47787f6f20
Fixed waitbar message from octave slave (matlab master)
2011-06-24 10:57:25 +02:00
1b2cab9b52
Fixed check of number of cpu's chen unix master calls windows slave
2011-06-24 10:56:07 +02:00
fa9f6ac90b
Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
2011-06-23 23:39:15 +02:00
f0addc9e39
Added routines from dynare-breaks branch.
2011-06-23 21:46:41 +02:00
4444a850b3
Removed annoying display.
2011-06-23 17:48:09 +02:00
3262e6097c
- use gensylv instead of sylvester3 to solve the Sylvester equation
2011-06-23 17:44:24 +02:00
99310d97d3
gensylv.m and gensylv.mex work in the same way
2011-06-23 17:44:23 +02:00
929df4f070
Renamed some files related to csminwel
2011-06-23 15:57:06 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
219d6766b2
Merge branch 'ramsey'
2011-06-22 18:41:20 +02:00
1617b6a410
improving Ramsey policy
2011-06-22 11:31:35 +02:00
1317e04c28
block option needs a specific index for the kalman smoother
2011-06-21 13:23:06 +02:00
bf6853339d
dr.order_var is equivalent to M_.block_structure.variable_reordered
2011-06-21 13:20:51 +02:00
a96bad899d
Fixed bug of ~ in output list for non recent versions of matlab.
2011-06-21 09:43:24 +02:00
3459b08c53
- Corrects the first order approximation of block-decomposed models
...
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
838c0cd865
provisions in testing routines for hybrid unix/win clusters
2011-06-17 17:17:01 +02:00
64e6de59f3
last provisions for hybrid unix <-> win clusters
2011-06-17 17:16:32 +02:00
1527408023
captured output from system commands
2011-06-17 17:15:36 +02:00
e48445fe4b
added plot utility of gsa samples
2011-06-16 01:08:39 +02:00
7c9233daa9
provisions for new option neighborhood_width
2011-06-15 23:49:14 +02:00
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
01d19720da
MS-SBVAR: correcting bug in previous commit
2011-06-15 15:15:33 +02:00
b8e50635a8
MS-SBVAR: adding IRF plots by regime
2011-06-15 12:04:15 +02:00
abd5a62a07
updated and corrected list of errors in print_info
2011-06-13 18:42:03 +02:00
aa8d5f9dc7
Homotopy mode 1: alleviate the requirement that old values must be different from new ones
2011-06-13 18:05:52 +02:00
85989df0e1
estimation initialization: minor bug correction when filtered_vars is requested
2011-06-08 22:06:41 +02:00
e5c3decbc1
trap for too many parameters to be estimated w.r.t. affected moments.
2011-06-06 16:36:39 +02:00
664d17ba24
Fixes related to ML syntax (no prior definition).
2011-06-06 16:09:55 +02:00
0605396815
Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.
2011-06-06 15:28:46 +02:00
2c977073d2
Bug fix: thanks to Johannes Pfeifer
2011-06-06 15:21:59 +02:00
4b85444b18
Fixes related to hybrid clusters with unix master and windows slaves.
2011-06-06 15:21:26 +02:00
96384e630d
metropolis: fixing bug (thanks to J. Pfeifer)
2011-06-03 15:23:25 +02:00
797b387f12
fixing header (thanks to J. Pfeifer)
2011-06-03 14:20:41 +02:00
250c32bfb5
estimation: fixing logic for calling mode_check (thanks to J. Pfeifer)
2011-06-03 14:20:27 +02:00
47f4794aa5
updating list of errors
2011-06-03 06:42:00 +02:00
5ceb3eb72e
fix typo
2011-06-01 14:43:42 +02:00
9523d81e12
update comments
2011-06-01 11:28:50 +02:00
b9045cf61f
MS-SBVAR: update initializations
2011-06-01 10:44:10 +02:00
85ff8a9f79
MS-SBVAR: remove timing from files
2011-05-31 17:14:28 +02:00
d7a5bc5654
clean up ms sbvar code
2011-05-31 17:09:39 +02:00
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
796c98fc16
header update
2011-05-31 13:01:13 +02:00
89e2858e7a
MS-SBVAR: option 'Orientation' for 'legend' is unknown to Octave
2011-05-31 11:52:50 +02:00
de2c2e2bc6
MS-SBVAR: bug correction
2011-05-30 20:30:39 +02:00
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
e3a3cebff8
set ms-sbvar paths in dynare_config
2011-05-30 17:46:31 +02:00
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
f5b6142f04
add option 'file' to exist function
2011-05-30 16:31:56 +02:00
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
7f9fa6c15b
Small mug fix + changed calls to plotting utility.
