Ferhat Mihoubi
f4b613a54e
Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions
2010-04-16 18:04:57 +02:00
George Perendia
e9846ae65f
C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
2010-04-16 17:00:51 +01:00
Ferhat Mihoubi
f92b4262dc
Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode)
2010-04-16 17:26:42 +02:00
Ferhat Mihoubi
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
Michel Juillard
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
Sébastien Villemot
b2220c0346
Preprocessor: rename a function argument to avoid name conflict with standard error filestream
2010-04-15 17:46:05 +02:00
Sébastien Villemot
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
Michel Juillard
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
Marco Ratto
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
Marco Ratto
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
Marco Ratto
47eac6ac88
1) copy metropolis files
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2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
Marco Ratto
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
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2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
Marco Ratto
5e7d9d39e5
1) removed redundant loop defining x;
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2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
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* 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
Sébastien Villemot
0281c5138a
Build system: added new testKalman for Estimation DLL
2010-04-13 18:41:15 +02:00
George Perendia
a489c8810d
C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc
2010-04-13 12:38:13 +01:00
Marco Ratto
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
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2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot
912204dcd1
Updates to Windows packaging
2010-04-06 18:28:48 +02:00
Sébastien Villemot
f560ae8fce
Build system: give the possibility to disable POSIX threads in configure script
2010-04-06 17:48:02 +02:00
Sébastien Villemot
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
Sébastien Villemot
6f200a1d7c
Build system: add support for R2010a
2010-04-06 14:12:00 +02:00
Sébastien Villemot
992dc1fb5d
Ref. manual: document the new selected_variables_only command
2010-04-06 11:54:30 +02:00
Sébastien Villemot
7c01486b84
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
Michel Juillard
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
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When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard
f85049e9a6
removed oo_.smoother.integration_order
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removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
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correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard
b80f5d0f52
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-04-02 21:41:28 +02:00
Michel Juillard
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
Michel Juillard
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
Michel Juillard
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
Sébastien Villemot
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
Michel Juillard
f07c807702
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-04-02 11:59:04 +02:00
Michel Juillard
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
Sébastien Villemot
fcb315dccd
Merge remote branch 'george/master'
2010-04-02 10:19:24 +02:00
Stéphane Adjemian (Ithaque)
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
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imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
George Perendia
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
Sébastien Villemot
db73d4020d
Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value
2010-03-29 15:01:29 +02:00
Sébastien Villemot
b8b3491a29
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
Sébastien Villemot
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
Sébastien Villemot
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
Sébastien Villemot
e3be730a46
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
Michel Juillard
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
Michel Juillard
e405f17c8a
additional fixe to partial information:
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- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
George Perendia
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
Sébastien Villemot
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
Sébastien Villemot
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
Sébastien Villemot
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00