Commit Graph

9808 Commits (7050cab9c9dba7250528234e04deb37bc8376341)

Author SHA1 Message Date
Stéphane Adjemian (Hermes) d86e78ab01 Fixed dynamic model (julia output)
The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) 9ca893ca1d Added routines for steady state computation (julia). 2016-06-14 11:21:23 +02:00
Houtan Bastani f21367797c Merge pull request #1228 from JohannesPfeifer/msvc
Fix passing of compflag in dyn_mex.m
2016-06-14 10:49:09 +02:00
Johannes Pfeifer 7ff453846a Fix passing of compflag in dyn_mex.m
Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
Houtan Bastani 83eeafa32c fix mex file compilation with MSVC. Closes #1227 2016-06-14 10:34:14 +02:00
Houtan Bastani 2bbfb8762b fix copyright notices 2016-06-14 10:30:57 +02:00
Johannes Pfeifer 954b0fe987 Document options of MS code after interface change
Closes #879
2016-06-12 13:07:05 +02:00
Michel Juillard f145a50a85 extend path: removed global options_ 2016-06-09 12:02:48 +02:00
Michel Juillard 4a6e14ea95 extended path: removed option for lcppath 2016-06-09 12:02:48 +02:00
Michel Juillard 8fa29513f3 extended path: fixing bug for order > 2 and several shocks 2016-06-09 12:02:48 +02:00
Stéphane Adjemian (Hermes) 335a188dac Fixed bug in extended path.
Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
Marco Ratto fbc71aa95c Allow Screening with neighborhood_width sampling.
Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
Sébastien Villemot fe9ef566a6 Fix duplicate texinfo anchor introduced in previous commit. 2016-06-02 14:01:14 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 3d16707dd9 Updated particles submodule (bug fixes). 2016-06-01 19:56:09 +02:00
Stéphane Adjemian (Charybdis) dc1cfb4509 Updated particles submodule (bug fix). 2016-06-01 17:12:39 +02:00
Stéphane Adjemian (Charybdis) 392977d4ef Changed default parameters for unscented transform (Particle filters). 2016-06-01 17:01:23 +02:00
Frédéric Karamé 7df352a60b correct the name of simulated dataset files.
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 67b808207c Added new algorithm for the estimation of nonlinear models. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 272e3c96f8 Updated particles submodule. 2016-06-01 16:29:53 +02:00
Houtan Bastani 90a493ac98 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
Michel Juillard e0475fd4ef extended path: use deterministic_simulation.status instead of maxerror 2016-05-31 12:10:12 +02:00
Michel Juillard 0ce2834281 extended path: fixed boundaries for linear problem 2016-05-31 12:10:12 +02:00
Michel Juillard 5024af0099 extended path: fixed calibrated shocks 2016-05-31 12:10:12 +02:00
Michel Juillard c14125d585 PATH: fixing bugs 2016-05-31 12:10:12 +02:00
Michel Juillard 76f008e4e4 PATH: remove calls to lcppath that doesn't work with perfect foresight models 2016-05-31 12:10:12 +02:00
Michel Juillard d106b20b69 perfect foresight: set boundaries with PATH 2016-05-31 12:10:12 +02:00
Michel Juillard ddb9c0657c fixing linear complementarity problem 2016-05-31 12:10:12 +02:00
Michel Juillard 450d7b099a fixing error status for PATH hook 2016-05-31 12:10:12 +02:00
Michel Juillard 11161063d4 removing debugging output 2016-05-31 12:10:12 +02:00
Michel Juillard c49332df43 add support for PATH for steady state 2016-05-31 12:10:12 +02:00
Michel Juillard c159dff19c adding hook for PATH solver 2016-05-31 12:10:12 +02:00
Michel Juillard b8132eb556 extended path: adding support for calibrated shock.
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
Stéphane Adjemian 66ecdbf368 Merge pull request #1206 from JohannesPfeifer/doc_fixes
Various documentation and cosmetic fixes
2016-05-30 19:58:15 +02:00
Johannes Pfeifer 14c4a5c131 Fix copy and paste mistake in manual 2016-05-30 17:20:26 +02:00
Johannes Pfeifer cd128cb563 Document configuration file setting for Windows
Closes #337
2016-05-30 13:58:38 +02:00
Johannes Pfeifer 96098a17d2 Cosmetic fix to set_all_parameters.m 2016-05-30 13:31:22 +02:00
Johannes Pfeifer b58c8274dd Manual: clarify that name tags are not required for all equations for display of residuals with tags 2016-05-28 19:34:07 +02:00
Johannes Pfeifer 118b3ccb74 catstruct.m: remove call to nargchk, which will be removed in future Matlab versions 2016-05-28 19:32:11 +02:00
Johannes Pfeifer eca30eff75 Modify lmmcp unit test to have second (name) tag 2016-05-28 19:31:53 +02:00
Johannes Pfeifer f5fd699149 Update documentation on equation tags and LMMCP
Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
Johannes Pfeifer 06ed7ad83f Update manual on slice mode_files option to reflect 3e8dbcfc7e 2016-05-28 15:45:39 +02:00
Johannes Pfeifer 96ca17623b Fix URL fir equation tags 2016-05-28 15:25:03 +02:00
Stéphane Adjemian (Charybdis) dfbad0404d Fixed crash in sim1_linear when periods=1.
Closes #1176.
2016-05-26 22:19:36 +02:00
Stéphane Adjemian (Charybdis) adb1471a3a Added example for dynare++ in windows package.
Closes #1178.
2016-05-26 15:05:59 +02:00
Stéphane Adjemian (Charybdis) 03da338b05 Added more informative error messages. 2016-05-25 12:54:47 +02:00
Stéphane Adjemian (Charybdis) 6007d51ef4 Code factorization. 2016-05-25 12:42:56 +02:00
Stéphane Adjemian (Charybdis) fb4dfc6da6 Fixed typo. 2016-05-24 22:32:02 +02:00
Stéphane Adjemian (Charybdis) 0ea9bc4e90 Fixed typo introduced in 0abb9dc6f9. 2016-05-24 21:18:13 +02:00