2011-05-30 14:39:27 +02:00
338fdf216c
1) Detailed Sensitivity plots moved under the advanced option;
...
2) Fixes around saving figures;
2011-05-30 14:38:43 +02:00
58dc9557d9
Fixes around point-estimate of sensitivity and identification strength
2011-05-30 14:36:48 +02:00
1e5e214503
Fixes about computing pair-wise and multi-correlations for the Hessian case.
2011-05-30 14:34:19 +02:00
574f94eafa
MS_SBVAR: correcting printing format of Markov file to allow for floating point
2011-05-27 22:09:54 +02:00
6f1c02769e
fixing evaluation of objective function under optimal policy
2011-05-24 16:02:42 +02:00
ae56c42b96
cleaning dyn_ramsey_static_.m
2011-05-24 16:02:42 +02:00
557ee2c004
removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
2011-05-24 16:02:42 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
88d58a3cfc
MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions
2011-05-19 09:39:21 +02:00
e8d40906d9
Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood.
2011-05-18 12:22:15 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
da43f3d0f5
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
2011-05-13 15:13:02 +02:00
ea103ecb84
Do not compute marginal density (Laplace approximation) if options_.cova_compute==1.
2011-05-13 14:56:03 +02:00
26a4a011d0
Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case).
2011-05-13 14:35:51 +02:00
6302abd7bd
Allow empty hessian in mode_check routine (options_.cova_compute==0)
2011-05-13 12:46:55 +02:00
bd012c458f
Fixed bug with option cova_compute.
2011-05-13 12:34:27 +02:00
f9f83232a0
bug fix
2011-05-12 18:29:29 +02:00
f956ef4057
fixed Ramsey Policy when steadystate.m file is available
2011-05-11 08:18:51 +02:00
254e6e3948
improve output of mult_elimination
2011-05-11 08:16:27 +02:00
6a45f0a97e
osr: added penalty for complex values in model Jacobian
2011-05-11 07:32:00 +02:00
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
25b730e7fc
Small bug fix for printed output
2011-05-10 10:13:21 +02:00
e5d2055950
Added MC identification patterns + cosmetic changes.
2011-05-10 10:12:19 +02:00
a45533caca
Added SVD for J matrix as output identification info.
2011-05-10 10:11:25 +02:00
d31b2218ff
Added extended info for advanced identification analysis with Monte Carlo.
2011-05-10 10:10:42 +02:00
ea57a8dc02
traps for mixed matlab/octave clusters
2011-05-10 10:09:31 +02:00
e94ca34e70
some comments and cosmethics
2011-05-10 10:08:29 +02:00
37ebb654c5
Prepare parallel structure such that machines are sorted according to decreasing weight.
2011-05-10 10:07:59 +02:00
8cd482589f
small cosmethic changes
2011-05-10 10:07:18 +02:00
46ccc7e4c2
Fixed bug when only name of file without dir info is fed to the routine.
2011-05-10 10:06:49 +02:00
816773fcff
cleanup after changes to manage weights for machines.
2011-05-10 10:06:16 +02:00
91eb466369
Added an error message when a variable is declared as oibserved more than once.
2011-05-06 15:54:40 +02:00
690607c08c
Fixed bug introduced in previous commit (4783f9118848abec7e947dc9fabbca12a3e217b0): missing transposition for xparam1.
2011-05-06 15:10:42 +02:00
ecb0131771
Cosmetic change.
