Commit Graph

7882 Commits (704f8650afdef80df194f625b03efd14e6a206c7)

Author SHA1 Message Date
Johannes Pfeifer 704f8650af Properly initialize var_yf in forcst.m 2014-11-16 21:08:17 +01:00
Houtan Bastani 3f68450d51 osr: add option opt_algo. #779 2014-11-14 17:35:03 +01:00
Stéphane Adjemian (Telemachus) aae7c23fe2 Added unitary test for hessian routine. 2014-11-14 16:33:34 +01:00
Johannes Pfeifer ff3c8e94e1 Clean up hessian.m
Fix description of algorithm and document the function better. Also removes manual increasing of loop variable and moves computation of temporary variable not depending on loop variables outside of the loop as it needs to be computed only once.
2014-11-14 16:33:34 +01:00
Houtan Bastani f999f960f8 bug fix: add missing comment 2014-11-14 12:27:20 +01:00
Houtan Bastani b14c10c1a2 Merge pull request #775 from JohannesPfeifer/sim1_imaginary
Take care of imaginary numbers in perfect foresight simulations
2014-11-14 12:24:27 +01:00
Stéphane Adjemian (Telemachus) 2300464cae Merge branch 'simplex' 2014-11-14 11:07:58 +01:00
Michel Juillard 9fa92b0d02 fixing error message 2014-11-14 07:15:24 +01:00
Stéphane Adjemian (Telemachus) a8e7c30e6a Added @dseries/exist method. 2014-11-13 16:53:06 +01:00
Johannes Pfeifer cc96d46911 Transfer hard-coded verbosity of simplex algorithm into an option 2014-11-10 19:54:44 +01:00
Johannes Pfeifer 7c59edead2 Make simplex_optimization_routine.m usable outside of estimation
Removes hard-coded parameter names extracted from bayestopt_ by handing them over explicitly
2014-11-10 19:53:55 +01:00
Johannes Pfeifer c3467ddca2 Simplex: return only scalar best value instead of full vector 2014-11-10 19:41:50 +01:00
Houtan Bastani 7b90fd9c32 Merge pull request #777 from JohannesPfeifer/simul_no_varexo
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:32:49 +01:00
Johannes Pfeifer 201bbccae9 Add unit test for deterministic simulations without exogenous variables 2014-11-10 18:25:01 +01:00
Stéphane Adjemian (Telemachus) 2e776d544a Merge branch 'master' of github.com:DynareTeam/dynare 2014-11-10 15:17:54 +01:00
Stéphane Adjemian (Telemachus) 1285e0090d Do not use git protocol to connect to github.
For submodules use https protocol (dynbot is not recognized by github).
2014-11-10 15:11:53 +01:00
Stéphane Adjemian (Sedna) bbf6ea50b0 Added workaround for bug in some Matlab versions (wrong type). 2014-11-10 11:21:05 +01:00
Stéphane Adjemian (Telemachus) 0691b08303 Adapated internals routine (name of dynTest routine has changed). 2014-11-09 22:20:43 +01:00
Stéphane Adjemian (Telemachus) 6557849b30 Updated m-unit-tests module. 2014-11-09 22:20:18 +01:00
Stéphane Adjemian (Telemachus) a12e9d684a Force type consistency when comparing actual results and expected
results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
Stéphane Adjemian (Telemachus) 8fedac4d5e Replaced calls to dyn_assert by calls to dassert.
This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
Stéphane Adjemian (Telemachus) 479189ef47 Updated path in dynare_config.
For m-unit-tests module.
2014-11-07 22:41:25 +01:00
Stéphane Adjemian (Telemachus) f2aabb1f0d Added m-unit-tests as a submodule. 2014-11-07 22:40:31 +01:00
Stéphane Adjemian 1c62420909 Removed matlab/utilities/tests subfolder. 2014-11-07 22:31:23 +01:00
Houtan Bastani e6789a3707 Merge pull request #761 from JohannesPfeifer/message_test_calibration
Clarify message in test_for_deep_parameters_calibration.m
2014-11-07 17:27:15 +01:00
Houtan Bastani 00f6e93869 Merge pull request #759 from JohannesPfeifer/xls_range
Provide example for xls_range option in manual
