Commit Graph

9338 Commits (6ad876cc1868ff7bfb659854577da66c38cb3a98)

Author SHA1 Message Date
Johannes Pfeifer 8c8587d89b Add factored unit tests for mh_recover 2016-03-16 19:04:03 +01:00
Johannes Pfeifer a28d405f74 Make mh_recover continue at last existing MC file with correct seed 2016-03-16 19:01:59 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Stéphane Adjemian 5a91b601a2 Merge pull request #1134 from JohannesPfeifer/bvar_mdd
Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
Johannes Pfeifer 6b31363d10 Save marginal data density from BVAR in oo_
Closes #1090
2016-03-15 11:49:25 +01:00
Sébastien Villemot 2643bfaa40 Fix compatibility with Flex 2.6.
In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
Michel Juillard ce6dff1fcc make gsa consistent with (old) change in use of options_.simul 2016-03-13 10:35:48 +01:00
Johannes Pfeifer bb08853784 Replace globals by inputs in make_ex_.m and make_y_.m 2016-03-11 16:28:17 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Houtan Bastani ff0f360938 doc: clarify/simplify doc for planner_discount 2016-03-11 16:02:01 +01:00
Houtan Bastani f86ac5ae66 preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Johannes Pfeifer 1b203a3755 Save dataset_info in results.mat if it exists 2016-03-11 15:29:12 +01:00
Johannes Pfeifer af5368e83c Fix number of multipliers added by Ramsey used in evaluate_steady_state.m 2016-03-11 14:55:11 +01:00
Stéphane Adjemian (Hermes) 127637ffd6 Merge branch 'temporary_terms'
Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
2016-03-09 17:53:58 +01:00
Houtan Bastani 38b21feb3e build system: cosmetic typo fix 2016-03-09 16:53:57 +01:00
Houtan Bastani 04989822ac build system: fix lexinc path by replacing the last instance of 'flex' 2016-03-09 14:03:29 +01:00
Stéphane Adjemian e4294ee4fc Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
Johannes Pfeifer ab6063f2b4 Check whether at least one MCM chain is requested when using Bayesian estimation 2016-03-06 21:19:17 +01:00
Michel Juillard 42ecfa382f fxing bug in diffuse smoother with missing values 2016-03-06 21:07:50 +01:00
Stéphane Adjemian (Hermes) f471105a21 Fixed bug (wrong first input argument when calling create_TeX_loader).
Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
Houtan Bastani d4195ae624 build system: fix typo 2016-03-08 18:06:45 +01:00
Stéphane Adjemian (Hermes) d331cf5a7a Fixed extended path.
- Removed call to make_ex_,
 - Fill oo_.exo_simul in extended path routine,
 - Do not update oo_.exo_simul after the call to the extended path routine,
 - Cosmetic change.

(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard 066c79f46a test case for previous commit 2016-03-07 21:51:45 +01:00
Michel Juillard 34e35555d6 fixed bugs when there is a single equation in the model 2016-03-07 21:51:45 +01:00
Stéphane Adjemian (Lupi) 08375e7ba6 Fixed wrong ordering of the hyperparameters when walling the routine for drawing random deviates from the Weibull distribution. 2016-03-04 16:45:06 +01:00
Stéphane Adjemian (Hermes) 472f6c4a1c Fixed typo. 2016-02-29 15:46:40 +01:00
Stéphane Adjemian (Hermes) 837c812c17 Efficiency changes.
+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).

Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
Stéphane Adjemian (Hermes) 87955c61d0 Fixed bug in the routine simulating backward looking non linear stochastic models. 2016-02-26 21:31:50 +01:00
Houtan Bastani b303819254 doc: even though long_name was removed as an explicit option in c9ca46f228, reintroduce the doc related to it so as not to confuse the issue 2016-02-26 17:00:35 +01:00
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Stéphane Adjemian (Hermes) a88c7aac34 Updated dseries submodule (Allows regular expressions in subsasgn method). 2016-02-25 16:58:54 +01:00
Houtan Bastani 85f5879968 Update license file for 2016 2016-02-24 14:45:19 +01:00
Houtan Bastani c386be3fb7 submodule update: reporting (remove strjoin) 2016-02-24 14:41:22 +01:00
Houtan Bastani 458cfc4fc6 preprocessor: initialize xref structure and use indices. closes #1125 2016-02-23 14:32:48 +01:00
Houtan Bastani 710e8ef3a5 fix copyright dates for 2016 2016-02-23 14:04:04 +01:00
Houtan Bastani 8c2e6655f1 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani 6e5f0edd06 Merge pull request #1123 from JohannesPfeifer/Matlab2015b
Make Dynare compatible with Matlab2015b
2016-02-22 11:27:56 +01:00
Houtan Bastani 10b3a57c7f reporting: submodule update 2016-02-22 11:03:09 +01:00
Stéphane Adjemian (Hermes) c3ce3105d8 Updated dseries submodule. 2016-02-19 15:28:22 +01:00
Stéphane Adjemian (Hermes) 01ec055ebd Updated dseries submodule (bug fixes + new methods). 2016-02-18 10:51:08 +01:00
Stéphane Adjemian (Hermes) 0459d1bcd4 Fixed bug in Weibull prior.
Fixed inconsistencies in the ordering of the hyperparameters (shape and scale).
2016-02-11 21:35:29 +01:00
Stéphane Adjemian (Hermes) 3c7e60b744 Bug related to the steady state of aux. variables.
Appears in CMR's model where the steady state of the auxiliary variables
is not correct if set_auxiliary_variables routine is only called once.

Added a debug mode (false by default) to check that the mapping defined
by set_auxiliary_variables routine is invariant.
2016-02-05 00:13:20 +01:00
Stéphane Adjemian (Hermes) 34bc1ab9de Do not call set_auxiliary_variables routine before evaluating the steady state file. 2016-02-05 00:13:20 +01:00
Johannes Pfeifer 7d051d1161 Make Dynare compatible with Matlab2015b
Closes #1058
2016-01-29 18:44:05 +01:00
Houtan Bastani f63015c404 build system: add MATLAB_MEX_* flags to allow user to override default mex compilation flags in the call to the configure script, #1121 2016-01-25 15:54:58 +08:00
Houtan Bastani 3dc02055ec fix quotation marks (thanks Johannes) 2016-01-22 10:39:31 +01:00
Houtan Bastani 55ffad933c doc: fix typo (thanks Johannes) 2016-01-21 17:36:02 +01:00
Stéphane Adjemian (Hermes) c969edcd63 Updated dseries submodule (Allow objects with NaNs in cumsum and cumprod overloaded methods). 2015-12-23 19:42:31 +01:00
Houtan Bastani f546368252 preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs) 2015-12-18 17:13:50 +01:00
Houtan Bastani 4976b2b335 preprocessor: add equation cross references 2015-12-18 15:17:32 +01:00