Commit Graph

6372 Commits (75fb6afa61ef2e94a917a27ed256b9b36ee418d7)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 75fb6afa61 Added documentation about the options of the simplex optimization routine (mode_compute=8). 2013-10-08 15:15:58 +02:00
Stéphane Adjemian (Charybdis) 60e1d1b75e Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm. 2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis) b01aee4daf Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm). 2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis) f5c9621ca9 Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8). 2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis) 842277447c Added comment. 2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis) c7d82e0bf0 Do not print H0. 2013-10-08 11:02:46 +02:00
Stéphane Adjemian (Charybdis) 994186797a Document the options of gmhmaxlik (mode_compute=6). 2013-10-04 16:12:43 +02:00
Stéphane Adjemian (Charybdis) 51be957fb6 Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate). 2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis) 36e3fb496c Do not crash if an unknown optimization option is declared (replaced an error by a warning). 2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis) b685fe6197 Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4). 2013-10-04 12:01:36 +02:00
Stéphane Adjemian (Charybdis) 05946cd684 Changed names of some options for csminwel (mode_compute=4). 2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis) b2db159cdd Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command). 2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) 62cad6ff44 Cosmetic changes. 2013-10-03 11:01:11 +02:00
Houtan Bastani 51e4e490d6 remove unnecessary test 2013-10-03 09:16:31 +02:00
Sébastien Villemot d9e6985e5b Fix license info for simpsa 2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis) 979a55a334 Added missing semicolon. 2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis) 5d07145411 Merge branch 'master' into add-simpsa-optimization-routine 2013-10-02 17:48:46 +02:00
Stéphane Adjemian (Charybdis) b00bf26621 Added simpsa optimization algorithm in the manual. 2013-10-02 17:44:47 +02:00
Houtan Bastani 030fe52aff preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Houtan Bastani 62c623f6c9 remove unnecessary parenthesis 2013-10-02 17:21:55 +02:00
Houtan Bastani c1305f7f87 support unbounded years 2013-10-02 17:21:55 +02:00
Houtan Bastani 845a8736b5 simplify regex 2013-10-02 17:21:55 +02:00
Houtan Bastani a34afdfdc3 support negative dates 2013-10-02 17:21:55 +02:00
Stéphane Adjemian (Charybdis) 581f97bada Linked simpsa's tolerance options to dynare's defaults. 2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis) 1ff6b2de7b Fixed bug caused by the size of the vector of parameters (transposition needed). 2013-10-02 17:08:04 +02:00
Stéphane Adjemian (Charybdis) ab7f0ddedc Removed the seed set on clock. Changed default values for the options. 2013-10-02 17:07:00 +02:00
Stéphane Adjemian (Charybdis) fb0ccdd5d2 Provide more sensible lower and upper bounds for simpsa algorithm. 2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis) 3f16129e49 mode_compute = 10 calls simpsa algorithm. 2013-10-02 15:30:55 +02:00
Stéphane Adjemian (Charybdis) 9428007bcb Added simpsa routines (new optimization algorithm) 2013-10-02 15:29:56 +02:00
Sébastien Villemot b9cb511a49 Merge pull request #489 from JohannesPfeifer/explosive_irf_warning
Add more information when IRFs are not displayed due to explosive simula...
2013-10-02 06:07:07 -07:00
Houtan Bastani b3b2cdfe7b bug fix for date_number: don't permit weeks >= 53 2013-10-02 11:12:32 +02:00
Johannes Pfeifer 4b060c47d2 Add more information when IRFs are not displayed due to explosive simulations 2013-10-02 09:50:31 +02:00
Houtan Bastani 45942b244c stop dynare.m if onlymacro is passed, closes #487 2013-10-01 15:13:18 +02:00
Sébastien Villemot e043966906 Merge pull request #486 from JohannesPfeifer/prior_check
Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
Johannes Pfeifer ad73d1fd93 Fixes bug in display of parameters at prior bound 2013-09-30 17:10:39 +02:00
Johannes Pfeifer 7e7cadb878 Check initial values for violation of inverse gamma prior
The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.

Also fixes
2013-09-30 17:10:16 +02:00
Sébastien Villemot 1f8b4d9a86 Fix bug in display of parameter names violating the bounds condition 2013-09-30 17:02:25 +02:00
Houtan Bastani 48c428d748 reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true 2013-09-27 11:14:00 +02:00
Houtan Bastani d1c012d289 reporting: annualAverages option for addTable 2013-09-26 16:34:36 +02:00
Houtan Bastani 79d62d85d0 reporting: fix hline for table 2013-09-26 16:08:13 +02:00
Houtan Bastani ff3774a4a2 reporting: table: remove unused variable 2013-09-26 15:21:08 +02:00
Houtan Bastani 34b3b94c5f reporting: series: tableRowColor add missing check 2013-09-26 14:48:59 +02:00
Houtan Bastani a9eb95ff2a reporting: series: fix spacing of table cell separators and eol's 2013-09-26 14:45:46 +02:00
Houtan Bastani 79f03773d7 reporting: add new series option tableSubSectionHeader 2013-09-26 14:43:13 +02:00
Sébastien Villemot b207477c66 Merge pull request #484 from JohannesPfeifer/manual_DR
Clarify manual on different/inconsistent ordering of variables used in d...
2013-09-26 02:57:14 -07:00
Johannes Pfeifer 27b48720dc Clarify manual on different/inconsistent ordering of variables used in description of decision rules
The previous description used the same variables to denote both declaration and DR order, thus confusing users.
2013-09-26 11:29:40 +02:00
Houtan Bastani efd5a82d31 Merge pull request #482 from JohannesPfeifer/master
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 01:26:16 -07:00
Johannes Pfeifer 90fa92f8a9 Adds chi2cdf function if Statistics toolbox is missing 2013-09-26 10:19:05 +02:00
Sébastien Villemot b3d835bd48 Provisions for MATLAB 8.2 (R2013b) 2013-09-25 16:00:07 +02:00