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9160 Commits (74283c45d227bbe56c3fe57489bf1227112f3755)

Author SHA1 Message Date
Johannes Pfeifer e3e34e1c7d Reduce default accuracy criterion in cmaes.m 2015-10-11 18:50:05 +02:00
Johannes Pfeifer df47be4076 Properly set bounds and H0 for CMAES 2015-10-11 18:21:25 +02:00
Johannes Pfeifer d513d38f73 Filter out failure of k_order_pert in likelihood computation 2015-10-11 17:55:27 +02:00
Johannes Pfeifer 33aa22a80f Condition check for stochastic singularity on maximum of non-missing observations 
closes #1071
 2015-10-11 10:49:15 +02:00
MichelJuillard 866ab33575 Merge pull request #1042 from JohannesPfeifer/discretionary 
Various fixes for discretionary_policy
 2015-10-10 22:25:46 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function 
Add functionality Prior posterior function
 2015-10-10 22:17:53 +02:00
Michel Juillard a8580258a1 changed Dynare timer to local timer 2015-10-10 14:33:30 +02:00
Michel Juillard 6502c311a0 replaced global timer by local timer 2015-10-10 14:33:30 +02:00
Stéphane Adjemian (Charybdis) dcf7cfbc4b Cosmetic change (testsuite). 
Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.

Do not print
 2015-10-10 02:26:40 +02:00
Stéphane Adjemian (Charybdis) 580bc3a0b6 Updated .gitignore file. 
Do not version mat files in matlab folder.
 2015-10-10 00:21:18 +02:00
Stéphane Adjemian (Charybdis) 18a5eea7e0 Fixed bug in clear_persistent_variables routine. 
The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
 2015-10-10 00:21:18 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison 
Bugfixes and improvements for model_comparison
 2015-10-09 17:11:15 +02:00
Michel Juillard f7f158f078 Revert "removed global objective_function_penalty_base" 
This reverts commit 5ade8d7c6f.
 2015-10-09 14:23:32 +02:00
Michel Juillard 784b8d893c Revert "reducing penalty value to 0.1 when there is no ground to make it proportional" 
This reverts commit a6f123fd50.
 2015-10-09 14:23:32 +02:00
Michel Juillard 818fa47375 Revert "adding new functions for penalty optimization" 
This reverts commit b9e535e99e.
 2015-10-09 14:23:31 +02:00
Michel Juillard 295eed6118 Revert "adapted dsge-var code for new handling of penalties" 
This reverts commit 3966296aca.
 2015-10-09 14:23:31 +02:00
Michel Juillard f464760c45 Revert "remove global objective_function_penalty_base" 
This reverts commit cf858c7fcb.
 2015-10-09 14:23:31 +02:00
Michel Juillard 035adeb89e Revert "More fixing related to objective_function_penalty_base" 
This reverts commit 1ad8df4635.
 2015-10-09 14:23:31 +02:00
Michel Juillard 1a9aa17c9e Revert "More fixings around objective_function" 
This reverts commit 05cd51111c.
 2015-10-09 14:23:31 +02:00
Michel Juillard 9be5c31761 Revert "More fixing of the same" 
This reverts commit a54dda165f.
 2015-10-09 14:23:31 +02:00
Michel Juillard 063a548bd3 Revert "changed persitent variables into local ones in mr_hessian.m" 
This reverts commit fe077fc710.
 2015-10-09 14:23:31 +02:00
Michel Juillard bc37c838c7 Revert "more fixes for penalty objective function" 
This reverts commit 3dac7f8809.
 2015-10-09 14:23:31 +02:00
Michel Juillard a7a3bbef89 Revert "reset newratflag = 0 in dynare_minimize_objective" 
This reverts commit d4cf3576e4.
 2015-10-09 14:23:31 +02:00
Michel Juillard 7202c497de Revert "removed initialization of mr_hessian()" 
This reverts commit f48a026d89.
