Stéphane Adjemian (Scylla)
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
Stéphane Adjemian (Scylla)
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
Stéphane Adjemian (Scylla)
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
Johannes Pfeifer
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
Johannes Pfeifer
024ea6973e
Get rid of redundant initval in fs2000.mod
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Was replaced by steady_state-model-block
2014-01-30 08:57:01 +01:00
Johannes Pfeifer
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
Johannes Pfeifer
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
Johannes Pfeifer
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
Johannes Pfeifer
6575d5ab5e
Clarify the role of the loglinear option for stoch_simul
2014-01-29 19:42:23 +01:00
Johannes Pfeifer
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
Johannes Pfeifer
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
Sébastien Villemot
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
Sébastien Villemot
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
Sébastien Villemot
e5d4defb41
Fix handling of qz_criterium in k_order_perturbation MEX.
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If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).
Closes #574
2014-01-27 15:33:37 +01:00
Sébastien Villemot
0d9a9d44c3
Add missing whitespace.
2014-01-27 14:52:40 +01:00
Sébastien Villemot
b3859bd763
Add a warning about the choice of the MOD file name.
2014-01-27 14:52:16 +01:00
Sébastien Villemot
3ac402e713
Merge pull request #592 from JohannesPfeifer/master
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Fix sample on which Geweke convergence diagnostics is computed
2014-01-27 05:13:25 -08:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Houtan Bastani
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
Houtan Bastani
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Stéphane Adjemian (Scylla)
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
Houtan Bastani
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
Houtan Bastani
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
Sébastien Villemot
cb0439345c
Fix a few minor errors in the dseries doc.
2014-01-21 15:04:47 -06:00
Sébastien Villemot
6667599a18
Merge pull request #582 from FerhatMihoubi/master
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adding setdiff method in dates and corrects basic_plan
2014-01-21 13:03:55 -08:00
ferhat
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
ferhat
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
Houtan Bastani
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
Houtan Bastani
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
Houtan Bastani
a02b5b2d6a
doc fix typo
2014-01-17 12:56:08 -05:00
Sébastien Villemot
c3a8818085
Minor fix to release announcement.
2014-01-17 15:00:48 +01:00
Stéphane Adjemian (Charybdis)
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
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The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
Sébastien Villemot
0bec3c7550
Finalize release notes for 4.4.1.
2014-01-17 12:05:24 +01:00
Stéphane Adjemian (Charybdis)
0297237dcd
Update manual according to commit 117f338eff
.
2014-01-16 10:47:28 +01:00
Stéphane Adjemian (Charybdis)
f11f44fcc5
Fixed typo in manual.
2014-01-16 10:14:21 +01:00
Stéphane Adjemian (Charybdis)
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
Sébastien Villemot
2537fb62c7
Fix octave versions.
2014-01-15 15:56:58 +01:00
Houtan Bastani
f62ff7a877
Release notes for 4.4.1
2014-01-15 09:44:42 -05:00
Sébastien Villemot
46148a0e28
Merge pull request #577 from FerhatMihoubi/master
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2 additional commits
2014-01-14 08:57:02 -08:00
ferhat
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
ferhat
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
Houtan Bastani
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
Houtan Bastani
74260b9487
doc: fix example
2014-01-13 16:47:20 -05:00
Houtan Bastani
54a0039c64
doc: dates subtraction has two functionalities
2014-01-13 16:45:49 -05:00
Houtan Bastani
886514894b
build system: replace hard-coded flex include dir with that found by autoconf, #575
2014-01-13 11:35:13 -05:00
Sébastien Villemot
dd2aa846a8
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00