simplify code 2016-09-06 14:59:31 +02:00
Houtan Bastani 833f8c7845 preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276 2016-09-06 14:58:25 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Houtan Bastani f0909834c0 preprocessor: external_function: add comma to function output args 2016-08-25 15:35:32 +02:00
Johannes Pfeifer 077b725a52 Correct comment in _dynamic files that misstated columns of derivative matrices 2016-08-22 19:24:35 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig 
Conf sig
 2016-08-21 16:14:28 +02:00
Houtan Bastani 7680749130 preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Houtan Bastani 3695bf4695 preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419 2016-07-27 15:01:54 -04:00
Houtan Bastani 7695031e77 preprocessor: check linear model hessian = 0. closes #419 2016-07-25 13:43:34 -04:00
Houtan Bastani 816b5bb884 Revert "preprocessor: remove maxit, tolf from osr. #1249" 
This reverts commit 86bc3bd435.
 2016-07-21 11:04:04 -04:00
Houtan Bastani 86bc3bd435 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani ed549d3ba7 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Houtan Bastani 8446e6bc14 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani e5b851d175 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Michel Juillard dcff4b57a9 adding missing initializations 2016-07-15 17:43:58 +02:00
Houtan Bastani ad4d77853d preprocessor: rework conf_sig option 2016-07-04 17:34:44 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions"" 
This reverts commit b0e7f1cfd7.
 2016-06-24 17:38:54 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
This reverts commit 7a29f50d99.
 2016-06-23 15:59:35 +02:00