54c1c0dfb6
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799)
2010-08-30 14:37:48 +02:00
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +02:00
e5ce0264bf
Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
2010-08-19 15:20:54 +02:00
0657c7151a
Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
2010-08-12 18:16:24 +02:00
8440c17499
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
34828e4110
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
b5baf45f36
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
bc62662fcf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
6582341799
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
a0cd4b33ae
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
8b7d4d590b
fix typo
2010-06-18 16:21:28 +02:00
f1abbe724f
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
c4ef68b293
Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
2010-06-11 19:21:03 +02:00
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
6a8ac70f71
Preprocessor: cosmetic changes
2010-06-10 17:54:03 +02:00
f48eb94f0e
Preprocessor: remove spurious compiler warning
2010-06-10 17:52:37 +02:00
f1f455026b
fix error message
2010-06-10 15:16:54 +02:00
28d30d9a62
Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
2010-06-09 15:09:55 +02:00
bed8f4b689
Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 18:46:57 +02:00
30d34f2445
Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 16:42:27 +02:00
4a23d93199
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
996a646d8f
Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
2010-06-04 09:33:54 +03:00
ade0cd9d26
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
c58312d3b7
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
cfa624f52f
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
891ad22564
Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB)
2010-05-12 11:50:27 +02:00
49389592e7
Preprocessor: never set an equal node as a temporary term
2010-05-05 10:10:01 +02:00
49bdcef648
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
b3602541ac
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
ed84e27319
Preprocessor: added new SymbolTable::orig_endo_nbr() method
2010-04-23 18:36:51 +02:00
19338906ba
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
e2c0854cd4
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
12ca3fe707
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
4b96b35dad
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +02:00
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
b2220c0346
Preprocessor: rename a function argument to avoid name conflict with standard error filestream
2010-04-15 17:46:05 +02:00
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
7c01486b84
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
b8b3491a29
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
e3be730a46
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
eb4efa59ac
second derivatives of model equations w.r.t. parameters.
2010-03-16 10:15:19 +01:00
b291f4fcf7
small fix to implementation of second derivatives of jacobian w.r.t. parameters
2010-03-15 17:23:55 +01:00
Sébastien Villemot
Michel Juillard
Houtan Bastani
Ferhat Mihoubi