Commit Graph

9747 Commits (72e84657a75eb67f64f4885ea3536f867fc8ceee)

Author SHA1 Message Date
Johannes Pfeifer 72e84657a7 Condition use of eig to compute left eigenvector on Matlab version
Functionality is only supported in Matlab from 2014a/8.3 onwards. Closes #1266
2016-08-20 20:43:20 +02:00
MichelJuillard 688c812267 Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
2016-08-20 17:46:44 +02:00
MichelJuillard ee428ffb41 Merge pull request #1251 from JohannesPfeifer/resid_command
Check for complexity of steady state in resid.m
2016-08-20 17:41:22 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
MichelJuillard 2e9725cfd0 Merge pull request #1267 from JohannesPfeifer/estimation_init
Fix two bugs in dynare_estimation_init.m
2016-08-20 17:36:48 +02:00
Michel Juillard 75d699cbfa fixing dates in shocks_decomposition.
Interface still missing
2016-08-20 16:31:25 +02:00
Johannes Pfeifer b1f1826d5f Fix two bugs in dynare_estimation_init.m
Makes sure that i) name field is always present and ii) that number fields of estim_params are only accessed after they have been set by set_prior
2016-08-17 21:47:46 +02:00
Houtan Bastani e6a5b8f9b8 doc: clarify that latex code passed to reports must be valid 2016-08-17 14:42:02 +02:00
Houtan Bastani 850411a990 doc: clarify graphLineName option to addSeries 2016-08-17 14:39:15 +02:00
MichelJuillard 2b674b27d1 Merge pull request #1265 from JohannesPfeifer/dynare_solve_handle
dynare_solve.m: make sure str2func is only used on strings
2016-08-12 12:06:32 +02:00
Johannes Pfeifer 80049a6d09 dynare_solve.m: make sure str2func is only used on strings
Otherwise, code crashes
2016-08-12 11:59:57 +02:00
Houtan Bastani 7680749130 preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Houtan Bastani 726ad1b84c build system: add missing dependency in test suite, add missing clean rule 2016-07-29 17:05:51 -04:00
Houtan Bastani c6f84fb98a build system: remove csv file created during check 2016-07-28 17:01:45 -04:00
Houtan Bastani 92200c20ba build system: front load slower tests to make test suite run faster 2016-07-28 16:59:57 -04:00
Houtan Bastani 3695bf4695 preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419 2016-07-27 15:01:54 -04:00
Houtan Bastani 7695031e77 preprocessor: check linear model hessian = 0. closes #419 2016-07-25 13:43:34 -04:00
Houtan Bastani 8bd4c341fe Merge pull request #1258 from JohannesPfeifer/osr_compatibility
Restore backward compatibility of OSR command with maxit and tolf opt…
2016-07-22 10:59:16 -04:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
2016-07-22 16:53:19 +02:00
Houtan Bastani 816b5bb884 Revert "preprocessor: remove maxit, tolf from osr. #1249"
This reverts commit 86bc3bd435.
2016-07-21 11:04:04 -04:00
Houtan Bastani 9d5f4c930a Merge pull request #1256 from JohannesPfeifer/tolf-doc
Document tolf and tolx options for perfect foresight and steady
2016-07-21 09:47:12 -04:00
Houtan Bastani 86bc3bd435 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani ed549d3ba7 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Johannes Pfeifer 08e63f1812 Document tolf and tolx options for perfect foresight and steady
Related to #1249
2016-07-21 09:40:35 +02:00
Houtan Bastani 8446e6bc14 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani e5b851d175 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Houtan Bastani aa703462d0 fix spacing 2016-07-20 10:42:36 -04:00
Houtan Bastani 5fda0ffd2a fix installation instructions for os x 2016-07-20 10:39:48 -04:00
Houtan Bastani 258cab7493 Merge pull request #1253 from JohannesPfeifer/Merge_fix_likelihood
Add missing logical operator from likelihood functions introduces whe…
2016-07-20 10:37:10 -04:00
Johannes Pfeifer 72b8c650e5 Add missing logical operator from likelihood functions introduces when removing global penalty 2016-07-18 11:11:43 +02:00
Michel Juillard e7a1988223 throwing exception if dgges reports an error 2016-07-17 14:40:15 +02:00
Michel Juillard 5d38280f27 remove one instance of dynamic exception specification
closes issue #1250
2016-07-16 00:13:47 +02:00
Michel Juillard dcff4b57a9 adding missing initializations 2016-07-15 17:43:58 +02:00
Johannes Pfeifer 578fb04590 Check for complexity of steady state in resid.m
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
2016-07-14 15:04:27 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Michel Juillard 2f2413e64a addind ep accuracy check 2016-07-03 10:56:44 +02:00
Marco Ratto bf293396b6 Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
2016-07-01 20:40:17 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer 8694617bd0 Add rplot to TeX-test 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 9275cd089b Add eps-loader to rplot.m
Also makes sure that every single graph is saved when looping over figures
2016-07-01 19:09:29 +02:00
Johannes Pfeifer 2a2d81784b Allow rplot to plot exogenous variables 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi) 46a149576b Merge branch 'pr#1241' 2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) b6ecf5fdd0 Updated particles submodule (fixes for apf and cpf). 2016-07-01 11:41:39 +02:00
Houtan Bastani 848d81eb84 Merge pull request #1238 from rattoma/gsa
Bug fixes for identification with ML
2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes) c5f8fe7f85 Added integration test for {variables,parameters} partitioning. 2016-06-27 12:10:15 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7.
2016-06-24 17:38:54 +02:00
Stéphane Adjemian (Hermes) fcaf457f35 Cosmetic change (code factorization). 2016-06-24 17:35:56 +02:00
Johannes Pfeifer 420e80e538 discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
Prevents cryptic crashes due to NaN in derivatives of objective function
2016-06-23 20:50:17 +02:00