2014-11-07 17:26:34 +01:00
Houtan Bastani 1f25e7d479 Merge pull request #757 from JohannesPfeifer/fix_display
Add missing run index to looped variable in resol.m
2014-11-07 17:25:50 +01:00
Houtan Bastani a1a0cc098b skipline: simplify code 2014-11-07 16:44:05 +01:00
Houtan Bastani f98a41007e skipline: fix function header 2014-11-07 16:44:05 +01:00
Houtan Bastani ae52f7615c bug fix: skipline 2014-11-07 16:44:05 +01:00
Stéphane Adjemian 6edef09aba Added fake input argument in @dates/isequal. 2014-11-07 16:12:47 +01:00
Stéphane Adjemian d77dec9726 Added optional tolerance parameter in @dseries/isequal method. 2014-11-06 15:43:23 +01:00
Houtan Bastani 884cbc3fbe dseries: bug fix: add delimiter for importdata for .csv files 2014-11-06 14:46:27 +01:00
Houtan Bastani 3f4f348a0a dseries: variable in error messages isn't set 2014-11-06 14:34:05 +01:00
Houtan Bastani 9a966151fa fix typo 2014-11-06 13:48:53 +01:00
Johannes Pfeifer 2a67e2a306 Take care of imaginary numbers in perfect foresight simulations
Finishing with imaginary parts now does not count as a solution and triggers a new homotopy step.
2014-11-06 09:08:50 +01:00
Houtan Bastani 3e3a0ff06d fix typo 2014-11-03 15:48:21 +01:00
Houtan Bastani a033251140 fix typo 2014-11-03 15:46:58 +01:00
Houtan Bastani 844349c887 update installation instructions for OS X 2014-11-03 15:45:14 +01:00
MichelJuillard 283912be53 Merge pull request #770 from JohannesPfeifer/Ramsey_aux_vars
Ramsey aux vars
2014-11-02 15:16:44 +01:00
Michel Juillard 491301c67b th_autocovariances.m creates Gamma_y{nar+2} (variance decomposition)
even if there is a single shock. In that case variance decomposition
is one. It is better if Gamma_y has always the expected
size. disp_th_moments.m only displays variance decomposition if there
is more than one shock.
2014-11-02 11:17:27 +01:00
Michel Juillard fbbe98815b fixing bug introduced in commit 6eb3a3d when displaying theoretical
moments for a model with a single exogenous variable
2014-11-01 09:15:48 +01:00
Houtan Bastani d602c0217a update instructions for compilation on os x 2014-10-31 10:48:46 +01:00
Houtan Bastani 0dbff4fa52 build system: modify blas check for os x 10.10 2014-10-30 16:25:01 +01:00
Johannes Pfeifer 3d6af995bc Update unit test by adding also auxiliary variables on exogenous variables 2014-10-30 14:23:13 +01:00
Johannes Pfeifer 38a0941d69 Add unit test file Ramsey with auxiliary variables
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
Johannes Pfeifer c2da796153 Fix distinction between initial values provided to dyn_ramsey_static.m and stale unchanged initial values in oo_.steady_state
In case of no steady state file, they are identical, but with a steady state file, they are not. Moreover, this fixes a problem with the dimension of the input to the steady state file. ys was not initialized and had wrong dimensions
Also adds comments to file.
2014-10-30 13:31:57 +01:00
Stéphane Adjemian (Charybdis) 9300a061aa Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory.
If the m data file is in the current directory, the first output of
fileparts(options_.datafile) is an empty string. In Matlab the command
cd('') fails, but Octave does not fail in this case (and does nothing).

Added a test on the first output of fileparts, if this output is empty
we do not try to change the current directory.
2014-10-23 11:08:26 +02:00
Stéphane Adjemian (Karaba) 7ab86d31ec Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead. 2014-10-21 16:42:52 +02:00
Stéphane Adjemian (Karaba) 5ab08ed8d3 Added missing semi colon. 2014-10-21 16:37:57 +02:00