Commit Graph

5780 Commits (70ccb1d0b736b72cd3bfab5114591d6224573ed7)

Author SHA1 Message Date
Sébastien Villemot 70ccb1d0b7 Documentation of new differentiate_forward_vars option
Ref #351
2013-04-29 17:56:22 +02:00
Sébastien Villemot d0510261ee Merge pull request #380 from rattoma/master
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;
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
Fix small bug in print_info
2013-04-26 08:48:45 -07:00
Johannes Pfeifer 9310467658 Fix crash in print_info
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
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
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
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
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
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
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
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
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).
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
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
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