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4487 Commits (7c7656b90a018611ba528a4b467bd66c77313815)

Author SHA1 Message Date
Sébastien Villemot 7c7656b90a license.txt: add stance for matlab/cmaes.m 2012-03-05 19:15:53 +01:00
Sébastien Villemot 357bcbe067 Add Johannes Pfeifer to the list of contributors 2012-03-05 19:14:01 +01:00
Sébastien Villemot 2b0322156c license.txt: cosmetic changes 2012-03-05 19:03:09 +01:00
Sébastien Villemot c49d33e6ba Add local_state_space_iterations subdir to dist rule 2012-03-05 18:53:59 +01:00
Stéphane Adjemian (Charybdis) cf19df92ef Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode. 2012-03-05 15:03:55 +01:00
Stéphane Adjemian (Charybdis) cf9e8a6714 Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this 
case reset the options_.order equal to one (except if options_.particle.status==1).
 2012-03-05 14:56:02 +01:00
Stéphane Adjemian (Charybdis) 0d58e1855d Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands 
to set the seed of the random number generators).
 2012-03-05 14:37:55 +01:00
Stéphane Adjemian (Charybdis) 59d3d30c90 Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed... 2012-03-05 14:21:52 +01:00
Michel Juillard d64817437e now extended_path with order = 0 calls solve_perfect_foresight_model() 
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
 2012-03-05 12:35:55 +01:00
Stéphane Adjemian (Charybdis) e1a5e0de53 Objective function needs to be passed as a string to CMAES optimization routine. 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) 83b536c618 Moved CMAES options in global_initialization, so that the options of this routine can be modified by 
the user by writting in options_.cmaes.
 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) cc281897e0 Added new routine for non linear filter (auxiliary particle filter). 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) 8de93c21f2 Fixed bug (cost_flag->exit_flag). 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) 724b99412f Added option for kitagawa/stratified approach in traditional resampling. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 3b471e3a99 Bug fix. Added missing input (method specification) to the resampling routine. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 6b736cf622 Bug fix. Added missing input to the non linear likelihood routine (DynareOptions). 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) fb4def04bd Fixed bug related to the name of the sub-structure for the non linear filters. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) bbf63f0da9 Deleted trailing white spaces. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 978f29f59d Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables). 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 5458492674 Fixed bug. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) f3e27e82d6 Fixed typo (misspelled EstimatedParameters structure). 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 1ab6aae56e Fixed typo (number of observed variables). 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) f798118902 Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model). 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 6a8095303e Added particle filter flag. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) 2f3c8f910f Fixed bug related to the dynare implementation of the simplex algorithm. 2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis) 8aea0bf14c Updated copyright year. 2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis) 13f1e62de8 Deleted trailing white spaces. 2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis) 859335b34f Fixed bug in extended path routine (appearing when some innovations have zero variance). 2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis) e882a2ea36 Added unitary test. 2012-03-04 22:09:18 +01:00
Stéphane Adjemian (Charybdis) 192b5c7113 Fixed bugs in routines related to the extended path algorithm. 2012-03-04 22:09:18 +01:00
Stéphane Adjemian (Charybdis) 0aaa7a8a13 Fixed bug in internal tests of local_state_space_iteration_2 routine. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 100ff94644 Fixed bug related to the path to the testes routine. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 40329e3e29 Added routine to compute one step ahead state space iteration (mex and m). The state space 
equations are approximated at order two around the deterministic steady state.
 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 8f95711445 Fixed texinfo header. Added two internal tests. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) f9671be3d2 Deleted trailing white space. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 939318a380 Added a comment about the timming tests done in the third section of the internal tests. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 0a9daa519a Updated copyright year. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 78fe29eeef Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test. 2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis) 2a88e49f9f Cosmetic changes in texinfo header. Deleted trailing spaces. 2012-03-04 22:07:26 +01:00
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Michel Juillard bad8746e77 corrected bugs in extended path. The code works now with 
./tests/ep/linear.mod
 2012-03-04 20:59:57 +01:00
Sébastien Villemot df324fddcc License file: use final URL for copyright format spec 2012-02-24 18:07:27 +01:00
Sébastien Villemot 3551512a6f Another hack to get static linking of libgfortran under MinGW 2012-02-24 17:35:54 +01:00
Sébastien Villemot 9067d7704c Link with -static-libgfortran under MinGW 2012-02-24 16:40:58 +01:00
Sébastien Villemot 89ca683ab9 Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +01:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates 
when necessary
 2012-02-23 18:39:41 +01:00
Ferhat eb567f5202 Cleaning the code: getting rid of unused variables 2012-02-17 10:59:39 +01:00
Ferhat ee9213d77c Corrects a bug in the computation of the number of leads and lags 2012-02-17 10:50:54 +01:00
Ferhat 28a1cf52cd Corrects the number of lead and lags of a block 2012-02-17 10:48:28 +01:00