2011-05-06 14:39:00 +02:00
50e9422c34
Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
2011-05-06 14:39:00 +02:00
6ea8dd4935
Fixed bug.
2011-05-05 17:51:40 +02:00
ad2fe012b1
Minor improvements to printed and plotted output.
2011-05-04 10:40:09 +02:00
7ae824b184
Fixes related to new options: gsa_sample_file and parameter_set + minor changes.
2011-05-04 10:39:30 +02:00
09cb81b163
minor change to printed output
2011-05-04 10:38:02 +02:00
b5a6e6ba75
Changes and fixes related to:
...
1) runtime retrieve of remote files;
2) mixed cluster matlab/octave;
3) master windows calling remote unix slaves;
2011-05-04 10:36:24 +02:00
bf580acb4a
Changes related to master windows and remote slaves unix
2011-05-04 10:34:03 +02:00
3d80322303
New utilities for runtime transfer of files from remote slaves.
2011-05-04 10:21:25 +02:00
a4b66e63f1
Added optional input argument dcrit.
2011-05-04 10:19:25 +02:00
b5bf0f5dbe
Do not enter in the last loop if aux_lead_nbr=0 (no auxiliary variables for leads).
2011-05-03 15:36:16 +02:00
b5634d8e37
Added input argument for plotting the prior densities. Added initialization of qz_criterium.
2011-05-03 12:41:45 +02:00
60c2211ce7
Added error message when options_.qz_criterium is empty.
2011-05-03 12:41:45 +02:00
e9a52ecae7
removing intermediary printing left behind
2011-05-02 20:56:26 +02:00
5c64b027e6
More explicit error message when an endogenous with measurement error is not
...
declared as observable
2011-05-02 12:45:23 +02:00
947ac4281a
Added an error message when the declared mean of beta shaped priors is outside the domain of the beta density.
2011-05-02 12:34:39 +02:00
2ad8d2218f
Fixed bug (uninitialised variables).
2011-05-02 11:54:49 +02:00
a0062605be
Merge remote-tracking branch 'remotes/ratto/master'
2011-05-02 11:35:17 +02:00
cbfc017356
unix end of lines for new functions!
2011-05-02 11:32:26 +02:00
5a5c3a3e26
help documentation
2011-05-02 11:24:07 +02:00
d603c3f037
copyright
2011-05-02 11:17:55 +02:00
a5559bb016
eliminated obsolete commented lines;
2011-05-02 11:15:25 +02:00
19beebb28a
Added new exceptions about parameters changed in the steady state file.
2011-05-02 11:14:53 +02:00
9791d3adda
Redesigned function following:
...
-) new options;
-) new utilities identification_analysis, plot_itentification and identification_checks;
-) fixes related to load_ident_files;
2011-05-02 11:14:29 +02:00
c51066d76d
Complete re-writing to make the function modular (the input being either J or H or Hess etc.).
2011-05-02 11:12:39 +02:00
a512436295
new wrapper for graphical outputs in identification.
2011-05-02 11:10:33 +02:00
cda26e6fcc
Further simplification and improved display of critical params affected by collinearity issues.
2011-05-02 11:07:58 +02:00
fa4f4b159a
provide results in square matrix form for easier display.
2011-05-02 11:06:27 +02:00
7cdd0250f8
Removed trap which sometimes gives problems.
2011-05-02 11:03:56 +02:00
180a3bad9c
New wrapper for identification analysis, given the parameter set provides results.
...
Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
181186a205
Patch from George: fixes bug in partial information ( closes #179 )
2011-05-02 10:25:25 +02:00
d55d1d7b10
Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18).
2011-05-02 10:24:50 +02:00
e8fe8c7711
Added exceptions when the parameters updated in the steadystate file are complex or NaN.
2011-05-02 10:24:50 +02:00
71aec0eb39
shock_decomposition: bug correction
2011-04-30 19:52:26 +02:00
14d7ab433f
Added new info value (22) for cases where the steady state given by the steadystate file has NaNs.
