6737077770
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
32b68b713b
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
aafff99422
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
b77642d3a9
Remove unused stuff
2012-11-29 18:08:53 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
8efb15f0a4
Allow infinite values in threshold_reform option of GSA
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Closes : #266
2012-11-16 11:08:49 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
a23b497a49
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
df4f82de12
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
cb34c8708f
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
dd0190bba9
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
f58b9b755e
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
2b8869d614
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
a32d23529c
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
2012-08-06 18:52:06 +02:00
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
ebc7a783bd
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
bbc6cba4a3
Macroprocessor: mention @#ifdef in error messages
2012-06-13 18:40:12 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
89ed599c01
Fix unitialized variable
2012-06-09 10:24:09 +02:00
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
b7538ad315
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
1c2bc9120a
config file: only allow GlobalInitFile option to hooks block, one more error check
2012-06-07 13:45:50 +02:00
8dc1b9037d
Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
2012-06-07 11:07:22 +02:00
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
976b807310
preprocessor: remove unused enum types (added in commit c6495dfc9d)
2012-06-06 16:27:44 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
539bf0ca69
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
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(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
6b100d3dbe
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
7a4405e754
added check_options are the same as steady_options. Added option
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nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
a2497dc0ae
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
83afb256cf
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
74476d1276
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
cabf4bba8e
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
9e30b3e5d0
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
36295da47a
cosmetic change
2012-03-30 15:37:15 +02:00
26d245ac4b
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
50551cc6b2
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
791d0ff06a
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
90e2de65f7
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
7889ac21b2
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
dfbd6c8f2a
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
24e58262fc
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
ee9213d77c
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
0f9d5d93d1
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
ebbae7936e
Preprocessor: add warning message for signature of checkPass method
2012-02-06 12:16:38 +01:00
3cdde731dc
propagating the change in calling sequence for CheckPass()
2012-02-02 21:10:47 +01:00
0ca000cdc9
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
1433bb6485
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
bcc091a58d
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
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params and 1st deriv of hessian wrt to params
2012-01-20 12:07:36 -05:00
58a03937ec
bug_fix: add missing ifstream close statement
2012-01-18 14:43:04 +01:00
c977b666b3
warning output stream should be cerr
2012-01-18 14:42:57 +01:00
63018c63e7
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
81dd94f717
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
f80ad954ce
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
13ce36ebd2
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
2a2da609c2
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
7ec25ee27e
bug_fix: add initializations for modfilestructure bools
2012-01-04 14:42:06 +01:00
0b64c61fc9
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
fd2d3b0e4a
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
6c5722ad2a
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
2094297d59
preprocessor: remove unnecessary class prefix
2011-12-30 15:41:51 +01:00
48f38af576
fix typo
2011-12-30 15:41:51 +01:00
3f384cc4d1
Preprocessor: minor fix for internal doc
2011-12-28 11:47:49 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
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Really closes : #157
2011-12-28 11:35:22 +01:00
f01b0025e0
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
5c0a17e9f2
preprocessor: separate dynamic and static functions from their mexfiles
2011-12-23 18:22:41 +01:00
ed82146c37
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
a2061b6f4e
Initialize empirical simulations with information provided in histval
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Closes : #195 , #157
2011-12-21 18:37:45 +01:00
ea8162c11f
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +01:00
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
16bf5c7642
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Houtan Bastani
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Ferhat