 2015-10-09 14:23:31 +02:00
Stéphane Adjemian (Charybdis) bf51be7efd Revert "Revert "test suite: add rule for text files"" 
This reverts commit 4825745047.
 2015-10-08 23:20:35 +02:00
Stéphane Adjemian (Charybdis) 6396794b5b Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used"" 
This reverts commit 62b1c85fd4.
 2015-10-08 23:20:08 +02:00
Stéphane Adjemian (Charybdis) 276c34f394 Revert "Temporarily removed an integration test." 
This reverts commit 7b2ccc5a52.
 2015-10-08 21:53:22 +02:00
Michel Juillard f48a026d89 removed initialization of mr_hessian() 2015-10-08 20:57:00 +02:00
Michel Juillard d4cf3576e4 reset newratflag = 0 in dynare_minimize_objective 2015-10-08 20:57:00 +02:00
Michel Juillard 3dac7f8809 more fixes for penalty objective function 2015-10-08 20:57:00 +02:00
Michel Juillard fe077fc710 changed persitent variables into local ones in mr_hessian.m 2015-10-08 20:57:00 +02:00
Michel Juillard a54dda165f More fixing of the same 2015-10-08 20:57:00 +02:00
Michel Juillard 05cd51111c More fixings around objective_function 2015-10-08 20:57:00 +02:00
Michel Juillard 1ad8df4635 More fixing related to objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Michel Juillard cf858c7fcb remove global objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Michel Juillard 3966296aca adapted dsge-var code for new handling of penalties 2015-10-08 20:57:00 +02:00
Michel Juillard b9e535e99e adding new functions for penalty optimization 2015-10-08 20:57:00 +02:00
Michel Juillard a6f123fd50 reducing penalty value to 0.1 when there is no ground to make it proportional 2015-10-08 20:57:00 +02:00
Michel Juillard 5ade8d7c6f removed global objective_function_penalty_base 
added penalty_objective_function.m and penalty_hessian.m
 2015-10-08 20:57:00 +02:00
Stéphane Adjemian (Charybdis) 9131472429 Do not ask for confirmation when deleting a non empty directory (Octave) 2015-10-07 18:13:44 +02:00
Stéphane Adjemian (Charybdis) c064e9ed5e Make unit test compatible with Octave. 2015-10-07 17:47:14 +02:00
Stéphane Adjemian (Charybdis) 7b2ccc5a52 Temporarily removed an integration test. 
tests/recursive/ls2003_bayesian_xls.mod causes a seg fault under Octave
3.8.2 (Debian/Jessie).
 2015-10-07 12:22:50 +02:00
Stéphane Adjemian (Charybdis) 38059daccf Added integration test. 2015-10-07 12:20:40 +02:00
Stéphane Adjemian (Charybdis) 44c198f3f4 Updated dseries module (fix for csv files). 2015-10-07 11:58:17 +02:00
Stéphane Adjemian (Charybdis) 62b1c85fd4 Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used" 
This reverts commit 1bc965625c.
 2015-10-06 16:38:59 +02:00
Stéphane Adjemian (Charybdis) 4825745047 Revert "test suite: add rule for text files" 
This reverts commit 7e41cc170b.
 2015-10-06 16:38:59 +02:00
MichelJuillard f4e8fc74da Merge pull request #1068 from JohannesPfeifer/trust_region 
Test for solution before breaking with error code -3 in trust_region
 2015-10-06 14:17:25 +02:00
Johannes Pfeifer 934901036b Test for solution before breaking with error code -3 in trust_region.m 
Fixes #1067
 2015-10-06 13:59:59 +02:00
Michel Juillard c0bc1f949b removing old test files 2015-10-06 13:44:52 +02:00
Stéphane Adjemian (Charybdis) f215e77a3e Reduced execution time of tests/optimizers/fs2000_6. 2015-10-06 11:34:56 +02:00