9b22dc8096
Refuse non-stationary endogenous variables in deflators.
...
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
f889760f61
Reactivate and fix the test for the balanced growth path.
...
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
...
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
5565e13cd4
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
3d57c1e5e9
simplify flex code
2013-10-23 15:28:16 +02:00
4f93207a30
macroprocessor: copy anything within "dates()" straight to preprocessing stage
2013-10-22 16:32:53 +02:00
9eb34cee4a
macroprocessor: if you encounter dates(date), insert quotes
2013-10-22 14:06:57 +02:00
858159a4f5
disallow -0 year
2013-10-22 14:06:57 +02:00
7894e8eee7
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
9be1d084fd
macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('
2013-10-22 14:06:57 +02:00
064b8fccf7
macroprocessor: if you encounter dates(date), insert quotes
2013-10-14 18:16:07 +02:00
9c6ee78388
disallow -0 year
2013-10-14 16:30:17 +02:00
808d6ae1ad
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
c556e4c395
macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('
2013-10-14 09:58:05 +02:00
f6cacbd4db
simplify date regex and require [YyAa] to follow annual date
2013-10-11 11:13:15 +02:00
374b36b904
Revert "preprocessor: replace dates with dynDates"
...
This reverts commit 030fe52aff
2013-10-10 11:04:56 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
c737f35ca7
remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax
2013-10-04 16:17:29 +02:00
68bdf1aff8
remove unused portion of code, code cleanup
2013-10-03 16:39:33 +02:00
06ab26f742
handle inline comments
2013-10-03 16:27:25 +02:00
d3111863fe
fix regular expression
2013-10-03 16:26:17 +02:00
0cac8a2dec
clarify error message
2013-10-03 15:44:31 +02:00
b372973ab3
catch leading space before comment
2013-10-03 10:48:29 +02:00
51e4e490d6
remove unnecessary test
2013-10-03 09:16:31 +02:00
030fe52aff
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
62c623f6c9
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
c1305f7f87
support unbounded years
2013-10-02 17:21:55 +02:00
845a8736b5
simplify regex
2013-10-02 17:21:55 +02:00
a34afdfdc3
support negative dates
2013-10-02 17:21:55 +02:00
b3b2cdfe7b
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +02:00
cfea63b4de
Merge pull request #474 from houtanb/geweke
...
Geweke
2013-09-25 05:54:31 -07:00
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
30cb093048
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
e1fbb2c5cd
Move check on variables types within 'shocks' block to the checking pass stage
...
Closes #448
2013-08-27 10:38:54 +02:00
a75d8d318e
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
...
The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
2e4a52d69f
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
4569dd9427
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
d284f8fb83
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
f6f218f828
extended_path: new order and hybrid options (ref #152 )
...
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
b5eb134a29
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
2f248dcec4
Do not check for the steady state in diffuse filter mode
...
Closes #400
2013-06-03 15:56:10 +02:00
688e30019c
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
f48141755c
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
11bea492ac
preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty
2013-05-30 15:33:33 +02:00
b98bf5e84b
preprocessor: config file: if on Windows machine and operatingSystem is empty, then check to see if password or remoteDrive is empty. otherwise, don't check
2013-05-30 15:33:33 +02:00
7b1ddfb43c
preprocessor: config file: remove redundant check
2013-05-30 15:33:26 +02:00
9ba5ffd68e
Revert "Reset oo_.{exo_}steady_state to zero before endval"
...
This reverts commit cf146ec4e5
2013-05-27 17:31:41 +02:00
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
...
Closes #414
2013-05-27 17:07:47 +02:00
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
...
Closes #320
2013-05-24 12:13:32 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
921e7fdafd
Document how functions with a kink are differentiated
...
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
50f2d00ad8
Detect if an extended_path statement is present
...
Unused for the time being
2013-04-25 18:07:32 +02:00
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
...
This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
...
- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
d3e34711e3
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
3f8c577630
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
26bc7b55a0
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
b2dcf27c12
estimated_params: check that no symbol is declared twice in the block
...
Closes #296
2013-02-26 12:37:35 +01:00
4b50acbb93
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
1b317f1b9d
Fix linking of static file with use_dll under Windows
...
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
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
Sébastien Villemot
ferhat
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Michel Juillard