2011-04-28 17:53:03 +02:00
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
896a80928b
Cosmetic change
2011-04-27 11:57:49 +02:00
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
33787d4b1e
improved dyntable.m
2011-04-18 11:25:55 +02:00
d2e0ef021c
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
6b71b6800d
-) remove useless burn-in iterations;
...
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
7c92b2308a
Small improvements around analytic scores and Hessian
2011-04-15 15:26:33 +02:00
8aeb76fee6
-) small change to tolerance for eigenvector elements
...
-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
d0d04065e6
Merged from 4.2 branch commits:
...
9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba
* 1) bug fixes: non-initialized ide_strength when no param is identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).
2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
5e230e41b4
Fixed initialization of options related to identification.
...
(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
f978ebeff7
Provisions for MATLAB 7.12 (R2011a)
2011-04-08 11:07:03 +02:00
fc0b867f5a
Fixed bug with empty qz_criterium.
...
(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
2011-04-07 10:36:37 +02:00
e86e4b0bac
Fixes related to the possibility of having octave slaves called by a matlab master.
2011-04-06 14:28:21 +02:00
2d3315f9fb
modifications to allow weights attached to CPU's
2011-04-06 14:27:47 +02:00
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
a016d3c521
explicit mat extension with save (octave compatibility)
2011-04-06 13:08:22 +02:00
87abc9041c
Fixed bug for tex figures.
2011-04-06 12:00:22 +02:00
e91f0776f2
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
abf9a0eefd
discretionary_policy: removed nested function Iterate to make code compatible with Octave
2011-04-05 13:50:21 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
d70b02d319
removed unused variable
2011-03-31 16:36:03 +02:00
2882827084
making sure variance of subsample is not very small before computing kernel density
2011-03-28 09:17:36 +02:00
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
4d5dc228a8
add 'var' restriction to exist() tests (more of the same is needed in other functions)
2011-03-26 20:19:23 +01:00
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
5f8b5fa467
removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.
2011-03-24 18:38:01 +01:00
ec6c9ed9a7
fixing bug recently introduced for models without lagged variables
2011-03-19 18:47:49 +01:00
3f48c8723a
Additional corrections related to the steady_state operator bug
2011-03-18 14:11:00 +01:00
32eff62af6
1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev
...
2) several fixes and improvements in dynare_identification.m:
-) provide more info for strength of identification (relative to prior)
-) more drastic warning off
-) print info from ident_bruteforce.m
2011-03-18 11:05:40 +01:00
218b9efc34
identification: added brute force search for groups of parameters that replicate the derivative pattern of another parameter.
2011-03-18 11:00:20 +01:00
52cc078de5
skipped print of multicollinearity on the command window
2011-03-18 10:56:32 +01:00
179662baca
skipped useless call to initial checks when nargout>3.
2011-03-18 10:55:48 +01:00
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
1ec1ea874a
Added utilities for analytic scores and asymptotic Hessian of likelihood.
...
Thanks to Nikolai Iskrev
2011-03-18 10:52:27 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
0359c2801d
modifies alternative function for betapdf() for large values of a and b
2011-03-17 20:13:09 +01:00
7665b089fc
GSA: removed unused files
2011-03-17 16:54:55 +01:00
da867f1c93
GSA: add to MATLAB/Octave path
2011-03-17 16:29:18 +01:00
cde4f038d7
GSA: remove problematic statistics functions and replace them by calls to free ones
2011-03-17 16:14:12 +01:00
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
8da2725f43
Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected.
2011-03-16 09:59:40 +01:00
aac282d371
clean-up of commented lines in optimizer number 5;
...
eliminated globals and persistent from mr_gstep;
2011-03-15 15:27:41 +01:00
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
dcfe3e5749
partly reverting changeset 9f7cfaec00 in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation).
