Stéphane Adjemian (Charybdis)
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325b06de24
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Updated texinfo headers.
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2012-12-07 16:43:06 +01:00 |
Houtan Bastani
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454638d778
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removed useless calls to set_default_options (already set in global_initialization.m)
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2012-12-06 15:42:18 +01:00 |
Houtan Bastani
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38bc29ff05
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clean up resol
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2012-12-06 14:58:58 +01:00 |
Marco Ratto
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0ab2c28fd5
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-) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
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2012-12-05 09:46:12 +01:00 |
Houtan Bastani
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967eb63bbb
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fix typo
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2012-12-04 11:31:41 +01:00 |
Michel Juillard
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2c545eaf8b
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adding test case with lagged exogenous variable (currently fails)
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2012-12-04 10:46:44 +01:00 |
Stéphane Adjemian (Charybdis)
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e1527b215e
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Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
For instance, the following syntax is allowed:
dbload = dynSeries();
mydata = dbload('data_file.csv');
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2012-12-03 16:15:37 +01:00 |
Stéphane Adjemian (Charybdis)
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9783060575
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Removed useless path instructions.
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2012-12-03 16:15:37 +01:00 |
Stéphane Adjemian (Charybdis)
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f89b5cfe38
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Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
For instance, the follwing syntax is allowed:
data = dynSeries('mydata.csv');
assuming that the csv file is in the matlab's path.
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2012-12-03 16:15:36 +01:00 |
Stéphane Adjemian (Charybdis)
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16cba161ac
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Fixed bug (removed first row of data).
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2012-12-03 16:15:36 +01:00 |
Stéphane Adjemian (Charybdis)
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7f10bccf4a
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Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes.
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2012-12-03 16:15:36 +01:00 |
Stéphane Adjemian (Charybdis)
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d4595a85a0
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Moved get_cells_id routine from matlab/@dynSeries/private to matlab.
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2012-12-03 16:15:36 +01:00 |
Stéphane Adjemian (Charybdis)
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c100a04505
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Moved check_file_extension routine from matlab/@dynSeries/private to matlab.
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2012-12-03 16:15:36 +01:00 |
Stéphane Adjemian (Charybdis)
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ce6f57a5cb
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Fixed bug. Removed file extension.
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2012-12-03 16:15:36 +01:00 |
Michel Juillard
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118a823310
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fixed bug in stochastic extended path for orders > 1
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2012-12-02 14:28:38 +01:00 |
Sébastien Villemot
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aafff99422
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Fix breakage of static file introduced by 8c83135c
In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
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2012-12-01 23:32:24 +01:00 |
Sébastien Villemot
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b77642d3a9
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Remove unused stuff
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2012-11-29 18:08:53 +01:00 |
Sébastien Villemot
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8c83135c0f
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Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m
Closes: #160
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2012-11-29 18:07:48 +01:00 |
Sébastien Villemot
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b7c1f5ad05
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Remove obsolete workaround for Octave 3.2
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2012-11-29 16:44:51 +01:00 |
Sébastien Villemot
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90c15ec9ef
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Add ar option to estimation
Closes: #276
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2012-11-29 15:44:06 +01:00 |
Sébastien Villemot
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c06bd0ae75
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Support nograph option for posterior distribution plots
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2012-11-29 14:52:33 +01:00 |
Sébastien Villemot
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0421387732
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Require Octave 3.6, since we use parfor
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2012-11-29 14:52:33 +01:00 |
Stéphane Adjemian (Charybdis)
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8eb6284b3c
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Fixed bug (the name of the covariance matrix changed in previous commit).
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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2ff996d077
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Do not build the tree for future shocks if options_.ep.stochastic.order = 0.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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e84b8de476
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Fixed typos.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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f42446033c
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Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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c9469a3626
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Buikd the tree of future shocks in setup_stochastic_perfect_foresight_model_solver routine.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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74c856b727
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Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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5c0d387c4f
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Cosmetic change. Changed the organization of options for (stochastic) extended path
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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63157949ca
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Removed useless routine.
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2012-11-29 12:56:00 +01:00 |
Stéphane Adjemian (Charybdis)
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e9c552c436
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Initialize pfm structure in a new routine (setup_stochastic_perfect_foresight_model_solver).
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2012-11-29 12:56:00 +01:00 |
Stéphane Adjemian (Charybdis)
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13ea421137
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Added routine computing Gaussian cubature weights and nodes (implementation of algorithms described in Stroud 1971).
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2012-11-29 12:56:00 +01:00 |
Stéphane Adjemian (Charybdis)
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7e47128212
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Added new routines to load data from m, mat or csv files. Used by dynSeries class.
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2012-11-29 12:56:00 +01:00 |
Stéphane Adjemian (Charybdis)
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f01b97da18
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Check that freq property is also empty.
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2012-11-29 12:56:00 +01:00 |
Michel Juillard
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7c9ce9152d
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fixing bug in error message for failed homotopy (steady)
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2012-11-28 21:32:15 +01:00 |
Marco Ratto
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892df90629
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1) Make the occurrence of sequences of univariate steps more likely;
2) also impose a sequence of univariate steps in the first iteration;
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2012-11-26 08:25:12 +01:00 |
Marco Ratto
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c9a2dbcb72
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Bug fix for when a parameter is orthogonal to any other one in the model.
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2012-11-26 08:22:42 +01:00 |
Sébastien Villemot
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d239ac39ce
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Still fixing the matio test…
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2012-11-22 11:59:57 +01:00 |
Sébastien Villemot
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44e3bf5947
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Improve matio workaround for RHEL 6
Previous workaround was crashing the Windows snapshot
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2012-11-22 11:17:03 +01:00 |
Michel Juillard
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ebae08a585
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wrapped line too long for some versions of ctangle
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2012-11-22 10:26:47 +01:00 |
Sébastien Villemot
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b7730f3025
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Workaround for matio under RHEL 6 + EPEL 6
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2012-11-21 16:58:40 +01:00 |
Stéphane Adjemian (Charybdis)
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22956ea4a4
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Removed useless instruction (default value of exit_flag is 1).
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2012-11-21 10:11:30 +01:00 |
Stéphane Adjemian (Charybdis)
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bb0993973a
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Fixed output argument ordering in non_linear_dsge_likelihood.
Merge remote-tracking branch 'refs/remotes/fred/master'
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2012-11-21 10:07:30 +01:00 |
Frédéric Karamé
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2ee1ebbe47
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fix a bug in the output order
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2012-11-21 09:00:43 +01:00 |
Stéphane Adjemian (Charybdis)
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db2615a4c7
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Use economy-size decomposition option of qr2 routine.
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2012-11-20 14:39:45 +01:00 |
Stéphane Adjemian (Charybdis)
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af23d72cb1
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Allow economy-size decomposition with qr2 routine.
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2012-11-19 17:43:59 +01:00 |
Stéphane Adjemian (Charybdis)
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9f1ad5568e
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New nonlinear filters routines and bug fixes.
Merge remote-tracking branch 'refs/remotes/fred/master'
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2012-11-19 16:23:07 +01:00 |
Stéphane Adjemian (Charybdis)
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93e6b41df5
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Added routines that will be used to import data (csv file) in a dynSeries object.
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2012-11-19 16:17:00 +01:00 |
Stéphane Adjemian (Charybdis)
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c3ff5d92d3
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Cosmetic change.
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2012-11-19 16:17:00 +01:00 |
Michel Juillard
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5c893f501b
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making extended path ready for parallel computing with parfor
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2012-11-17 20:55:01 +01:00 |