Sébastien Villemot
70ccb1d0b7
Documentation of new differentiate_forward_vars option
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Ref #351
2013-04-29 17:56:22 +02:00
Sébastien Villemot
d0510261ee
Merge pull request #380 from rattoma/master
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GSA fixes for rmse analysis
2013-04-29 08:04:07 -07:00
Marco Ratto
f5a6835c63
Fixed bug with calls to dsge smoother which were broken with missing values;
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Proper use of dataset_ structure and remove the dangerous dat_fil_ utility;
Added r2 in output.
2013-04-29 13:52:20 +02:00
Houtan Bastani
4ba3815a0d
Merge pull request #377 from JohannesPfeifer/master
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Fix small bug in print_info
2013-04-26 08:48:45 -07:00
Johannes Pfeifer
9310467658
Fix crash in print_info
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If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
Houtan Bastani
8f65eafb8f
fix typo
2013-04-26 15:04:56 +02:00
Sébastien Villemot
e783084126
Fix comment blocks
2013-04-26 09:50:56 +02:00
Houtan Bastani
1f6cfb7f15
faster load_csv_file_data on Matlab using importdata
2013-04-25 18:40:19 +02:00
Houtan Bastani
cc923e5315
reporting: @graph: add shade_color option
2013-04-25 18:40:02 +02:00
Houtan Bastani
e3bb2760cf
reporting: @graph: add option shade_opacity
2013-04-25 18:40:02 +02:00
Sébastien Villemot
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
Sébastien Villemot
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
Sébastien Villemot
3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
Sébastien Villemot
d67f4002f1
Merge pull request #376 from JohannesPfeifer/master
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Add Andreasen et al pruning at order=3, add unit test for third order perturbation
2013-04-25 03:18:07 -07:00
Johannes Pfeifer
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
Johannes Pfeifer
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
Johannes Pfeifer
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Houtan Bastani
efaa3c71c5
reporting: @graph: add option to turn legend box on or off
2013-04-24 18:12:11 +02:00
Houtan Bastani
e65ee25883
reporting: @graph: avoid legend crash on octave
2013-04-24 17:59:45 +02:00
Sébastien Villemot
aa36cf26a1
Merge pull request #369 from JohannesPfeifer/master
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Bugfix in third order perturbation
2013-04-24 04:44:37 -07:00
Johannes Pfeifer
5cb9b02863
Fix unfold for third order pruning
2013-04-24 13:09:40 +02:00
Houtan Bastani
e376258025
fix dynare++ build on OS X
2013-04-23 14:32:39 +02:00
Houtan Bastani
fe7a1248ba
fix typo
2013-04-23 14:32:39 +02:00
Sébastien Villemot
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
Sébastien Villemot
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
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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
Michel Juillard
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
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the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
Michel Juillard
d97e036868
fixing missing increment of index in unfold3, unfold21, unfold12
2013-04-21 20:48:26 +02:00
Stéphane Adjemian
24caaf9864
Merge pull request #373 from FerhatMihoubi/master
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2 requests
2013-04-19 09:30:48 -07:00
Ferhat Mihoubi
9387b4a28d
Consider the case of non available variable in the csv file
2013-04-19 18:26:20 +02:00
Houtan Bastani
41b11709e8
reporting: @graph: write title directly in latex file (as opposed to Matlab plot).
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If you don't do this, the title will be centered over the plot (not including YTickLabel width) as opposed to within the cell. This can be weird if you have one table in the section as the plot title will not center with the page title.
2013-04-19 18:24:01 +02:00
Houtan Bastani
86952b06b0
reporting: @section: adjust spacing
2013-04-19 18:24:01 +02:00
Sébastien Villemot
2670be408e
Bug fix in steady state solver
2013-04-19 18:01:19 +02:00
Sébastien Villemot
7495668ef2
Minor simplification and improvements
2013-04-19 18:01:19 +02:00
Ferhat Mihoubi
7bbffd7cef
Deals with empty values in csv file, removed a useless test
2013-04-19 16:04:06 +02:00
Sébastien Villemot
b916346176
Merge pull request #371 from rattoma/master
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bug fixes for GSA tools
2013-04-19 01:35:00 -07:00
Marco Ratto
ad34f3dbf1
Fixed bugs related to the case where no shock standard deviation is estimated
2013-04-18 19:36:41 +02:00
Marco Ratto
3aa9419835
rename local variables to minimize the risk of overlapping with names stored in data file
2013-04-18 19:35:49 +02:00
Sébastien Villemot
e1f702f83a
Various fixes to steady state computation in estimation DLL
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Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Houtan Bastani
c7bb71199d
reporting: @reporting: open pdf file after compilation (Matlab only)
2013-04-18 17:28:59 +02:00
Houtan Bastani
ac47e81fb1
reporting: @graph: set prettier spacing of xticklabels
2013-04-18 17:19:48 +02:00
Stéphane Adjemian (Charybdis)
8eed899f92
Fixed bug. Compilation of bytecode was crashing with USE_OMP.
2013-04-18 11:20:35 +02:00
Houtan Bastani
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
Houtan Bastani
47b53dbeea
build system: osx fix for bytecode mex in octave
2013-04-17 17:45:28 +02:00
Sébastien Villemot
8dbf195422
Compatibility fix with GCC 4.8
2013-04-15 17:18:38 +02:00
Stéphane Adjemian (Charybdis)
409675ce9c
Modified @dynSeries/mrdivide method so that dynSeries objects defined over different non disjoint periods can be divided.
2013-04-12 17:55:14 +02:00
Stéphane Adjemian (Charybdis)
3b3d753d54
Modified @dynSeries/mtimes method so that dynSeries objects defined over different non disjoint periods can be multiplied.
2013-04-12 17:53:13 +02:00
Stéphane Adjemian (Charybdis)
b955b20bf3
Modified @dynSeries/minus method so that dynSeries objects defined over different non disjoint periods can be substracted.
2013-04-12 17:50:52 +02:00
Stéphane Adjemian (Charybdis)
63502db6c0
Modified @dynSeries/plus method so that dynSeries objects defined over different non disjoint periods can be added.
2013-04-12 17:48:00 +02:00