Commit Graph

9893 Commits (744b52d362c5823e445dd31c772c7899609bb061)

Author SHA1 Message Date
Houtan Bastani 744b52d362 fix bug introduced in 1c892bb3e9 2016-09-27 15:28:43 +02:00
Houtan Bastani 1c892bb3e9 octave: try to load the needed package before ending with an error 2016-09-27 15:26:59 +02:00
Michel Juillard 1669b274a2 fixed bug whith recursive estimation and mode_compute=0 2016-09-27 15:11:42 +02:00
Houtan Bastani daa77a7a68 test suite: add .mod file name to execution command to see which test is running in top 2016-09-27 10:55:03 +02:00
Houtan Bastani 2a6b3caa34 when saving, use .mat file extension because Octave doesn’t support it by default 2016-09-26 11:00:41 +02:00
Houtan Bastani d4f5977380 test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
Houtan Bastani e84e81dd01 fix typo 2016-09-23 18:37:49 +02:00
Houtan Bastani c6f4af8894 preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani e09b4571d7 osr: fix call to strmatch for octave. Closes #1291 2016-09-23 16:13:30 +02:00
Houtan Bastani 99d7b2b8b2 test suite: add rules for o.trs left out of 6b2c7c36d4 2016-09-21 16:16:29 +02:00
Houtan Bastani aa08138206 test suite: resolve more race conditions 2016-09-21 16:14:59 +02:00
Houtan Bastani 6b2c7c36d4 test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod 2016-09-21 11:42:13 +02:00
Houtan Bastani 8bf2036049 gitignore: ignore dataset saved by default when Octave crashes 2016-09-20 17:20:18 +02:00
Houtan Bastani fd9c81f0ef test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069 2016-09-20 17:17:25 +02:00
Houtan Bastani a44fa17cc1 Merge pull request #1284 from JohannesPfeifer/Matlab2016b
Account for Matlab 2016b in installer and mex-folder
2016-09-19 11:53:19 +02:00
Johannes Pfeifer b50602962d Account for Matlab 2016b in installer and mex-folder 2016-09-18 16:33:49 +02:00
Houtan Bastani 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Stéphane Adjemian (Hermes) e536621b95 Changed help message returned by prior CLI command
Describes option introduced in 5e398559f4
2016-09-14 18:04:01 +02:00
Stéphane Adjemian (Hermes) 5e398559f4 Added option to CLI prior command.
>> prior moments(distribution)

Returns the implied prior mean and standard deviation of the asymptotic
expectation and variance of all the endogenous variables.

The draws of the empirical implied prior distribution for these
asymptotic moments are saved under:

M_.dname/prior/draws/M_.fname_endogenous_variables_prior_draws.mat

and can be used to compute other moments or plot implied prior
densities.
2016-09-14 17:41:01 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Stéphane Adjemian 81079895df Merge pull request #1283 from JohannesPfeifer/WSL
Add Windows subsystem for Linux to README
2016-09-14 09:11:25 +02:00
Houtan Bastani 919647477e replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09 2016-09-13 17:34:23 +02:00
Johannes Pfeifer c649c159b8 Add Windows subsystem for Linux to README 2016-09-13 14:20:56 +02:00
Stéphane Adjemian 7c5a1d8523 Merge pull request #1279 from rattoma/hessian
make computations around invhess more robust numerically.
2016-09-08 23:22:25 +02:00
Marco Ratto e46a3249c0 fixes testsuite for model comparison 2016-09-08 15:45:38 +02:00
Stéphane Adjemian bf599ea790 Merge pull request #1274 from JohannesPfeifer/steady_message
Add missing check for display of results in evaluate_steady_state.m
2016-09-07 15:23:17 +02:00
Marco Ratto 96bc8133e7 Merge remote-tracking branch 'remotes/origin/master' 2016-09-07 09:34:28 +02:00
Marco Ratto 5c4f81a26f Bug fixes for conditional forecast.
1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
2016-09-07 09:27:48 +02:00
Houtan Bastani d74550e050 preprocessor: simplify code 2016-09-06 14:59:31 +02:00
Houtan Bastani 833f8c7845 preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276 2016-09-06 14:58:25 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Marco Ratto eae0828a40 make computations around invhess more robust numerically. 2016-09-05 12:16:07 +02:00
Houtan Bastani cc88b7ebdf Merge pull request #1275 from JohannesPfeifer/dyn_latex_table
Replace hline in dyn_latex_table.m by proper booktabs style
2016-09-02 17:19:41 +02:00
Johannes Pfeifer a59697352a Add xlim to rplot.m
Prevents excessive white space
2016-09-01 13:57:24 +02:00
Johannes Pfeifer 12d5147093 Replace hline in dyn_latex_table.m by proper booktabs style 2016-08-31 18:26:56 +02:00
Johannes Pfeifer c2b9bd1cff Add missing check for display of results in evaluate_steady_state.m 2016-08-26 18:31:52 +02:00
Houtan Bastani f0909834c0 preprocessor: external_function: add comma to function output args 2016-08-25 15:35:32 +02:00
Houtan Bastani 5d2ac18e75 emacs config: force tabs with length equal 2 spaces in c-mode 2016-08-25 15:33:41 +02:00
Stéphane Adjemian e61aa1b407 Merge pull request #1273 from JohannesPfeifer/var_exo_det
Provide informative error message when var_exo_det is used with purel…
2016-08-24 17:08:52 +02:00
Johannes Pfeifer 5996211356 Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out) 2016-08-24 15:05:28 +02:00
Stéphane Adjemian (Hermes) 3252557aab Build on debian/Ubuntu. Add texlive-fonts-extra package after `apt-get build-dep dynare`.
Closes #1263.
2016-08-24 14:48:36 +02:00
Johannes Pfeifer c6dc36536d Add specification check of Ramsey policy to initial_estimation_checks.m
Related to #1173
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 582bcb7a8e Add missing Ramsey error code to dsge_likelihood.m 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 41a714ee2b Move check for correct number of instruments to ramsey_policy.m
No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 1f26aed03d Condition output of diagnostics in evaluate_steady_state.m on options.debug
Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
Johannes Pfeifer eff52f51b7 Ramsey: exit with error code if solver fails at specified tolerance
Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer c470e028e1 Ramsey: add check for complex numbers in conditional steady state 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 01f1abb19a Provide dedicated maxit option for Ramsey 2016-08-24 13:32:11 +02:00
Johannes Pfeifer 922410e241 dyn_ramsey_static.m: Cosmetic header fix 2016-08-24 13:32:11 +02:00
Johannes Pfeifer f60aec3be3 Fix number of Lagrange multipliers in evaluate_steady_state.m
Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00