stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
8,484 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

5078 Commits (6196501f374c2677d0aa7138fd667ffd37201e6c)

Author SHA1 Message Date
Stéphane Adjemian (Hermes) 6196501f37 Updated dseries submodule (fix for octave and big csv files loading). 2015-06-04 18:38:37 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes) ccad2848db Homotopy not implemented for purely backward or forward perfect foresight 
models.
 2015-06-04 12:28:58 +02:00
Houtan Bastani 08635df66f submodule update: reporting 2015-06-03 15:22:47 +02:00
Houtan Bastani c639e4a075 Merge pull request #952 from JohannesPfeifer/ident_lag_fix 
Update computation of non-zero moments within loop that increases num…
 2015-06-03 14:26:34 +02:00
Stéphane Adjemian (Hermes) 7a1b5a3dfc Updated particles submodule. 2015-06-03 12:05:18 +02:00
Johannes Pfeifer 6d17a860b5 Update computation of non-zero moments within loop that increases number of lags 
Closes #949
 2015-06-03 11:16:55 +02:00
Stéphane Adjemian (Hermes) c43cfb45a8 Fixed bug in Extended Path (added second argument to get_complementarity_condition). 2015-06-03 08:22:26 +02:00
Stéphane Adjemian (Hermes) 3602a0b1a8 Fix bug in pm3 for filtered variables that led to crashes. 
Manual merge of Johannes PR #737.

-> Check for size of array failed with singleton dimension.
 2015-06-01 18:22:54 +02:00
Stéphane Adjemian (Hermes) b53578dc80 Completed description of minimizer_algorithm input argument. 2015-06-01 16:42:02 +02:00
Johannes Pfeifer 05635a4546 Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer. 2015-06-01 16:42:02 +02:00
Stéphane Adjemian 583d20848f Merge pull request #941 from JohannesPfeifer/huge_number 
Document new options huge_number and dr_disp_tol
 2015-06-01 16:40:32 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey 
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
 2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) c97aaad62d Fixed bug. 
Rename options as options4fsolve, otherwise original options structure is lost.
 2015-05-29 15:19:20 +02:00
Stéphane Adjemian (Hermes) 959349d30f Put rgwmh options in a substructure. 2015-05-28 18:03:53 +02:00
Stéphane Adjemian (Hermes) 194bdb57c3 Merge branch 'rewrite-nonlinear-filters' 2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes) a211e91378 Updated particles. 2015-05-28 15:36:56 +02:00
Houtan Bastani 60b3577a09 avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946 2015-05-28 11:53:50 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Frédéric Karamé 0c2483278c Add three variables for RWGMH. 2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes) 94776660ff Merge branch 'master' into rewrite-nonlinear-filters 2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes) 47f4d37e70 Fixed online filter with first order approximation of the model. 2015-05-27 18:06:48 +02:00
Frédéric Karamé 888cf1eeff Updated particles. 2015-05-27 16:00:09 +02:00
Frédéric Karamé 38a276fb08 restore the default value for distribution_approximation 2015-05-27 14:57:01 +02:00
Frédéric Karamé df67efcb7c add an exception for the use of gaussian filters and gradient-based estimation methods 2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes) 96b484d89c Updated particles. 2015-05-27 14:35:55 +02:00
Michel Juillard 127730d731 solve bugs when there are lags of exogenous variables on more than one 
period in deterministic models.
 2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters 
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
 2015-05-27 12:18:33 +02:00
Michel Juillard eefa7bb70a fixing problem with endogenous_terminal_period 2015-05-27 10:23:14 +02:00
Michel Juillard 1b822a9105 fix calls to dynare_solve() when Jacobian of function must be computed 
numerically. Fix call to dynare_solve() in simulation_core()
 2015-05-26 15:51:09 +02:00
Houtan Bastani 90c4f834f2 fix typo introduced in f03839cf12 2015-05-26 12:11:24 +02:00
Michel Juillard 92a33f9792 changed another call to dynare_solve() forgotten in last commit 2015-05-25 17:15:09 +02:00
Michel Juillard f03839cf12 removed "global options_" in dynare_solve.m and made it an 
argument. Modified all calling functions.
 2015-05-25 17:15:09 +02:00
Houtan Bastani d5cb78bbea fix typo introduced in 89828e56cc 2015-05-20 10:12:24 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes) 8b6040717a Added missing semicolon. 2015-05-18 18:00:09 +02:00
Johannes Pfeifer cb1fc3ec3c Lift unnecessary restriction of not allowing simpsa with infinite bounds 
Introduction of options_.huge_number makes this redundant
 2015-05-13 20:33:14 +02:00
Houtan Bastani e5df26a6e8 preprocessor: add use_tarb option to estimation. #940 2015-05-13 15:32:24 +02:00
Houtan Bastani 902a5d2788 ensure that mex file exists before doing comparison 2015-05-12 10:55:24 +02:00
Johannes Pfeifer 646658a0f2 Add missing deblank to disp_dr.m 2015-05-11 17:40:03 +02:00
Johannes Pfeifer 3c3b255025 Clarify that output of mode_check.m is minus likelihood/posterior 2015-05-11 17:39:26 +02:00
Stéphane Adjemian 9d8823dd73 Merge pull request #932 from JohannesPfeifer/t_dist 
Unit test and cosmetic changes for t-distribution
 2015-05-10 23:29:17 +02:00
Michel Juillard a5a5490a12 adding feature to recompile MEX files only if the model has 
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
 2015-05-10 18:16:53 +02:00
Johannes Pfeifer b67e9626f7 Add more information to header of rand_multivariate_student.m 2015-05-10 10:06:42 +02:00
Stéphane Adjemian 16a29d58a6 Merge pull request #930 from JohannesPfeifer/rename_hessian 
Make sure that no variable is named hessian
 2015-05-10 09:09:43 +02:00
Johannes Pfeifer e76f81740f Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00
Stéphane Adjemian 29f9cb4d53 Merge pull request #929 from JohannesPfeifer/delete_stale_files 
Delete stale files from previous MCMC runs
 2015-05-09 22:47:25 +02:00
Stéphane Adjemian (Charybdis) b8eb0ff72d Added online help to prior command (cli). 2015-05-09 22:36:19 +02:00
Johannes Pfeifer fa1f7794d5 Delete stale files from previous MCMC runs 
Closes #566. Also adds cosmetic changes to headers of affected routines
 2015-05-09 15:13:59 +02:00
Stéphane Adjemian 450520e946 Merge pull request #926 from JohannesPfeifer/return_values 
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
 2015-05-09 14:27:03 +02:00