2011-03-13 17:04:29 +01:00
96b7e1f599
corrected bug introduced in changeset 32c997f1ef of 02/25/11 and affecting k_order_perturbation
2011-03-13 17:01:10 +01:00
f70408e293
bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef 02/25/11)
2011-03-10 11:18:41 +01:00
0c0b9abbd3
bug fixing for model_diagnostics
2011-03-09 14:44:24 +01:00
f7f100426d
bug fixing for mode_compute == 6
2011-03-09 14:43:28 +01:00
70a9c5e346
fixing bug for purely backward models (introduced in changeset 32c997f1ef, 02/25/11)
2011-03-09 13:45:59 +01:00
9f7cfaec00
fixing bug with steady_state operator
2011-03-09 13:43:17 +01:00
688366d6f2
SWZ: sz_prd correct calls to mex functions
2011-03-04 14:26:24 +01:00
d87484ec8e
Changes to markov file in ms-sbvar to work with new code
2011-03-01 11:25:53 -05:00
917b8e5285
Fixed bugs, clean-up and some more commenting of identification routines
2011-02-28 16:55:21 +01:00
84d7c97d4e
bug correction of previous change; further simplication in set_state_space
2011-02-27 22:03:43 +01:00
32c997f1ef
correcting bug when some variables don't appear at the current period
...
cleaning set_state_space.m, taking into account that all modesl have leads and lags on only one period.
2011-02-25 14:30:36 +01:00
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
8001239118
Remove nonexistent smoother directory from addpath
2011-02-23 12:25:23 +01:00
86b88d4e70
one more smoother function removed
2011-02-23 11:24:16 +01:00
f553e69de3
removing unused Kalman smoother functions
2011-02-23 11:07:06 +01:00
e975336317
evaluate_smoother: fix call to DsgeSmoother (last argument was wrong)
2011-02-23 10:19:03 +01:00
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
0db26e98a1
set correct permissions on file (remove execute)
2011-02-22 15:06:38 +01:00
c59133562c
more short-circuit logicals in the place of element-wise logicals
2011-02-22 15:06:38 +01:00
a153f81156
Partial information:
...
- fix various bugs
- do not fallback on full information in case of error, this is confusing
2011-02-22 14:46:24 +01:00
f6f96be0a0
Fix bug introduced in previous commit
2011-02-22 10:54:31 +01:00
8619ec7835
Fixed bug related to dname
2011-02-22 10:12:37 +01:00
39b73f73c5
Fixed compatibility problem with MATLAB <= 7.3
2011-02-21 12:05:48 +01:00
aafa328362
updating dynare_estimation_init.m and using it in dynare_estimation_1.m. Required for GSA.
2011-02-21 11:22:47 +01:00
c0d147c6da
corrected bug in conditional variance decomposition: removed reference to useless aux variable
2011-02-20 12:24:24 +01:00
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
94ca528604
Merge remote branch 'ratto/master'
2011-02-14 14:29:39 +01:00
b41fde5088
changed swz paths to ms-sbvar
2011-02-14 12:26:38 +01:00
90e5f489b2
Then the last shock declared in M_.exo_names has zero variance or it has no effect on the model, there is a mismatch dimension, since the posteriorIRF provides a stock variable with less dimensions than M_.exo_nbr.
2011-02-14 12:01:38 +01:00
7fb471e9cc
Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
2011-02-14 11:51:15 +01:00
13ea1c0046
A better way to compute outer product gradient (for optimizer 5) with the univariate Kalman Filter.
2011-02-14 11:48:29 +01:00
d0640ddf5f
Merge remote branch 'houtanb/master'
2011-02-10 19:20:56 +01:00
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
6f46019bfa
Fixed bug, where Ui,Vi,n0,np where not being initialized properly in exclusions.m identification for SWZ/MSBVAR
2011-02-09 09:25:22 -05:00
dc275f4af4
Moved the TeX file closing statement outside of loop, to fix a problem with non existant file id in producing TeX output in stoch_simul
2011-02-09 09:21:03 -05:00
eab7c1c6db
remove unused function
2011-02-09 10:06:13 +01:00
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
b247c329d8
replaced expressions X == 0 by more efficient and robust isequal(X,0) when X is a matrix
...
porting earlier changes from DsgeLikelihood.m to DsgeLikelihood_hh.
cleaning code
2011-02-09 06:23:27 +01:00
f7477e23e5
fixed bug with parallel clusters with octave
2011-02-08 15:43:51 +01:00
7db0dad508
changed default for optimizer = 5
2011-02-08 15:42:38 +01:00
ad77ce7189
fixed echoes on command window
2011-02-08 15:41:17 +01:00
0ad3f11c20
Extensions for testing under octave
...
(cherry picked from commit f3a40a816314de603078151ccada2afdcbba2b22)
2011-02-07 21:16:50 +01:00
025db5c5f7
bug fixes for file exchange through the network under octave
2011-02-07 14:38:51 +01:00
12555b4320
Skip parallel plots under Octave
2011-02-07 14:34:10 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
85332744d8
Ticket #59 : add cases for errors that were not being caught and convert AIM error codes so that they don't overlap with other error codes in print_info
2011-02-04 15:47:56 +01:00
9ae3115b9d
Fixing function name in header
2011-02-04 12:44:43 +01:00
e95defd117
Implement workaround for ticket #161
2011-02-04 11:55:54 +01:00
314c411d17
Fix matlab path of MS-SBVAR in config file
2011-02-04 11:55:31 +01:00
39adf099c3
SWZ: remove out of date code
2011-02-02 18:37:27 +01:00
06fe0c850a
SWZ: move mex code to new ms-sbvar dir and rename swz to ms-sbvar
2011-02-02 18:35:29 +01:00
0a93e9f28e
- warning of for octave;
...
- fixed bug with batch file for octave;
- fixed screen output for octave;
- cosmethics
2011-02-02 14:15:18 +01:00
bed32115d2
Fixes with screen output for parallel/octave + cosmethics
2011-02-02 14:13:11 +01:00
8111b671ff
Merge remote branch 'ratto/master'
2011-02-02 09:58:58 +01:00
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
7583e0d3f1
semicolons
2011-02-01 23:37:41 +01:00
e7646a4412
disable warnings in octave + semicolon
2011-02-01 23:33:22 +01:00
45cf10ed11
missing semicolon
2011-02-01 23:32:36 +01:00
3eb1ec0c40
fixed bug in previous commit (~ispc)
2011-02-01 23:26:01 +01:00
062734895f
dynare provisions for rmdir under windows
2011-02-01 23:24:34 +01:00
9fdc7a655e
capture system command for mkdir also for linux
2011-02-01 23:21:49 +01:00
76644861a3
Provisions for octave under linux + small cosmethics.
2011-02-01 23:21:00 +01:00
92d44e4414
correction of the index of the state variables
2011-01-31 10:05:27 +01:00
8a128c9643
Temporary terms input argument is no more needed in dynare_solve_or_bytecode
2011-01-31 10:02:55 +01:00
41823ad10d
correction of the state variables list to display when the model is block decomposed
2011-01-31 10:01:08 +01:00
7fe6d73301
corrected bugs left in previous change set
2011-01-26 21:28:14 +01:00
f36247ceed
modifications to ramsey_policy code to allow for estimation
2011-01-26 21:24:47 +01:00
22d5bd16cf
removed useless auxiliary variables from call to kalman_transition_matrix()
2011-01-26 21:24:46 +01:00
bff8de837b
modifying dynare_resolve() calling sequence
2011-01-26 21:24:46 +01:00
a336799b96
corrected bug when mode_compute is a string
2011-01-26 21:24:46 +01:00
91e30d45f7
corrected bug related to ramsey_policy
2011-01-26 21:24:46 +01:00
55399a5dc5
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2011-01-24 15:34:02 -05:00
c71e0fbd6b
removing test about correlated data in initial checks before estimation: this condition is too restrictive.
2011-01-21 17:04:01 +01:00
Marco Ratto
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Houtan Bastani
Michel Juillard
Sébastien Villemot
Michel Juillard
Jacob Smith
Stéphane Adjemian (Scylla)
Michel Juillard